Federal Home Loan Bank of Atlanta Form 10-K Annual Report Filed 2022-03-03

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-K

☒ ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2021

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

Commission File Number: 000-51845

____________________________________

FEDERAL HOME LOAN BANK OF ATLANTA

(Exact name of registrant as specified in its charter)


Federally chartered corporation						56-6000442
United States
(State or other jurisdiction of incorporation or organization)						(I.R.S. Employer Identification No.)

1475 Peachtree Street, NE, Atlanta, GA

(Address of principal executive offices)

30309

(Zip Code)

Registrant’s telephone number, including area code: (404) 888-8000

_____________________________________

Securities registered pursuant to Section 12(b) of the Act:


Title of each class	Trading Symbol(s)	Name of each exchange on which registered
None	N/A	N/A

Securities registered pursuant to Section 12(g) of the Act:

Class B Stock, par value $100

Indicate by check mark if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. ¨ Yes x No

Indicate by check mark if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act. ¨ Yes x No

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 for the past 90 days. x Yes ☐ No

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted 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 such files). x Yes ☐ No

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

Large accelerated filer

☐

Accelerated filer

☐

Non-accelerated filer

Smaller reporting company

☐

Emerging growth company

☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Indicate by check mark whether the registrant has filed a report on and attestation to its management’s assessment of the effectiveness of its internal control over financial reporting under Section 404(b) of the Sarbanes-Oxley Act (15 U.S.C.7262(b)) by the registered public accounting firm that prepared or issued its audit report. ☑

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

Registrant’s stock is not publicly traded and is only issued to members of the registrant. Such stock is issued and redeemed at par value, $100 per share, subject to certain regulatory and statutory limits. As of June 30, 2021, the aggregate par value of the stock held by current and former members of the registrant was $2,448,594,700. As of February 28, 2022, 25,488,805 total shares were outstanding, including mandatorily redeemable capital stock.

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	PART I.
Item 1.	Business	6
Item 1A.	Risk Factors	20
Item 1B.	Unresolved Staff Comments	27
Item 2.	Properties	27
Item 3.	Legal Proceedings	28
Item 4.	Mine Safety Disclosure	28
	PART II.
Item 5.	Market For Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities	28
Item 6.	[Reserved]	28
Item 7.	Management’s Discussion and Analysis of Financial Condition and Results of Operations	29
Item 7A.	Quantitative and Qualitative Disclosures About Market Risk	65
Item 8.	Financial Statements and Supplementary Data	66
Item 9	Changes in and Disagreements With Accountants on Accounting and Financial Disclosure	114
Item 9A.	Controls and Procedures	114
Item 9B.	Other Information	114
	PART III.
Item 10.	Directors, Executive Officers and Corporate Governance	115
Item 11.	Executive Compensation	126
Item 12.	Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters	149
Item 13.	Certain Relationships and Related Transactions, and Director Independence	150
Item 14.	Principal Accountant Fees and Services	151
	PART IV.
Item 15.	Exhibits and Financial Statement Schedules	152
Item 16.	Form 10-K Summary	154

SIGNATURES		154

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Important Notice About Information in this Annual Report

In this annual report on Form 10-K (Report), unless the context suggests otherwise, references to the “Bank” mean the Federal Home Loan Bank of Atlanta. “FHLBanks” means the 11 district Federal Home Loan Banks, including the Bank, and “FHLBank System” means the FHLBanks and the Federal Home Loan Banks Office of Finance (Office of Finance), as regulated by the Federal Housing Finance Agency (Finance Agency). “FHLBank Act” means the Federal Home Loan Bank Act of 1932, as amended.

The information contained in this Report is accurate only as of the date of this Report and as of the dates specified herein.

The product and service names used in this Report are the property of the Bank and, in some cases, the other FHLBanks. Where the context suggests otherwise, the products, services, and company names mentioned in this Report are the property of their respective owners.

Special Cautionary Notice Regarding Forward-looking Statements

This Report includes statements describing anticipated developments, projections, estimates, or future predictions of the Bank that are “forward-looking statements” within the meaning of section 27A of the Securities Act of 1933, as amended, and section 21E of the Securities Exchange Act of 1934, as amended, and are intended to be covered by the safe harbor provided by the same regulations. These statements may use forward-looking terminology such as, but not limited to, “anticipates,” “believes,” “expects,” “plans,” “intends,” “may,” “could,” “estimates,” “assumes,” “should,” “will,” ”likely,” or their negatives or other variations on these terms. The Bank cautions that, by their nature, forward-looking statements are subject to a number of risks or uncertainties, including the risk factors set forth in Item 1A—Risk Factors and the risks set forth below. Accordingly, the Bank cautions that actual results could differ materially from those expressed or implied in these forward-looking statements or could impact the extent to which a particular objective, projection, estimate, or prediction is realized. As a result, the reader is cautioned not to place undue reliance on such statements. These forward-looking statements speak only as of the date they are made, and the Bank does not undertake to update any forward-looking statement herein or that may be made from time to time on its behalf.

Forward-looking statements in this report may include, among others, the Bank’s expectations for:

•the Bank’s business strategy and changes in operations, including, without limitation, product growth and change in product mix;

•future performance, including profitability, dividends, retained earnings, developments, or market forecasts;

•repurchases of stock in excess of a stockholder’s total stock investment requirement (excess stock);

•credit losses on advances and investments in mortgage loans and mortgage-backed securities (MBS);

•balance sheet changes and components thereof, such as changes in advances balances and the size of the Bank’s portfolio of investments in mortgage assets;

•the Bank’s minimum retained earnings target;

•the interest rate environment in which the Bank does business;

•forward-looking accounting and financial statement effects; and

•those other factors identified and discussed in the Bank’s public filings with the Securities and Exchange Commission (SEC).

Actual results may differ from forward-looking statements for many reasons including, but not limited to:

•future economic and market conditions, including, for example, inflation and deflation, the timing and volume of market activity; general consumer confidence and spending habits; the strength of local economies in which the Bank conducts its business; housing prices, employment rates, and interest-rate changes that affect the housing markets;

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•changes in the demand for the Bank’s advances and other products and services resulting from changes in members’ deposit flows and credit demands, as well as from changes in other sources of funding and liquidity available to members;

•changes in the financial health of the Bank’s members;

•volatility of market prices, rates, and indices that could affect the value of collateral held by the Bank as security for the obligations of Bank members and counterparties to derivatives and similar agreements;

•the risk of changes in interest rates on the Bank’s interest-rate sensitive assets and liabilities;

•uncertainties related to the phase-out of the London Interbank Offered Rate (LIBOR) interest-rate benchmark;

•changes in various governmental monetary or fiscal policies, as well as legislative and regulatory changes, including changes in accounting principles generally accepted in the United States of America (GAAP) and related industry practices and standards, or the application thereof;

•changes in the credit ratings of the U.S. government and/or the FHLBanks;

•political, national, and world events, including acts of war, terrorism, natural disasters, global pandemics or other catastrophic events, and legislative, regulatory, judicial, or other developments that affect the economy, the Bank’s market area, the Bank, its members, counterparties, its federal regulators, and/or investors in the consolidated obligations of the FHLBanks;

•competitive forces, including other sources of funding available to Bank members, and other entities borrowing funds in the capital markets;

•the ability to attract and retain skilled individuals, including qualified executive officers;

•the Bank’s ability to develop, implement, promote the efficient performance of, and support and safeguard, technology and information systems, including those provided by third-parties, sufficient to measure and effectively manage the risks of the Bank’s business without significant interruption;

•changes in investor demand for consolidated obligations of the FHLBanks and/or the terms of derivatives and similar agreements, including changes in investor preference and demand for certain terms of these instruments, which may be less attractive to the Bank, or which the Bank may be unable to offer;

•the Bank’s ability to introduce, support, and manage the growth of new products and services and to successfully manage the risks associated with those products and services;

•the Bank’s ability to successfully manage the credit and other risks associated with any new types of collateral securing advances;

•the availability from acceptable counterparties, upon acceptable terms, of swaps, options, and other derivative financial instruments of the types and in the quantities needed for investment funding and risk-management purposes;

•the uncertainty and costs of litigation, including litigation filed against one or more of the FHLBanks;

•membership changes, including changes resulting from mergers or changes in the principal place of business of Bank members, which could result in decreased advances or other business from such members;

•changes in the FHLBank Act or Finance Agency regulations that affect FHLBank operations and regulatory oversight or changes in other statutes or regulations applicable to the FHLBanks; and

•adverse developments or events affecting or involving one or more other FHLBanks or the FHLBank System in general.

These risk factors are not exhaustive. New risk factors may emerge from time to time. The Bank cannot predict such new risk factors nor can it assess the impact, if any, of such new risk factors on its business or the extent to which any factor, or combination of factors, may cause actual results to differ materially from those implied by any forward-looking statements.

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PART I

Item 1. Business.

Overview

General. The Bank is a federally chartered corporation that was organized in 1932 and is one of 11 district FHLBanks. The FHLBanks, along with the Office of Finance, comprise the FHLBank System. The FHLBanks are U.S. government-sponsored enterprises (GSEs) organized under the authority of the FHLBank Act. Each FHLBank operates as a separate entity within a defined geographic district and has its own management, employees, and board of directors. The Bank’s defined geographic district includes Alabama, Florida, Georgia, Maryland, North Carolina, South Carolina, Virginia, and the District of Columbia. The Bank is supervised and regulated by the Finance Agency, an independent federal agency in the executive branch of the United States government.

Cooperative. The Bank is a cooperative owned by member institutions that are required to purchase capital stock in the Bank as a condition of membership. Federally insured depository institutions, insurance companies, privately insured state-chartered credit unions, and community development financial institutions (CDFIs) located in the Bank’s defined geographic district and engaged in residential housing finance are eligible to apply for membership. The Bank’s capital stock is not publicly traded and is owned entirely by current or former members and certain non-members that own the Bank’s capital stock as a result of a merger with or acquisition of a Bank member. The Bank’s membership totaled 812 financial institutions, comprised of 446 commercial banks, 238 credit unions, 58 savings institutions, 57 insurance companies, and 13 CDFIs as of December 31, 2021.

Business Model. As a cooperative, the Bank’s customers are also its owners. The Bank strategically focuses on positioning itself with its membership in a number of ways to enhance their total value in the cooperative by providing readily available, competitively priced funding to its member institutions, a potential return on investments, support for community investment activities, and other credit and noncredit products and services, including education opportunities on a range of topics. The Bank serves the public by providing its member institutions with a source of liquidity, thereby enhancing the availability of credit for residential mortgages and targeted community developments. The Bank primarily supports this mission by offering collateralized loans, known as advances, to its members.

The Bank’s primary source of funds is proceeds from the sale of FHLBank debt instruments to the public. These debt instruments, known as “consolidated obligations,” are the joint and several obligations of all the FHLBanks. Because of the FHLBanks’ GSE status, the FHLBanks are generally able to raise funds at favorable rates. The Bank’s cooperative ownership structure allows the Bank to pass along the benefit of these low funding rates to its members. The U.S. government does not guarantee the debt securities or other obligations of the Bank or the FHLBank System.

Business. The Bank manages its operations as one business segment. Management and the Bank’s board of directors review enterprise-wide financial information in order to make operating decisions and assess performance.

The Finance Agency issued an Advisory Bulletin providing guidance on FHLBank core mission achievement. The Advisory Bulletin provides that when developing its strategic business plan with respect to core mission, FHLBanks should consider the guidelines established in the Advisory Bulletin. Pursuant to the Advisory Bulletin, the Finance Agency will assess each FHLBank’s core mission achievement by evaluating its core mission asset ratio, calculated as the ratio of primary mission assets, which include advances and acquired member assets, to consolidated obligations. This ratio is calculated annually at year-end, using annual average par values. Based on this ratio, the Finance Agency has provided the following expectations and framework for each FHLBank’s strategic plan:

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

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•when the ratio is at least 55 percent but less than 70 percent, the strategic plan should explain the FHLBank’s plan to bring the ratio closer to the preferred ratio; and

•when the ratio is below 55 percent, 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. If the FHLBank maintains a ratio below 55 percent over the course of several consecutive reviews, then the board of directors should consider possible strategic alternatives.

The Bank’s core mission activities primarily include the issuance of advances. The Bank’s core mission asset ratio was 63.3 percent and 65.8 percent as of December 31, 2021 and 2020, respectively. The Bank has developed a plan to bring its core mission asset ratio closer to the preferred ratio.

Under the FHLBank Act, the Bank is exempt from ordinary federal, state, and local taxation, except employment and real property taxes. It does not have any subsidiaries nor does it sponsor any off-balance sheet special purpose entities.

For additional information regarding the Bank’s financial condition, changes in financial condition, and results of operations, refer to Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations.

Products and Services

The Bank’s products and services include the following:

•Credit Products;

•Community Investment Services; and

•Cash Management and Other Services.

Credit Products

The credit products that the Bank offers to its members include advances and standby letters of credit.

Advances

Advances are the Bank’s primary product. Advances are fully secured loans made to members and eligible housing finance agencies, authorities, and organizations called “housing associates” (non-members that are approved mortgagees under Title II of the National Housing Act). The carrying value of the Bank’s outstanding advances was $45.4 billion and $52.2 billion as of December 31, 2021 and 2020, respectively, and advances represented 57.7 percent and 56.5 percent of total assets as of December 31, 2021 and 2020, respectively. Advances generated 68.3 percent, 68.1 percent, and 65.5 percent of total interest income for the years ended December 31, 2021, 2020, and 2019, respectively.

Advances serve as a funding source for the Bank’s members for a variety of conforming and nonconforming mortgages. Thus, advances support important housing markets, including those focused on low- and moderate-income households. For those members that choose to sell or securitize their mortgages, advances can supply interim funding.

Generally, member institutions use the Bank’s advances for one or more of the following purposes:

•providing funding for mortgages held in the member’s portfolio, including both conforming and nonconforming mortgages;

•providing temporary funding during the origination, packaging, and sale of mortgages into the secondary market;

•providing funding for commercial real estate loans;

•assisting with asset-liability management by matching the maturity and prepayment characteristics of mortgage loans or adjusting the sensitivity of the member’s balance sheet to interest-rate changes;

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•providing a cost-effective alternative to meet contingent liquidity needs and adhere to liquidity management strategies; and

•providing funding for community investment and economic development.

Pursuant to statutory and regulatory requirements, the Bank may only make long-term advances to community financial institutions for the purpose of enabling a member to purchase or fund new or existing residential housing finance assets, which may include defined small business loans, small farm loans, small agri-business loans, and community development loans. The Bank’s management indirectly monitors the purpose for which members use advances through limitations on eligible collateral as described below.

The Bank obtains a security interest in eligible collateral to secure a member’s advance prior to the time that the Bank originates or renews an advance. Eligible collateral is defined by the FHLBank Act, Finance Agency regulations, and the Bank’s credit and collateral policy. The Bank requires its borrowers to execute an advances and security agreement that establishes the Bank’s security interest in all collateral pledged by the borrower. The Bank perfects its security interest in collateral prior to making an advance to the borrower. As additional security for a member’s indebtedness, the Bank has a statutory and contractual lien on the member’s capital stock in the Bank. The Bank may also require additional or substitute collateral from a borrower, as provided in the FHLBank Act and the financing documents between the Bank and its borrowers.

The Bank’s management assesses member creditworthiness and financial condition, typically on a quarterly basis, to determine the term and maximum dollar amount of advances that the Bank will lend to a particular member. In addition, the Bank discounts eligible collateral and periodically revalues the collateral pledged by each member to secure its outstanding advances. The Bank has never experienced a credit loss on an advance.

The FHLBank Act affords any security interest granted to the Bank by any member of the Bank, or any affiliate of any such member, priority over the claims and rights of any party (including any receiver, conservator, trustee, or similar party having rights of a lien creditor), other than the claims and rights of a party that (1) would be entitled to priority under otherwise applicable law; and (2) is an actual bona fide purchaser for value or is an actual secured party whose security interest is perfected in accordance with applicable state law. Pursuant to its regulations, the Federal Deposit Insurance Corporation (FDIC) has recognized the priority of an FHLBank’s security interest under the FHLBank Act and the right of an FHLBank to require delivery of collateral held by the FDIC, as receiver, for a failed depository institution. Most members provide the Bank with a blanket lien covering substantially all of the member’s real estate-related assets and their consent for the Bank to file a financing statement evidencing the blanket lien. Based on the blanket lien, the financing statement and the statutory preferences, the Bank normally does not take control of collateral, other than securities collateral, pledged by blanket lien borrowers. With respect to non-blanket lien borrowers (typically insurance companies, CDFIs, and housing associates), and given the interaction with certain state insurance laws with the FHLBank Act, the Bank takes delivery of all of those members’ pledged collateral.

The Bank offers standard and customized advances to fit a variety of member needs. Generally, the Bank offers maturities as described below, but longer maturities are available, which are subject to a member’s financial condition and available funding. The Bank’s advances include, among other products, the following:

Adjustable- or variable-rate indexed advances. Adjustable- or variable-rate indexed advances include the following:

•Daily Rate Credit Advance (DRC Advance). The DRC Advance provides short-term funding with rate resets on a daily basis, similar to federal funds lines. The DRC Advance is available generally from one day to 12 months.

•Adjustable Rate Credit Advance (ARC Advance). The ARC Advance is an advance that floats to an index and provides intermediate and long-term funding with rate resets at specified intervals. The ARC Advance is available for a term generally of up to 10 years.

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•Floating-to-Fixed Advance. This is an advance that floats to an index and changes to a predetermined fixed rate on a predetermined date prior to maturity. The Bank offers this product with a maturity generally of up to 15 years.

•Callable Adjustable Rate Credit Advance. This is an advance that provides intermediate funding at a variable rate, tied to Secured Overnight Financing Rate (SOFR) with the option to repay the advance on specified dates with no prepayment fee. The interest rate resets at periodic intervals, so pricing adjusts automatically to changing market conditions. Members can choose the advance term and rate reset period. The call option may be Bermudan (quarterly) or European (one-time).

Fixed-rate advances. Fixed-rate advances include the following:

•Fixed Rate Credit Advance (FRC Advance). The FRC Advance offers fixed-rate funds with principal due at maturity generally from one month to 20 years. The Bank allows for the inclusion of interest-rate caps and/or floors in certain FRC Advances with terms of 12 months or greater and a par value of $1 million or more.

•Callable Advance. The callable advance is a fixed-rate advance with a fixed maturity and the option for the borrower to prepay the advance on an option exercise date(s) before maturity without a fee. The options can be Bermudan or European. The Bank offers this product with a maturity generally of up to 10 years with options generally from three months to 10 years.

•Expander Advance. The expander advance is a fixed-rate advance with a fixed maturity and an option by the borrower to increase the amount of the advance on a predetermined future date at a predetermined interest rate. The option may only be European. The Bank has established internal limits on the amount of such options that may be sold based upon which quarter they will mature. The Bank offers this product with a maturity generally of two years to 20 years with an option exercise date that can be set generally from one month to 10 years.

•Principal Reducing Credit Advance (PRC Advance). The PRC Advance is a fixed-rate advance with a final maturity generally of up to 20 years and predetermined principal reductions on specific dates. The reduction schedule is predetermined by the borrower and may be scheduled on a monthly, quarterly, semi-annual, or annual basis. Amortization options include equal payments or structures similar to a mortgage.

Convertible advances. In a convertible advance, the Bank purchases an option from the borrower that allows the Bank to modify the interest rate on the advance from fixed to variable on certain specified dates. The Bank’s option can be Bermudan or European. The Bank offers this product with a maturity generally of up to 15 years with options generally from three months to 15 years.

Forward starting advances. With the forward starting advance, the borrower may enter into the terms of any structured advance, including the FRC Advance, ARC Advance, Expander Advance, or Floating-to-Fixed Advance, with a future settlement date. Interest accrues beginning on the settlement date. A termination fee applies if the borrower voluntarily terminates the advance prior to the settlement date.

The following table presents the par value of outstanding advances by product characteristics (dollars in millions). See Note 6—Advances to the Bank’s 2021 audited financial statements for further information on the distinction between par value and carrying value of outstanding advances.


	As of December 31,
	2021			2020
	Amount		Percent of Total	Amount		Percent of Total
Fixed rate (1)	$	29,288	65.19	$	33,816	66.77
Adjustable or variable-rate indexed	9,813		21.84	10,678		21.09
Convertible	5,307		11.81	5,316		10.50
Principal reducing credit	519		1.16	833		1.64
Total par value	$	44,927	100.00	$	50,643	100.00

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(1) Includes convertible advances whose conversion options have expired.

The Bank establishes interest rates on advances using the Bank’s cost of funds on consolidated obligations and the interest-rate swap market. The Bank establishes an interest rate applicable to each type of advance each day and then adjusts those rates during the day to reflect changes in the cost of funds and interest rates.

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The Bank includes prepayment fee provisions in most advance transactions. With respect to callable advances, prepayment fees apply to prepayments on dates other than option exercise dates. The Bank also offers variable-rate prepayable advances, in which prepayment fees apply to prepayments made on dates other than certain specified dates. As required by Finance Agency regulations, the prepayment fee is intended to make the Bank financially indifferent to a borrower’s decision to prepay an advance before maturity or, with respect to a callable advance, on a date other than an option exercise date.

The following table presents information on the Bank’s 10 largest borrowers of advances (dollars in millions):


		As of December 31, 2021
Institution	State of Membership	Advances Par Value		Percent of Total Advances	Weighted-average Interest Rate (%) (1)


Bank of America, National Association	North Carolina	$	7,506	16.71	0.21
TIAA, FSB	Florida	6,946		15.46	1.03
Pentagon Federal Credit Union	Virginia	5,889		13.11	0.87
Navy Federal Credit Union	Virginia	4,625		10.30	2.04
BankUnited, National Association	Florida	1,905		4.24	0.20
Fidelity & Guaranty Life Insurance Company	Maryland	1,540		3.43	1.61
City National Bank of Florida	Florida	1,100		2.45	0.65
Brighthouse Life Insurance Company	North Carolina	900		2.00	0.46
Raymond James Bank, National Association	Florida	850		1.89	0.32
Amerant Bank, National Association	Florida	815		1.81	0.80
Subtotal (10 largest borrowers)		32,076		71.40	0.88
Subtotal (all other borrowers)		12,851		28.60	1.36
Total par value		$	44,927	100.00	1.02

____________

(1) The average interest rate of the member’s advance portfolio weighted by each advance’s outstanding balance.

A description of the Bank’s credit risk management and collateral valuation methodology as it relates to its advance activity is contained in Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Risk Management—Credit Risk—Advances.

Standby Letters of Credit

The Bank issues irrevocable standby letters of credit on behalf of its members to support certain obligations of the members to third-party beneficiaries. Members may use standby letters of credit for residential housing financing and community lending or for liquidity and asset-liability management. In particular, members often use standby letters of credit as collateral for deposits from public sector entities. Standby letters of credit are generally available for nonrenewable terms of up to five years or for one-year terms that are renewable annually with a final expiration date of up to 10 years after issuance. The Bank requires members to fully collateralize the face amount of any standby letter of credit issued by the Bank during the term of the standby letter of credit. The Bank also charges members a fee based on the face amount of the standby letter of credit. If the Bank is required to make a payment for a beneficiary’s draw, the amount must be reimbursed by the member immediately or, subject to the Bank’s discretion, may be converted into an advance to the member. The Bank’s underwriting and collateral requirements for standby letters of credit are the same as they are for advances.

The Bank has never experienced a credit loss related to a standby letter of credit reimbursement obligation. Unlike advances, standby letters of credit are accounted for as financial guarantees because a standby letter of credit may expire in accordance with its terms without being drawn upon by the beneficiary. The Bank had $7.7 billion and $16.0 billion of outstanding standby letters of credit as of December 31, 2021 and 2020, respectively.

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Advances and Standby Letters of Credit Combined

The following table presents information on the Bank’s 10 largest borrowers of advances and standby letters of credit combined (dollars in millions):


		As of December 31, 2021
Institution	State of Membership	Advances Par Value and Standby Letters of Credit Balance		Percent of Total Advances Par Value and Standby Letters of Credit
Bank of America, National Association	North Carolina	$	8,403	15.98
TIAA, FSB	Florida	6,971		13.25
Pentagon Federal Credit Union	Virginia	6,965		13.24
Navy Federal Credit Union	Virginia	4,629		8.80
BankUnited, National Association	Florida	1,905		3.62
City National Bank of Florida	Florida	1,683		3.20
Fidelity & Guaranty Life Insurance Company	Maryland	1,540		2.93
United Bank	Virginia	1,101		2.09
PNC Bank, National Association	Alabama	913		1.74
Brighthouse Life Insurance Company	North Carolina	900		1.71
Subtotal (10 largest borrowers)		35,010		66.56
Subtotal (all other borrowers)		17,588		33.44
Total advances par value and standby letters of credit		$	52,598	100.00

Community Investment Services

The Bank’s Affordable Housing Program (AHP) provides no-cost or low-cost funds in the form of a direct subsidy or a subsidized advance to members to support the financing of rental and for-sale housing for very low-, low-, and moderate-income households. The Bank offers the AHP General Fund and AHP Homeownership Set-aside programs. Additionally, the Community Investment Cash Advance (CICA) program is offered to members in the form of a discounted advance program that supports projects that provide affordable housing and economic development benefiting those households. A description of each program is as follows:

•the AHP General Fund is offered annually through a competitive application process and provides funds for either new construction or rehabilitation rental or ownership real estate projects submitted through member financial institutions;

•the AHP Homeownership Set-aside program provides funds that can be used by homebuyers for down payment, closing costs, and other costs associated with the purchase, purchase/rehabilitation, or rehabilitation of homes for households at or below 80 percent of the area median income. The funds are available on a first-come, first-served basis through member financial institutions and available through the following distinct products: First-time Homebuyer, Community Partners, and Community Rebuild and Restore; and

•the CICA program consists of the Community Investment Program and the Economic Development Program, which both provide the Bank’s members with access to low-cost funding to create affordable rental and homeownership opportunities and to engage in commercial and economic development activities that benefit low- and moderate-income individuals and neighborhoods.

Each FHLBank must set aside 10 percent of its income subject to assessment for AHP, or such additional prorated sums as may be required so that the aggregate annual contribution of the FHLBanks is not less than $100 million. The aggregate annual contribution of the FHLBanks exceeded $100 million for the years ended December 31, 2021, 2020, and 2019. For purposes of the AHP calculation, each FHLBank’s income subject to assessment is defined as the individual FHLBank’s net income before assessments, plus interest expense related to mandatorily redeemable capital stock. The assessment for AHP is further discussed under the Taxation/Assessments heading below. The Bank’s AHP assessments were $15 million, $28 million, and $41 million for the years ended December 31, 2021, 2020, and 2019, respectively.

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Cash Management and Other Services

The Bank provides a variety of services to help members meet day-to-day cash management needs. These services include cash management services that support member advance activity, such as daily investment accounts, automated clearing house transactions, and custodial mortgage accounts. In addition to cash management services, the Bank provides other noncredit services, including wire transfer services and safekeeping services. These cash management, wire transfer, and safekeeping services do not generate material amounts of income and are performed primarily as ancillary services for the Bank’s members.

The Bank also acts as an intermediary to meet certain derivatives needs of its smaller members that have limited or no access to the capital markets. This service assists members with asset-liability management by giving them indirect access to the capital markets. These intermediary transactions involve the Bank entering into a derivative with a member and then entering into a mirror-image derivative with one of the Bank’s approved counterparties. The derivatives entered into by the Bank as a result of its intermediary activities do not qualify for hedge accounting treatment and are separately marked to fair value through earnings. The Bank attempts to earn income from this service sufficient to cover its operating expenses through the minor difference in rates on these mirror-image derivatives. The net result of the accounting for these derivatives is not material to the operating results of the Bank. The Bank may require both the member and the counterparty to post collateral for any market value exposure that may exist during the life of the transaction.

Mortgage Loan Purchase Programs

The Bank’s mortgage loan purchase programs provided members an alternative to holding mortgage loans in a portfolio or selling them into the secondary market. Prior to 2008, the Bank purchased loans directly from member participating financial institutions (PFIs) through the Mortgage Partnership Finance® Program (MPF® Program), a program developed by FHLBank Chicago and the Mortgage Purchase Program (MPP), a program separately established by the Bank. The Bank ceased directly purchasing new mortgage assets under these mortgage programs in 2008. However, the Bank continues to support its existing MPP and MPF Program mortgage loan portfolios. The Bank may also acquire fixed-rate residential mortgage loans through participation in eligible mortgage loans purchased from other FHLBanks.

MPF Program

From time to time, the Bank had offered various products to members through the MPF Program. FHLBank Chicago, as the MPF provider, is responsible for providing transaction processing services, as well as developing and maintaining the underwriting criteria and program servicing guide. The Bank pays FHLBank Chicago a fee for providing these services. Conventional loans purchased from PFIs under the MPF Program are subject to varying levels of loss allocation and credit enhancement structures. Federal Housing Administration (FHA)-insured and Department of Veterans Affairs (VA)-guaranteed loans are not subject to the credit enhancement obligations applicable to conventional loans under the MPF Program. The PFI may retain the right and responsibility for servicing the loans or sell the servicing rights, and the PFI may be required to repurchase a loan in the event of a breach of eligibility requirement or other warranty.

The Bank maintains a portfolio of mortgage loans that were historically purchased directly from PFIs and are recorded on the balance sheet. There were no PFIs under the traditional MPF products among the Bank’s top 10 borrowers as of December 31, 2021.

MPP

The Bank’s MPP is independent of other FHLBanks’ mortgage loan programs. Therefore, the Bank has greater control over pricing, quality of customer service, relationships with any third-party service providers, and program changes. Certain benefits of greater Bank control include the Bank’s ability to control operating costs and to manage its regulatory relationship directly with the Finance Agency. There were no MPP PFIs that were among the Bank’s top 10 borrowers as of December 31, 2021.

The MPF Program and MPP are authorized under applicable regulations. Regulatory interpretive guidance provides that an FHLBank may sell loans acquired through its mortgage loan purchase programs so long as it also sells the related credit enhancement obligation. The Bank currently is not selling loans it has acquired through these mortgage loan purchase programs. The contractual maturity dates of some of the purchased loans extend out to 2047.

Investments

The Bank maintains a portfolio of investment securities and other investments for liquidity purposes to provide for the availability of funds to meet member credit needs and to provide additional earnings for the Bank. As of December 31, 2021,

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the Bank’s investment securities consist of MBS issued by GSEs or U.S. government agencies; securities issued by the U.S. government or U.S. government agencies; and state and local housing agency obligations. The investment securities portfolio generally provides the Bank with higher returns than those available in other permissible investments. The Bank’s other investments may consist of interest-bearing deposits, overnight and term federal funds sold, and securities purchased under agreements to resell. U.S. Treasury obligations, U.S. agency, and GSE securities were 55.7 percent and 60.4 percent of the Bank’s total investments as of December 31, 2021 and 2020, respectively, as discussed in Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Financial Condition—Investments. Investments generated 29.5 percent, 30.9 percent, and 34.0 percent of total interest income for the years ended December 31, 2021, 2020, and 2019, respectively.

The Bank’s MBS investment practice is to purchase MBS from a group of Bank-approved dealers, which may include “primary dealers.” Primary dealers are banks and securities brokerages that trade in U.S. government securities with the Federal Reserve System. The Bank does not purchase MBS from its members, except in the case in which a member or its affiliate is on the Bank’s list of approved dealers. In all cases, the Bank bases its investment decisions on the relative rates of return of competing investments and does not consider whether an MBS is being purchased from or issued by a member or an affiliate of a member. The Bank’s MBS balance did not include any investments that were issued by the Bank’s members or an affiliate of a member as of December 31, 2021 and 2020.

Finance Agency regulations prohibit the Bank from investing in certain types of securities. These restrictions are discussed in more detail in Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Risk Management—Credit Risk—Investments.

Finance Agency regulations prohibit an FHLBank from purchasing MBS and asset-backed securities if its investment in such securities exceeds 300 percent of the FHLBank’s previous month-end regulatory capital on the day it purchases the securities. Regulatory capital is defined as the sum of permanent capital, the amount paid-in for Class A stock (if any), the amount of the Bank’s general allowance for losses (if any), and the amount of any other instruments identified in the capital plan and approved by the Finance Agency. For discussion regarding the Bank’s compliance with this regulatory requirement, refer to Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Financial Condition—Investments.

The Bank is subject to credit and market risk on its investments. For discussion as to how the Bank manages these risks, see Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Risk Management—Credit Risk—Investments.

Funding Sources

Deposits

The FHLBank Act allows the Bank to accept deposits from its members, any institution for which it is providing correspondent services, other FHLBanks, or other governmental instrumentalities. Deposits provide some of the Bank’s funding resources while also giving members a low-risk earning asset that satisfies their regulatory liquidity requirements. The Bank had demand and overnight deposits of $2.1 billion and $2.0 billion as of December 31, 2021 and 2020, respectively.

To support its member deposits, the FHLBank Act requires the Bank to have an amount equal to or greater than the current deposits received from its members as a reserve. These reserves are required to be invested in obligations of the United States, deposits in eligible banks or trust companies, or advances with maturities not exceeding five years. The Bank had excess deposit reserves of $39.4 billion and $42.6 billion as of December 31, 2021 and 2020, respectively.

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Consolidated Obligations

Consolidated obligations, consisting of bonds and discount notes, are the joint and several obligations of the FHLBanks, backed only by the financial resources of the FHLBanks. Consolidated obligations are not obligations of the U.S. government, and the United States does not guarantee the consolidated obligations. The Office of Finance has responsibility for facilitating and executing the issuance of consolidated obligations for all the FHLBanks. It also services all outstanding debt. The Bank is primarily liable for its portion of consolidated obligations (i.e., those issued on its behalf); however, the Bank is also jointly and severally liable with the other FHLBanks for the payment of principal and interest on consolidated obligations of all the FHLBanks. If the principal or interest on any consolidated obligation issued on behalf of the Bank is not paid in full when due, the Bank may not pay any extraordinary expenses or pay dividends to, or redeem or repurchase shares of capital stock from, any member of the Bank. At any time, the Finance Agency may require any FHLBank to make principal or interest payments due on any consolidated obligation, whether or not the primary obligor FHLBank has defaulted on the payment of that obligation.

To the extent that an FHLBank makes any payment on a consolidated obligation on behalf of another FHLBank, the paying FHLBank is entitled to reimbursement from the noncomplying FHLBank. However, if the Finance Agency determines that the noncomplying FHLBank is unable to satisfy its obligations, 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 also state that the Bank must maintain the following types of assets that are free from any lien or pledge in an aggregate amount at least equal to the amount of the Bank’s portion of the consolidated obligations outstanding, provided that any assets that are subject to a lien or pledge for the benefit of the holders of any issue of consolidated obligations shall be treated as if they were assets free from any lien or pledge for purposes of this negative pledge requirement:

•cash;

•obligations of, or fully guaranteed by, the United States;

•secured advances;

•mortgages that have any guaranty, insurance, or commitment from the United States or any agency of the United States; and

•investments described in Section 16(a) of the FHLBank Act which, among other items, include securities that a fiduciary or trust fund may purchase under the laws of the state in which the FHLBank is located.

The Bank was in compliance with this Finance Agency regulation as of December 31, 2021 and 2020.

Consolidated obligations are issued with either fixed- or variable-rate coupon payment terms that may use a variety of indices, such as SOFR and Overnight Index Swap (OIS). The Bank, working through the Office of Finance, is able to customize consolidated obligations to meet investor demands. Customized features can include different indices and embedded derivatives. The Bank offsets these customized features predominantly by derivatives to reduce the market risk associated with the consolidated obligations.

Consolidated Obligation Bonds. Consolidated obligation bonds satisfy longer-term funding requirements. Typically, the maturity of these securities ranges from one year to 10 years, but the maturity is not subject to any statutory or regulatory limit. Consolidated obligation bonds can be issued and distributed through negotiated or competitively bid transactions with approved underwriters or selling group members. The FHLBanks also use the TAP issue program for fixed-rate, noncallable bonds. Under this program, the FHLBanks offer debt obligations at specific maturities that may be reopened daily, generally during a three-month period through competitive auctions. The goal of the TAP program is to aggregate frequent smaller issues into a larger bond issue that may have greater market liquidity.

Consolidated Obligation Discount Notes. Through the Office of Finance, the FHLBanks also issue consolidated obligation discount notes to provide short-term funds for advances to members, for the Bank’s other investments, and for the Bank’s variable-rate and convertible advance programs. These securities have maturities up to 366 days and are offered daily through a consolidated obligation discount note selling group. Discount notes are issued at a discount and mature at par.

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Certification and Reporting Obligations. Under Finance Agency regulations, before the end of each calendar quarter and before paying any dividends for that quarter, the president of the Bank must certify to the Finance Agency that, based upon known current facts and financial information, the Bank will remain in compliance with applicable liquidity requirements and will remain capable of making full and timely payments of all current obligations (which includes the Bank’s obligation to pay principal and interest on consolidated obligations issued on its behalf through the Office of Finance) coming due during the next quarter. The Bank is required to provide notice to the Finance Agency upon the occurrence of any of the following:

•the Bank is unable to provide the required certification;

•the Bank projects, at any time, that it will fail to comply with its liquidity requirements or will be unable to meet all of its current obligations due during the quarter;

•the Bank actually fails to comply with its liquidity requirements or to meet all of its current obligations due during the quarter; or

•the Bank negotiates to enter or enters into an agreement with one or more other FHLBanks to obtain financial assistance to meet its current obligations due during the quarter.

The Bank must file a consolidated obligation payment plan for Finance Agency approval upon the occurrence of any of the following:

•the Bank becomes a noncomplying FHLBank as a result of failing to provide a required certification related to liquidity requirements and ability to meet all current obligations;

•the Bank becomes a noncomplying FHLBank as a result of being required to provide notice to the Finance Agency of certain matters related to liquidity requirements or inability to meet current obligations; or

•the Finance Agency determines that the Bank will cease to be in compliance with its liquidity requirements or will lack the capacity to meet all of its current obligations due during the quarter.

Regulations permit a noncompliant FHLBank to continue to incur and pay normal operating expenses in the regular course of business. However, a noncompliant FHLBank may not incur or pay any extraordinary expenses, declare or pay dividends, or redeem any capital stock until the Finance Agency has approved the FHLBank’s consolidated obligation payment plan or inter-FHLBank assistance agreement or has ordered another remedy, and the noncompliant FHLBank has paid all its direct obligations.

Capital and Capital Rules

The Bank must comply with regulatory requirements for total regulatory capital, leverage capital, and risk-based capital. To satisfy these capital requirements, the Bank maintains a capital plan. Each member’s minimum stock requirement is an amount equal to the sum of a “membership” stock component and an “activity-based” stock component under the capital plan. The FHLBank Act and applicable regulations require that the minimum stock requirement for members must be sufficient to enable the Bank to meet its minimum leverage and risk-based capital requirements. If necessary, the Bank may adjust the minimum stock requirement from time to time within the ranges established in the capital plan. Each member is required to comply promptly with any adjustment to the minimum stock requirement.

As of December 31, 2021, the membership stock requirement was 0.05 percent (five basis points) of the member’s total assets, subject to a cap of $16.2 million.

As of December 31, 2021, the activity-based stock requirement was the sum of the following:

•3.75 percent of the member’s outstanding par value of advances; and

•8.00 percent of any outstanding targeted debt or equity investment (such as multifamily residential mortgage loan assets) sold by the member to the Bank on or after December 17, 2004.

In addition, the activity-based stock requirement may include a percentage of any outstanding balance of acquired member assets (such as residential mortgage loan assets), although this percentage was set at zero as of December 31, 2021. The Bank did not have any multifamily residential mortgage loan assets purchased from members or other targeted debt or equity

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investments outstanding; therefore, the 8.00 percent activity-based stock requirement was inapplicable as of December 31, 2021. The Bank’s Capital Plan was amended to add an activity-based investment requirement for standby letters of credit. Under the amended Capital Plan, members will be required to maintain an investment in subclass B3 capital stock in an amount equal to 0.10 percent (ten basis points) of members’ outstanding standby letters of credit. The Bank expects to implement the 0.10 percent letters of credit stock requirement on March 18, 2022.

Although applicable regulations allow the Bank to issue Class A stock or Class B stock, or both, to its members, the Bank’s capital plan allows it to issue only Class B stock.

The Bank’s financial management policy contains provisions to help preserve the value of the members’ investment in the Bank and reasonably mitigate the effect on capital of unanticipated operating and accounting events. For additional information regarding the Bank’s capital and capital requirements, as well as information regarding the Bank’s retained earnings and dividends, refer to Item 5, Market for Registrant’s Common Equity—Related Stockholder Matters and Issuer Purchases of Equity Securities; Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Financial Condition—Capital; and Note 1 0—Capital and Mandatorily Redeemable Capital Stock to the Bank’s 2021 audited financial statements.

Derivatives

Finance Agency regulations and the Bank’s Risk Management Policy establish guidelines for derivatives. These policies and regulations prohibit the trading or speculative use of these instruments and limit permissible credit risk arising from these instruments. The Bank enters into derivatives to manage the exposure to interest-rate risk inherent in otherwise unhedged assets and funding positions, to achieve the Bank’s risk management objectives, and to act as an intermediary between its members and counterparties. These derivatives consist of interest-rate swaps (including callable and putable swaps), swaptions, interest-rate cap and floor agreements, and forward contracts. Generally, the Bank uses derivatives in its overall interest-rate risk management to accomplish one or more of the following objectives:

•preserve a favorable interest-rate spread between the yield of an asset (e.g., an advance) and the cost of the related liability (e.g., the consolidated obligation bond used to fund the advance) by converting both fixed-rate instruments to a variable rate using interest-rate swaps;

•reduce funding costs by combining a derivative with a consolidated obligation because the cost of a combined funding structure can be lower than the cost of a comparable consolidated obligation bond;

•reduce the interest-rate sensitivity and repricing gaps of assets and liabilities;

•mitigate the adverse earnings effects of the shortening or lengthening of certain assets (e.g., mortgage assets) and liabilities;

•protect the value of existing asset or liability positions;

•manage embedded options in assets and liabilities; and

•achieve overall asset/liability management objectives.

The total notional amount of the Bank’s outstanding derivatives was $50.4 billion and $35.1 billion as of December 31, 2021 and 2020, respectively. The contractual or notional amount of a derivative is not a measure of the amount of credit risk from that transaction; rather, the notional amount serves as a basis for calculating periodic interest payments or cash flows.

The Bank may enter into derivatives concurrently with the issuance of consolidated obligations with embedded options. When issuing bonds, the Bank generally simultaneously enters into derivatives to, in effect, convert fixed-rate liabilities into variable-rate liabilities. The continued attractiveness of such debt depends on price relationships in both the bond and derivatives markets. If conditions in these markets change, the Bank may alter the types or terms of the bonds issued. Similarly, the Bank may enter into derivatives in conjunction with the origination of advances with embedded options. Issuing fixed-rate advances while simultaneously entering into derivatives, in effect, converts fixed-rate advances into variable-rate earning assets.

The Bank is subject to credit risk in all derivatives due to potential nonperformance by the derivative counterparty. For further discussion as to how the Bank manages its credit risk and market risk on its derivatives, see Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operation—Risk Management.

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Competition

Advances. A number of factors affect demand for the Bank’s advances, including, but not limited to, the availability and cost of other sources of liquidity for the Bank’s members, such as demand deposits, brokered deposits, and the repurchase market. The Bank individually competes with other suppliers of secured and unsecured wholesale funding. Such other suppliers may include the United States government, investment banks, commercial banks, and in certain circumstances, other FHLBanks. Smaller members may have access to alternative funding sources through sales of securities under agreements to repurchase, while larger members may have access to all the alternatives listed above. Larger members also may have independent access to the national and global credit markets. The availability of alternative funding sources to members can significantly influence the demand for the Bank’s advances and can vary as a result of a number of factors, including market conditions, member liquidity levels, members’ creditworthiness, and availability of collateral.

Debt Issuance. The Bank competes with Federal National Mortgage Association (Fannie Mae), Federal Home Loan Mortgage Corporation (Freddie Mac), other GSEs, and the U.S. Treasury, as well as corporate and supranational entities for funds raised through the issuance of unsecured debt in the national and global debt markets. Increases in the supply of competing debt products may, in the absence of increases in demand, result in higher debt costs or lesser amounts of debt issued at the same cost than otherwise would be the case. In addition, the availability and cost of funds raised through the issuance of certain types of unsecured debt may be affected adversely by regulatory initiatives that tend to reduce investments by certain depository institutions in unsecured debt with greater price volatility or interest-rate sensitivity than fixed-rate, fixed-maturity instruments of the same maturity. Further, a perceived or actual higher level of government support for other GSEs may increase demand for their debt securities relative to similar FHLBank securities.

Interest-rate Exchange Agreements. The sale of callable debt and the simultaneous execution of callable interest-rate swaps that mirror the debt have been important sources of competitive funding for the Bank. As such, the availability of markets for callable debt and interest-rate swaps may be an important determinant of the Bank’s relative cost of funds. There is considerable competition among high credit quality issuers in the markets for these instruments.

Regulatory Oversight, Audits, and Examinations

The Bank’s business is subject to extensive regulation and supervision. The laws and regulations to which the Bank is subject cover all key aspects of its business, and directly and indirectly affect the Bank’s product and service offerings, pricing, competitive position and strategic plan, relationship with members and third parties, capital structure, cash needs and uses, and information security. As discussed throughout this Report, such laws and regulations may have a significant effect on key drivers of the Bank’s results of operations, including, for example, the Bank’s capital and liquidity, product and service offerings, risk management, and costs of compliance.

The Finance Agency supervises and regulates the FHLBanks. The Finance Agency is responsible for ensuring that (1) the FHLBanks operate in a safe and sound manner, including maintenance of adequate capital and internal controls; (2) the operations and activities of the FHLBanks foster liquid, efficient, competitive, and resilient national housing finance markets; (3) the FHLBanks comply with applicable laws and regulations; and (4) the FHLBanks carry out their housing finance mission through authorized activities that are consistent with the public interest. In this capacity, the Finance Agency issues regulations and policies that govern, among other things, the permissible activities, powers, investments, risk-management practices, and capital requirements of the FHLBanks, and the authorities and duties of FHLBank directors. The Finance Agency conducts annual, on-site examinations of the Bank, as well as periodic off-site reviews. In addition, the Bank must submit monthly financial information on the condition and results of operations of the Bank to the Finance Agency. The Bank is also subject to regulation by the SEC, the Financial Crimes Enforcement Network (FinCEN), and the Commodity Futures Trading Commission.

The Government Corporation Control Act provides that, before a government corporation (which includes each of the FHLBanks) issues and offers obligations to the public, the Secretary of the Treasury shall prescribe (1) the form, denomination, maturity, interest rate, and conditions of the obligations; (2) the time and manner in which issued; and (3) the selling price. Under the FHLBank Act, the Secretary of the Treasury has the authority, at his or her discretion, to purchase consolidated obligations up to an aggregate principal amount of $4.0 billion. No borrowings under this authority have been outstanding since 1977.

The Comptroller General has authority under the FHLBank Act to audit or examine the Finance Agency and the Bank and to decide the extent to which they fairly and effectively fulfill the purposes of the FHLBank Act. Furthermore, the Government Corporation Control Act provides that the Comptroller General may review any audit of the financial statements conducted by an independent registered public accounting firm. If the Comptroller General conducts such a review, he or she must report the

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results and provide his or her recommendations to Congress, the Office of Management and Budget, and the FHLBank in question. The Comptroller General also may conduct his or her own audit of any financial statements of the Bank. The Bank was not reviewed or audited by the Comptroller General in 2021.

The Bank has an internal audit department; the Bank’s board of directors has an audit committee; and an independent registered public accounting firm audits the annual financial statements of the Bank. The independent registered public accounting firm conducts these audits following the standards of the Public Company Accounting Oversight Board (United States) and Government Auditing Standards issued by the Comptroller General. The Finance Agency receives the Bank’s Report and audited financial statements. The Bank must submit annual management reports to Congress, the President of the United States, the Office of Management and Budget, and the Comptroller General. These reports include audited financial statements, a statement of internal accounting and administrative control systems, and the report of the independent registered public accounting firm on the financial statements.

Available Information

The Bank’s website is located at www.fhlbatl.com. The content of the Bank’s website is not incorporated by reference into this Report or in any other report or document that the Bank files with the SEC, and any references to the Bank’s website are intended to be inactive textual references only.

Human Capital Resources

The Bank’s human capital is a significant contributor to the achievement of our strategic business objectives. In managing our human capital, the Bank focuses on its workforce profile and the various programs and philosophies described below.

Workforce Profile

The Bank’s workforce is primarily comprised of corporate employees, with the Bank’s principal operations in one location. As of December 31, 2021, the Bank had 305 full-time and 3 part-time employees. As of December 31, 2021, approximately 46.4 percent of the Bank’s workforce is female, 53.6 percent male, 51.9 percent non-minority and 48.1 percent minority. The Bank’s workforce is leanly staffed, and historically has included a number of longer-tenured employees. The Bank strives to both develop talent from within the organization and supplement with external hires. The Bank believes that developing talent internally results in institutional strength and continuity and promotes loyalty and commitment in the Bank’s employee base, which furthers its success, while adding new employees contributes to new ideas, continuous improvement, and the Bank’s goals of a diverse and inclusive workforce. As of December 31, 2021, the average tenure of the Bank’s employees was 11.6 years. There are no collective bargaining agreements with the Bank’s employees.

Total Rewards

The Bank seeks to attract, develop and retain a diverse group of talented employees to achieve its strategic business initiatives, enhance business performance and increase shareholder value. The Bank supports this objective by sponsoring a combination of compensation, benefits, development, and employee wellness programs. Specifically, the Bank’s programs include:

•Cash based compensation – base salary, performance based incentives, service awards, and spot bonus program;

•Benefits – retirement plan benefits, health insurance coverage, flexible spending accounts, life and accidental death and dismemberment insurance, supplemental life insurance, and disability insurance;

•Wellness – onsite fitness center, employee assistance program, health coaching and interactive education sessions;

•Culture – internal groups with various opportunities for participation, communication, learning and cultural and inclusion initiatives;

•Work/Life balance – time away from work including time off for vacation, sick, personal, holidays, voting, jury duty, bereavement and volunteer opportunities, parental and military leave and flexible work arrangements including remote working options;

•Development programs and training – internal and external programs focused on leadership development, skills development, employee engagement, and the Bank’s employer of choice strategy; educational assistance program and professional certification assistance; and

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•Succession planning – the Bank’s board of directors and leadership actively engage in succession planning, with defined plans for executive level positions and positions reporting directly to department leaders, as well as identified critical roles.

The Bank’s Performance Management program provides a framework for managing and developing employee performance including accomplishment of individual and team objectives. Annual ratings are based on established competencies and a consistent rating scale and help differentiate and recognize high performers.

The Bank is committed to the health, safety and wellness of its employees. In response to the COVID-19 pandemic, the Bank has implemented significant operating environment changes, safety protocols and procedures that it determined were in the best interest of the Bank’s employees and members, and which comply with government regulations. This includes having a significant portion of the Bank’s employees work remotely, while implementing additional safety measures for employees continuing critical on-site work.

Diversity, Equity, and Inclusion Program

Diversity, equity and inclusion (DEI) is a strategic business priority for the Bank. The Bank’s DEI officer is a member of the senior management team, reports to the President and Chief Executive Officer and serves as a liaison to the board of directors. The Bank recognizes that diversity increases capacity for innovation and creativity and that equity and inclusion allows the Bank to leverage the unique perspectives of all employees and strengthens the Bank’s retention efforts. The Bank operationalizes its commitment through the development and execution of a three-year diversity, equity and inclusion strategic plan that includes quantifiable metrics to measure its success and it reports regularly on its performance to management and the board of directors. The Bank offers a range of opportunities for its employees to connect, and grow personally and professionally through its DEI council and event planning groups. The Bank considers learning an important component of its DEI strategy and regularly offers educational opportunities to its employees and evaluates inclusive behaviors as part of the Bank’s annual performance management and succession planning process. The Bank also incorporates DEI as a key component of its incentive plan framework to ensure organizational focus and accountability.

Environmental, Social, and Governance

In late 2021, the Bank established a working group to assess its strategies and activities around environmental, social, and governance (ESG) activities, including climate change risk management. The ESG working group is headed by a senior officer of the Bank and composed of a cross functional team of business, financial, operations and risk professionals. The working group is gathering data and information on the Bank’s ESG activities, impact and opportunities, and will be regularly reporting to executive management and the board of directors on proposed initiatives to address the Bank’s ESG strategies, including a multi-year work plan and governance structure. In addition, several board committees have established ESG as priorities in their work plans for 2022.

Taxation/Assessments

The Bank is exempt from ordinary federal, state, and local taxation, except employment and real property taxes. However, each FHLBank must set aside 10 percent of their income subject to assessment for the AHP, or such additional prorated sums as may be required so that the aggregate annual contribution of the FHLBanks is not less than $100 million. The aggregate annual contribution of the FHLBanks exceeded $100 million for the years ended December 31, 2021, 2020, and 2019. For purposes of the AHP calculation, each FHLBank’s income subject to assessment is defined as the individual FHLBank’s net income before assessments, plus interest expense related to mandatorily redeemable capital stock. If an FHLBank experiences a net loss for a full year, the FHLBank would have no obligation to the AHP for that year since each FHLBank’s required annual AHP contribution is limited to its annual income subject to assessment. AHP assessments for the Bank were $15 million, $28 million, and $41 million for the years ended December 31, 2021, 2020, and 2019, respectively.

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Item 1A. Risk Factors.

The following discussion summarizes some of the more important risks that the Bank faces. This discussion is not exhaustive, and there may be other risks that the Bank faces, which are not described below. These risks should be read in conjunction with the other information included in this Report, including, without limitation, in Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations, the financial statements and notes, and “Special Cautionary Notice Regarding Forward-looking Statements.” The risks described below, if realized, could negatively impact the Bank’s business operations, financial condition, and future results of operations and, among other things, could result in the Bank’s inability to pay dividends on, and/or repurchase or redeem, its capital stock.

Business and Regulatory Risk

The COVID-19 pandemic has had, and continues to have, a significant impact around the world, prompting federal, state, and local governments and businesses to take unprecedented measures in response. These developments could increase many of the risks faced by the Bank and adversely affect the Bank’s results of operations and financial condition.

The COVID-19 pandemic has caused significant economic and financial volatility in both the United States and around the world, and the nature and extent of the pandemic’s continued impact remains uncertain and unknowable.

The COVID-19 pandemic, and the governmental and public action in response to the pandemic, have created uncertainty about the overall economic environment. Despite significant improvements in the overall United States economy since the initial effect of the pandemic, uncertainty remains related to the pace of the recovery, reflecting concerns about the virus resurgence from variants, vaccine distribution and vaccination rates, inflation, and supply chain disruptions. There are no comparable recent events that provide guidance as to the long-term effect of the COVID-19 pandemic may have and, as a result, the ultimate effect of the pandemic is highly uncertain. This could increase many of the risks the Bank faces and may adversely impact the Bank’s business, results of operations, and financial condition.

Beginning in the second quarter of 2020, and continuing throughout 2021, demand for the Bank’s advances was reduced due to a number of emergency actions taken by the Federal Reserve Board and fiscal and monetary policies of the United States government in response to the COVID-19 pandemic. These actions helped facilitate significant liquidity in the financial markets and the Bank’s members experienced substantial deposit growth. The actions of the Federal Reserve Board directly and indirectly influence the yield on the Bank’s interest-earning assets and the cost of its interest-bearing liabilities. The increased market liquidity significantly impacted demand for the Bank’s products and services. While it is difficult to predict the future demand for the Bank’s advances, the Bank believes that the reduced demand will likely continue into the near future if the level of liquidity in the financial markets and deposit levels at member remain elevated or if another economic downturn occurs.

At this time, the Bank is in Phase 3 of its return to office plan, which allows for only fully vaccinated employees and contractors to work onsite. Some, most or all of the Bank’s employees, executive management team, or board of directors could become infected with the COVID-19 virus which, depending upon the number and the severity of their cases, could affect the Bank’s ability to conduct and manage its business effectively. Counterparties, vendors and other third parties upon which the Bank relies to conduct its business could be adversely impacted by the COVID-19 pandemic which could, in turn, lead to operational challenges for the Bank. These potential difficulties, disruptions and challenges could increase the likelihood that the Bank’s financial condition and results of operations could be impacted.

The Bank continues to monitor the potential impact of COVID-19 and take appropriate actions. The extent to which the COVID-19 pandemic may impact the Bank’s financial and operational performance, including the impact on its employees remains uncertain and depends on many factors outside the Bank’s control, including the duration of the pandemic, the emergence of new variants, and the distribution and effectiveness of vaccines and treatments, and the continued impact on economic conditions.

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The Bank is subject to a complex body of laws and regulations, which could change or be applied in a manner detrimental to the Bank’s operations.

The FHLBanks are GSEs, organized under the authority of the FHLBank Act, and governed by federal laws and regulations as adopted and applied by the Finance Agency. Congress may amend the FHLBank Act or amend or adopt other statutes in ways that significantly affect the rights and obligations of the FHLBanks and the manner in which the FHLBanks carry out their housing finance mission and business operations. New or modified legislation enacted by Congress or regulatory requirements applied or imposed by the Finance Agency or other financial services regulators could have a negative effect on the Bank’s ability to conduct business or on the cost of doing business. For example, from time to time, there have been several legislative efforts and policy proposals regarding reform of the federal support of U.S. housing finance, specifically targeting Fannie Mae and Freddie Mac. If implemented, these plans may also directly and indirectly impact other GSEs that support the U.S. housing market, including the FHLBanks. In addition, certain regulations affecting our members could impact the extent to which they can engage in business with the Bank.

Changes in statutory or regulatory requirements, or their application, could result in, among other things, an increase in the FHLBanks’ cost of funding and regulatory compliance; a change in membership or permissible business activities; additional liquidity and capital requirements; or a decrease in the size, scope, or nature of the FHLBanks’ lending or investment activities, any of which could negatively impact the Bank’s financial condition and results of operations.

Refer to Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Legislative and Regulatory Developments for a discussion of recent legislative and regulatory activity that could affect the Bank.

Competition for advances and refinancing risk on short-term advances could have an adverse effect on earnings.

The Bank operates in a highly competitive environment. Advances are the Bank’s primary product offering and represented 57.7 percent of the Bank’s total assets for the year ended December 31, 2021. Demand for advances is affected by, among other factors, the cost and availability of other sources of liquidity for the Bank’s members, including deposits. The Bank competes with other suppliers of wholesale funding, both secured and unsecured. Such other suppliers may include the United States government, investment banks, commercial banks and, in certain circumstances, other FHLBanks with which members have a relationship through affiliates. Large institutions may also have independent access to the national and global credit markets. From time to time, these alternative funding sources may offer more favorable terms on their loans than the Bank does on its advances. Any change made by the Bank in the pricing of its advances in an effort to effectively compete with these competitive funding sources may decrease the Bank’s profitability on advances, which could have a material adverse impact on the Bank’s financial condition and results of operations, including dividend yields to members.

The prolonged low interest rate environment has resulted in a concentration of short-term advances. The Bank expects this short-term advance preference to continue during 2022. If members do not extend or renew these short-term advances as they come due, the Bank may experience a significant reduction in advances, which could have a material adverse impact on the Bank’s financial condition and results of operations. Advances due in one year or less comprised 48.6 percent of the Bank’s total advances outstanding as of December 31, 2021.

The Bank is exposed to risks because of customer concentration.

The Bank is subject to customer concentration risk as a result of the Bank’s reliance on a relatively small number of member institutions for a large portion of the Bank’s total advances and resulting interest income. The Bank’s largest borrowers as of December 31, 2021, were Bank of America, National Association, which accounted for $7.5 billion, or 16.7 percent, TIAA, FSB, which accounted for $6.9 billion, or 15.5 percent, Pentagon Federal Credit Union, which accounted for $5.9 billion, or 13.1 percent, and Navy Federal Credit Union, which accounted for $4.6 billion, or 10.3 percent of the Bank’s total advances then outstanding. In addition, as of December 31, 2021, 10 of the Bank’s member institutions (including Bank of America, National Association, TIAA, FSB, Pentagon Federal Credit Union, and Navy Federal Credit Union) collectively accounted for $32.1 billion, or 71.4 percent, of the Bank’s total advances then outstanding. The financial services industry continues to experience consolidation, including among the Bank’s members. If one or more of the Bank’s largest borrowers ceased membership, or if the Bank were to experience a decrease in the amount of business with one or more of its largest borrowers, whether as the result of a merger or other transaction, or as a result of market conditions, competition or otherwise, the Bank’s financial condition and results of operations could be negatively affected.

Replacement of the LIBOR benchmark interest rate may have an impact on the Bank’s business, financial condition or results of operations.

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In connection with the transition away from the use of LIBOR as an interest rate benchmark, the ICE Benchmark Administration Limited (IBA) plans to cease the remaining USD LIBOR settings immediately following the LIBOR publication on June 30, 2023. There can be no assurance, however, that LIBOR rates, of any particular currency or tenor, will continue to be published through any particular date.

Though the Alternative Reference Rates Committee formally recommended the SOFR as its preferred alternative rate for LIBOR, there is uncertainty whether there will be universal adoption. As noted throughout this Report, many of the Bank’s assets and liabilities were historically indexed to LIBOR. The Bank continues to evaluate the potential impact of and plan for the eventual replacement of the LIBOR benchmark interest rate. The Bank’s most significant remaining LIBOR exposure is its LIBOR-based agency MBS investment portfolio and its derivatives portfolio. The Bank continues to monitor and assess the LIBOR-linked collateral pledged by the Bank’s members to secure advances. In 2020, the Bank ceased entering into LIBOR financial transactions with maturities that extend beyond 2021 and beginning January 1, 2022, ceased accepting newly-originated LIBOR-linked collateral. The market transition away from LIBOR may continue to be complicated and present uncertainties. While market and industry participants have worked to achieve consistency in the conventions for cash products and derivatives used to hedge them, they may not always align for legacy transactions. There can be no guarantee that alternative reference rates may or may not be developed with additional complications. The Bank is not able to predict what the impact of a probable transition to SOFR or an alternate replacement will have on the Bank’s business, financial condition, or results of operations.

An increase in the percentage of AHP contributions that the Bank is required to make could decrease the Bank’s dividends payable to its members.

If the aggregate AHP contributions of the FHLBanks were to fall below $100 million, the Finance Agency would prorate the remaining sums among the FHLBanks, subject to certain conditions, as may be required to meet the minimum $100 million annual contribution. Increasing the Bank’s AHP contribution in such a scenario would reduce the Bank’s earnings and potentially reduce the dividend paid to members.

Liquidity Risk

The Bank’s funding depends upon its ability to regularly access the capital markets.

The Bank’s primary source of funds is from the sale of consolidated obligations in the capital markets, including the short-term discount note market. The Bank competes with Fannie Mae, Freddie Mac, other GSEs, and the U.S. Treasury, as well as corporate and supranational entities for funds raised through the issuance of consolidated obligations. The Bank’s ability to obtain funds through the sale of consolidated obligations depends in part on prevailing conditions in the capital markets (including investor demand), such as the effects of any reduced liquidity in financial markets, which are beyond the Bank’s control. The failure to obtain such funds on terms and conditions favorable to the Bank could adversely impact the Bank’s ability to manage its future liquidity.

Compliance with regulatory contingency liquidity guidance could restrict investment activities and adversely impact net interest income.

Liquidity is necessary to satisfy members’ borrowing needs on a timely basis, repay maturing and called consolidated obligations, and meet other obligations and operating requirements. Many members rely on the Bank as a source of standby liquidity, so the Bank attempts to be in a position to meet member funding needs on a timely basis. The Bank complies with regulatory liquidity requirements, which are designed to provide sufficient liquidity and to protect against temporary disruptions in the capital markets that affect the FHLB System's access to funding. In 2018, the Finance Agency issued new liquidity requirements in a separate regulatory directive. These liquidity requirements have required the Bank to hold an additional amount of liquid assets, which could make it more challenging for the Bank to meets its core mission asset ratio, and could reduce the Bank’s ability to invest in higher-yielding assets and adversely impact net interest income.

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Market Risk

Changes in interest rates could significantly affect the Bank’s earnings.

Like many financial institutions, the Bank realizes income primarily from the spread between interest earned on the Bank’s outstanding advances and investments and interest paid on the Bank’s borrowings and other liabilities. Although the Bank uses a number of measures to monitor and manage changes in interest rates, the Bank may experience “gaps” in the interest-rate sensitivities of its assets and liabilities resulting from duration mismatches. The existence of gaps in interest-rate sensitivities means that either the Bank’s interest-bearing liabilities will be more sensitive to changes in interest rates than its interest-earning assets, or vice versa. In either case, if interest rates move contrary to the Bank’s position, any such gap could adversely affect the net present value of the Bank’s interest-sensitive assets and liabilities, which could negatively affect the Bank’s financial condition and results of operations.

The Bank’s businesses and results of operations are affected by the fiscal and monetary policies of the U.S. government, foreign governments and their agencies. The Federal Reserve Board’s policies directly and indirectly influence the yield on interest-earning assets and the cost of interest-bearing liabilities, which could affect the success of the Bank’s asset and liability management activities and negatively affect the Bank’s financial condition and results of operations. Refer to Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Net Interest Income for further discussion of the Bank’s yield on assets and interest-rate spread.

The Bank relies upon derivative instruments to reduce its interest-rate risk associated with certain assets and liabilities on the Bank's balance sheet, including MBS and advances, and the Bank may be required to change its investment strategies and advance product offerings if it is not able to enter into effective derivative instruments on acceptable terms.

The Bank uses a significant amount of derivative instruments to attempt to reduce its interest-rate risk. The Bank determines the nature and quantity of hedging transactions based on various factors, including market conditions and the expected volume and terms of advances. As a result, the Bank's effective use of these instruments depends on the ability of the Bank to determine the appropriate hedging positions in light of the Bank's assets, liabilities, and prevailing and anticipated market conditions. In addition, the effectiveness of the Bank's hedging strategy depends upon the Bank's ability to enter into these instruments with acceptable parties, upon terms satisfactory to the Bank, and in the quantities necessary to hedge the Bank's corresponding financial instruments.

As of June 30, 2020, the Bank ceased swapping new transactions to LIBOR in accordance with the supervisory letter issued by the Finance Agency. Many of the Bank’s legacy derivative instruments are swapped to LIBOR-based rates and indices, and there can be no assurances that ongoing efforts to transition away from LIBOR, including the market’s adoption of alternative benchmarks and new contractual terms for legacy transactions, will not adversely affect the trading market or value of derivatives.

If the Bank is unable to manage its hedging positions properly or is unable to enter into hedging instruments upon acceptable terms, the Bank may be unable to manage its interest-rate and other risks or may be required to change its investment strategies and advance product offerings, which could affect the Bank's financial condition and results of operations.

Prepayment or refinancing of mortgage assets could affect earnings.

The Bank invests in MBS and has at times invested in whole mortgage loans. Changes in interest rates can significantly affect the prepayment patterns of these assets, and such prepayment patterns could affect the Bank’s earnings. In the Bank’s experience, it is difficult to hedge prepayment risk in mortgage loans. Therefore, prepayments of mortgage assets could have an adverse effect on the income of the Bank.

The Bank may not be able to pay dividends or to repurchase or redeem members’ capital stock consistent with past practice.

The Bank’s board of directors may declare dividends on the Bank’s capital stock, payable to members, from the Bank’s unrestricted retained earnings and current net earnings. The Bank’s ability to pay dividends and to repurchase or redeem capital stock is subject to compliance with statutory and regulatory liquidity and capital requirements. The Bank’s financial management policy addresses regulatory guidance issued to all FHLBanks regarding retained earnings. It requires the Bank to establish a target amount of retained earnings by considering factors such as forecasted income, mark-to-market adjustments on derivatives and trading securities, market risk, operational risk, and credit risk, all of which may be influenced by events beyond the Bank’s control. The Bank’s capital plan addresses minimum regulatory capital requirements. Events such as changes in interest rates, collateral value, credit quality of members, changes to regulatory capital requirements, and any future

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credit losses may affect the adequacy of the Bank’s retained earnings and may require the Bank to reduce its dividends, suspend dividends altogether, or limit capital stock repurchases and redemptions to achieve and maintain the targeted amount of retained earnings or regulatory capital requirements. These actions could cause a reduction in members’ demand for advances, or make it difficult for the Bank to retain existing members or to attract new members.

In response to monetary and fiscal stimulus related to the global pandemic associated with COVID-19, market interest rates declined significantly. The decrease in market interest rates has impacted the Bank’s income on interest-earning assets and net income. Additionally, these stimulus actions have resulted in lower demand from the Bank’s members for advances, further impacting net income. The Bank expects that this decreased advance demand may continue into the foreseeable future which could impact the Bank’s future net income. As such, the amount that the Bank pays as dividends could be impacted.

Credit Risk

The Bank’s exposure to credit risk could have an adverse effect on the Bank’s financial condition and results of operations.

The Bank faces credit risk on advances, standby letters of credit, investments, derivatives, and mortgage loan assets. The Bank requires advances and standby letters of credit to be fully secured with collateral. The Bank evaluates the types of collateral pledged by the member and assigns a borrowing capacity to the collateral, based on the risk associated with that type of collateral. If the Bank has insufficient collateral before or after an event of payment default or failure of the member or the Bank is unable to liquidate the collateral for the value assigned to it in the event of a payment default or failure of a member, the Bank could experience a credit loss on advances or standby letters of credit, which could adversely affect its financial condition and results of operations.

The Bank assumes secured and unsecured credit risk exposure associated with securities transactions, money market transactions, supplemental mortgage insurance agreements, and derivative contracts. The Bank routinely executes transactions with counterparties in the financial services industry, including commercial banks, brokers and dealers, investment banks, and other institutional clients. The insolvency or other inability of a significant counterparty to perform its obligations under a derivative contract or other agreement could have an adverse effect on the Bank’s financial condition and results of operations. The Bank’s credit risk may be exacerbated based on market movements that impact the value of the derivative or collateral positions, the failure of a counterparty to return collateral to the Bank, or when the collateral pledged to the Bank cannot be realized upon or is liquidated at prices not sufficient to recover the full amount of the credit or derivative exposure due to the Bank. Any failure to properly perfect the Bank’s security interest in collateral or any disruption in the servicing of collateral in the event of a default could create credit losses for the Bank.

The Bank uses master derivative contracts that contain provisions that require the Bank to net the exposure under all transactions with a counterparty to one amount in order to calculate collateral requirements. Although the Bank attempts to monitor the creditworthiness of all counterparties, it is possible that the Bank may not be able to terminate the agreement with a foreign commercial bank before the counterparty would become subject to an insolvency proceeding.

The Bank is jointly and severally liable for payment of principal and interest on the consolidated obligations issued by the other FHLBanks.

Each of the FHLBanks relies upon the issuance of consolidated obligations as a primary source of funds. Consolidated obligations are the joint and several obligations of all of the FHLBanks, backed only by the financial resources of the FHLBanks. Accordingly, the Bank is jointly and severally liable with the other FHLBanks for the consolidated obligations issued by the FHLBanks through the Office of Finance.

The Finance Agency by regulation, may require any FHLBank to make principal or interest payments due on any consolidated obligation at any time, whether or not the FHLBank that was the primary obligor has defaulted on the payment of that obligation. The Finance Agency may allocate the liability among one or more FHLBanks on a pro rata basis or on any other basis the Finance Agency may determine. Accordingly, the Bank could incur significant liability beyond its primary obligation under consolidated obligations due to the failure of other FHLBanks to meet their obligations, which could negatively impact the Bank’s financial condition and results of operations.

Changes in the Bank’s credit ratings may adversely affect the Bank’s ability to issue consolidated obligations on acceptable terms, and such changes may be outside the Bank’s control due to changes in the U.S. sovereign ratings.

As of December 31, 2021, the Bank has an issuer credit rating of Aaa/P-1 by Moody's Investors Service (Moody’s) and AA+/A-1+ by Standard and Poor's Ratings Services (S&P). The consolidated obligations of the FHLBanks (consolidated bonds and

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consolidated discount notes) carry credit ratings of Aaa/P-1 by Moody’s and AA+/A-1+ by S&P. All ratings are with a stable outlook. Because of the FHLBanks’ GSE status, the credit ratings of the FHLBank System and the FHLBanks are directly influenced by the sovereign credit of the U.S., which is beyond the Bank’s control. Downgrades to the U.S. sovereign credit rating and outlook would likely result in downgrades in the credit ratings and outlook on the Bank and the consolidated obligations of the FHLBanks even though the consolidated obligations are not obligations of the United States.

These ratings are subject to revision or withdrawal at any time by the rating agencies; therefore, the Bank may not be able to maintain these credit ratings. Negative ratings actions or negative guidance, including as a consequence of U.S. debt levels, the U.S. fiscal budget process, or other uncertainties may adversely affect the Bank’s cost of funds and ability to issue consolidated obligations or other financial instruments on acceptable terms, trigger additional collateral requirements under the Bank’s derivative contracts, and reduce the attractiveness of the Bank’s standby letters of credit. This could have a negative impact on the Bank’s financial condition and results of operations, including the Bank’s ability to make advances on acceptable terms, pay dividends, or redeem or repurchase capital stock.

Operational Risk

The financial models and the underlying assumptions used to value financial instruments and manage risk may differ materially from actual results.

The Bank makes significant use of business and financial models for managing risk. For example, the Bank uses models to measure and monitor exposures to various risks, including interest rate, prepayment, and other market risks, as well as credit risk. The Bank also uses models in determining the fair value of certain financial instruments when independent price quotations are not available or reliable. The degree of judgment in determining the fair value of a financial instrument is dependent upon the availability of quoted market prices or observable market parameters. If market quotes are not available, fair values are based on discounted cash flows using market estimates of interest rates and volatility, dealer prices or prices of similar instruments. Pricing models and their underlying assumptions are based on the Bank’s best estimates for discount rates, prepayments, market volatility, and other factors. These assumptions may have a significant effect on the reported fair values of assets and liabilities, including derivatives, the related income and expense, and the expected future behavior of assets and liabilities.

While models used by the Bank to value instruments and measure risk exposures are subject to periodic validation by the Bank’s staff and independent parties, rapid changes in market conditions could impact the value of the Bank’s instruments, as well as the Bank’s financial condition and results of operations. Models are inherently imperfect predictors of actual results because they are based on assumptions about future performance. Changes in any models or in any of the assumptions, judgments, or estimates used in the models may cause the results generated by the model to be materially different from actual results.

If the models are not reliable or the Bank does not use them appropriately, the Bank could make poor business decisions, including asset and liability management decisions, or other decisions, which could result in an adverse financial impact. Further, any strategies that the Bank employs to attempt to manage the risks associated with the use of models may not be effective.

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The Bank relies heavily upon information systems and other technology. Any disruption or failure of the Bank’s information systems or other technology or those of critical vendors and third parties, such as the Federal Reserve Banks, could adversely impact the Bank’s business, reputation, financial condition, and results of operations.

The Bank relies heavily upon information systems and other technology to conduct and manage its business. The Bank owns some of these systems and technology, and third parties own and provide to the Bank some of those systems and technology. The Bank’s information systems rely on certain critical vendors to provide technology solutions. Computer systems, software, and networks can be vulnerable to failures and interruptions, including as the result of any cyberattacks (e.g., breaches, unauthorized access, misuse, computer viruses or other malicious code, and other events) or other breaches of technology security, that may derive from human error or malfeasance on the part of employees or third parties, other disruptions during the process of upgrading or replacing computer software or hardware, failure to implement key information technology initiatives, or accidental technological failure. At times, there may be an increased risk of cyberattacks as a result of geopolitical conflicts. These failures, interruptions, or cyberattacks could jeopardize the confidentiality or integrity of information, including personally identifiable information, result in fraudulent wire transfers, or otherwise interrupt the Bank’s ability to conduct and manage its business effectively, including, without limitation, its deposit account management, hedging activities, and advances activities. The Bank can make no assurance that it or its third-party vendors will be able to prevent, timely and adequately address, or mitigate the negative effects of any such failure, interruption, or cyberattack.

Like many financial institutions, the Bank has seen an increase in cyberattack attempts. For the Bank, these attempts have predominantly occurred through phishing, social engineering scams, and ransomware. The Bank’s operations rely on the availability and functioning of its main office and off-site backup facilities. The Bank devotes substantial resources and deploys preventative measures to secure the Bank’s systems, including firewalls, email security, and anti-virus solutions. These measures, or the Bank’s system redundancies and other continuity measures, may be ineffective or insufficient, and the Bank’s business continuity and disaster recovery planning may not be sufficient for all eventualities. A failure or interruption in our business continuity, disaster recovery or certain information systems, or a cybersecurity event, could significantly harm the Bank’s reputation, its customer relations, risk management, and profitability, and could result in financial losses, legal and regulatory sanctions, increased costs, or other harm. While the Bank maintains insurance coverage that is intended to address certain aspects of data security risks, such insurance may be insufficient to cover all losses or types of claims that may arise. As cyber threats continue to evolve, the Bank may be required to expend significant additional resources to continue to modify or enhance its layers of defense, to investigate and remediate any information security vulnerabilities, or to comply with regulatory requirements.

Additionally, the Bank relies on the Office of Finance to facilitate the issuance and servicing of its consolidated obligations. A failure or interruption of the Office of Finance's operating systems as a result of breaches of technology security or cyberattacks could disrupt the Bank’s access to funds, and could significantly harm the Bank’s reputation, its customer relations, risk management, and profitability, and could result in financial losses, legal and regulatory sanctions, increased costs, or other harm.

The Bank’s controls and procedures may fail or be circumvented, and risk management policies and procedures may be inadequate.

The Bank may fail to identify and manage risks related to a variety of aspects of its business, including operational risk, legal and compliance risk, interest-rate risk, liquidity risk, market risk, and credit risk. The Bank has adopted controls, procedures, policies, and systems to monitor and manage these risks. The Bank’s management cannot provide complete assurance that those controls, procedures, policies, and systems are adequate to identify and manage the risks inherent in the Bank’s business. In addition, because the Bank’s business continues to evolve, the Bank may fail to fully understand the implications of changes in the business, and therefore, it may fail to enhance the Bank’s risk governance framework to timely or adequately address those changes. Failed or inadequate controls and risk management practices could have an adverse effect on the Bank’s financial condition and results of operations.

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An economic downturn or natural disaster, including those resulting from climate change, in the Bank’s region could adversely affect the Bank’s profitability and financial condition.

Economic recession over a prolonged period or other unfavorable economic conditions in the Bank’s region (including on a state or local level) could have an adverse effect on the Bank’s business, including the demand for Bank products and services, and the value of the Bank’s collateral securing advances, investments, and mortgage loans held in portfolio. Moreover, adverse trends in employment levels, prolonged inflation, geopolitical instability or conflicts (including the recent outbreak of hostilities between Russia and Ukraine), trade disruptions, economic or other sanctions, or a sustained capital market correction could adversely affect overall economic conditions, and in turn result in adverse consequences in the Bank’s or its members’ businesses. If economic and market conditions deteriorate, the Bank’s financial condition, results of operation, ability to pay dividends, or redeem or repurchase capital stock could be adversely impacted.

Portions of the Bank’s region also are subject to risks from hurricanes, tornadoes, floods, or other natural disasters. The increasing unpredictability of major natural disasters negatively affects the Bank’s ability to predict losses from such events. These natural disasters, including those resulting from climate change, could damage or dislocate the facilities or the underlying business of the Bank’s members, may damage or destroy collateral that members have pledged to secure advances or the mortgages the Bank holds for portfolio, or the livelihood of borrowers of the Bank’s members, or otherwise could cause significant economic dislocation in the affected areas of the Bank’s region. Natural disasters could disrupt the Bank’s operations or the operations of third parties on which the Bank relies. Steps to address the risk of more frequent or severe weather events resulting from climate change could result in a potentially disruptive transition away from carbon-intense industries. Such a transition could negatively impact certain regions and regional economies, affecting the ability of borrowers in those industries or regions to pay their mortgage loans. Legal or regulatory responses to concerns about global climate change may lead to higher costs of compliance and increasing direct and indirect expenses and lending costs for the Bank’s members.

The loss of key personnel or difficulties recruiting and retaining qualified personnel, including as a result of executive compensation regulatory requirements, could adversely impact the Bank’s business and financial results.

The Bank relies on key personnel for many of its functions and has a relatively small workforce, given the size and complexity of its business. The Bank’s ability to attract and retain such personnel is important for it to conduct its operations and measure and maintain risk and financial controls. Additionally, the Bank must continue to recruit, retain and motivate a qualified and diverse pool of employees, both to maintain the Bank’s current business, including succession planning, and to execute its strategic initiatives. Like many organizations, the Bank has experienced increased competition in its recruitment and retention of employees. If the Bank is unable to recruit, retain and motivate such employees, its business and financial performance may be adversely affected. The Bank has undergone several retirements in executive leadership in the past few years and the Bank may face increased business, operational, compliance and reputational risk during times of C-Suite transition.

Each FHLBank’s board of directors has the statutory authority and responsibility to select, employ and fix the compensation of its officers and employees in order to help ensure the hiring and retention of qualified staff. However, as the regulator of the FHLBanks, the Finance Agency has the authority to determine whether compensation paid to any executive officer is in its view not reasonable and comparable with compensation for employment in other similar businesses involving similar duties and responsibilities. Depending on how such authority is exercised, the Bank’s ability to hire and retain qualified executive officers could be adversely affected.

Item 1B. Unresolved Staff Comments.

None.

Item 2. Properties.

The Bank owns approximately 235,514 square feet of office space at 1475 Peachtree Street, NE, Atlanta, Georgia 30309. The Bank occupies approximately 213,344 square feet of this space and leases the remaining space to tenants. The Bank leases an off-site backup facilities comprising approximately 9,402 square feet for the Bank’s disaster recovery office space. The Bank also leases 2,993 square feet of office space located in Washington, D.C., which is shared with two other FHLBanks. The Bank’s management believes these facilities are well maintained and are adequate for the purposes for which they currently are used.

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Item 3. Legal Proceedings.

The Bank is subject to various legal proceedings and actions from time to time in the ordinary course of its business. After consultation with legal counsel, management does not anticipate that the ultimate liability, if any, arising out of those matters presently known to the Bank will have a material adverse impact on the Bank’s financial condition or results of operations.

Item 4. Mine Safety Disclosure.

Not applicable.

PART II

Item 5. Market For Registrant’s Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities.

The Bank’s members own substantially all of the capital stock of the Bank. Former members and certain non-members, which own the Bank’s capital stock as a result of a merger or acquisition of the Bank’s member, own the remaining capital stock to support business transactions still carried on the Bank’s balance sheet. The Bank’s capital stock is not publicly traded or quoted, and there is no established marketplace for it, nor does the Bank expect a market to develop. The FHLBank Act and the Bank’s capital plan prohibit the trading of its capital stock, except in connection with merger or acquisition activity.

A member may request in writing that the Bank redeem its excess capital stock at par value. Excess capital stock is FHLBank capital stock not required to be held by the member to meet its minimum stock requirement under an FHLBank’s capital plan. Any such redemption request is subject to a five-year redemption period after the Bank receives the request, subject to certain regulatory requirements and to the satisfaction of any ongoing stock investment requirements applicable to the member. In addition, any member may withdraw from membership upon five years written notice to the Bank. Subject to the member’s satisfaction of any outstanding indebtedness and other statutory requirements, the Bank redeems the member’s capital stock at par value upon withdrawal from membership. The Bank, in its discretion, may repurchase shares held by a member in excess of its required stock holdings, subject to certain limitations and thresholds in the Bank’s capital plan. The par value of all capital stock is $100 per share, and the operating threshold for daily excess capital stock repurchases is $100 thousand. As of February 28, 2022, the Bank had 811 member and non-member shareholders and 25 million shares of its capital stock outstanding (including mandatorily redeemable shares).

Finance Agency regulations prohibit any FHLBank from issuing dividends in the form of capital stock or otherwise issuing new excess capital stock if that FHLBank has excess capital stock greater than one percent of that FHLBank’s total assets or if issuing such dividends or new excess capital stock would cause that FHLBank to exceed the one percent excess capital stock limitation. As of December 31, 2021, the Bank’s excess capital stock did not exceed one percent of its total assets. Historically, the Bank has not issued dividends in the form of capital stock or issued new excess capital stock, and a member’s existing excess activity-based stock is applied to activity-based stock requirements related to new advances or standby letters of credit, as applicable.

The Bank’s board of directors has adopted a financial management policy that includes a targeted amount of retained earnings separate and apart from the restricted retained earnings account. For further discussion of those provisions of the financial management policy, dividends, and the Amended Joint Capital Enhancement Agreement (Capital Agreement) pursuant to which the restricted retained earnings account was established, see Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations - Financial Condition - Capital.

Because only members, former members, and certain non-member institutions, not individuals, may own the Bank’s capital stock, the Bank has no equity compensation plans.

The Bank also issues standby letters of credit in the ordinary course of its business. From time to time, the Bank provides standby letters of credit to support members’ obligations, members’ standby letters of credit, or obligations issued to support unaffiliated, third-party offerings of notes, bonds, or other securities. The Bank issued $19.9 billion, $43.0 billion, and $49.6 billion in standby letters of credit in 2021, 2020, and 2019, respectively. To the extent that these standby letters of credit are securities for purposes of the Securities Act of 1933, the issuance of the standby letter of credit by the Bank is exempt from registration pursuant to section 3(a)(2) thereof.

Item 6. [Reserved]

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Item 7. Management’s Discussion and Analysis of Financial Condition and Results of Operations.

The following discussion and analysis relates to the Bank’s financial condition as of December 31, 2021 and 2020, and results of operations for the years ended December 31, 2021 and 2020. This section explains the changes in certain key items in the Bank’s financial statements from year to year, the primary factors driving those changes, the Bank’s risk management processes and results, known trends or uncertainties that the Bank believes may have a material effect on the Bank’s future performance, as well as how certain accounting principles affect the Bank’s financial statements. For a discussion on the comparison between the results of operations for the years ended 2020 and 2019, see the Management’s Discussion and Analysis of Financial Condition and Results of Operations, which are contained in the Bank’s 2020 Annual Report on Form 10-K, as filed with the SEC on March 4, 2021.

This discussion should be read in conjunction with the Bank’s audited financial statements and related notes for the year ended December 31, 2021 included in Item 8. of this Report. Readers also should carefully review “Special Cautionary Notice Regarding Forward-looking Statements” and Item 1A, Risk Factors, for a description of the forward-looking statements in this Report and a discussion of the factors that might cause the Bank’s actual results to differ, perhaps materially, from these forward-looking statements.

Executive Summary

Recent Market Conditions

The Bank’s overall results of operations are influenced by the economy and the financial markets. In particular, market conditions impact members’ demand for advances and the Bank’s ability to maintain sufficient access to sources of funding at favorable costs. The Federal Reserve Open Markets Committee (FOMC) in its recent January 2022 statement acknowledged that economic activity and employment have continued to strengthen, however, supply and demand imbalances related to the pandemic and the reopening of the economy have continued to contribute to elevated levels of inflation. The FOMC stated its expectations that progress on vaccinations and an easing of supply constraints should support continued gains in economic activity and employment, as well as a reduction in inflation. Ultimately, the FOMC decided to keep the target range for the federal funds rate at zero to 25 basis points, while continuing to reduce the monthly pace of its net asset purchases, bringing them to an end in early March 2022. With inflation well above two percent and a strong labor market, the FOMC indicated it expects it will soon be appropriate to raise the target range for the federal funds rate. The actions of the FOMC will likely be less accommodative in 2022, however with the substantial amount of liquidity that still exists in the financial markets, the Bank expects lower advance levels will continue in 2022.

Financial Condition

The following table presents the Bank’s total assets, total liabilities, and total capital as of December 31, 2021 and 2020 (dollars in millions). These items are discussed in more detail below.



	As of December 31,		Change
	2021		2020		Amount		Percent






Total assets	$	78,746	$	92,295	$	(13,549)	(14.68)





Total liabilities	74,151		87,035		(12,884)		(14.80)



Total capital	4,595		5,260		(665)		(12.63)

•Total assets decreased primarily due to a $6.8 billion, or 13.0 percent, decrease in total advances, and a $4.6 billion, or 12.5 percent, decrease in total investments. Decreased demand for liquidity from the Bank’s members was the primary driver of the decrease in advance balances.

•Total liabilities decreased primarily due to a $13.1 billion, or 15.4 percent, decrease in consolidated obligations as a result of decreased funding and liquidity needs during the year.

•Total capital decreased primarily due to a $695 million, or 22.6 percent, decrease in the Bank’s capital stock resulting primarily from the decrease in advances, as well as certain changes in members’ minimum capital stock requirement that the Bank implemented in March 2021.

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Results of Operations

The following table presents the Bank’s significant income items for the years presented and provides information regarding the changes during those years (dollars in millions). These items are discussed in more detail below.


							Change
	For the Years Ended December 31,						2021 vs. 2020			2020 vs. 2019
	2021		2020		2019		Amount		Percent	Amount		Percent
Net interest income	$	281	$	333	$	535	$	(52)	(15.51)	$	(202)	(37.76)
Reversal of provision for credit losses	(1)		—		—		(1)		27.30	—		*
Noninterest income	15		113		19		(98)		(86.68)	94		*
Noninterest expense	149		163		146		(14)		(9.01)	17		11.64
Affordable Housing Program assessment	15		28		41		(13)		(47.73)	(13)		(30.53)
Net income	$	133	$	255	$	367	$	(122)	(47.73)	$	(112)	(30.53)

____________

* Not meaningful

Below are the primary factors that impacted net interest income and net income for the years ended December 31, 2021 and 2020:

•Net interest income included $59 million and $60 million, of advance prepayment fees for the years ended December 31, 2021 and 2020, respectively.

•Derivative and hedging adjustments contributed to $26 million of the decrease in net interest income.

•The remaining decrease in net interest income was primarily due to reduced advance balances and other interest-earning assets, partially offset by a decrease in interest rates which impacted interest-bearing liabilities more than interest-earning assets.

•During 2020, the Bank recorded an $85 million gain from the sale of its private-label MBS investment portfolio and made an additional voluntary $20 million retirement plan contribution.

The following table presents the Bank’s significant income ratios for the years presented. These items are discussed in more detail below.



	For the Years Ended December 31,						Change
	2021		2020		2019		2021 vs. 2020		2020. vs. 2019
Return on average equity (ROE)	2.79	%	3.95	%	5.09	%	(1.16)	%	(1.14)	%
ROE spread to average daily SOFR	2.75		3.59		2.89		(0.84)		0.70
Interest-rate spread	0.34		0.22		0.25		0.12		(0.03)

•The decrease in ROE for the years ended December 31, 2021 and 2020, was primarily due to the decrease in net income partially offset by the decrease in equity. The decrease in equity was the result of lower advance balances, as well as the change in activity-based capital stock requirements.

•The ROE spread to average daily SOFR for the years ended December 31, 2021 and 2020, was impacted by the explanations provided above related to changes in ROE. Additionally, the average daily SOFR decreased from 36 basis points for 2020 to four basis points for 2021.

•The increase in the Bank’s interest rate spread for the years ended December 31, 2021 and 2020, was primarily due to decreases in interest rates that impacted the expense from interest-bearing liabilities more than the income from interest-earning assets.

Business Outlook

The Bank’s business model is focused on enhancing the total value of the cooperative for its members by serving as their trusted advisor. The Bank focuses these efforts on offering readily available, competitively priced advances, a potential return on investment, support for community investment activities, and other credit and noncredit products and services. As part of the Bank’s cooperative structure, the Bank has chosen to operate with narrow margins, passing on its low funding costs to members, which causes the Bank’s profitability to be sensitive to changes in market conditions.

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The state of the economy is a significant component in determining the Bank’s overall business outlook as it impacts advance demand, asset and collateral values, member financial stability, funding costs, and many other facets of the Bank’s portfolio. External factors such as liquidity levels at member institutions, fiscal and monetary policies, performance of global economies, and regulatory changes could have a significant effect either positive or negative on the Bank’s financial performance.

Interest rates are also a significant factor on the Bank’s business outlook. Changes in interest rates can impact the Bank’s interest rate risk management, profitability, and ROE. It can also impact member advance demand, as rate uncertainty can impact deposit levels at the Bank’s members.

The COVID-19 pandemic has and is expected to continue to influence these external factors and the financial markets. As discussed throughout this Report, the Federal Reserve has undertaken a number of emergency actions to increase market liquidity, which along with market conditions resulting from the COVID-19 pandemic, resulted in substantially higher deposit levels at member institutions. These higher deposit levels reduced member demand for new advances and gave rise to prepayments of existing advances, resulting in a significantly lower advance balance as of December 31, 2021, compared to historical advance levels. The Bank expects lower advance levels will continue into the foreseeable future, which reduced the Bank’s net income in 2021 and is expected to impact the Bank’s net income for 2022. If the Bank continues to experience these lower levels of net income, the amount that the Bank pays as dividends could be impacted.

Merger activity involving the Bank’s members can impact the Bank’s business outlook. As the financial industry continues to experience consolidation, our membership base may decrease, and our advance balance and other business could increase or decrease significantly depending upon the size of the financial institutions involved in the merger. While the Bank’s balance sheet is designed to expand and contract based upon advance demand, the Bank’s business could be affected by this merger activity, including as a result of a single event, such as the loss of a member’s business due to acquisition by a non-member.

Management continues to be focused and engaged on implementing an effective transition away from LIBOR. Many of the Bank’s assets and liabilities, and its derivative transactions, were historically indexed to LIBOR. There are complexities, risks and uncertainties involved with transitioning to alternative rates, and the transition involves considerable time and resources, all of which can impact the Bank’s business outlook.

Financial Condition

The following table presents the distribution of the Bank’s total assets, liabilities, and capital by major class as of the dates indicated (dollars in millions). These items are discussed in more detail below.


	As of December 31,
	2021			2020			Change
	Amount		Percent of Total	Amount		Percent of Total	Amount		Percent
Advances	$	45,415	57.67	$	52,168	56.52	$	(6,753)	(12.95)
Investment securities	17,713		22.49	21,966		23.80	(4,253)		(19.36)
Other investments	14,108		17.92	14,414		15.62	(306)		(2.12)
Mortgage loans, net	149		0.19	218		0.24	(69)		(31.62)

Other assets	1,361		1.73	3,529		3.82	(2,168)		(61.45)
Total assets	$	78,746	100.00	$	92,295	100.00	$	(13,549)	(14.68)
Consolidated obligations, net:
Discount notes	$	25,506	34.40	$	25,385	29.17	$	121	0.47
Bonds	46,186		62.29	59,379		68.22	(13,193)		(22.22)
Deposits	2,054		2.77	1,998		2.30	56		2.79
Other liabilities	405		0.54	273		0.31	132		47.83
Total liabilities	$	74,151	100.00	$	87,035	100.00	$	(12,884)	(14.80)
Capital stock	$	2,383	51.85	$	3,078	58.53	$	(695)	(22.60)
Retained earnings	2,228		48.49	2,198		41.79	30		1.38
Accumulated other comprehensive loss	(16)		(0.34)	(16)		(0.32)	—		(6.59)
Total capital	$	4,595	100.00	$	5,260	100.00	$	(665)	(12.63)

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Advances

The following table presents the Bank’s advances outstanding by year of maturity and the related weighted-average interest rate (dollars in millions):


	As of December 31,
	2021			2020
	Amount		Weighted-average Interest Rate (%)	Amount		Weighted-average Interest Rate (%)

Due in one year or less	$	21,819	0.29	$	23,326	0.48
Due after one year through two years	3,247		1.20	3,803		1.80
Due after two years through three years	2,236		1.83	3,347		2.03
Due after three years through four years	3,145		1.51	2,643		1.93
Due after four years through five years	3,047		2.21	3,657		1.80
Due after five years through 15 years	10,920		1.65	13,242		2.06
Thereafter	513		3.39	625		3.34
Total par value	44,927		1.02	50,643		1.30
Deferred prepayment fees	(70)			(55)
Discount on AHP advances	(2)			(3)
Discount on EDGE (1) advances	(1)			(1)
Hedging adjustments	561			1,584

Total	$	45,415		$	52,168

____________

(1) Economic Development and Growth Enhancement Program

Total advances decreased by 13.0 percent as of December 31, 2021, compared to December 31, 2020. In response to the deteriorating market conditions in early 2020, the Federal Reserve implemented a number of asset purchase programs to provide additional liquidity to the financial markets. The additional market liquidity from monetary and fiscal stimulus actions resulted in increased deposits at the Bank’s members and lower demand for the Bank’s advances. The Bank expects that advance demand will continue at reduced levels. A significant percentage of advances made during 2021 were short-term advances.

As of December 31, 2021 and 2020, 78.1 percent and 78.8 percent, respectively, of the Bank’s advances were fixed rate. However, the Bank often simultaneously entered into derivatives with the issuance of advances to convert the rates, in effect, into short-term variable interest rates, primarily based on LIBOR and SOFR. As of December 31, 2021 and 2020, 59.6 percent and 63.2 percent, respectively, of the Bank’s fixed-rate advances were swapped, and 0.08 percent and 0.38 percent, respectively, of the Bank’s variable-rate advances, which contained optionality, were swapped. The majority of the Bank’s variable-rate advances were indexed to SOFR and OIS. Beginning June 30, 2020, the Bank ceased issuing LIBOR-based advances and entering into LIBOR-based derivatives with maturities/termination dates beyond December 31, 2021. The Bank also offers variable-rate advances that may be tied to indices such as the federal funds rate, prime rate, or constant maturity swap rates.

The Bank’s 10 largest borrowing member institutions had 71.4 percent of the Bank’s total advances outstanding as of December 31, 2021. Further information regarding the Bank’s 10 largest borrowing member institutions and breakdown of their individual advance balances as of December 31, 2021 is contained in Item 1, Business—Credit Products—Advances. Management believes that the Bank holds sufficient collateral, on a member-specific basis, to secure the advances to all borrowers, including these 10 institutions, and the Bank does not expect to incur any credit losses on these advances.

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Investments

The following table presents more detailed information regarding investments held by the Bank (dollars in millions).


	As of December 31,
	2021																		Change
	Due in one year or less			Due after one year through five years			Due after five through 10 years			Due after 10 years					Total		2020 Total		Amount		Percent
Investment securities:
Trading Securities:
U.S. Treasury obligations	$	—		$	—		$	—		$	—				$	—	$	1,500	$	(1,500)	(100.00)
Government-sponsored enterprises debt obligations	—			—			—			—					—		62		(62)		(100.00)
Total trading securities	—			—			—			—					—		1,562		(1,562)		(100.00)
Available-for-sale securities:
U. S. Treasury obligations	—			2,639			—			—					2,639		—		2,639		100.00

Held-to-maturity securities:
State or local housing agency debt obligations	—			1			—			—					1		1		—		—
Government-sponsored enterprises debt obligations	435			855			100			60					1,450		2,245		$	(795)	(35.41)
Mortgage-backed securities:
U.S. agency obligations-guaranteed residential	—			2			2			217					221		295		(74)		(25.15)
Government-sponsored enterprises residential	—			17			39			4,871					4,927		7,283		(2,356)		(32.35)
Government-sponsored enterprises commercial	—			2,280			5,607			588					8,475		10,580		(2,105)		(19.89)
Total mortgage-backed securities	—			2,299			5,648			5,676					13,623		18,158		(4,535)		(24.98)
Total held-to-maturity securities	435			3,155			5,748			5,736					15,074		20,404		(5,330)		(26.12)
Total investment securities	435			5,794			5,748			5,736					17,713		21,966		(4,253)		(19.36)
Interest-bearing deposits (1)	688			—			—			—					688		1,644		(956)		(58.12)
Securities purchased under agreements to resell	7,000			—			—			—					7,000		9,500		(2,500)		(26.32)
Federal funds sold (2)	6,420			—			—			—					6,420		3,270		3,150		96.33
Total other investments	14,108			—			—			—					14,108		14,414		(306)		(2.12)
Total investments	$	14,543		$	5,794		$	5,748		$	5,736				$	31,821	$	36,380	$	(4,559)	(12.53)
Weighted-average yields on (3):
Available-for-sale securities	0.00		%	0.18		%	0.00		%	0.00		%	0.00	%
Held-to-maturity securities	0.21		%	0.58		%	0.56		%	0.88		%	0.96	%

_________

(1)Interest-bearing deposits includes a $431 million business money market account with Truist Bank one of the Bank’s 10 largest borrowers, as of December 31, 2020.

(2) Federal funds sold includes $199 million and $180 million with BankUnited, National Association, one of the Bank’s 10 largest borrowers as of December 31, 2021 and 2020, respectively.

(3) The weighted average yields on available-for-sale securities and held-to-maturity securities are calculated as the sum of each debt security using the period- end balances multiplied by the coupon rate adjusted by the impact of amortization and accretion of premiums and discounts, divided by the total debt securities in the applicable available-for-sale securities and held-to-maturity securities portfolio.

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The decrease in total investment securities was primarily due to the maturities and prepayments that occurred during 2021. The amount held in other investments will vary each day based on the Bank’s liquidity needs as a result of advances demand, the earnings rates, and the availability of high-quality counterparties in the federal funds market.

The Finance Agency regulations prohibit an FHLBank from purchasing MBS and asset-backed securities if its investment in such securities would exceed 300 percent of the FHLBank’s previous month-end regulatory capital on the day it would purchase the securities. The Bank was in compliance with this regulatory requirement as of December 31, 2021, as these investments were 295 percent of the Bank’s regulatory capital. As of December 31, 2020, these investments were 344 percent of the Bank’s regulatory capital. These investments exceeded the 300 percent level due to a decrease in regulatory capital that resulted from a decrease in advances as of December 31, 2020. The Bank was in compliance with this regulatory requirement at the time of its MBS purchases and was not required to sell any previously purchased MBS. However, the Bank was precluded from purchasing additional MBS until its MBS to regulatory capital declined below 300 percent.

Mortgage Loans Held for Portfolio

The decrease in mortgage loans held for portfolio from December 31, 2020 to December 31, 2021 was primarily due to the maturity and prepayments of these assets during the year.

The following table presents the Bank’s mortgage loans outstanding by redemption terms (dollars in millions).


	As of December 31, 2021
Due in one year or less	$	10
Due in one year through five years	36
Due after five years through 15 years	91
Thereafter	13
Total unpaid principal balance	150
Other adjustment, net (1)	(1)
Total mortgage loans held for portfolio	149
Allowance for credit losses on mortgage loans	—
Mortgage loans held for portfolio, net	$	149

____________

(1) Consists of premiums, discounts, and hedging adjustments.

Members that sold mortgage loans to the Bank were located primarily in the southeastern United States; therefore, the Bank’s conventional mortgage loan portfolio was concentrated in that region as of December 31, 2021 and 2020. The following table presents the percentage of unpaid principal balance of conventional residential mortgage loans held for portfolio for the five largest state concentrations.


	As of December 31,
	2021	2020
	Percent of Total	Percent of Total
Florida	23.14	22.98
South Carolina	22.45	21.74
Georgia	11.41	10.33
Virginia	10.92	10.68
North Carolina	8.47	8.33
All other	23.61	25.94
Total	100.00	100.00

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Deposits

The Bank offers demand and overnight deposit programs to members and qualifying non-members primarily as a liquidity management service. In addition, a member that services mortgage loans may deposit funds in the Bank that are collected in connection with the mortgage loans, pending disbursement of those funds to the owners of the mortgage loans. All the Bank’s deposits are uninsured. For demand deposits, the Bank pays interest at the overnight rate. Most of these deposits represent member liquidity investments, which members may withdraw on demand. Therefore, the total account balance of the Bank’s deposits may fluctuate significantly. As a matter of prudence, the Bank typically invests deposit funds in liquid short-term assets. Member loan demand, deposit flows, and liquidity management strategies influence the amount and volatility of deposit balances carried with the Bank.

Consolidated Obligations

The Bank funds its assets primarily through the issuance of consolidated obligation bonds and consolidated obligation discount notes. The decrease in consolidated obligations from December 31, 2020 to December 31, 2021 was primarily a result of the decrease in advances outstanding during the year. Consolidated obligation issuances financed 91.0 percent of the $78.7 billion in total assets as of December 31, 2021, a slight decrease from the financing ratio of 91.8 percent as of December 31, 2020.

The Bank often simultaneously entered into derivatives with the issuance of fixed-rate consolidated obligation bonds to convert the interest rates, in effect, into short-term variable interest rates, primarily based on SOFR. As of December 31, 2021 and 2020, 83.8 percent and 23.1 percent, respectively, of the Bank’s fixed-rate consolidated obligation bonds were swapped. None of the Bank’s variable-rate consolidated obligation bonds were swapped as of December 31, 2021 and 2020. None of the Bank’s fixed-rate consolidated obligation discount notes were swapped as of December 31, 2021 and 4.42 percent of the Bank’s fixed-rate consolidated obligation discount notes were swapped as of December 30, 2020. Beginning June 30, 2020, the Bank ceased issuing LIBOR-based consolidated obligation bonds and entering into LIBOR-based derivatives with maturities/termination dates beyond December 31, 2021.

Capital

The FHLBank Act and Finance Agency regulations specify that each FHLBank must meet certain minimum regulatory capital standards. The Bank must maintain (1) total regulatory capital in an amount equal to at least four percent of its total assets; (2) leverage capital in an amount equal to at least five percent of its total assets; and (3) permanent capital in an amount equal to at least its regulatory risk-based capital requirement. Permanent capital is defined by the FHLBank Act and applicable regulations as the sum of paid-in capital for Class B stock and retained earnings. Mandatorily redeemable capital stock is considered capital for regulatory purposes. These regulatory capital requirements, and the Bank’s compliance with these requirements, are presented in detail in Note 1 0 —Capital and M andatorily Redeemable Capital S to ck to the Bank’s 2021 audited financial statements.

Finance Agency regulations establish criteria for four capital classifications, based on the amount and type of capital held by an FHLBank, as follows:

•Adequately Capitalized - FHLBank meets or exceeds both risk-based and minimum capital requirements;

•Undercapitalized - FHLBank does not meet one or both of its risk-based or minimum capital requirements;

•Significantly Undercapitalized - FHLBank has less than 75 percent of one or both of its risk-based or minimum capital requirements; and

•Critically Undercapitalized - FHLBank total capital is two percent or less of total assets.

Under the regulations, the Director of the Finance Agency (Director) will make a capital classification for each FHLBank at least quarterly and notify the FHLBank in writing of any proposed action and provide an opportunity for the FHLBank to submit information relevant to such action. The Director is permitted to make discretionary classifications. An FHLBank must provide written notice to the Finance Agency within 10 days of any event or development that has caused or is likely to cause its permanent or total capital to fall below the level required to maintain its most recent capital classification or reclassification. In the event that an FHLBank is not adequately capitalized, the regulations delineate the types of prompt corrective actions that the Director may order, including submission of a capital restoration plan by the FHLBank and restrictions on its dividends, stock redemptions, executive compensation, new business activities, or any other actions the Director determines will ensure safe and sound operations and capital compliance by the FHLBank. On December 15, 2021, the Bank received notification from the Director that, based on September 30, 2021 data, the Bank meets the definition of “adequately capitalized.”

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The Finance Agency issued an Advisory Bulletin providing for each FHLBank to maintain a ratio of at least two percent of capital stock to total assets, measured on a daily average basis at month end. As of December 31, 2021, the Bank was in compliance with this ratio.

All of the FHLBanks entered into a Capital Agreement, which is intended to enhance the capital position of each FHLBank. Under the Capital Agreement, each FHLBank allocates 20 percent of its net income each quarter to a separate restricted retained earnings account until the account balance equals at least one percent of the FHLBank’s average balance of outstanding consolidated obligations for the previous quarter. Restricted retained earnings are not available to pay dividends and are presented separately on the Statements of Condition.

Under the Bank’s financial management policy, the Bank targets were to maintain (1) a capital-to-assets ratio of 4.50 percent to 6.00 percent; (2) a retained earnings account balance equal to the restricted retained earnings account balance, plus extremely stressed scenario losses; and (3) unrestricted retained earnings greater than the retained earnings target. The Bank believes that daily excess stock repurchases and consistent dividends give members greater certainty of a return of their principal or the receipt of a dividend, which in turn may have a positive impact on members’ appetite for advances. The Bank seeks to pay an amount of dividends each quarter that are consistent with an attractive rate of return on capital to its member shareholders relative to an established benchmark after providing for retained earnings as discussed above. Beginning in 2021, the Bank began using SOFR as the index for its dividend spreads. The Bank’s ability to maintain dividends depends on the Bank’s actual performance, its ability to maintain adequate retained earnings, other factors described in Item 1A, Risk Factors, and the discretion of the Bank’s board of directors. Information about dividends paid by the Bank during 2021, 2020, and 2019, is contained in Note 10—Capital and Mandatorily Redeemable Capital Stock to the Bank’s 2021 audited financial statements.

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Results of Operations

The following is a discussion and analysis of the Bank’s results of operations for the years ended December 31, 2021 and 2020.

Net Income


							Change
	For the Years Ended December 31,						2021 vs. 2020			2020 vs. 2019
	2021		2020		2019		Amount		Percent	Amount		Percent
Net interest income	$	281	$	333	$	535	$	(52)	(15.51)	$	(202)	(37.76)
Reversal of provision for credit losses	(1)		—		—		(1)		27.30	—		*
Noninterest income	15		113		19		(98)		(86.68)	94		*
Noninterest expense	149		163		146		(14)		(9.01)	17		11.64
Affordable Housing Program assessment	15		28		41		(13)		(47.73)	(13)		(30.53)
Net income	$	133	$	255	$	367	$	(122)	(47.73)	$	(112)	(30.53)

____________

* Not meaningful

Net Interest Income

The primary source of the Bank’s earnings is net interest income. Net interest income equals interest earned on assets (including member advances, mortgage loans, MBS held in portfolio, and other investments), less the interest expense incurred on liabilities (including consolidated obligations, deposits, and other borrowings). Also included in net interest income are miscellaneous related items such as prepayment fees, the amortization of debt issuance discounts, concession fees, and certain derivative instruments and hedging activities related adjustments.

The following table presents key components of net interest income for the years presented (in millions):


	For the Years Ended December 31,
	2021		2020		2019
Interest income:
Advances	$	306	$	870	$	2,451
Investments	133		394		1,271
Mortgage loans	9		13		18
Total interest income	448		1,277		3,740

Interest expense:
Consolidated obligations	167		939		3,179
Interest-bearing deposits	—		5		26

Total interest expense	167		944		3,205
Net interest income	$	281	$	333	$	535

As discussed above, net interest income includes components of hedging activity. When hedging relationships qualify for hedge accounting, the interest components of the hedging derivatives will be reflected in interest income or expense. Fair value gains and losses of derivatives and hedged items designated in fair value hedging relationships are also recognized in interest income or interest expense. When a hedging relationship is discontinued, the cumulative fair value adjustment on the hedged item will be amortized into interest income or expense over the remaining life of the asset or liability. The impact of hedging on net interest income was a decrease of $219 million, $285 million, and $31 million during the years ended December 31, 2021,

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2020, and 2019, respectively.

Below are the primary factors that impacted net interest income and net income for the years ended December 31, 2021 and 2020:

•Net interest income included $59 million and $60 million, of advance prepayment fees for the years ended December 31, 2021 and 2020, respectively.

•Derivative and hedging adjustments contributed to $26 million of the decrease in net interest income.

•During 2020, the Bank recorded an $85 million gain from the sale of its private-label MBS investment portfolio and made an additional voluntary $20 million retirement plan contribution.

The following table presents spreads between the average yield on total interest-earning assets and the average cost of interest-bearing liabilities for the years ended December 31, 2021, 2020, and 2019 (dollars in millions). The interest-rate spread is affected by the inclusion or exclusion of net interest income or expense associated with the Bank’s derivatives. If the derivatives do not qualify for fair-value hedge accounting under GAAP, the interest income or expense associated with the derivatives is excluded from net interest income and from the calculation of interest-rate spread and is recorded in Noninterest income (loss) as “Net (losses) gains on derivatives.” Amortization associated with some hedging-related basis adjustments is also reflected in net interest income, which affects interest-rate spread. The Bank’s interest-rate spread was 34 basis points, 22 basis points, and 25 basis points for 2021, 2020, and 2019, respectively. The increase in interest-rate spread during 2021, compared to 2020, was primarily due to the decreases in interest rates that impacted the expense from interest-bearing liabilities more than the income from interest-earning assets.

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	For the Years Ended December 31,
	2021					2020					2019
	Average Balance		Interest		Yield/ Rate (%)	Average Balance		Interest		Yield/ Rate (%)	Average Balance		Interest		Yield/ Rate (%)
Assets
Interest-bearing deposits (1)	$	1,516	$	2	0.12	$	3,273	$	17	0.54	$	4,101	$	93	2.27

Securities purchased under agreements to resell	3,966		2		0.07	8,248		32		0.39	5,528		118		2.13
Federal funds sold	10,299		8		0.08	12,423		48		0.39	12,623		279		2.21
Investment securities (2)	18,305		121		0.66	24,850		297		1.19	26,521		781		2.95
Advances (3)	47,912		306		0.64	80,991		870		1.07	98,428		2,451		2.49
Mortgage loans (4)	179		9		5.37	260		13		4.90	329		18		5.46
Loans to other FHLBanks	2		—		0.07	1		—		0.09	12		—		2.54
Total interest-earning assets	82,179		448		0.55	130,046		1,277		0.98	147,542		3,740		2.53
Allowance for credit losses on mortgage loans	—					(1)					(1)
Other assets	1,113					1,626					1,153
Total assets	$	83,292				$	131,671				$	148,694
Liabilities and Capital
Interest-bearing deposits (5)	$	2,456	—		—	$	1,982	5		0.23	$	1,307	26		2.03
Consolidated obligations, net:
Discount notes	23,617		12		0.05	52,397		357		0.68	59,736		1,371		2.29
Bonds	51,785		155		0.30	69,865		582		0.83	79,635		1,808		2.27
Other borrowings	1		—		3.41	3		—		2.70	8		—		3.51
Total interest-bearing liabilities	77,859		167		0.21	124,247		944		0.76	140,686		3,205		2.28
Other liabilities	654					971					799
Total capital	4,779					6,453					7,209
Total liabilities and capital	$	83,292				$	131,671				$	148,694
Net interest income and net yield on interest-earning assets			$	281	0.34			$	333	0.26			$	535	0.36
Interest-rate spread					0.34					0.22					0.25
Average interest-earning assets to interest-bearing liabilities					105.55					104.67					104.87

____________

(1)Includes amounts recognized for the right to reclaim cash collateral paid under master netting agreements with derivative counterparties.

(2)Includes trading securities at fair value and available-for-sale securities at amortized cost.

(3)Interest income and average yield include net prepayment fees on advances of $59 million, $60 million, and $3 million for the years ended December 31, 2021, 2020, and 2019, respectively.

(4)Nonperforming mortgage loans are included in average balances used to determine average rate.

(5)Includes amounts recognized for the right to return cash collateral received under master netting agreements with derivative counterparties.

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Net interest income for the years presented was affected by changes in average balances (volume change) and changes in average rates (rate change) of interest-earning assets and interest-bearing liabilities. The following table presents the extent to which volume changes and rate changes affected the Bank’s interest income and interest expense (in millions). As presented in the table below and as discussed above, the overall changes in net interest income during 2021, compared to 2020, were impacted by lower advances and interest-earning asset balances, along with related changes to debt funding balances. Additionally, during 2021, compared to 2020, there was a decrease in interest rates which impacted interest-bearing liabilities more than interest-earning assets.


	2021 vs. 2020						2020 vs. 2019
	Volume (1)		Rate (1)		Total Change		Volume (1)		Rate (1)		Total Change
Change in interest income:
Interest-bearing deposits	$	(6)	$	(9)	$	(15)	$	(16)	$	(60)	$	(76)
Securities purchased under agreements to resell	(11)		(19)		(30)		40		(126)		(86)
Federal funds sold	(7)		(33)		(40)		(4)		(227)		(231)
Investment securities	(65)		(111)		(176)		(46)		(438)		(484)
Advances	(283)		(281)		(564)		(376)		(1,205)		(1,581)
Mortgage loans	(5)		1		(4)		(3)		(2)		(5)

Total	(377)		(452)		(829)		(405)		(2,058)		(2,463)
Change in interest expense:
Interest-bearing deposits	1		(6)		(5)		10		(31)		(21)
Consolidated obligations, net:
Discount notes	(128)		(217)		(345)		(151)		(863)		(1,014)
Bonds	(123)		(304)		(427)		(199)		(1,027)		(1,226)

Total	(250)		(527)		(777)		(340)		(1,921)		(2,261)
Change in net interest income	$	(127)	$	75	$	(52)	$	(65)	$	(137)	$	(202)

____________

(1)Volume change is calculated as the change in volume multiplied by the previous rate, while rate change is calculated as the change in rate multiplied by the previous volume. The rate/volume change, calculated as the change in rate multiplied by the change in volume, is allocated between volume change and rate change at the ratio each component bears to the absolute value of its total.

Derivatives and Hedging Activity

The following tables present the net effect of derivatives and hedging activity on the Bank’s results of operations for the years presented (in millions):


	For the Year Ended December 31, 2021
	Advances		Investments		Consolidated Obligation Bonds		Total
Net interest income:
Amortization or accretion of active hedging relationships	$	(99)	$	—	$	—	$	(99)
Net changes in fair value hedges	125		—		(8)		117
Net interest settlements on derivatives (1)	(331)		—		113		(218)
Other (2)	(19)		—		—		(19)
Total effect on net interest income	$	(324)	$	—	$	105	$	(219)
Effect on noninterest income:
Gains on derivatives not receiving hedge accounting including net interest settlements	$	1	$	1	$	—	$	2

Net losses on trading securities (3)	—		(1)		—		(1)
Total effect on noninterest income	$	1	$	—	$	—	$	1

____________

(1)Represents interest income or expense on derivatives included in net interest income.

(2)Amount in “Other” includes the price alignment amount on derivatives for which variation margin is characterized as daily settled contract.

(3) Includes only those gains or losses on trading securities or financial instruments held at fair value that have an economic derivative “assigned;” therefore, this line item may not agree to the income statement.

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	For the Year Ended December 31, 2020
	Advances		Investments		Consolidated Obligation Bonds		Consolidated Obligation Discount Notes		Total
Net interest income:
Amortization or accretion of hedging activities	$	(56)	$	—	$	(2)	$	—	$	(58)
Net changes in fair value hedges	36		—		2		—		38
Net interest settlements on derivatives (1)	(341)		—		41		39		(261)
Other (2)	(4)		—		—		—		(4)
Total effect on net interest income	$	(365)	$	—	$	41	$	39	$	(285)
Effect on noninterest income:

Losses on derivatives not receiving hedge accounting including net interest settlements	$	(2)	$	(4)	$	—	$	—	$	(6)


Net gains on trading securities (3)	—		3		—		—		3
Total effect on noninterest income	$	(2)	$	(1)	$	—	$	—	$	(3)

____________

(1)Represents interest income or expense on derivatives included in net interest income.

(2)Amount in “Other” includes the price alignment amount on derivatives for which variation margin is characterized as daily settled contract.

(3)Includes only those gains or losses on trading securities or financial instruments held at fair value that have an economic derivative “assigned;” therefore, this line item may not agree to the income statement.


	For the Year Ended December 31, 2019
	Advances		Investments		Consolidated Obligation Bonds		Balance Sheet		Total
Effect on net interest income:
Amortization or accretion of hedging activities	$	(28)	$	—	$	—	$	—	$	(28)
Net changes in fair value hedges	11		—		(2)		—		9
Net interest settlements on derivatives (1)	21		—		(32)		—		(11)
Other (2)	—		—		(1)		—		(1)
Total effect on net interest income	$	4	$	—	$	(35)	$	—	$	(31)
Effect on noninterest income:

Losses on derivatives not receiving hedge accounting including net interest settlements	$	—	$	(3)	$	—	$	(1)	$	(4)

Net gains on trading securities (3)	—		3		—		—		3
Total effect on noninterest income	$	—	$	—	$	—	$	(1)	$	(1)

____________

(1)Represents interest income or expense on derivatives included in net interest income.

(2)Amount in “Other” includes the price alignment amount on derivatives for which variation margin is characterized as daily settled contract.

(3)Includes only those gains or losses on trading securities or financial instruments held at fair value that have an economic derivative “assigned;” therefore, this line item may not agree to the income statement.

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Noninterest Income (Loss)

The following table presents the components of noninterest income (loss) for the years presented (dollars in millions):


							Change
	For the Years Ended December 31,						2021 vs. 2020			2020 vs. 2019
	2021		2020		2019		Amount		Percent	Amount		Percent
Net impairment losses recognized in earnings	$	—	$	—	$	(13)	$	—	—	$	13	100.00
Net (losses) gains on trading securities	(1)		4		3		(5)		(121.07)	1		25.94
Net gains (losses) on derivatives	1		(6)		(4)		7		121.27	(2)		(49.13)
Net realized gains from sale of investment securities	—		85		—		(85)		(100.00)	85		100.00
Standby letters of credit fees	11		19		24		(8)		(42.75)	(5)		(19.69)

Other	4		11		9		(7)		(71.42)	2		28.34
Total noninterest income	$	15	$	113	$	19	$	(98)	(86.68)	$	94	*

____________

* Not meaningful.

During the first quarter of 2020, the Bank sold its entire private-label MBS portfolio. Proceeds from the sale totaled $921 million and resulted in a realized gain of $85 million.

The decrease in standby letters of credit fees income is due to the decreased balance in standby letters of credit.

Noninterest Expense and AHP Assessment

The following table presents noninterest Expense and AHP Assessment for the years presented (dollars in millions):


	For the Years Ended December 31,						Change
	2021		2020		2019		2021 vs. 2020		2020 vs. 2019
Noninterest expense:
Compensation and benefits	$	80	$	102	$	77	$	(22)	$	25
Cost of quarters	4		4		4		—		—
Other operating expenses	34		32		35		2		(3)
Total operating expenses	118		138		116		(20)		22
Finance Agency and Office of Finance	17		17		18		—		(1)
Other	14		8		12		6		(4)
Total noninterest expense	149		163		146		(14)		17


Affordable Housing Program assessment	15		28		41		(13)		(13)


Total noninterest expense and AHP assessment	$	164	$	191	$	187	$	(27)	$	4

The decrease in total noninterest expense for 2021, compared to 2020, was primarily due to the Bank making an additional $20 million retirement plan contribution in 2020, which was recorded in compensation and benefits expense,

The Bank records AHP assessment expense at a rate of 10 percent of income before assessment, excluding interest expense on mandatorily redeemable capital stock.

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Additional Financial Data.

The following table presents selected statement of condition and results of operations data. The following data, insofar as it relates to each of the years 2017 to 2021, have been derived from annual financial statements, The financial information presented in the following table and in the financial statements included in this Report is not necessarily indicative of the financial condition or results of operations of any other interim or annual periods (dollars in millions):


	As of or for the Years Ended December 31,
	2021		2020		2019		2018		2017
Statements of Condition (as of year end)
Total assets	$	78,746	$	92,295	$	149,857	$	154,476	$	146,566
Advances	45,415		52,168		97,167		108,462		102,440
Investments (1)	31,821		36,380		50,617		44,309		40,378
Mortgage loans held for portfolio, net	149		218		296		360		435

Interest-bearing deposits	2,054		1,998		1,492		1,176		1,177
Consolidated obligations, net:
Discount notes (2)	25,506		25,385		52,134		66,025		50,139
Bonds (2)	46,186		59,379		88,503		79,114		87,523
Total consolidated obligations, net (2)	71,692		84,764		140,637		145,139		137,662

Affordable Housing Program payable	61		82		89		85		77
Capital stock - putable	2,383		3,078		4,988		5,486		5,154
Retained earnings	2,228		2,198		2,153		2,110		2,003
Accumulated other comprehensive (loss) income	(16)		(16)		22		51		110
Total capital	4,595		5,260		7,163		7,647		7,267
Statements of Income (for the year ended)
Net interest income (3)	281		333		535		561		157

Net impairment losses recognized in earnings	—		—		(13)		(3)		(2)
Net (losses) gains on trading securities	(1)		4		3		(1)		(5)
Net realized gains from sale of investment securities	—		85		—		—		—
Net gains (losses) on derivatives	1		(6)		(4)		29		341
Standby letters of credit fees	11		19		24		25		26
Other income (4)	4		11		9		1		7
Noninterest expense	149		163		146		150		136
Income before assessment	148		283		408		462		388
Affordable Housing Program assessment	15		28		41		46		39
Net income	133		255		367		416		349
Performance Ratios (%)
Return on equity (5)	2.79		3.95		5.09		5.54		4.97
Return on assets (6)	0.16		0.19		0.25		0.27		0.25
Net interest margin (7)	0.34		0.26		0.36		0.37		0.11
Regulatory capital ratio (as of year end) (8)	5.86		5.72		4.77		4.92		4.88
Equity to assets ratio (9)	5.74		4.90		4.85		4.93		4.97
Dividend payout ratio (10)	77.27		93.86		88.25		74.12		68.40

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____________

(1) Investments consist of interest-bearing deposits, securities purchased under agreements to resell, federal funds sold, and securities classified as trading, available-for-sale, and held-to-maturity.

(2) The amounts presented are the Bank’s primary obligations on consolidated obligations outstanding. The par value of the other FHLBanks’ outstanding consolidated obligations for which the Bank is jointly and severally liable was as follows (in millions):


December 31, 2021	$	580,909
December 31, 2020	662,051
December 31, 2019	885,114
December 31, 2018	886,081
December 31, 2017	896,441

(3) The Bank adopted new accounting guidance related to derivatives and hedging activities effective January 1, 2019.

(4) Other income includes service fees and other items.

(5) Calculated as net income, divided by average total equity.

(6) Calculated as net income, divided by average total assets.

(7) Net interest margin is net interest income as a percentage of average earning assets.

(8) Regulatory capital ratio is regulatory capital, which does not include accumulated other comprehensive (loss) income, but does include mandatorily redeemable capital stock, as a percentage of total assets as of year end.

(9) Calculated as average total equity, divided by average total assets.

(10) Calculated as dividends declared during the year, divided by net income during the year.

Liquidity and Capital Resources

Sources of Liquidity. The Bank’s principal source of liquidity is consolidated obligation debt instruments. To provide additional liquidity, the Bank also may use other short-term borrowings, such as federal funds purchased, securities sold under agreements to repurchase, and loans from other FHLBanks. The Bank’s consolidated obligations are not obligations of the United States and are not guaranteed by either the United States or any government agency, but have historically received the same credit rating as the government bond credit rating of the United States. As a result, the Bank generally has comparatively stable access to funding through a diverse investor base at relatively favorable spreads to U.S. Treasury rates. The Bank’s income and liquidity would be adversely affected if it were not able to access the capital markets at competitive rates for an extended period.

As discussed elsewhere in this Report, the COVID-19 pandemic continued to impact the financial markets throughout 2021. The Bank maintained continual access to funding and adapted its debt issuance to meet the needs of its members throughout 2021. The Bank relies on access to the capital markets to meet its funding needs, and the Bank expects continued sufficient access to capital markets.

The Bank’s short-term funding is generally driven by member demand and is achieved through the issuance of consolidated discount notes and short-term consolidated bonds. Access to short-term debt markets has been reliable because investors, driven by increased liquidity preferences and risk aversion, including the effects of money market fund reform, have often sought the Bank’s short-term debt as an asset of choice.

The Bank is focused on maintaining an adequate liquidity balance and a funding balance between its financial assets and financial liabilities. The Bank monitors the funding balance between financial assets and financial liabilities and is committed to prudent risk management practices. In managing and monitoring the amounts of assets that require refunding, the Bank considers contractual maturities of its financial assets, as well as certain assumptions regarding expected cash flows (i.e. estimated prepayments and scheduled amortizations). External factors including Bank member borrowing needs, supply and demand in the debt markets, and other factors may also affect the liquidity balances and the funding balance between financial assets and financial liabilities. See the notes to the Bank’s 2021 audited financial statements for more information regarding contractual maturities of certain of the Bank’s financial assets and liabilities.

Contingency plans are in place that prioritize the allocation of liquidity resources in the event of operational disruptions at the Bank or the Office of Finance. Under the FHLBank Act, the Secretary of Treasury has the authority, at his discretion, to

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purchase consolidated obligations up to an aggregate amount of $4.0 billion. No borrowings under this authority have been outstanding since 1977.

Liquidity Reserves for Deposits. Finance Agency regulations require the Bank to hold a total amount of cash, obligations of the U.S., and advances with maturities of less than five years, in an amount not less than the amount of total member deposits. The Bank has complied with this requirement throughout 2021.

Operational Liquidity. In order to ensure adequate operational liquidity (generally, the ready cash and borrowing capacity available to meet the Bank’s intra-day needs) each day, Bank policy establishes a daily liquidity target based upon member deposit levels and current day liability maturities and asset settlements. The Bank met this liquidity requirement throughout 2021.

Additional Liquidity Guidance. The Finance Agency issued an Advisory Bulletin on FHLBank liquidity (Liquidity Guidance AB) that communicates the Finance Agency’s expectations with respect to the maintenance of sufficient liquidity to enable the Bank to provide advances and standby letters of credit for members during a sustained capital market disruption, assuming no access to capital markets and assuming renewal of all maturing advances for a period of between ten to thirty calendar days. The Finance Agency periodically issues supervisory letters that identify thresholds for measures of liquidity within the established ranges set forth in the Liquidity Guidance AB.

The Liquidity Guidance AB’s measurements of liquidity include a cash flow scenario, on a daily basis, that projects forward the number of days for which the Bank should maintain positive cash balances assuming the renewal of all maturing advances and the maintenance of a liquidity reserve for outstanding letters of credit. The measurements of liquidity also include a funding gap measurement of the difference between assets and liabilities that are scheduled to mature during a specified period, expressed as a percentage of the Bank’s total assets to reduce the liquidity risks associated with a mismatch in asset and liability maturities, including an undue reliance on short-term debt funding, which may increase debt rollover risk. The Liquidity Guidance AB permits an FHLBank to temporarily decrease its liquidity position, in a safe and sound manner, below the stated levels, as necessary for providing unanticipated extensions of advances to members or draws on letters of credit to beneficiaries.

The Bank has met this liquidity requirement as directed by the Finance Agency throughout 2021.

Summary of Cash Flows

The following table presents a summary of net cash provided by (used in) the Bank’s operating, investing, and financing activities (in millions):


		For the Years Ended December 31,
		2021		2020		2019
Net cash provided by (used in):
	Operating activities	$	845	$	(441)	$	(200)
	Investing activities	10,634		59,849		6,151
	Financing activities	(13,505)		(57,414)		(5,075)
	Net (decrease) increase in cash and due from banks	$	(2,026)	$	1,994	$	876

Net operating cash flows fluctuate primarily based on net income and net change in derivatives and hedging activities. The Bank recorded a net positive change of $673 million in derivative and hedging activities for 2021 compared to a net negative change of $482 million in derivative and hedging activities in 2020. The change in derivative and hedging activities was driven by the change in interest rates.

Net cash provided by investing activities fluctuate primarily based on advances and investing activities. The Bank issued $82.1 billion of advances and collected $87.9 billion of advances principal in 2021 compared to $195.4 billion and $241.3 billion, respectively, in 2020. The Bank purchased investment securities of $3.2 billion and received proceeds from principal collected of $7.6 billion in 2021 compared to $6.3 billion and $12.5 billion, respectively, in 2020.

Net cash used in financing activities fluctuate primarily based on the issuance and payments for maturing and retiring consolidated obligations. The Bank issued $635.0 billion in consolidated obligations and paid $647.7 billion for maturing and retiring consolidated obligations in 2021, compared to $457.4 billion and $513.2 billion, respectively, in 2020.

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Anticipated Cash Expenditures

The following table presents the payment due date or expiration terms of the Bank’s significant anticipated cash expenditures as of December 31, 2021 (in millions).


	One year or less		After one year through three years		After three years through five years		After five years		Total
Consolidated obligations(1)	$	42,147	$	12,810	$	12,549	$	4,447	$	71,953
Pension and post-retirement contributions(2)	11		4		8		11		34
Total	$	42,158	$	12,814	$	12,557	$	4,458	$	71,987

____________

(1) Does not include contractual interest payments related to bonds. Total is based on contractual maturities; the actual timing of payments could be impacted by factors affecting redemption.

(2) Includes future funding contribution for the qualified pension plan and scheduled benefit payments for the nonqualified defined benefit plans.

Refer to the respective footnote in Item 8, Financial Statements and Supplementary Data for more information on each of the

contractual obligations listed in the above table.

Off-balance Sheet Commitments

The Bank’s primary off-balance sheet commitments are as follows:

•the Bank’s joint and several liability for all FHLBank consolidated obligations; and

•the Bank’s outstanding commitments arising from standby letters of credit.

Should an FHLBank be unable to satisfy its payment obligation under a consolidated obligation for which it is the primary obligor, any of the other FHLBanks, including the Bank, could be called upon to repay all or any part of such payment obligation, as determined or approved by the Finance Agency. As of December 31, 2021, none of the other FHLBanks defaulted on their consolidated obligations; the Finance Agency was not required to allocate any obligation among the FHLBanks; and no amount of the joint and several obligation was fixed. Accordingly, the Bank has not recognized a liability for its joint and several obligations related to other FHLBanks’ consolidated obligations as of December 31, 2021 and 2020. As of December 31, 2021, the FHLBanks had $652.9 billion in aggregate par value of consolidated obligations issued and outstanding, $72.0 billion of which was attributable to the Bank. No FHLBank has ever defaulted on its principal or interest payments under any consolidated obligation, and the Bank has never been required to make payments under any consolidated obligation as a result of the failure of another FHLBank to meet its obligations.

The Bank generally requires standby letters of credit to contain language permitting the Bank, upon annual renewal dates and prior notice to the beneficiary, to choose not to renew the standby letter of credit, which effectively terminates the standby letter of credit prior to its scheduled final expiration date. Based on the creditworthiness of the member applicant and appropriate additional fees, the Bank may issue standby letters of credit that have terms of longer than one year without annual renewals or that have no stated maturity and are subject to renewal on an annual basis.

Commitments to extend credit, including standby letters of credit, are agreements to lend. The Bank issues a standby letter of credit on behalf of a member in exchange for a fee. A member may use these standby letters of credit to facilitate a financing arrangement. Management regularly reviews its standby letter of credit pricing in light of several factors, including the Bank’s potential liquidity needs related to draws on its standby letters of credit. Based on management’s credit analyses and collateral requirements, the Bank does not deem it necessary to have an allowance for credit losses for these unfunded standby letters of credit as of December 31, 2021.

Refer to Note 1 5 —Commitments and Contingencies to the Bank’s 2021 audited financial statements for more information about the Bank’s outstanding standby letters of credit.

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Critical Accounting Policies and Estimates

The preparation of the Bank’s financial statements in accordance with GAAP requires management to make a number of judgments and assumptions that affect the Bank’s reported results and disclosures. Several of the Bank’s accounting policies are inherently subject to valuation assumptions and other subjective assessments and are more critical than others to the Bank’s results. The Bank considers fair value measurements and derivatives and hedging activities to be critical accounting policies because they require management’s subjective and complex judgments about matters that are inherently uncertain. Management bases its judgments and estimates on current market conditions and industry practices, historical experience, changes in the business environment and other factors that it believes to be reasonable under the circumstances. Actual results could differ materially from these estimates under different assumptions and/or conditions.

Fair Value Measurements

The Bank carries certain assets and liabilities, including investments classified as trading and available-for-sale and all derivatives, on the balance sheet at fair value. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability, in an orderly transaction between market participants at the measurement date, representing an exit price.

Fair values play an important role in the valuation of certain assets, liabilities, and hedging transactions of the Bank. Fair values are based on quoted market prices or market-based prices, if such prices are available, even in situations in which trading volume may be low when compared with prior periods. If quoted market prices or market-based prices are not available, the Bank determines fair values based on valuation models that use discounted cash flows, using market estimates of interest rates and volatility.

Valuation models and their underlying assumptions are based on the best estimates of the Bank’s management with respect to:

•market indices (primarily SOFR and the OIS curve);

•discount rates;

•prepayments;

•market volatility; and

•other factors, including default and loss rates.

These assumptions, particularly estimates of market indices and discount rates, may have a significant effect on the reported fair values of assets and liabilities, including derivatives, and the income and expense related thereto. The use of different assumptions, as well as changes in market conditions, could result in a materially different net income and retained earnings. The assumptions used in the models are corroborated by and independently verified against market observable data where possible.

The Bank categorizes its financial instruments carried at fair value into a three-level classification in accordance with GAAP. The valuation hierarchy is based upon the transparency (observable or unobservable) of inputs to the valuation of an asset or liability as of the measurement date. Observable inputs reflect market data obtained from independent sources, while unobservable inputs reflect the Bank’s market assumptions. The Bank utilizes valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs.

Refer to Note 14—Estimated Fair Values to the Bank’s 2021 audited financial statements for further discussion regarding how the Bank measures financial assets and financial liabilities at fair value.

Derivatives and Hedging Activities

General

The Bank records all derivatives at fair value on the balance sheet with changes in fair value recognized in current-period earnings. The Bank designates derivatives as either fair-value hedging instruments or non-qualifying hedging instruments for which hedge accounting is not applied. The Bank has not entered into any cash-flow hedges as of December 31, 2021 and 2020. The Bank uses derivatives in its risk management program for the following purposes:

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•conversion of a fixed rate to a variable rate;

•conversion of a variable rate with a fixed component to another variable rate; and

•macro hedging of balance sheet risks.

To qualify for hedge accounting, the Bank documents the following concurrently with the execution of each hedging relationship:

•the hedging strategy;

•identification of the hedging instrument and the hedged item;

•determination of the appropriate accounting designation;

•the method used for the determination of effectiveness for transactions qualifying for hedge accounting; and

•the method for recording ineffectiveness for hedging relationships.

The Bank also evaluates each debt issuance, advance made, and financial instrument purchased to determine whether the cash item contains embedded derivatives that meet the criteria for bifurcation. If, after evaluation, it is determined that an embedded derivative must be bifurcated, the Bank will measure the fair value of the embedded derivative.

Assessment of Hedge Effectiveness

An assessment must be made to determine the effectiveness of qualifying hedging relationships. To make such an assessment, the Bank may use either (1) the short-cut method; or (2) the long-haul method.

If the hedging instrument is a swap and meets specific criteria, the hedging relationship may qualify for the short-cut method of assessing effectiveness. The short-cut method allows for an assumption of no ineffectiveness, which means that the change in the fair value of the hedged item is assumed to be equal and offsetting to the change in fair value of the hedging instrument. The Bank does not apply the short-cut method to hedging relationships.

The long-haul method of effectiveness is used to assess effectiveness for hedging relationships that qualify for hedge accounting but do not meet the criteria for the use of the short-cut method. The long-haul method requires separate valuations of both the hedged item and the hedging instrument. If the hedging relationship is determined to be highly effective, the change in fair value of the hedged item related to the designated risk is recognized in earnings together and in the same income statement line item with the change in fair value of the hedging instrument. If the hedging relationship is determined not to be highly effective, hedge accounting will either not be allowed or cease at that point. The Bank performs effectiveness testing on a monthly basis and uses statistical regression analysis techniques to determine whether a long-haul hedging relationship is highly effective.

Accounting for Ineffectiveness and Hedge De-designation

The Bank accounts for any ineffectiveness for all long-haul fair-value hedges using the dollar offset method. In the case of non-qualifying hedges that do not qualify for hedge accounting, the Bank reports only the change in the fair value of the derivative. Both the net interest on the derivative and the fair value adjustments of a non-qualifying hedge are recorded in noninterest income (loss) as “Net (losses) gains on derivatives” on the Statements of Income.

The Bank may discontinue hedge accounting for a hedging transaction (de-designation) if it fails effectiveness testing or for other asset-liability-management reasons. The Bank also treats modifications to hedged items as a discontinuance of a hedging relationship. When a hedging relationship is discontinued, the Bank will cease marking the hedged item to fair value and will amortize the cumulative basis adjustment resulting from hedge accounting. The Bank reports related amortization as interest income or expense over the remaining life of the associated hedged item. The associated derivative will continue to be marked to fair value through earnings until it matures or is terminated.

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Recently Issued But Not Yet Adopted Accounting Standards

See Note 3—Recently Issued But Not Yet Adopted Accounting Standards to the Bank’s 2021 audited financial statements for a discussion of recently issued but not yet adopted accounting standards.

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 Act. The Bank’s business operations, funding costs, rights, obligations, and/or the environment in which the Bank carries out its housing finance and community lending 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.

Fair Housing and Fair Lending Enforcement. On July 9, 2021, the Finance Agency published a policy statement on fair lending to communicate the Finance Agency’s general position on monitoring and information gathering, supervisory examinations, and administrative enforcement related to the Equal Credit Opportunity Act, the Fair Housing Act, and the Federal Housing Enterprises Financial Safety and Soundness Act. On August 12, 2021, the Finance Agency and the Department of Housing and Urban Development announced they had entered into a memorandum of understanding regarding fair housing and fair lending enforcement. Under the memorandum of understanding, the two agencies will focus on enhancing their enforcement of the Fair Housing Act, and their oversight of Fannie Mae, Freddie Mac, and the FHLBanks. The Bank continues to monitor these actions and guidance as they evolve and to evaluate their potential impact.

FHLBank Membership Supervisory Letter. On September 9, 2021, the Finance Agency published a supervisory letter addressing certain FHLBank membership issues, including:

•requirements for de novo CDFIs;

•automatic transfer of membership;

•large non-member institutions merging with small member institutions;

•membership applicant’s compliance with financial condition requirements, and

•the definition of insurance company.

The Supervisory Letter is intended to provide uniform guidance to the FHLBanks in the event they encounter similar circumstances. The Supervisory Letter expresses the Finance Agency’s views on those matters, which views include the articulation of certain restrictions on eligibility for membership. The restrictions could result in:

•fewer opportunities for FHLBank membership; and/or

•ineligibility for continued membership by certain entities, most notably CDFIs, insurance companies and large institutions that have acquired small members.

Accordingly, the restrictions could result in reduced opportunities for the Bank to grow its membership and, in turn, fewer opportunities to provide its financial services.

Regulatory Interpretation on Eligibility of Mortgage Participations as Collateral for FHLBank Advances. On October 4, 2021, the Finance Agency published a Regulatory Interpretation on Eligibility of Mortgage Loan Participations as Collateral for Federal Home Loan Bank Advances. The Regulatory Interpretation addresses whether an FHLBank can accept as collateral to secure advances mortgage loan participations that cannot be readily liquidated in the form in which they are to be pledged. The Regulatory Interpretation concludes that mortgage loan participations must meet the requirements of Finance Agency regulation 12 CFR 1266.7(a)(4), including the requirement that the collateral can be “liquidated in due course” in order to be eligible to secure FHLBank advances. It further concludes that participations for which there would be a known impediment to liquidation do not meet such requirement and therefore are not eligible collateral for advances. Finally, the Regulatory Interpretation rescinds prior guidance from FHLBank System regulators that provide mortgage loan participations may be eligible as collateral under regulatory provisions other than 12 CFR 1266.7(a)(4). The Regulatory Interpretation became effective on December 13, 2021.

Although the Bank does not currently expect the Regulatory Interpretation to have a material impact on its financial condition or results of operations, this restriction on collateral may negatively impact future borrowing by certain members.

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Amendment to FINRA Rule 4210: Margining of Covered Agency Transactions. The Financial Industries Regulatory Authority (FINRA) amended FINRA Rule 4210 delaying the effectiveness of margining requirements for covered agency transactions until April 26, 2022 (from the original effective date of January 26, 2022). Once the margining requirements are effective, the Bank will be required to collateralize its transactions that are covered agency transactions, which include to be announced transactions (TBAs). These collateralization requirements could have the effect of reducing the overall profitability of engaging in covered agency transactions, including TBAs. Further, the collateralization requirements will expose the Bank to credit risk from its counterparties to such transactions.

CFTC and Other Derivatives Developments. The Dodd-Frank Act mandated the U.S. federal regulation of the over-the-counter (OTC) derivatives market and granted new joint regulatory authority to the SEC and the U.S. Commodity Futures Trading Commission (CFTC) over OTC derivatives. The SEC and CFTC have completed most of their rules to implement the Dodd-Frank Act’s requirements. Pursuant thereto, certain of Bank’s derivatives operations have become subject to, among other things, new recordkeeping, reporting and documentation requirements. In addition, certain non-cleared derivatives entered into as part of the Bank’s derivatives operations have become subject to two-way variation margin requirements and may become subject to two-way initial margin requirements beginning in 2022. These margining requirements are expected to increase the cost of non-cleared derivatives. Collectively, the Dodd-Frank Act requirements have increased the direct and indirect costs of the FHLBanks’ hedging and related activities and will likely increase them further in the future. The Bank does not expect these costs to have a material impact on its financial condition or results of operations.

Affordable Housing and Community Investment. As previously disclosed, legislation has been introduced in the U.S. Senate and House of Representatives that, if enacted in its proposed form, would require that the FHLBanks set aside higher percentages of their earnings for their affordable housing and community investment programs than is currently required. Increased contributions to the FHLBanks’ affordable housing programs would result in less net income being available for other purposes. The FHLBanks continue to actively monitor any such potential legislation and developments.

COVID-19 Presidential, Legislative and Regulatory Developments. In light of the COVID-19 pandemic, the President of the United States, through executive orders, governmental agencies, including the SEC, OCC, Federal Reserve, FDIC, National Credit Union Administration, CFTC and the Finance Agency, as well as state governments and agencies, have taken, and may continue to take, actions to provide various forms of relief from, and guidance regarding, the financial, operational, credit, market, and other effects of the pandemic, and the Congress has enacted and may continue to enact pandemic relief legislation, some of which may have a direct or indirect impact on the Bank or its members. Many of these actions are temporary in nature. The Bank continues to monitor these actions and guidance as they evolve and to evaluate their potential impact on the Bank.

Risk Management

The Bank’s lending, investment and funding activities, and use of derivative hedge instruments expose the Bank to a number of risks. A robust risk management framework aligns risk-taking activities with the Bank’s strategies and risk appetite. A risk management framework also balances risks and rewards. The Bank’s risk management framework consists of risk governance, risk appetite, and risk management policies.

The Bank’s board of directors and management recognize that risks are inherent to the Bank’s business model and that the process of establishing a risk appetite does not imply that the Bank seeks to mitigate or eliminate all risk. By defining and managing to a specific risk appetite, the board of directors and management ensure that there is a common understanding of the Bank’s desired risk profile, which enhances strategic and tactical decisions. Additionally, the Bank aspires to achieve and exceed best practices in governance, ethics, compliance and operations, and to sustain a diverse and inclusive corporate culture of equity, transparency, integrity, and adherence to legal and ethical obligations.

The Bank’s board of directors and management have established a risk appetite statement and risk metrics for controlling and escalating actions based on the following eight continuing objectives in 2021 that represent the foundation of the Bank’s strategic and tactical planning:

•Capital Adequacy - maintain adequate levels of capital components (retained earnings and capital stock) that protect against the risks inherent in the Bank’s business activities and provide sufficient resiliency to withstand potential stressed losses.

•Market Risk/Earnings - Produce a competitive return on equity, while providing attractive funding for advance products, consistent payment of dividends, reliable access to funding, and maintenance of retained earnings in excess of stressed retained earnings targets within a conservative risk management framework.

•Liquidity Risk - maintain sufficient liquidity and funding sources to allow the Bank to meet expected and unexpected obligations.

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•Credit and Concentration Risk - avoid credit losses by managing credit and collateral risk exposures within acceptable parameters. Achieve this objective through data-driven analysis (and when appropriate, perform shareholder-specific analysis), monitoring, and verification, including new collateral policy expansions to ensure appropriate controls and that monitoring is consistent with managing existing credit and collateral risk exposures. Monitor through enhanced reporting any elevated risk concentrations, and when appropriate, manage and mitigate the increased risk.

•Governance/Compliance/Legal - compliance fully with all applicable laws and regulations and manage all legal risk effectively and efficiently.

•Mission/Business Model - deliver financial services and consistent access to affordable funds in the size, cost and structure shareholders desire, helping them to manage risk and extend credit in their communities, while achieving the Bank’s affordable housing mission goals and provide value through the consistent payment of dividends and the repurchasing of excess stock.

•Operational Risk - deliver an employee value proposition that allows the Bank to attract, retain, engage and develop staff to meet the evolving needs of our key stakeholders and effectively manage enterprise-wide risks. Manage the key risks associated with operational availability and resiliency of critical systems and services, the integrity and security of the Bank's information, and the alignment of technology investment with key business objectives through enterprise-wide risk management practices and governance based on industry standards. Manage the key risks associated with cyber security threats.

•Reputation - recognize the importance of and advance positive awareness and perception of the Bank and its mission among key external stakeholders impacting the Bank’s ability to achieve its mission.

The board and management recognize that risk and risk producing events are dynamic and ever-present. Accordingly, reporting, analyzing, and mitigating risks are paramount to successful corporate governance.

The Risk Management Policy (RMP) also governs the Bank’s approach to managing the above risks. The Bank’s board of directors reviews the RMP annually and approves amendments to the RMP from time to time as necessary. To promote compliance with the RMP, the Bank has established internal management committees to provide oversight of these risks. The Bank produces a comprehensive risk assessment report on an annual basis that is reviewed by the board of directors. In addition to the established risk appetite and the RMP, the Bank is also subject to Finance Agency regulations and policies regarding risk management.

Transition of LIBOR to an Alternative Reference Rate

On March 5, 2021, the United Kingdom's Financial Conduct Authority (FCA) announced that all LIBOR settings will either cease to be provided by any administrator or no longer be representative immediately after December 31, 2021, in the case of 1-week and 2-month U.S. dollar LIBOR, and immediately after June 30, 2023, in the case of the remaining U.S. dollar LIBOR settings. Although the FCA does not expect LIBOR to become unrepresentative before June 30, 2023, there is no assurance that LIBOR, of any particular currency or tenor, will continue to be published or be representative through any particular date.

Certain of the Bank’s assets and liabilities, and certain collateral pledged to the Bank, are indexed to LIBOR, with exposure extending past December 31, 2021 and June 30, 2023. The Bank is currently evaluating and planning for the eventual replacement of the LIBOR benchmark interest rate, including the probability of SOFR as the dominant replacement in the capital markets. On July 1, 2021, the Finance Agency issued a Supervisory Letter to the FHLBanks regarding its expectations regarding an FHLBank’s use of alternative rates other than SOFR. The Supervisory Letter provides guidance on considerations, such as volume of underlying transactions, credit sensitivity, modeling risk and others, that an FHLBank should take into account prior to employing an alternative reference rate.

In general, the transition away from LIBOR may result in increased market risk, credit risk, operational risk and business risk for the Bank. The Bank has adopted a LIBOR transition plan, which outlines the Bank’s transition activities, including LIBOR exposure evaluation, risk management, legal, operational, systems and operations, shareholder and external communication and education, and other aspects of planning. The Bank has a LIBOR Steering Committee, which oversees the Bank’s transition away from LIBOR in accordance with the strategies and requirements put forth by senior management and regulatory guidance, providing periodic reports to the Bank’s executive management committee and board of directors.

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As part of the Bank’s risk LIBOR exposure evaluation and risk management, the Bank has developed an inventory of financial instruments impacted by the LIBOR transition and has worked to identify and update contracts that may require adding or adjusting the fallback language. The Bank has added or adjusted fallback language in all outstanding LIBOR-linked advance confirmations and its credit and collateral policy to include fallback language addressing the discontinuation of LIBOR as a benchmark rate. Further, the Bank and each of its counterparties has adhered to the Supplement to the 2006 ISDA Definitions and the ISDA 2020 IBOR Fallbacks Protocol. This adherence by the Bank and its counterparties amended all of the Bank’s legacy bilateral LIBOR-based derivative transactions to apply the new ISDA-recommended IBOR fallbacks in the event of the relevant IBOR’s cessation. It is also anticipated that LIBOR-based derivative transactions cleared through a clearinghouse and that mature after June 30, 2023, will also have their LIBOR-based rate transactions amended to become or be replaced by SOFR-based rate transactions pursuant to clearinghouse rules. The Bank continues to monitor developments with respect to the adoption of fallback language in the investment securities currently held by the Bank.

The Bank has LIBOR exposure related to advances, investment securities, consolidated obligation bonds, and derivatives. The following tables present the Bank’s LIBOR-indexed variable-rate financial instruments and interest-rate swaps with LIBOR exposure (in millions).


	As of December 31, 2021
	Due/Terminates in		Due/Terminates through		Due/Terminates
	2022		June 30, 2023		thereafter		Total
Assets with LIBOR exposure
Advance by redemption term (principal amount) (1)	$	56	$	5	$	830	$	891
Investment securities by contractual maturity (principal amount)
Non-mortgage-backed securities	435		—		465		900
Mortgage-backed securities	—		23		10,994		11,017
Total investment securities	435		23		11,459		11,917
LIBOR-indexed interest-rate swaps notional amount (receive leg)
Cleared	561		338		3,332		4,231
Uncleared	88		23		2,512		2,623
Total interest-rate swaps	649		361		5,844		6,854
Total principal/notional amount	$	1,140	$	389	$	18,133	$	19,662

Liabilities with LIBOR exposure

LIBOR-indexed interest-rate swaps notional amount (pay leg)
Cleared	$	142	$	71	$	50	$	263
Uncleared	28		—		—		28
Total principal/notional amount	$	170	$	71	$	50	$	291

____________
(1) Includes all fixed-rate advances that have cap/floor optionality and excludes convertible advances.

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	As of December 31, 2020
	Due/Terminates in		Due/Terminates in		Due/Terminates through		Due/Terminates
	2021		2022		June 30, 2023		thereafter		Total
Assets with LIBOR exposure
Advance by redemption term (principal amount) (1)	$	5,349	$	907	$	5	$	830	$	7,091
Investment securities by contractual maturity (principal amount)
Non-mortgage-backed securities	160		435		—		465		1,060
Mortgage-backed securities	19		15		448		15,148		15,630
Total investment securities	179		450		448		15,613		16,690
LIBOR-indexed interest-rate swaps notional amount (receive leg)
Cleared	1,647		2,110		945		5,198		9,900
Uncleared	99		135		28		3,767		4,029
Total interest-rate swaps	1,746		2,245		973		8,965		13,929
Total principal/notional amount	$	7,274	$	3,602	$	1,426	$	25,408	$	37,710

Liabilities with LIBOR exposure
Consolidated bonds by contractual maturity (principal amount)	$	10,575	$	—	$	—	$	—	$	10,575
LIBOR-indexed interest-rate swaps notional amount (pay leg)
Cleared	520		142		71		50		783
Uncleared	173		28		25		60		286
Total interest-rate swaps	693		170		96		110		1,069
Total principal/notional amount	$	11,268	$	170	$	96	$	110	$	11,644
____________
(1) Includes all fixed-rate advances that have cap/floor optionality and excludes convertible advances.

In addition to LIBOR-indexed interest-rate swaps included in the above tables, the Bank has interest-rate caps and floors with LIBOR exposure. The following table presents the notional amount of caps and floors with LIBOR exposure (in millions).


	As of December 31,
	2021		2020
Terminates before or on December 31, 2021	$	—	$	3,000
Terminates after June 30, 2023	4,000		4,000
Total (1)	$	4,000	$	7,000

___________

(1) The estimated net fair value of these interest-rate caps and floors was less than $1 million as of December 31, 2021 and 2020.

With respect to LIBOR-linked collateral that is pledged by members to secure their advances, the Bank has adopted a transition plan for such collateral. The elements of the plan include:

•Readiness to modify haircuts promptly for affected LIBOR collateral in response to changing market conditions;

•Implementation of a monitoring process for liquidity of LIBOR collateral; and

•Implementation of a communication process to inform shareholders of any changes to valuation or haircuts for LIBOR collateral.

The Bank monitors risks related to LIBOR-linked collateral, including any shareholders with concentrations in LIBOR-linked pledged collateral. Beginning January 1, 2022, the Bank ceased accepting newly originated LIBOR-linked collateral.

Market Risk

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General

The Bank is exposed to market risk because changes in interest rates and spreads can have a direct effect on the value of the Bank’s assets and liabilities. As a result of the volume of its interest-earning assets and interest-bearing liabilities, the interest-rate risk component of market risk has the greatest impact on the Bank’s financial condition and results of operations.

Interest-rate risk represents the risk that the aggregate market value or estimated fair value of the Bank’s asset, liability, and derivative portfolios will decline as a result of interest-rate volatility or that net earnings will be affected significantly by interest-rate changes. Interest-rate risk can occur in a variety of forms including repricing risk, yield-curve risk, basis risk, and option risk. The Bank faces repricing risk whenever an asset and a liability reprice at different times and with different rates, resulting in interest-margin sensitivity to changes in market interest rates. Yield-curve risk reflects the possibility that changes in the shape of the yield curve may affect the market value of the Bank’s assets and liabilities differently because a liability used to fund an asset may be short-term, while the asset is long-term, or vice versa. Basis risk occurs when yields on assets and costs on liabilities are based on different bases, such SOFR versus the Bank’s cost of funds. Different bases can move at different rates or in different directions, which can cause erratic changes in revenues and expenses. Option risk is presented by the optionality that is embedded in some assets and liabilities. Mortgage assets represent the primary source of option risk.

The primary goal of the Bank’s interest-rate risk measurement and management efforts is to control the above risks through prudent asset-liability management strategies so that the Bank may provide members with dividends that are consistently competitive with existing market interest rates on alternative short-term and variable-rate investments. The Bank attempts to manage interest-rate risk exposure by using appropriate funding instruments and hedging strategies. Hedging may occur at the micro level, for one or more specifically identified transactions, or at the macro level. Management evaluates the Bank’s macro hedge position and funding strategies on a daily basis and makes adjustments as necessary.

The Bank measures its potential market risk exposure in a number of ways. These include asset, liability, and equity duration analyses; and earnings forecast scenario analyses that reflect repricing gaps. The Bank establishes tolerance limits for these financial metrics and uses internal models to measure each of these risk exposures at least monthly.

Use of Derivatives

The Bank enters into derivatives to reduce the interest-rate risk exposure inherent in otherwise unhedged assets and funding positions and attempts to do so in the most cost-efficient manner. The Bank does not engage in speculative trading of these instruments. The Bank’s derivative positions may include interest-rate swaps, options, swaptions, interest-rate cap and floor agreements, and forward contracts. These derivatives are used to adjust the effective maturity, repricing frequency, or option characteristics of financial instruments to achieve risk-management objectives. Within its risk management strategy, the Bank uses derivative financial instruments in the following two ways:

•As a fair-value hedge of an underlying financial instrument or a firm commitment. For example, the Bank uses derivatives to reduce the interest-rate net sensitivity of consolidated obligations, advances, and investments by, in effect, converting them to a short-term interest rate. The Bank also uses derivatives to manage embedded options in assets and liabilities and to hedge the market value of existing assets and liabilities. The Bank’s management reevaluates its hedging strategies from time to time and may change the hedging techniques used or adopt new strategies as deemed prudent.

•As an asset-liability management tool, for which hedge accounting is not applied (non-qualifying hedge). The Bank may enter into derivatives that do not qualify for hedge accounting. As a result, the Bank recognizes the change in fair value and interest income or expense of these derivatives in the “Noninterest income (loss)” section of the Statements of Income as “Net gains (losses) on derivatives” with no offsetting fair-value adjustments of the hedged asset, liability, or firm commitment. Consequently, these transactions can introduce earnings volatility.

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The following table presents the notional amounts of derivative financial instruments (in millions). The category “Fair value hedges” represents hedge strategies for which hedge accounting is achieved. The category “Non-qualifying hedges” represents hedge strategies for which the derivatives are not in designated hedging relationships that formally meet the hedge accounting requirements under GAAP.


			As of December 31,
			2021		2020
Hedged Item / Hedging Instrument	Hedging Objective	Hedge Accounting Designation	Notional Amount		Notional Amount
Advances
Pay fixed, receive variable interest-rate swap (without options)	Converts the advance’s fixed rate to a variable-rate index.	Fair value hedges	$	1,909	$	2,306

Pay fixed, receive variable interest-rate swap (with options)	Converts the advance’s fixed rate to a variable-rate index and offsets option risk in the advance.	Fair value hedges	18,420		22,501

Pay fixed with embedded features, receive variable interest-rate swap (non-callable)	Reduces interest-rate sensitivity and repricing gaps by converting the advance’s fixed rate to a variable-rate index and/or offsets embedded option risk in the advance.	Fair value hedges	742		558
Pay variable with embedded features, receive variable interest-rate swap (non-callable)	Reduces interest-rate sensitivity and repricing gaps by converting the advance’s variable rate to a different variable-rate index and/or offsets embedded option risk in the advance.	Fair value hedges	8		41


		Total	21,079		25,406
Investments
Pay fixed, receive variable interest-rate swap	Converts the investment’s fixed rate to a variable-rate index.	Non-qualifying hedges	—		56


Consolidated Obligation Bonds
Receive fixed, pay variable interest-rate swap (without options)	Converts the bond’s fixed rate to a variable-rate index.	Fair value hedges	788		1,395

Receive fixed, pay variable interest-rate swap (with options)	Converts the bond’s fixed rate to a variable-rate index and offsets option risk in the bond.	Fair value hedges	24,473		85



		Total	25,261		1,480

Consolidated Obligation Discount Notes
Receive fixed, pay variable interest-rate swap	Converts the discount note’s fixed rate to a variable-rate index.	Fair value hedges	—		1,115

Balance Sheet
Pay fixed, receive variable interest-rate swap	Converts the asset or liability fixed rate to a variable-rate index.	Non-qualifying hedges	—		20
Pay variable, receive variable interest rate swap	Interest-rate swap not linked to specific assets, liabilities or forecasted transactions.	Non-qualifying hedges	—		20
Interest-rate cap or floor	Protects against changes in income of certain assets due to changes in interest rates.	Non-qualifying hedges	4,000		7,000
Pay variable, receive fixed interest rate swap	Interest-rate swap not linked to specific assets, liabilities or forecasted transactions.	Non-qualifying hedges	20		—
Pay fixed, receive variable interest rate swap	Interest-rate swap not linked to specific assets, liabilities or forecasted transactions.	Non-qualifying hedges	20		—
		Total	4,040		7,040
Intermediary Positions and Other
Pay fixed, receive variable interest-rate swap, and receive fixed, pay variable interest-rate swap	To offset interest-rate swaps executed with members by executing interest-rate swaps with derivatives counterparties.	Non-qualifying hedges	24		25





Total notional amount			$	50,404	$	35,122

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Interest-rate Risk Exposure Measurement

The Bank measures interest-rate risk exposure by various methods. The primary methods used are (1) calculating the effective duration of assets, liabilities, and equity under various scenarios; and (2) calculating the theoretical market value of equity. Effective duration, normally expressed in years or months, measures the price sensitivity of the Bank’s interest-bearing assets and liabilities to changes in interest rates. As effective duration lengthens, market-value changes become more sensitive to interest-rate changes. The Bank employs sophisticated modeling systems to measure effective duration.

Effective duration of equity aggregates the estimated sensitivity of market value for each of the Bank’s financial assets and liabilities to changes in interest rates. Effective duration of equity is computed by taking the market value-weighted effective duration of assets, less the market value-weighted effective duration of liabilities, and dividing the remainder by the market value of equity. Market value of equity is not indicative of the market value of the Bank as a going concern or the value of the Bank in a liquidation scenario. An effective duration gap is the measure of the difference between the estimated effective durations of portfolio assets and liabilities and summarizes the extent to which the estimated cash flows for assets and liabilities are matched, on average, over time and across interest-rate scenarios.

A positive effective duration of equity or a positive effective duration gap results when the effective duration of assets is greater than the effective duration of liabilities. A negative effective duration of equity or a negative effective duration gap results when the effective duration of assets is less than the effective duration of liabilities. A positive effective duration of equity or a positive effective duration gap generally indicates that the Bank has some exposure to interest-rate risk in a rising rate environment, and a negative effective duration of equity or a negative effective duration gap generally indicates some exposure to interest-rate risk in a declining interest-rate environment. Higher effective duration numbers, whether positive or negative, indicate greater volatility of market value of equity in response to changing interest rates.

Bank policy requires the Bank to maintain its effective duration of equity within a range of plus five years to minus five years, assuming current interest rates, and within a range of plus seven years to minus seven years, assuming an instantaneous parallel increase or decrease in market interest rates of 200 basis points.

The following table presents the Bank’s effective duration exposure measurements as calculated in accordance with Bank policy (in years).


	As of December 31,
	2021			2020
	Down 200 Basis Points (1)	Base Case	Up 200 Basis Points	Down 200 Basis Points (1)	Base Case	Up 200 Basis Points
Assets	0.53	0.37	0.39	0.67	0.52	0.48
Liabilities	0.28	0.36	0.27	0.34	0.30	0.27
Equity	4.17	0.54	2.38	5.32	4.10	3.99
Effective duration gap	0.25	0.01	0.12	0.33	0.22	0.21

___________

(1)The “down 200 basis points” scenarios shown above are considered to be “constrained shocks,” intended to prevent the possibility of negative interest rates when a designated low rate environment exists. The “constrained shock” scenario may not represent current expectations.

The Bank uses both sophisticated computer models and an experienced professional staff to measure the amount of interest-rate risk in the balance sheet, thus allowing management to monitor the risk against policy and regulatory limits. Management regularly reviews the major assumptions and methodologies used in the Bank’s models and will make adjustments to the Bank’s assumptions and methodologies in response to rapid changes in economic conditions.

The prepayment risk in both advances and investment assets can significantly affect the Bank’s effective duration of equity and effective duration gap. Current regulations require the Bank to mitigate advance prepayment risk by establishing prepayment fees that make the Bank financially indifferent to a borrower’s decision to prepay an advance unless the advance contains explicit par value prepayment options. Bank policy establishes these prepayment fees.

The prepayment options embedded in mortgage loan and mortgage security assets may shorten or lengthen both the actual and expected cash flows when interest rates change. Current Finance Agency policies limit this source of interest-rate risk by limiting the types of MBS the Bank may own to those with defined estimated average life changes under specific interest-rate shock scenarios. These limits do not apply to mortgage loans purchased from members. The Bank typically hedges mortgage prepayment uncertainty by using callable debt as a funding source and by using interest-rate cap, floor, and swaption

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transactions. The Bank also uses derivatives to reduce effective duration and option risks for investment securities other than MBS. Effective duration and option risk exposures are measured on a regular basis for all investment assets under alternative rate scenarios.

The Bank also analyzes its interest-rate risk and market exposure by evaluating the theoretical market value of equity. The market value of equity represents the net result of the present value of future cash flows discounted to arrive at the theoretical market value of each balance sheet item. By using the discounted present value of future cash flows, the Bank is able to factor in the various maturities of assets and liabilities, similar to the effective duration analysis discussed above. The Bank determines the theoretical market value of assets and liabilities utilizing a Level 3 pricing approach as more fully described in Note 1 4 —Estimated Fair Values to the Bank’s 2021 audited financial statements. The difference between the market value of total assets and the market value of total liabilities is the market value of equity. A more volatile market value of equity under different shock scenarios tends to result in a higher effective duration of equity, indicating increased sensitivity to interest rate changes.

The following table presents the Bank’s market value of equity measurements as calculated in accordance with Bank policy (in millions).


	As of December 31,
	2021						2020
	Down 200 Basis Points (1)		Base Case		Up 200 Basis Points		Down 200 Basis Points (1)		Base Case		Up 200 Basis Points
Assets	$	78,898	$	78,173	$	77,600	$	91,612	$	90,868	$	90,046
Liabilities	73,794		73,541		73,097		85,617		85,482		84,996
Equity	5,104		4,632		4,503		5,995		5,386		5,050

________________

Under the Bank’s RMP, the Bank’s market value of equity must not decline by more than 15 percent, assuming an immediate, parallel, and sustained interest-rate shock of 200 basis points in either direction.

If effective duration of equity or market value of equity is approaching the boundaries of the Bank’s RMP ranges, management will initiate remedial action or review alternative strategies at the next meeting of the board of directors or appropriate committee thereof.

Liquidity Risk

Liquidity risk is the risk that the Bank will be unable to meet its obligations as they come due or meet the credit needs of its members and borrowers in a timely and cost-efficient manner. The Bank’s objective is to meet operational and member liquidity needs under all reasonable economic and operational situations. The Bank uses liquidity to absorb fluctuations in asset and liability balances and to provide an adequate reservoir of funding to support attractive and stable advance pricing. The Bank meets its liquidity needs from both asset and liability sources.

To address liquidity risk, the Bank uses cash flow scenario analysis and maturity gap analysis in compliance with regulatory requirements to confirm that the Bank has sufficient liquidity reserves, as discussed in further detail in Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Liquidity and Capital Resources above.

Credit Risk

The Bank faces credit risk primarily with respect to its advances, investments, derivatives, and mortgage loan assets. The Bank continues to monitor the potential financial impact of COVID-19 on Bank members, counterparties, collateral values, and critical vendors.

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Advances

Secured advances to member financial institutions account for the largest category of Bank assets; thus, advances are a major source of the Bank’s credit risk exposure. The Bank uses a risk-focused approach to credit and collateral underwriting. The Bank attempts to reduce credit risk on advances by monitoring the financial condition of borrowers and the quality and value of the assets that borrowers pledge as eligible collateral.

The Bank determines credit risk rating for its members by evaluating each institution’s overall financial health, taking into account the quality of assets, earnings, and capital position. The Bank assigns each borrower that is an insured depository institution a credit risk rating from 101 to 104 by utilizing an internal model (101 being the least amount of credit risk and 104 the greatest amount of credit risk). The Bank assigns each borrower that is an insurance company a credit risk rating from 101 to 104 by utilizing an external model. The Bank assigns each borrower that is not an insured depository institution or an insurance company (including housing associates, community development financial institutions, and corporate credit unions) a credit risk rating from 101 to 104 based on a risk matrix developed for each entity type.

In general, borrowers with the greatest amount of credit risk may have more restrictions on the types of collateral they may use to secure advances, may be required to maintain higher collateral maintenance levels and deliver loan collateral, may be restricted from obtaining further advances, and may face more stringent collateral reporting requirements. At times, based upon the Bank’s assessment of a borrower and its collateral, the Bank may place more restrictive requirements on a borrower than those generally applicable to borrowers with the same rating. Management and the board also monitor the Bank’s concentration in secured credit and standby letters of credit exposure to individual borrowers.

The following table presents the number of borrowers and the par value of advances outstanding to borrowers with the specified ratings as of the specified dates (dollars in millions).


	As of December 31,
	2021			2020
Rating	Number of Borrowers	Par Value of Outstanding Advances		Number of Borrowers	Par Value of Outstanding Advances
101	243	$	42,946	298	$	37,713
102	20	1,774		32	12,849
103	2	150		3	35
104	2	57		3	46
Unrated (1)	1	—		—	—
Total	268	$	44,927	336	$	50,643

____________

(1) The amount of unrated par value of outstanding advances was not material as of December 31, 2021.

The Bank establishes a credit limit for each borrower. The credit limit is not a committed line of credit, but rather an indication of the borrower’s general borrowing capacity with the Bank. The Bank determines the credit limit in its sole and absolute discretion by evaluating a wide variety of factors that indicate the borrower’s overall creditworthiness. The credit limit is generally expressed as a percentage equal to the ratio of the borrower’s total liabilities to the Bank (including the face amount of outstanding standby letters of credit, the par value of outstanding advances, and the total exposure of the Bank to the borrower under any derivative contract) to the borrower’s total assets. Generally, borrowers are held to a credit limit of no more than 30 percent. However, the Bank’s board of directors, or a relevant committee thereof, may approve a higher limit at its discretion, and such borrowers may be subject to certain additional collateral reporting and maintenance requirements. Five borrowers have been approved for a credit limit higher than 30 percent, however, none of these borrowers exceeded the 30 percent credit limit as of December 31, 2021, and their total outstanding advance and standby letters of credit balance was $17.8 billion and $1.1 billion, respectively, as of December 31, 2021.

The Bank obtains collateral on advances to protect against losses, but Finance Agency regulations permit the Bank to accept only certain types of collateral. Each borrower must maintain an amount of qualifying collateral that, when discounted to the lendable collateral value (LCV), is equal to at least 100 percent of the borrower’s outstanding par value of all advances and other liabilities from the Bank. The LCV is the value that the Bank assigns to each type of qualifying collateral for purposes of determining the amount of credit that such qualifying collateral will support. For each type of qualifying collateral, the Bank discounts the market value of the qualifying collateral to calculate the LCV. The Bank regularly reevaluates the appropriate level of discounting. The Bank had rights to collateral on a borrower-by-borrower basis with an estimated value equal to or greater than its outstanding extension of credit as of December 31, 2021 and December 31, 2020. The following table presents information about the types of collateral held for the Bank’s advances (dollars in millions).

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	Total Par Value of Outstanding Advances		LCV of Collateral Pledged by Members		First Mortgage Collateral (%)	Securities Collateral (%)	Other Real Estate Related Collateral (%)
As of December 31, 2021	$	44,927	$	299,844	63.09	12.52	24.39
As of December 31, 2020	50,643		326,602		62.96	11.01	26.03

For purposes of determining each member’s LCV, the Bank estimates the current market value of all residential first mortgage loans, commercial real estate loans, home equity loans, and lines of credit pledged as collateral based on information provided by the member on its loan portfolio or on individual loans through the regular collateral reporting process. The estimated market value is discounted to account for the (1) price volatility of loans, (2) model data uncertainty, and (3) estimated liquidation and servicing costs in the event of the member’s default. Market values, and thus LCVs, change monthly. The use of this market-based valuation methodology allows the Bank to establish its collateral discounts with greater precision and to provide greater transparency with respect to the valuation of collateral pledged for advances and other credit products offered by the Bank.

Consistent with the provisions of the CARES Act, the Bank accepted loan collateral under forbearance agreements through July 31, 2021. Loans that entered into forbearance agreements from March 1, 2020 until July 31, 2021, and continue to meet all eligibility and collateral relief program requirements, are expected to continue to be eligible collateral for the duration of the forbearance period of each loan (not to exceed 12 months). The Bank monitors risks related to collateral under forbearance agreements, including any shareholders with forbearance concentrations.

In its history, the Bank has never experienced a credit loss on an advance. In consideration of this and the Bank’s policies and practices detailed above, the Bank has not established an allowance for credit losses on advances as of December 31, 2021 and 2020.

Investments

The Bank is subject to credit risk on investments consisting of investment securities, interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold. These investments are generally transacted with government agencies and large financial institutions that are considered to be of investment quality. The Finance Agency defines investment quality as a security with adequate financial backing, so that full and timely payment of principal and interest on such security is expected, and there is minimal risk that the timely payment of principal and interest would not occur because of adverse changes in economic and financial conditions during the projected life of the security.

In addition to Finance Agency regulations, the Bank has established guidelines approved by its board of directors regarding unsecured extensions of credit, with respect to term limits and eligible counterparties.

Finance Agency regulations prohibit the Bank from investing in any of the following securities:

•instruments, such as common stock, that represent an ownership interest in an entity, other than stock in small business investment companies, or certain investments targeted to low-income people or communities;

•instruments issued by non-United States entities, other than those issued by United States branches and agency offices of foreign commercial banks;

•debt instruments that are not of investment quality, other than certain investments targeted to low-income people or communities and instruments that the Bank determined became less than investment quality because of developments or events that occurred after purchase by the Bank;

•whole mortgages or other whole loans, other than the following: (1) those acquired under the Bank’s mortgage purchase programs; (2) certain investments targeted to low-income people or communities; (3) certain marketable direct obligations of state, local, or tribal government units or agencies that are of investment quality; (4) MBS or asset-backed securities that are backed by manufactured housing loans or home equity loans; and (5) certain foreign housing loans that are authorized under section 12(b) of the FHLBank Act;

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•interest-only or principal-only stripped MBS, collateralized mortgage obligations (CMOs), collateralized debt obligations, and real estate mortgage investment conduits (REMICs);

•residual-interest or interest-accrual classes of CMOs and REMICs;

•fixed-rate or variable-rate MBS, CMOs, and REMICs that are at rates equal to their contractual cap on the trade date and that have average lives that vary by more than six years under an assumed instantaneous interest-rate change of 300 basis points; and

•non-U.S. dollar denominated securities.

Finance Agency regulations do not permit the Bank to rely exclusively on Nationally Recognized Statistical Rating Organization (NRSRO) ratings with respect to its investments. The Bank is required to make a determination of whether a security is of investment quality based on its own documented analysis, which includes the NRSRO rating as one of the factors that is assessed to determine investment quality. The Bank monitors the financial condition of investment counterparties to ensure that they are in compliance with the Bank’s RMP and Finance Agency regulations. Unsecured credit exposure to any counterparty is limited by the credit quality and capital of the counterparty and by the capital of the Bank. On a regular basis, management produces financial monitoring reports detailing the financial condition of the Bank’s counterparties. These reports are reviewed by the Bank’s board of directors. In addition to the Bank’s RMP and regulatory requirements, the Bank may limit or suspend overnight and term trading. Limiting or suspending counterparties limits the pool of available counterparties, shifts the geographical distribution of counterparty exposure, and may reduce the Bank’s overall investment opportunities.

The Bank only enters into investments with U.S. counterparties or U.S. branch offices of foreign banks that have been approved by the Bank through its internal approval process, but the Bank may still have exposure to foreign entities if a counterparty’s parent entity is located in another country. The following tables present the Bank’s gross exposure, by instrument type, according to the location of the parent company of the counterparty (in millions).


	As of December 31, 2021
	Federal Funds Sold		Interest-bearing Deposits		Total
Australia	$	820	$	—	$	820
Austria	55		—		55
Canada	2,315		—		2,315
Finland	655		—		655
France	376		—		376
Germany	1,010		—		1,010

Netherlands	790		—		790

Sweden	200		—		200


United States of America	199		688		887
Total	$	6,420	$	688	$	7,108


	As of December 31, 2020
	Federal Funds Sold		Interest-bearing Deposits		Total
Australia	$	970	$	—	$	970

Canada	400		—		400
Finland	250		—		250
France	200		—		200
Germany	970		—		970



Sweden	300		—		300

United States of America	180		1,644		1,824
Total	$	3,270	$	1,644	$	4,914

The Bank experienced an increase in unsecured credit exposure in its investment portfolio related to non-U.S. government and non-U.S. government agency counterparties to $7.1 billion as of December 31, 2021 from $4.9 billion as of December 31, 2021. Australia & New Zealand Banking Group, Bank of Nova Scotia, Cooperatieve Rabobank UA, Landesbank Baden Wuerttemberg, and Royal Bank of Canada each represented greater than 10 percent and collectively represented 63.4 percent of the total unsecured credit exposure to non-U.S. government or non-U.S. government agencies counterparties. As of December 31, 2021, total unsecured credit portfolio consisted primarily of federal funds sold with overnight maturities.

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The Bank’s RMP permits the Bank to invest in U.S. agency (i.e., Fannie Mae, Freddie Mac and Ginnie Mae) obligations including the following: (1) CMOs and REMICS that are backed by such securities; and (2) other MBS, CMOs, and REMICS that are of sufficient investment quality, which typically have the highest ratings issued by S&P or Moody’s at the time of purchase. In addition to NRSRO ratings, the Bank considers a variety of credit quality factors when analyzing potential investments, such as collateral performance, marketability, asset class considerations, local and regional economic conditions, and the financial health of the underlying issuer.

The following table presents information on the credit ratings of the Bank’s investments held as of December 31, 2021 (in millions), based on their credit ratings as of December 31, 2021. The credit ratings reflect the lowest long-term credit ratings as reported by an NRSRO.


	As of December 31, 2021
	Carrying Value
	Investment Grade
	AAA		AA		A		BBB		Total
Investment securities:
Government-sponsored enterprises debt obligations	$	—	$	1,450	$	—	$	—	$	1,450
U.S. Treasury obligations	—		2,639		—		—		2,639
State or local housing agency debt obligations	—		1		—		—		1
Mortgage-backed securities:
U.S. agency obligations-guaranteed residential	—		221		—		—		221
Government-sponsored enterprises residential	—		4,927		—		—		4,927
Government-sponsored enterprises commercial	547		7,928		—		—		8,475

Total mortgage-backed securities	547		13,076		—		—		13,623
Total investment securities	547		17,166		—		—		17,713
Other investments:
Interest-bearing deposits	—		3		379		306		688
Securities purchased under agreements to resell	—		4,000		2,500		500		7,000
Federal funds sold	—		1,930		4,291		199		6,420
Total other investments	—		5,933		7,170		1,005		14,108
Total investments	$	547	$	23,099	$	7,170	$	1,005	$	31,821

Securities Purchased Under Agreements to Resell

Securities purchased under agreements to resell are considered collateralized financing arrangements and effectively represent short-term loans transacted with counterparties that the Bank considers to be of investment quality. The terms of these loans are structured such that if the fair value of the underlying securities decreases below the fair value required as collateral, the counterparty must place an equivalent amount of additional securities as collateral or remit an equivalent amount of cash. If an agreement to resell is deemed to be impaired, the difference between the fair value of the collateral and the amortized cost of the agreement is recognized in earnings.

Available-for-sale Securities

Available-for-sale securities are evaluated at the individual security level for impairment on a quarterly basis by comparing the security’s fair value to its amortized cost. Accrued interest receivable is recorded separately on the Statements of Condition. Impairment exists when the fair value of the investment is less than its amortized cost (i.e., in an unrealized loss position). In assessing whether a credit loss exists on an impaired security, the Bank considers whether there would be a shortfall in receiving all cash flows contractually due. For securities that carry an implicit or explicit government guarantee, the Bank considers the risk of nonpayment to be zero. When a shortfall is considered possible, the Bank compares the present value of cash flows to be collected from the security with the amortized cost basis of the security. If the present value of cash flows is less than amortized cost, an allowance for credit losses is recorded with a corresponding adjustment to the provision (reversal) for credit losses. The allowance is limited by the amount of the unrealized loss. The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately. If management intends to sell an impaired security classified as available-for-sale, or more likely than not will be required to sell the security before expected recovery of its amortized cost basis, any allowance for credit losses is written off and the amortized cost basis is written down to the security’s fair value at the reporting date with any incremental impairment reported in earnings. If management does not intend to sell an impaired security classified as available-for-sale and it is not more likely than not that management will be required to sell the debt security, then the credit portion of the difference is recognized as an allowance for credit losses and any remaining

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difference between the security’s fair value and amortized cost is recorded as net unrealized gains (losses) on available-for-sale securities within other comprehensive income.

Held-to-maturity Securities

Held-to-maturity securities are evaluated quarterly for expected credit losses on a pool basis unless an individual assessment is deemed necessary because the securities do not possess similar risk characteristics. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense). The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately.

The Bank evaluates its held-to-maturity securities for impairment on a collective, or pooled basis unless an individual assessment is deemed necessary because the securities do not possess similar risk characteristics. The Bank has not established an allowance for credit loss on any of its held-to-maturity securities as of December 31, 2021 because the securities: (1) were all highly-rated and/or had short remaining terms to maturity, (2) had not experienced, nor did the Bank expect, any payment default on the instruments, and (3) in the case of U.S., government-sponsored enterprises, or other agency obligations, carry an implicit or explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

Derivatives

The Bank is subject to credit risk due to the risk of nonperformance 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. The Bank is also required to follow the requirements set forth by applicable regulations.

The Bank’s over-the-counter derivative transactions may either be (1) uncleared derivatives, which are executed bilaterally with a counterparty; or (2) cleared derivatives, which are cleared through a clearing agent with a Clearinghouse. Once a derivative transaction has been accepted for clearing by a Clearinghouse, the derivative transaction is novated, and the executing counterparty is replaced with the Clearinghouse as the counterparty.

For uncleared derivatives, the Bank is subject to nonperformance by counterparties. The Bank generally requires collateral on uncleared derivative transactions. 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 uncleared derivatives as of December 31, 2021.

Certain of the Bank’s uncleared derivative instruments contain provisions that require the Bank to post additional collateral with its counterparties if there is a deterioration in the Bank’s credit rating. If the Bank’s credit rating had been lowered from its current rating to the next lower rating, the Bank would have been required to deliver collateral at fair value to its uncleared derivative counterparties that was not material as of December 31, 2021.

If the counterparty has an NRSRO rating, the net exposure after collateral is treated as unsecured credit, consistent with the Bank’s RMP and Finance Agency regulations. If the counterparty does not have an NRSRO rating, the Bank requires collateral for the full amount of the exposure.

For cleared derivatives, the Bank is subject to credit risk due to nonperformance by the Clearinghouse and clearing agent. The requirement that the Bank post initial and variation margin through the clearing agent, to the Clearinghouse, exposes the Bank to institutional credit risk in the event that the clearing agent or the Clearinghouse fails to meet its obligations. The use of cleared derivatives mitigates 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. This does introduce, however, a risk of concentration among the limited number of Clearinghouses and clearing agents. The Bank actively monitors Clearinghouses and clearing agents. An annual review of the Bank’s Clearinghouses is performed, and the Bank also monitors its exposure to Clearinghouses on a monthly basis. The Bank currently utilized two approved Clearinghouses, CME Clearing and LCH Ltd. The Bank also monitors the clearing agents through its unsecured credit system, and the Bank subjects these clearing agents to the same limits as other bilateral derivative counterparties. The parent companies of the clearing agents are monitored through annual reviews, as well as through the Bank’s daily monitoring tools, which include reviewing equity triggers, debt triggers, and credit default swap spread triggers. In addition, exposures to the clearing agents are monitored daily on a swap counterparty report. The Bank currently has the following three approved clearing agents: Credit Suisse, Morgan Stanley & Co. LLC, and Goldman Sachs & Co. The Bank does not anticipate any credit losses on its cleared derivatives as of December 31, 2021.

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The contractual or notional amount of derivative transactions reflects the involvement of the Bank in the various classes of financial instruments; however, the Bank’s maximum credit risk with respect to derivative transactions, is the estimated cost of replacing the derivative transactions if there is default, less 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 tables present information on the credit ratings of, and the Bank’s credit exposure to, its derivative counterparties (in millions). The credit ratings reflect the lowest long-term credit rating by an NRSRO.


	As of December 31, 2021
	Notional Amount		Net Derivatives Fair Value Before Collateral		Cash Collateral Pledged To (From) Counterparty		Other Collateral Pledged To (From) Counterparty		Net Credit Exposure to Counterparties
Non-member counterparties:







Liability positions with credit exposure:

Single-A	$	10	$	—	$	—	$	—	$	—

Cleared derivatives	15,357		(3)		334		—		331
Total derivative positions with non-member counterparties to which the Bank had credit exposure	15,367		(3)		334		—		331
Member institutions (1)	12		1		—		(1)		—
Total	$	15,379	$	(2)	$	334	$	(1)	$	331

____________

(1) Collateral held with respect to derivatives with member institutions when the Bank is acting as an intermediary represents the amount of eligible collateral physically held by or on behalf of the Bank or collateral assigned to the Bank, as evidenced by a written security agreement, and held by the member institution for the benefit of the Bank.


	As of December 31, 2020
	Notional Amount		Net Derivatives Fair Value Before Collateral		Cash Collateral Pledged To (From) Counterparty		Other Collateral Pledged To (From) Counterparty		Net Credit Exposure to Counterparties
Non-member counterparties:
Asset positions with credit exposure:





Cleared derivatives	$	393	$	—	$	3	$	—	$	3
Liability positions with credit exposure:
Double-A	10		(1)		1		—		—
Single-A	4,061		(67)		70		—		3
Triple-B	2,643		(120)		120		—		—
Cleared derivatives	20,429		(11)		395		—		384
Total derivative positions with non-member counterparties to which the Bank had credit exposure	27,536		(199)		589		—		390
Member institutions (1)	12		1		—		(1)		—
Total	$	27,548	$	(198)	$	589	$	(1)	$	390

____________

Mortgage Loan Programs

The Bank seeks to manage the credit risk associated with the MPP and the MPF Program by maintaining underwriting and eligibility standards and structuring possible losses into several layers to be shared with the PFIs.

Mortgage loans purchased under the MPP and MPF Program must comply with the underwriting and eligibility standards set forth in applicable MPP guidelines or MPF guidelines. In both MPP and MPF, the Bank and PFIs share the risk of losses on mortgage loans by structuring potential losses on conventional mortgage loans into layers with respect to each master commitment and in compliance with the applicable regulations governing the purchase of mortgage loans by the Bank.

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The following table presents the Bank’s credit ratios for mortgage loans held for portfolio, along with each component of the ratio’s calculation (dollars in millions):


	As of December 31,
	2021		2020
Average mortgage loans held for portfolio outstanding during the year (1)	$	180	$	261
Mortgage loans held for portfolio (1)	$	150	$	219
Nonaccrual loans (1)	$	6	$	12
Allowance for credit losses on mortgage loans held for portfolio (2)	$	—	$	1
Net charge-offs (3)	$	—	$	—

Ratios (%)
Net charge-offs to average mortgage loans held for portfolio outstanding during the year	0.05		0.04
Allowance for credit losses to mortgage loans held for portfolio	0.09		0.17
Nonaccrual loans to mortgage loans held for portfolio	4.30		5.58
Allowance for credit losses to nonaccrual loans	2.09		3.06

____________

(1) Represents unpaid principal balance.

(2) The amount of allowance for credit losses on mortgage loans held for portfolio was not material as of December 31, 2021.

(3) The amount of net charge-offs was not material as of December 31, 2021 and 2020.

Operational Risk

Operational risk is the risk of loss resulting from inadequate or failed internal processes, people or systems, or from external events. Operational risk for the Bank also includes reputation and legal risks associated with business practices or market conduct that the Bank may undertake. Operational risk inherently is greatest where transaction processes include numerous processing steps, require greater subjectivity, or are non-routine. The Bank operates in a complex business environment and is subject to numerous regulatory requirements.

The Bank identifies risk through daily operational monitoring, independent reviews, and the strategic planning and risk assessment programs that both consider the operational risk ramifications of the Bank’s business strategies and environment. The Bank has established comprehensive financial and operating policies and procedures to mitigate the likelihood of loss resulting from the identified operational risks. In addition, the Bank’s Operational Risk Committee is responsible for overseeing the Bank’s risk management policies, procedures, strategies, and activities related to operational risks, including overseeing the monitoring process and review of risk assessments. This oversight also includes compliance risk and reputational risk. The Bank effects related changes in processes, information systems, lines of communication, and other internal controls as deemed appropriate in response to identified or anticipated increases in operational risk.

The board of directors has an Enterprise Risk and Operations Committee (EROC) to advise and assist the board with respect to enterprise risk management, operations, information technology, and other related matters. In addition, the Bank’s internal Enterprise Risk Committee (ERC) is responsible for the management and oversight of the Bank’s risk management programs and practices. Additionally, the Bank’s Internal Audit department, which reports directly to the Audit Committee of the Bank’s board of directors, regularly tests compliance with the policies and procedures related to managing operational risks.

Cyber-Related Risks. The efficiencies offered by information technology (IT) are necessary components of Bank operations. The IT architecture supports multiple operating systems, database structures, and virtualized servers to support business applications that are a mixture of vendor-licensed and in-house developed. Cyber-attacks are increasing globally across all business sectors and cyber attackers are finding more ways to penetrate organizations’ systems. Cybersecurity threats can result in damage to the Bank’s physical facilities, technology systems, and/or the Bank’s intangible assets. Successful attacks can have a financial, legal, and reputational impact on the Bank as well as disrupt the Bank’s ability to serve its shareholders.

The Bank’s board of directors, through EROC, oversees the major dimensions of the Bank’s information technology program including management of information systems to ensure alignment with the Bank’s strategic plan, risk management activities, and operational performance standards. In that role, EROC oversees the development, implementation and maintenance of the Bank’s information security program including recommending action to the board with respect to the Bank’s information security policy on an annual basis and reviewing reports on the effectiveness of the Bank’s information security program. The Bank’s internal ERC reviews and reports to the board on the risk exposures and risk appetites of the Bank, including those

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related to information technology. In addition, the Bank’s internal Information Technology Governance Committee oversees IT governance, including: IT risk management and IT operational performance, and the Bank’s internal Security Governance Committee provides independent and integrated oversight of the information security program. Each of these committees provide information and make recommendations to the board, through the Bank’s executive management committee, regarding their respective oversight authority.

Business Risk

Business risk is the risk of an adverse effect on the Bank’s profitability resulting from external factors that may occur in both the short- and the long-term. Business risk includes political, strategic, reputation, and regulatory events that are beyond the Bank’s control. In particular, during 2021 and continuing into 2022, the Bank faces business risk, which may include changes in:

•the overall economy;

•the financial services industry or the Bank’s competitive environment; and

•legislation, regulation, or congressional scrutiny affecting the Bank or its members.

For discussion of the Bank’s competition for advances, see Item 1, Business—Competition above. For discussion of recent regulatory activity that may have a material impact on the Bank’s operations, see Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Legislative and Regulatory Developments. The Bank attempts to mitigate these risks through long-term strategic planning and through continually monitoring economic indicators and the external environment.

Cyclicality and Seasonality

The Bank’s business and the demand for advances from the Bank are generally not subject to the effects of cyclical or seasonal variations, although the Bank’s advance demand may vary based upon fluctuations of its members’ consumer credit liquidity needs.

Effects of Inflation

The majority of the Bank’s assets and liabilities are, and will continue to be, monetary in nature. Although interest rates do not necessarily move in the same direction, or to the same extent, as the prices of goods and services, higher rates of inflation generally result in corresponding increases in interest rates. Inflation, coupled with increasing interest rates, generally has the following effects on the Bank:

•the cost of the Bank’s funds and operating overhead increases;

•the yield on variable-rate assets held by the Bank increases;

•the fair value of fixed-rate investments and mortgage loans held in portfolio decreases; and

•mortgage loan prepayment rates decrease and result in lower levels of mortgage loan refinance activity, which may result in the reduction of Bank advances to members as increased rates tend to slow home sales.

Conversely, lower rates of inflation or deflation have the opposite effects of the above on the Bank and its holdings.

Item 7A. Quantitative and Qualitative Disclosures About Market Risk.

A discussion of the Bank’s market risk is contained in Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations—Risk Management—Market Risk.

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Item 8. Financial Statements and Supplementary Data.

Report of Independent Registered Public Accounting Firm

To the Board of Directors and Shareholders of the

Federal Home Loan Bank of Atlanta

Opinions on the Financial Statements and Internal Control over Financial Reporting

We have audited the accompanying statements of condition of the Federal Home Loan Bank of Atlanta (the “FHLBank”) as of December 31, 2021 and 2020, and the related statements of income, of comprehensive income, of capital and of cash flows for each of the three years in the period ended December 31, 2021, including the related notes (collectively referred to as the “financial statements”). We also have audited the FHLBank’s internal control over financial reporting as of December 31, 2021, based on criteria established in Internal Control - Integrated Framework (2013) issued by the Committee of Sponsoring Organizations of the Treadway Commission (COSO).

In our opinion, the financial statements referred to above present fairly, in all material respects, the financial position of the FHLBank as of December 31, 2021 and 2020, and the results of its operations and its cash flows for each of the three years in the period ended December 31, 2021 in conformity with accounting principles generally accepted in the United States of America. Also in our opinion, the FHLBank maintained, in all material respects, effective internal control over financial reporting as of December 31, 2021, based on criteria established in Internal Control - Integrated Framework (2013) issued by the COSO.

Basis for Opinions

The FHLBank’s management is responsible for these financial statements, for maintaining effective internal control over financial reporting, and for its assessment of the effectiveness of internal control over financial reporting, included in Management's Report on Internal Control Over Financial Reporting appearing under Item 9A. Our responsibility is to express opinions on the FHLBank’s financial statements and on the FHLBank’s internal control over financial reporting based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the FHLBank in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud, and whether effective internal control over financial reporting was maintained in all material respects.

Our audits of the financial statements included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our audit of internal control over financial reporting included obtaining an understanding of internal control over financial reporting, assessing the risk that a material weakness exists, and testing and evaluating the design and operating effectiveness of internal control based on the assessed risk. Our audits also included performing such other procedures as we considered necessary in the circumstances. We believe that our audits provide a reasonable basis for our opinions.

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Definition and Limitations of Internal Control over Financial Reporting

A company’s internal control over financial reporting is a process designed 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. A company’s internal control over financial reporting includes those policies and procedures that (i) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (ii) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (iii) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of the company’s assets that could have a material effect on the financial statements.

Critical Audit Matters

The critical audit matter communicated below is a matter arising from the current period audit of the financial statements that was communicated or required to be communicated to the audit committee and that (i) relates to accounts or disclosures that are material to the financial statements and (ii) involved our especially challenging, subjective, or complex judgments. The communication of critical audit matters does not alter in any way our opinion on the financial statements, taken as a whole, and we are not, by communicating the critical audit matter below, providing a separate opinion on the critical audit matter or on the accounts or disclosures to which it relates.

Valuation of Interest-Rate Related Derivatives and Hedged Items

As described in Notes 13 and 14 to the financial statements, the FHLBank uses derivatives to reduce funding costs and to manage its exposure to interest-rate risks, among other objectives. The total notional amount of derivatives as of December 31, 2021 was $50 billion, of which 92% were designated as hedging instruments, and the fair value of derivative assets and liabilities as of December 31, 2021 was $331 million and $22 million, respectively. The fair values of interest-rate related derivatives and hedged items are calculated using a discounted cash flow analysis, which utilizes market-observable inputs. The significant assumptions used in the model include discount rates, market indices, and market volatility.

The principal considerations for our determination that performing procedures relating to the valuation of interest-rate related derivatives and hedged items is a critical audit matter are the significant audit effort in evaluating the discount rates, market indices, and market volatility assumptions used to fair value these derivatives and hedged items, and the audit effort involved the use of professionals with specialized skill and knowledge.

Addressing the matter involved performing procedures and evaluating audit evidence in connection with forming our overall opinion on the financial statements. These procedures included testing the effectiveness of controls relating to the valuation of interest-rate related derivatives and hedged items, including controls over the model, data and assumptions. These procedures also included, among others, the involvement of professionals with specialized skill and knowledge to assist in developing an independent range of prices for a sample of interest-rate related derivatives and hedged items and comparison of management’s estimate to the independently developed ranges. Developing the independent range of prices involved testing the completeness and accuracy of data provided by management and independently developing the discount rates, market indices, and market volatility assumptions.

/s/PricewaterhouseCoopers LLP

Atlanta, Georgia

March 3, 2022

We have served as the FHLBank’s auditor since 1990.

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FEDERAL HOME LOAN BANK OF ATLANTA

STATEMENTS OF CONDITION

(In millions, except par value)


	As of December 31,
	2021		2020
Assets
Cash and due from banks	$	879	$	2,905
Interest-bearing deposits (including deposits with other FHLBanks of $3 and $5 as of December 31, 2021 and 2020, respectively)	688		1,644
Securities purchased under agreements to resell	7,000		9,500
Federal funds sold	6,420		3,270
Investment securities:
Trading securities	—		1,562
Available-for-sale securities (amortized cost of $2,648 and $0 as of December 31, 2021 and 2020, respectively)	2,639		—
Held-to-maturity securities (fair value of $15,099 and $20,489 as of December 31, 2021 and 2020, respectively)	15,074		20,404
Total investment securities	17,713		21,966
Advances	45,415		52,168

Mortgage loans held for portfolio, net	149		218



Accrued interest receivable	57		88
Derivative assets	331		391

Other assets, net	94		145
Total assets	$	78,746	$	92,295
Liabilities
Interest-bearing deposits	$	2,054	$	1,998
Consolidated obligations, net:
Discount notes	25,506		25,385
Bonds	46,186		59,379
Total consolidated obligations, net	71,692		84,764
Mandatorily redeemable capital stock	1		—
Accrued interest payable	72		45
Affordable Housing Program payable	61		82
Derivative liabilities	22		11
Other liabilities	249		135
Total liabilities	74,151		87,035
Commitments and contingencies (Note 1 5)
Capital
Capital stock Class B putable ($100 par value) issued and outstanding shares:
Subclass B1 issued and outstanding shares: 7 and 10 as of December 31, 2021 and 2020, respectively	715		943
Subclass B2 issued and outstanding shares: 17 and 21 as of December 31, 2021 and 2020, respectively	1,668		2,135
Total capital stock Class B putable	2,383		3,078
Retained earnings:
Restricted	615		588
Unrestricted	1,613		1,610
Total retained earnings	2,228		2,198
Accumulated other comprehensive loss	(16)		(16)
Total capital	4,595		5,260
Total liabilities and capital	$	78,746	$	92,295

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

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FEDERAL HOME LOAN BANK OF ATLANTA

STATEMENTS OF INCOME

(In millions)


	For the Years Ended December 31,
	2021		2020		2019
Interest income
Advances	$	306	$	870	$	2,451
Interest-bearing deposits	2		17		93
Securities purchased under agreements to resell	2		32		118
Federal funds sold	8		48		279
Trading securities	1		10		25
Available-for-sale securities	2		3		85
Held-to-maturity securities	118		284		671
Mortgage loans	9		13		18
Total interest income	448		1,277		3,740
Interest expense
Consolidated obligations:
Discount notes	12		357		1,371
Bonds	155		582		1,808
Interest-bearing deposits	—		5		26

Total interest expense	167		944		3,205
Net interest income	281		333		535
Reversal of provision for credit losses	(1)		—		—
Net interest income after reversal of provision for credit losses	282		333		535
Noninterest income (loss)
Net impairment losses recognized in earnings	—		—		(13)
Net (losses) gains on trading securities	(1)		4		3
Net realized gains from sale of available-for-sale securities	—		82		—
Net realized gains from sale of held-to-maturity securities	—		3		—
Net gains (losses) on derivatives	1		(6)		(4)
Standby letters of credit fees	11		19		24
Other	4		11		9
Total noninterest income	15		113		19
Noninterest expense
Compensation and benefits	80		102		77
Other operating expenses	38		36		39
Finance Agency	10		10		10
Office of Finance	7		7		8
Other	14		8		12
Total noninterest expense	149		163		146
Income before assessment	148		283		408

Affordable Housing Program assessment	15		28		41


Net income	$	133	$	255	$	367

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

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FEDERAL HOME LOAN BANK OF ATLANTA

STATEMENTS OF COMPREHENSIVE INCOME

(In millions)


	For the Years Ended December 31,
	2021		2020		2019
Net income	$	133	$	255	$	367
Other comprehensive loss:


Net unrealized losses on available-for-sale securities	(9)		—		—
Reclassification of unrealized gains related to the sale of available-for-sale securities	—		(41)		—


Net noncredit portion of other-than-temporary impairment losses on available-for sale securities	—		—		(31)




Pension and postretirement benefits	9		3		2
Total other comprehensive loss	—		(38)		(29)
Total comprehensive income	$	133	$	217	$	338

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

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FEDERAL HOME LOAN BANK OF ATLANTA

STATEMENTS OF CAPITAL

(In millions)


	Capital Stock Class B Putable			Retained Earnings						Accumulated Other Comprehensive Loss		Total Capital
	Shares	Par Value		Restricted		Unrestricted		Total
Balance, December 31, 2018	55	$	5,486	$	463	$	1,647	$	2,110	$	51	$	7,647
Issuance of capital stock	91	9,087		—		—		—		—		9,087
Repurchase/redemption of capital stock	(96)	(9,564)		—		—		—		—		(9,564)
Net shares reclassified to mandatorily redeemable capital stock	—	(21)		—		—		—		—		(21)
Comprehensive income (loss)	—	—		74		293		367		(29)		338
Cash dividends on capital stock	—	—		—		(324)		(324)		—		(324)
Balance, December 31, 2019	50	4,988		537		1,616		2,153		22		7,163
Issuance of capital stock	51	5,078		—		—		—		—		5,078
Repurchase/redemption of capital stock	(70)	(6,966)		—		—		—		—		(6,966)
Net shares reclassified to mandatorily redeemable capital stock	—	(22)		—		—		—		—		(22)
Comprehensive income (loss)	—	—		51		204		255		(38)		217
Partial recovery of prior capital distribution to Financing Corporation	—	—		—		29		29		—		29
Cash dividends on capital stock	—	—		—		(239)		(239)		—		(239)
Balance, December 31, 2020	31	3,078		588		1,610		2,198		(16)		5,260
Issuance of capital stock	13	1,325		—		—		—		—		1,325
Repurchase/redemption of capital stock	(20)	(1,993)		—		—		—		—		(1,993)
Net shares reclassified to mandatorily redeemable capital stock	—	(27)		—		—		—		—		(27)
Comprehensive income	—	—		27		106		133		—		133

Cash dividends on capital stock	—	—		—		(103)		(103)		—		(103)
Balance, December 31, 2021	24	$	2,383	$	615	$	1,613	$	2,228	$	(16)	$	4,595

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

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FEDERAL HOME LOAN BANK OF ATLANTA

STATEMENTS OF CASH FLOWS

(In millions)


	For the Years Ended December 31,
	2021		2020		2019
Operating activities
Net income	$	133	$	255	$	367
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation and amortization (accretion)	4		(118)		(149)
Reversal of provision for credit losses	(1)		—		—
Net change in derivative and hedging activities	673		(482)		(456)
Net change in fair value adjustment on trading securities	1		(4)		(3)
Net impairment losses recognized in earnings	—		—		13
Net realized gains from sale of available-for-sale securities	—		(82)		—
Net realized gains from sale of held-to-maturity securities	—		(3)		—
Net change in:
Accrued interest receivable	31		171		36
Other assets	50		83		(29)
Affordable Housing Program payable	(23)		(8)		3
Accrued interest payable	27		(166)		8
Other liabilities	(50)		(87)		10
Total adjustments	712		(696)		(567)
Net cash provided by (used in) operating activities	845		(441)		(200)
Investing activities
Net change in:
Interest-bearing deposits	1,074		1,831		2,860
Securities purchased under agreements to resell	2,500		(700)		(5,050)
Federal funds sold	(3,150)		6,556		(848)
Loans to other FHLBanks	—		—		500
Trading securities:
Proceeds from sale	61		—		—
Proceeds from principal collected	1,500		—		—
Purchases of long-term	—		—		(1,499)
Available-for-sale securities:
Proceeds from sale	—		726		—
Proceeds from principal collected	—		—		188
Purchases of long-term	(2,647)		—		—
Held-to-maturity securities:
Proceeds from sale	—		195		—

Proceeds from principal collected	6,038		11,583		9,062
Purchases of long-term	(556)		(6,280)		(11,087)
Advances:
Proceeds from principal collected	87,878		241,287		363,655
Made	(82,129)		(195,421)		(351,691)
Mortgage loans:
Proceeds from principal collected	70		78		63


Proceeds from sale of foreclosed assets	—		1		2
Purchases of premises, equipment, and software	(5)		(7)		(4)
Net cash provided by investing activities	10,634		59,849		6,151

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FEDERAL HOME LOAN BANK OF ATLANTA STATEMENTS OF CASH FLOWS—(Continued) (In millions)
	For the Years Ended December 31,
	2021		2020		2019
Financing activities
Net change in interest-bearing deposits	56		480		332
Net payments on derivatives containing a financing element	(6)		(5)		(3)
Proceeds from issuance of consolidated obligations:
Discount notes	594,148		387,299		845,332
Bonds	40,803		70,127		115,627
Payments for debt issuance costs	(2)		(8)		(10)
Payments for maturing and retiring consolidated obligations:
Discount notes	(594,018)		(413,915)		(859,116)
Bonds	(53,689)		(99,271)		(106,415)
Proceeds from issuance of capital stock	1,325		5,078		9,087
Payments for repurchase/redemption of capital stock	(1,993)		(6,966)		(9,564)
Payments for repurchase/redemption of mandatorily redeemable capital stock	(26)		(23)		(21)
Partial recovery of prior capital distribution to Financing Corporation	—		29		—
Cash dividends paid	(103)		(239)		(324)
Net cash used in financing activities	(13,505)		(57,414)		(5,075)
Net (decrease) increase in cash and due from banks	(2,026)		1,994		876
Cash and due from banks at beginning of the year	2,905		911		35
Cash and due from banks at end of the year	$	879	$	2,905	$	911
Supplemental disclosures of cash flow information:
Cash paid for:
Interest	$	146	$	1,233	$	3,294
Affordable Housing Program assessments, net	$	36	$	35	$	37
Noncash investing and financing activities:
Net shares reclassified to mandatorily redeemable capital stock	$	27	$	22	$	21
Held-to-maturity securities acquired with accrued liabilities	$	162	$	—	$	35

Transfers of mortgage loans to real estate owned	$	—	$	—	$	1

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

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Note 1—Nature of Operations

The Federal Home Loan Bank of Atlanta (Bank) is a federally chartered corporation and is one of 11 district Federal Home Loan Banks (FHLBanks). Each FHLBank operates as a separate entity within a defined geographic district and has its own management, employees, and board of directors. The Bank’s defined geographic district includes Alabama, Florida, Georgia, Maryland, North Carolina, South Carolina, Virginia, and the District of Columbia. The FHLBanks are government-sponsored enterprises that were organized under the Federal Home Loan Bank Act of 1932, as amended (FHLBank Act), to serve the public by enhancing the availability of credit for residential mortgages and targeted community developments. The primary function of the Bank is to provide readily available, competitively priced funding to its member institutions.

Federally-insured depository institutions, insurance companies, privately-insured state-chartered credit unions, and community development financial institutions that are located in the Bank’s defined geographic district and engaged in residential housing finance are eligible to apply for membership. All members must purchase and hold capital stock of the Bank. A member’s stock requirement is based on the amount of its total assets, as well as the amount of certain of its business activities with the Bank. Housing associates (including state and local housing authorities) that meet certain statutory criteria may also borrow from the Bank. While they are eligible to borrow, housing associates are not members of the Bank and are not allowed to hold capital stock. The Bank does not sponsor any special purpose entities or any other types of off-balance sheet conduits.

The Federal Housing Finance Agency (Finance Agency), an independent agency in the executive branch of the U.S. government, supervises and regulates the FHLBanks and is responsible for ensuring that the FHLBanks (1) operate in a safe and sound manner, including that they maintain adequate capital and internal controls; (2) foster liquid, efficient, competitive, and resilient national housing finance markets through their operations and activities; (3) comply with applicable laws and regulations; and (4) carry out their housing finance mission through authorized activities that are consistent with the public interest. The Finance Agency also establishes policies and regulations covering the operations of the FHLBanks.

The Federal Home Loan Banks Office of Finance (Office of Finance), a joint office of the FHLBanks, facilitates the issuance and servicing of the FHLBanks’ debt instruments, known as consolidated obligations, and prepares the combined quarterly and annual financial reports of the FHLBanks. As provided by the FHLBank Act and applicable regulations, the Bank’s consolidated obligations are backed only by the financial resources of the FHLBanks. Consolidated obligations are the primary source of funds for the Bank in addition to deposits, other borrowings, and capital stock issued to members. The Bank primarily uses these funds to provide advances to members. The Bank also provides members and non-members with correspondent banking services, such as safekeeping, wire transfer, and cash management services.

Note 2—Summary of Significant Accounting Policies

Use of Estimates. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America (GAAP) requires the Bank’s management to make subjective assumptions and estimates, which are based upon the information then available to the Bank and are inherently uncertain and subject to change. These assumptions and estimates may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expenses. Actual results could differ significantly from these estimates.

Estimated Fair Values. The estimated fair value amounts, recorded on the Statements of Condition and in the note disclosures for the periods presented, have been determined by the Bank using available market and other pertinent information and reflect the Bank’s best judgment of appropriate valuation methods. Although the Bank uses its best judgment in estimating the fair value of these financial instruments, there are inherent limitations in any valuation technique. Therefore, these fair values may not be indicative of the amounts that would have been realized in market transactions at the reporting dates.

Financial Instruments Meeting Netting Requirements. The Bank has certain financial instruments, including derivative instruments and securities purchased under agreements to resell, that are subject to offset under master netting agreements or by operation of law. The Bank has elected to offset its derivative asset and liability positions, as well as cash collateral received or

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

pledged, when it has the legal right of offset under these master agreements. The Bank does not have any offsetting liabilities related to its securities purchased under agreements to resell for the periods presented.

The net exposure for these financial instruments can change on a daily basis; therefore, there may be a delay between the time this exposure change is identified and additional collateral is requested, and the time when this collateral is received or pledged. There may be a delay for excess collateral to be returned. For derivative instruments, any excess cash collateral received or pledged is recognized as a derivative liability or derivative asset based on the terms of the individual master agreement between the Bank and its derivative counterparty. Additional information regarding these agreements is provided in Note 1 3 —Derivatives and Hedging Activities. Based on the fair value of the related securities held as collateral, the securities purchased under agreements to resell were fully collateralized for the periods presented.

Adoption of Measurement of Credit Losses on Financial Instruments Accounting Guidance. Beginning on January 1, 2020, the Bank adopted, on a modified retrospective basis, new accounting guidance pertaining to the measurement of credit losses on financial instruments that requires a financial asset or group of financial assets measured at amortized cost to be presented at the net amount expected to be collected. The new guidance also requires credit losses relating to these financial instruments, as well as available-for-sale securities, to be recorded through the allowance for credit losses. Key changes as compared to prior accounting guidance are detailed below. Consistent with the modified retrospective method of adoption, the prior period has not been revised to conform to the new basis of accounting. Key changes to the accounting policies are detailed within this note.

Interest-bearing Deposits, Securities Purchased under Agreements to Resell, and Federal Funds Sold. Interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold provide short-term liquidity and are carried at amortized cost. Interest on interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold is accrued as earned and recorded in interest income on the Statements of Income. Accrued interest receivable is recorded separately on the Statements of Condition. These investments are generally transacted with counterparties that have received a credit rating of triple-B or greater (investment grade) by a nationally recognized statistical rating organization (NRSRO) including the following: Standard and Poor’s (S&P), Moody’s Investors Service (Moody’s), and Fitch Ratings. All of these investments were with counterparties rated investment grade as of December 31, 2021 and 2020. These investments are evaluated quarterly for expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank uses the collateral maintenance provision practical expedient to evaluate potential credit losses related to securities purchased under agreements to resell. Consequently, a credit loss would be recognized if there is a collateral shortfall which the Bank does not believe the counterparty will replenish in accordance with its contractual terms. The credit loss would be limited to the difference between the fair value of the collateral and the investment’s amortized cost. Securities purchased under agreements to resell are short-term and are structured such that they are evaluated regularly to determine if the market value of the underlying securities decreases below the market value required as collateral (i.e., subject to collateral maintenance provisions). If so, the counterparty must place an equivalent amount of additional securities as collateral or remit an equivalent amount of cash, generally by the next business day. Based upon the collateral held as security and collateral maintenance provisions with its counterparties, the Bank determined that no allowance for credit losses was needed for its securities purchased under agreements to resell as of December 31, 2021 and 2020. The carrying value of securities purchased under agreements excludes accrued interest receivable that was not material as of December 31, 2021 and 2020.

Federal funds sold are unsecured loans that are generally transacted on an overnight term. All investments in interest-bearing deposits and federal funds sold were repaid or expected to be repaid according to the contractual terms as of December 31, 2021 and 2020. No allowance for credit losses was recorded for these assets as of December 31, 2021 and 2020. The carrying values of interest-bearing deposits and federal funds sold excludes accrued interest receivable that was not material as of December 31, 2021 and 2020.

Investments in Debt Securities. The Banks classifies investments as held-to-maturity, trading securities, and available-for-sale at the date of acquisition. Purchases and sales of securities are recorded on a trade date basis.

Investments in debt securities that the Bank has both the ability and intent to hold to maturity are classified as held-to-maturity and carried at amortized cost, which is original cost net of periodic principal repayments and amortization of premiums and accretion of discounts. Accrued interest receivable is recorded separately on the Statements of Condition. Amortization of premiums and accretion of discounts are computed using the contractual level-yield method (contractual interest method), adjusted for actual prepayments. The contractual interest method recognizes the income effects of premiums and discounts over

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

the contractual life of the securities based on the actual behavior of the underlying assets, including adjustments for actual prepayment activities, and reflects the contractual terms of the securities without regard to changes in estimated prepayments based on assumptions about future borrower behavior.

The Bank’s held-to-maturity securities consist of U.S. agency obligations, government-sponsored enterprise debt obligations, state or local housing agency debt obligations, and MBS issued by the Government National Mortgage Association (Ginnie Mae), the Federal Home Loan Mortgage Corporation (Freddie Mac), and the Federal National Mortgage Association (Fannie Mae) that are backed by single-family or multifamily mortgage loans. The Bank only purchase securities considered investment quality. All of these investments were rated double-A, or above, by a NRSRO as of December 31, 2021 and 2020, based on the lowest long-term credit rating for each security.

The Bank has not established an allowance for credit loss on any of its held-to-maturity securities as of December 31, 2021 and 2020, because the securities: (1) were all highly-rated and/or had short remaining terms to maturity, (2) had not experienced, nor did the Bank expect, any payment default on the instruments, and (3) in the case of U.S., government-sponsored enterprises, or other agency obligations, carry an implicit or explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

The Bank classifies certain investments in debt securities acquired for purposes of liquidity and asset-liability management as trading investments and carries these securities at their estimated fair value. The Bank does not participate in speculative trading practices in these investments and generally holds them until maturity, except to the extent management deems necessary to manage the Bank’s liquidity position. The Bank records changes in the fair value of these investments in noninterest income (loss) as “Net (losses) gains on trading securities” on the Statements of Income, along with gains and losses on sales of investment securities using the specific identification method.

The Bank classifies certain securities that are not held-to-maturity or trading as available-for-sale and carries these securities at their estimated fair value. The Bank records changes in the fair value of these investments in other comprehensive income.

For investments in debt securities classified as available-for-sale, the Bank evaluates an individual security for impairment on a quarterly basis by comparing the security’s fair value to its amortized cost. Accrued interest receivable is recorded separately on the Statements of Condition. Impairment exists when the fair value of the investment is less than its amortized cost (i.e., in an unrealized loss position). In assessing whether a credit loss exists on an impaired security, the Bank considers whether there would be a shortfall in receiving all cash flows contractually due. When a shortfall is considered possible, the Bank compares the present value of cash flows to be collected from the security with the amortized cost basis of the security. If the present value of cash flows is less than amortized cost, an allowance for credit losses is recorded with a corresponding adjustment to the provision (reversal) for credit losses. The allowance is limited by the amount of the unrealized loss. The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately. If management intends to sell an impaired security classified as available-for-sale, or more likely than not will be required to sell the security before expected recovery of its amortized cost basis, any allowance for credit losses is written off and the amortized cost basis is written down to the security’s fair value at the reporting date with any incremental impairment reported in earnings. If management does not intend to sell an impaired security classified as available-for-sale and it is not more likely than not that management will be required to sell the debt security, then the credit portion of the difference is recognized as an allowance for credit losses and any remaining difference between the security’s fair value and amortized cost is recorded as net unrealized gains (losses) on available-for-sale securities within other comprehensive income.

For improvements in cash flows of available-for-sale securities, interest income follows the recognition pattern pursuant to the

impairment guidance in effect prior to January 1, 2020 and recoveries of amounts previously written off are recorded when

received. For improvements in impaired available-for-sale securities with an allowance for credit losses recognized after the adoption of the new guidance, the allowance for credit losses associated with recoveries may be derecognized up to its full amount. Effective January 1, 2020, the net noncredit portion of other-than-temporary impairment gains (losses) on available-for-sale securities was reclassified to net unrealized gains (losses) on available-for-sale securities within other comprehensive income.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The Bank has not established an allowance for credit losses on its available-for-sale securities as of December 31, 2021 because the securities carry an explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

Other-than-temporary Impairment of Investment Securities. Beginning January 1, 2020, the Bank adopted new accounting guidance pertaining to the measurement of credit losses on financial instruments. Prior to January 1, 2020, the Bank evaluated its individual available-for-sale and held-to-maturity securities in unrealized loss positions for other-than-temporary impairment on a quarterly basis. A security was considered impaired when its fair value was less than its amortized cost. The Bank considered an other-than-temporary impairment to have occurred under any of the following circumstances:

•the Bank had an intent to sell the impaired debt security;

•if, based on available evidence, the Bank believed it was more likely than not that it would be required to sell the impaired debt security before the recovery of its amortized cost basis; or

•the Bank did not expect to recover the entire amortized cost basis of the impaired debt security.

If either of the first two conditions above was met, the Bank recognizes an other-than-temporary impairment loss in earnings equal to the entire difference between the security’s amortized cost basis and its fair value as of the Statements of Condition date.

For securities in an unrealized loss position that meet neither of the first two conditions, the Bank performed a cash flow analysis to determine if it would recover the entire amortized cost basis of each of these securities. The present value of the cash flows expected to be collected was compared to the amortized cost basis of the debt security to determine whether a credit loss exists. If there was a credit loss (the difference between the present value of the cash flows expected to be collected and the amortized cost basis of the debt security), the carrying value of the debt security was adjusted to its fair value. However, rather than recognizing the entire difference between the amortized cost basis and fair value in earnings, only the amount of the impairment representing the credit loss (i.e., the credit component) was recognized in earnings, while the amount related to all other factors (i.e., the non-credit component) was recognized in other comprehensive income. The credit loss on a debt security was limited to the amount of that security’s unrealized losses.

For subsequent accounting of an other-than-temporarily impaired security, the Bank recorded an additional other-than-temporary impairment if the present value of cash flows expected to be collected was less than the amortized cost of the security. The total amount of this additional other-than-temporary impairment (both credit and non-credit component, if any) was determined as the difference between the security’s amortized cost, less the amount of other-than-temporary impairment recognized in other comprehensive income prior to the determination of this additional other-than-temporary impairment, and its fair value. Any additional credit loss was limited to that security’s unrealized losses or the difference between the security’s amortized cost and its fair value as of the Statements of Condition date. This additional credit loss, up to the amount in accumulated other comprehensive income related to the security, was reclassified out of accumulated other comprehensive income and recognized in earnings. Any credit loss in excess of the related other comprehensive income was recorded as additional total other-than-temporary impairment loss and recognized in earnings.

For debt securities classified as available-for-sale, the Bank did not accrete the other-than-temporary impairment recognized in accumulated other comprehensive income to the carrying value. Rather, subsequent related increases and decreases (if not an other-than-temporary impairment) in the fair value of available-for-sale securities were netted against the non-credit component of other-than-temporary impairment recognized previously in accumulated other comprehensive income.

Upon subsequent evaluation of a debt security where there is no additional other-than-temporary impairment, the Bank adjusted the accretable yield on a prospective basis if there was a significant increase in the security’s expected cash flows. As of the impairment measurement date, a new accretable yield was calculated for the impaired investment security. This adjusted yield was then used to calculate the interest income recognized over the remaining life of the security so as to match the amount and timing of future cash flows expected to be collected. Subsequent significant increases in estimated cash flows change the accretable yield on a prospective basis.

Advances. The Bank reports advances (secured loans to members, former members, or housing associates) at amortized cost. Amortized cost is original cost net of periodic principal repayments and amortization of premiums and accretion of discounts (including discounts related to the Affordable Housing Program (AHP) and Economic Development and Growth Enhancement Program (EDGE)), net deferred fees or costs, and fair value hedge adjustments. The Bank accretes the discounts on advances

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

and amortizes the recognized unearned commitment fees and hedging adjustments to interest income using the contractual interest method. The Bank records interest on advances to interest income as earned. Accrued interest receivable is recorded separately on the Statements of Condition.

In accordance with the new accounting guidance pertaining to the measurement of credit losses on financial instruments, advances are evaluated quarterly for expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank manages its credit exposure to advances through an integrated approach that includes (1) establishing a credit limit for each borrower; (2) an ongoing review of each borrower’s financial condition; and (3) collateral and lending policies to limit risk of loss, while balancing each borrower’s needs for a reliable source of funding. In addition, the Bank lends to financial institutions within its district and housing associates in accordance with federal statutes and Finance Agency regulations. Specifically, the Bank complies with the FHLBank Act, which requires the Bank to obtain sufficient collateral to fully secure advances. The estimated value of the collateral required to secure each borrower’s advances is calculated by applying discounts to the fair value or unpaid principal balance of the collateral, as applicable. The Bank accepts certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. The Bank’s capital stock owned by its member borrower is also pledged as additional collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and the Bank’s overall credit exposure to the borrower. The Bank can call for additional or substitute collateral to protect its security interest. The Bank believes that these policies effectively manage credit risk from advances.

Based upon the financial condition of the borrower, the Bank either allows a borrower to retain physical possession of the collateral pledged to it or requires the borrower to specifically assign the collateral to or place the collateral in physical possession of the Bank or its safekeeping agent. The Bank requires its borrowers to execute an advances and security agreement that establishes the Bank’s security interest in all collateral pledged by the borrower to the Bank. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a borrower priority over the claims or rights of any other party (including any receiver, conservator, trustee, or similar party having rights of a lien creditor), except for claims or rights of a third party that (1) would be entitled to priority under otherwise applicable law, and (2) is an actual bona fide purchaser for value or is an actual secured party whose security interest is perfected in accordance with state law.

Using a risk-based approach and taking into consideration each borrower’s financial strength, the Bank considers the types and amounts of pledged collateral to be the primary indicator of credit quality on its advances. The Bank had rights to collateral on a borrower-by-borrower basis with an estimated value equal to or greater than its outstanding extensions of credit as of December 31, 2021 and 2020.

The Bank continues to evaluate and make changes to its collateral policies, as necessary, based on current market conditions. No advance was past due, on nonaccrual status, or considered impaired as of December 31, 2021 and 2020. In addition, there were no troubled debt restructurings (TDRs) related to advances as of December 31, 2021 and 2020.

Based upon the collateral held as security, the Bank’s collateral policies, credit analysis, and the repayment history on advances, the Bank did not expect any credit losses on advances as of December 31, 2021 and 2020. Accordingly, the Bank has not recorded any allowance for credit losses on advances as of December 31, 2021 and 2020.

Prepayment Fees. The Bank charges a borrower a prepayment fee when the borrower prepays certain advances before the original maturity date. The Bank records prepayment fees, net of basis adjustments related to hedging activities included in the carrying value of the advance as part of the advances line item in the interest income section of the Statements of Income. In cases in which there is a prepayment of an existing advance and a contemporaneous funding of a new advance, the Bank evaluates whether the new advance meets the accounting criteria to qualify as a modification of an existing advance or whether it constitutes a new advance. If the new advance qualifies as a modification of the existing advance, the hedging basis adjustments and the net prepayment fee on the prepaid advance are recorded in the carrying value of the modified advance and amortized over the life of the modified advance using the contractual interest method. This amortization is recorded in advance interest income. If the Bank determines that the transaction does not qualify as a modification of an existing advance, it is treated as an advance termination with subsequent funding of a new advance, and the Bank records the net fees as prepayment fees on advances, which is included in the advances line item in the interest income section of the Statements of Income.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Mortgage Loans Held for Portfolio. The Bank classifies mortgage loans that it has the intent and ability to hold for the foreseeable future, or until maturity or payoff, as held for portfolio. These mortgage loans are reported at amortized cost, which is original cost, net of periodic principal repayments and amortization of premiums and accretion of discounts, fair value hedge adjustments on loans initially classified as mortgage loan commitments, and direct write-downs. Accrued interest receivable is recorded separately on the Statements of Condition. The Bank performs at least quarterly an assessment of its mortgage loans held for portfolio to estimate expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank defers and amortizes premiums and accretes discounts (1) paid to and received by the participating financial institutions (PFIs), and (2) mark-to-market basis adjustments on loans initially classified as mortgage loan commitments, as interest income using the contractual interest method.

A mortgage loan is considered past due when the principal or interest payment is not received in accordance with the contractual terms of the loan. The Bank places a conventional mortgage loan on nonaccrual status if it is determined that either (1) the collection of interest or principal is doubtful or (2) interest or principal is past due for 90 days or more, except when the loan is well-secured (e.g. through credit enhancement) and in the process of collection. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans as interest income and as a reduction of principal as specified in the contractual agreement. A loan on nonaccrual status may be restored to accrual status when (1) none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal, or (2) it otherwise becomes well secured and in the process of collection. A government-guaranteed or -insured loan is not placed on nonaccrual status when the collection of the contractual principal or interest is 90 days or more past due because of (1) the U.S. government guarantee or insurance on the loan, and (2) the contractual obligation of the loan servicer to repurchase the loan when certain criteria are met.

A mortgage loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the mortgage loan agreement. Interest income is recognized in the same manner as nonaccrual loans.

Finance Agency regulations require that mortgage loans held in the Bank’s portfolios be credit enhanced. For conventional mortgage loans, PFIs retain a portion of the credit risk on the loans they sell to the Bank by providing credit enhancement either through a direct liability to pay credit losses up to a specified amount or through a contractual obligation to provide supplemental mortgage insurance. PFIs are paid a credit enhancement fee (CE Fee) for assuming credit risk, and in some instances, all or a portion of the CE Fee may be performance based. CE Fees are paid monthly based on the remaining unpaid principal balance of the loans in a master commitment. CE Fees are recorded as an offset to mortgage loan interest income. To the extent that the Bank experiences losses in a master commitment, it may be able to recapture CE Fees paid to the PFI to offset these losses.

At least quarterly, the Bank performs an assessment of its mortgage loans held for portfolio to estimate expected credit losses. The Bank measures expected credit losses on mortgage loans on a collective basis, pooling loans with similar risk characteristics. If a mortgage loan no longer shares risk characteristics with other loans, it is removed from the pool and evaluated for expected credit losses on an individual basis. When developing the allowance for credit losses, the Bank measures the estimated loss over the remaining life of a mortgage loan, which also considers how the Bank’s credit enhancements mitigate credit losses. If a loan was purchased at a discount, the discount does not offset the allowance for credit losses. The allowance excludes uncollectible accrued interest receivable, as the Bank writes off accrued interest receivable by reversing interest income if a mortgage loan is placed on nonaccrual status.

The Bank invested in government-guaranteed or -insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed or -insured mortgage loans are mortgage loans guaranteed or insured by the Department of Veterans Affairs or the Federal Housing Administration. The servicer provides and maintains insurance or a guarantee from the applicable government agency. The servicer is responsible for compliance with all government agency requirements and for obtaining the benefit of the applicable insurance or guarantee with respect to defaulted government-guaranteed or -insured mortgage loans. Any losses incurred on these loans that are not recovered from the issuer or the guarantor are absorbed by the servicers. Therefore, the Bank only has credit risk for these loans if the servicer fails to pay for losses not covered by insurance or guarantees, but in such instance, the Bank would have recourse against the servicer for such failure. Based on the Bank’s assessment of its servicers and the collateral backing these loans, the Bank did not establish an allowance for credit losses for its government-guaranteed or -insured mortgage loan portfolio as of December 31, 2021 and 2020.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Modified loans that are considered a TDR are evaluated individually for impairment. All other conventional residential mortgage loans are evaluated collectively for impairment. The allowance for conventional residential mortgage loans is determined by an analysis (performed at least quarterly) that includes segregating the portfolio into various aging groups. For loans that are 60 days or less past due, the Bank calculates a loss severity, default rate, and the expected loss based on individual loan characteristics. For loans that are more than 60 days past due, the allowance is determined using an automated valuation model.

Modified loans that are considered a TDR are individually evaluated for impairment when determining the related allowance for credit losses. Credit loss is measured by factoring in expected cash shortfalls (i.e., loss severity rate) incurred as of the reporting date, as well as the economic loss attributable to delaying the original contractual principal and interest due dates.

On March 27, 2020, the Coronavirus, Aid, Relief, and Economic Security Act (the CARES Act) providing optional, temporary relief from accounting for certain loan modifications as TDRs was signed into law. Under the CARES Act, TDR relief is available to banks for loan modifications related to the adverse effects of Coronavirus Disease 2019 (COVID-19) (COVID-related modifications) granted to borrowers that are current as of December 31, 2019. TDR relief applies to COVID-related modifications made from March 1, 2020, until the earlier of December 31, 2020, or 60 days following the termination of the national emergency declared by the President of the United States on March 13, 2020. On December 27, 2020, the Consolidated Appropriations Act, 2021, was signed into law, extending the applicable period to the earlier of January 1, 2022, or 60 days following the termination of the national emergency declared on March 13, 2020. The Bank has elected to apply the TDR relief provided by the CARES Act.

As such, all COVID-related modifications meeting the provisions of the CARES Act are excluded from TDR classification and accounting. COVID-related modifications that do not meet the provisions of the CARES Act continue to be assessed for TDR classification. Refer to Note 7—Mortgage Loans Held for Portfolio for additional information.

A charge-off is recorded if it is estimated that the amortized cost and any applicable accrued interest in the loan will not be recovered. The Bank evaluates whether to record a charge-off on a conventional residential mortgage loan upon the occurrence of a confirming event. Once a loan is 180 days delinquent, the Bank classifies as a loss and charges off the portion of outstanding conventional residential mortgage loan balances in excess of the fair value of the underlying property, less costs to sell and adjusted for any available credit enhancements.

Real estate owned (REO) includes assets that have been received in satisfaction of debt through foreclosures. REO is initially recorded at fair value, less estimated selling costs and is subsequently carried at the lower of that amount or current fair value, less estimated selling costs. The Bank recognizes a charge-off to the allowance for credit losses if the fair value of the REO, less estimated selling costs is less than the recorded investment in the loan at the date of transfer from loans to REO. Any subsequent realized gains, realized or unrealized losses, and carrying costs are included in noninterest income (loss) on the Statements of Income. REO is recorded in “Other assets” on the Statements of Condition and was not material as of December 31, 2021 and 2020.

Derivatives and Hedging Activities. All derivatives are recognized on the Statements of Condition at their fair values and are reported as either derivative assets or derivative liabilities, net of cash collateral and accrued interest received from or pledged to clearing agents and/or counterparties. The fair values of derivatives are netted by the clearing agent and/or counterparty when the netting requirements have been met. If these netted amounts are positive, they are classified as an asset and, if negative, they are classified as a liability. Cash flows associated with a derivative are reflected as cash flows from operating activities on the Statements of Cash Flows unless the derivative meets the criteria to be a financing derivative.

Derivatives not used for intermediary purposes are designated as either (1) a hedge of the fair value of (a) a recognized asset or liability or (b) an unrecognized firm commitment (a fair-value hedge); or (2) a non-qualifying hedge of an asset or liability for asset-liability management purposes. Changes in the fair value of a derivative that are effective as, and that are designated and qualify as, a fair-value hedge, along with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk (including changes that reflect losses or gains on firm commitments), are recorded in net interest income in the same line as the earnings effect of the hedged item. A non-qualifying hedge is a derivative hedging specific or non-specific underlying assets, liabilities, or firm commitments that is an acceptable hedging strategy under the Bank’s risk management program and Finance Agency regulatory requirements, but it does not qualify or was not designated for fair value or cash flow hedge accounting. A non-qualifying hedge introduces the potential for earnings variability because only the change in fair value

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

of the derivative is recorded and is not offset by corresponding changes in the fair value of the non-qualifying hedged asset, liability, or firm commitment, unless such asset, liability, or firm commitment is required to be accounted for at fair value through earnings. Both the net interest on the derivative and the fair value adjustments of a non-qualifying hedge are recorded in noninterest income (loss) as “Net (losses) gains on derivatives” on the Statements of Income.

The derivatives used in intermediary activities do not qualify for hedge accounting treatment and are separately marked-to-market through earnings. These amounts are recorded in noninterest income (loss) as “Net gains (losses) on derivatives” on the Statements of Income. The net result of the accounting for these derivatives does not significantly impact the Bank’s results of operations.

The net settlement of interest receivables and payables related to derivatives designated as fair-value hedges are recognized as adjustments to the interest income or interest expense of the designated hedged item. The net settlement of interest receivables and payables related to intermediated derivatives for members and other non-qualifying hedges are recognized in noninterest income (loss) as “Net gains (losses) on derivatives” on the Statements of Income.

The Bank discontinues hedge accounting prospectively when (1) it determines that the derivative is no longer expected to be highly effective in offsetting changes in the fair value of a hedged risk, including hedged items such as firm commitments; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) a hedged firm commitment no longer meets the definition of a firm commitment; or (4) the bank determines that designating the derivative as a hedging instrument is no longer appropriate.

When hedge accounting is discontinued due to the Bank’s determination that a derivative no longer qualifies as an effective fair-value hedge of an existing hedged item, or when the bank decides to cease the specific hedging activity, the Bank will either (1) terminate the derivative, or (2) continue to carry the derivative on the Statements of Condition at its fair value, cease to adjust the hedged asset or liability for changes in fair value, and amortize the cumulative basis adjustment on the hedged item into earnings over the remaining life of the hedged item using the level-yield method. In all situations in which hedge accounting is discontinued and the derivative remains outstanding, the Bank will carry the derivative at its fair value on the Statements of Condition, recognizing changes in the fair value of the derivative in current-period earnings.

The Bank may issue debt, make advances, or purchase financial instruments in which a derivative instrument may be “embedded.” Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the advance, debt, or purchased financial instruments (i.e., the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract; and (2) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as a stand-alone derivative instrument pursuant to a non-qualifying hedge. However, if the entire contract (the host contract and the embedded derivative) is to be measured at fair value, with changes in fair value reported in current-period earnings (e.g., an investment security classified as “trading”), or if the Bank could not identify and measure reliably the embedded derivative for purposes of separating that derivative from its host contract, the entire contract would be carried on the Statements of Condition at fair value, and no portion of the contract could be designated as a hedging instrument.

Premises, Equipment, and Software. Premises, equipment, and the cost of purchased software and certain costs incurred in developing computer software for internal use are recorded in “Other assets” on the Statements of Condition. The Bank records these items at cost, less accumulated depreciation or amortization. The Bank computes depreciation and amortization using the straight-line method over the estimated useful lives of assets. The estimated useful lives in years are generally as follows: automobiles and computer hardware—three; capitalized computer software cost—three; office equipment—eight; office furniture and building improvements—10; and building—40. The Bank amortizes leasehold improvements using the straight-line method over the shorter of the estimated useful life of the improvement or the remaining term of the lease. The Bank capitalizes improvements and expenses ordinary maintenance and repairs when incurred.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following tables present information on premises, equipment, and capitalized computer software cost.


	As of December 31,
	2021		2020		2021		2020
	Premises and Equipment				Computer Software Cost
Gross carrying amount	$	95	$	93	$	72	$	69
Accumulated depreciation or amortization	(81)		(78)		(60)		(57)
Net carrying amount	$	14	$	15	$	12	$	12


			For the Years Ended December 31,
			2021		2020		2019
Premises and equipment depreciation expense			$	3	$	3	$	4
Software amortization expense			3		2		2

Deposits. The Bank offers demand and overnight deposits for members and qualifying non-members. A member that services mortgage loans may deposit funds in the Bank that were collected in connection with the mortgage loans, pending disbursement of such funds to the owners of the mortgage loans. The Bank records these items in “Interest-bearing deposits” on the Statements of Condition. The Bank pays interest on demand and overnight deposits based on a daily interest rate.

Consolidated Obligations. The Bank records consolidated obligations at amortized cost. Additionally, the Bank pays concessions to dealers in connection with the issuance of certain consolidated obligations. The Office of Finance prorates the concessions to the Bank based upon the percentage of the debt issued that is assumed by the Bank. The Bank records concessions paid on consolidated obligations as a direct deduction from their carrying amounts, consistent with the presentation of discounts on consolidated obligations. The Bank accretes discounts and amortizes premiums, as well as concessions and hedging basis adjustments on consolidated obligations, to interest expense using the contractual interest method over the contractual term of the corresponding consolidated obligation.

Mandatorily Redeemable Capital Stock. The Bank reclassifies stock that is subject to redemption from capital to a liability after a member submits a written redemption request, gives notice of intent to withdraw from membership, or attains non-member status through a merger or acquisition, charter termination, or involuntary termination from membership since the member’s shares will then meet the definition of a mandatorily redeemable financial instrument. Member shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and recorded as interest expense on the Statements of Income. The repurchase or redemption of these mandatorily redeemable financial instruments is recorded as cash outflows in the financing activities section of the Statements of Cash Flows.

If a member cancels its written notice of redemption or notice of withdrawal, the Bank will reclassify mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock no longer will be classified as interest expense.

Off-Balance Sheet Credit Exposures. The Bank evaluates its off-balance sheet credit exposure on a quarterly basis for expected credit losses. If deemed necessary, an allowance for expected credit losses on these off-balance sheet exposures is recorded in other liabilities with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank monitors the creditworthiness of its standby letters of credit based on an evaluation of the member. In addition, standby letters of credit are fully collateralized from the time of issuance. The Bank has established parameters for the measurement, review, classification, and monitoring of credit risk related to these standby letters of credit that result in an internal credit rating, which focuses primarily on an institution’s overall financial health and takes into account the quality of assets, earnings, and capital position. In general, borrowers categorized into the highest risk rating category have more restrictions on the types of collateral that they may use to secure standby letters of credit, may be required to maintain higher collateral maintenance levels and deliver loan collateral, and may face more stringent collateral reporting requirements. Based on the Bank’s credit analyses and collateral requirements, the Bank does not deem it necessary to record any additional liability on the Statements of Condition for these commitments as of December 31, 2021 or 2020.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Restricted Retained Earnings. The Joint Capital Enhancement Agreement, as amended (Capital Agreement), provides that each FHLBank will, on a quarterly basis, allocate 20 percent of its net income to a separate restricted retained earnings account until the balance of that account, calculated as of the last day of each calendar quarter, equals at least one percent of that FHLBank’s average balance of outstanding consolidated obligations for the calendar quarter. Additionally, the Capital Agreement provides that amounts in restricted retained earnings in excess of 150 percent of the Bank’s restricted retained earnings minimum (i.e., one percent of the Bank’s average balance of outstanding consolidated obligations calculated as of the last day of each calendar quarter) may be release from restricted retained earnings. Restricted retained earnings are not available to pay dividends and are presented separately on the Statement of Condition.

Finance Agency and Office of Finance Expenses. The Finance Agency allocates the FHLBanks’ portion of its expenses and working capital fund among the FHLBanks based on the ratio between each FHLBank’s minimum required regulatory capital and the aggregate minimum required regulatory capital of every FHLBank. Each FHLBank’s proportionate share of the Office of Finance’s operating and capital expenditures is calculated using a formula that is (1) two-thirds based upon each FHLBank’s share of total consolidated obligations outstanding, and (2) one-third based upon an equal pro rata allocation.

Affordable Housing Program. The FHLBank Act requires each FHLBank to establish and fund an AHP that provides subsidies to members to assist in the purchase, construction, or rehabilitation of housing for very low and low-to-moderate-income households. The Bank charges the required funding for AHP against earnings and establishes a corresponding liability. The Bank issues AHP advances at interest rates below the customary interest rate for non-subsidized advances. A discount on the AHP advance and charge against the AHP liability is recorded for the present value of the variation in the cash flow caused by the difference in the interest rate between the AHP advance rate and the Bank’s related cost of funds for comparable maturity funding. As an alternative, the Bank has the authority to make the AHP subsidy available to members as a grant. The discount on AHP advances is accreted to interest income on advances using the contractual interest method over the life of the advance.

Note 3—Recently Issued But Not Yet Adopted Accounting Standards

There are no recently issued but not yet adopted accounting standards which may have an impact on the Bank’s financial statements. Additionally, the Bank did not elect to apply certain optional expedients prescribed by existing accounting guidance that are applicable and remain available in 2022.

Accounting Standard Update (ASU)

Description

Effective Date

Effect on Financial Statements or Other Significant Matters

Note 4—Cash and Due from Banks

The Bank maintains a collected cash balance with a commercial bank, which is a member, in return for certain services, and the average collected cash balance was $8 and $11 for the years ended December 31, 2021 and 2020, respectively. There are no legal restrictions regarding the withdrawal of these funds.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Note 5—Investments in Debt Securities

Trading Securities

Major Security Types. The following table presents trading securities.


	As of December 31,
	2021		2020
U.S. Treasury obligations	$	—	$	1,500
Government-sponsored enterprises debt obligations	—		62

Total	$	—	$	1,562

The following table presents net (losses) gains on trading securities.


	For the Years Ended December 31,
	2021		2020		2019
Net gains on trading securities held at year end	$	—	$	4	$	3
Net losses on trading securities that were sold or matured during the year	(1)		—		—
Net (losses) gains on trading securities	$	(1)	$	4	$	3

Available-for-sale Securities

During 2020, the Bank sold all of its available-for-sale private-label mortgage-backed securities (MBS). Proceeds from the sale of the available-for-sale private-label MBS totaled $726 which resulted in a net realized gain of $82 determined by the specific identification method. There were no sales during 2021 and 2019.

Major Security Type. The following table presents information on U.S. Treasury obligations that are classified as available-for-sale. The Bank did not have any securities classified as available-for-sale as of December 31, 2020.


	Amortized Cost (1)		Gross Unrealized Gains (2)		Gross Unrealized Losses		Estimated Fair Value
As of December 31, 2021	$	2,648	$	—	$	(9)	$	2,639

____________

(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable that was not material as of December 31, 2021.

(2) Amounts are not material.

The following table presents U.S. Treasury obligations that are classified as available-for-sale securities with unrealized losses. The unrealized losses are aggregated by the length of time that the individual securities have been in a continuous unrealized loss position.


	Less than 12 Months
	Estimated Fair Value		Gross Unrealized Losses
As of December 31, 2021	$	1,589	$	(9)

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following table presents the amortized cost and estimated fair value of available-for-sale securities by contractual maturity.


	As of December 31, 2021
	Amortized Cost (1)		Estimated Fair Value
Due after one year through five years	$	2,648	$	2,639

____________

(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable of that was not material as of December 31, 2021.

Interest-rate Payment Terms. The following table presents interest-rate payment terms for investment securities classified as available-for-sale securities.


	As of December 31, 2021

Fixed-rate	$	1,598
Variable-rate	1,050
Total amortized cost	$	2,648

____________

(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable that was not material as of December 31, 2021.

Held-to-maturity Securities

During 2020, for strategic, economic and operational reasons, the Bank sold all of its held-to-maturity private-label MBS. The amortized cost of the held-to-maturity private-label MBS sold was $192. Proceeds from the sale of the held-to-maturity private-label MBS totaled $195, which resulted in a net realized gain of $3 determined by the specific identification method. For each of the held-to-maturity securities which were sold, the Bank had previously collected at least 85 percent of the principal outstanding at the time of acquisition due to prepayments or scheduled prepayments over the term of the security. As such, the sales were considered maturities for purposes of security classification. There were no sales of held-to-maturity securities during 2021 and 2019.

Major Security Types. The following table presents held-to-maturity securities.


	As of December 31,
	2021								2020
	Amortized Cost (1)		Gross Unrealized Gains		Gross Unrealized Losses		Estimated Fair Value		Amortized Cost (1)		Gross Unrealized Gains		Gross Unrealized Losses		Estimated Fair Value
State or local housing agency debt obligations	$	1	$	—	$	—	$	1	$	1	$	—	$	—	$	1
Government-sponsored enterprises debt obligations	1,450		6		(6)		1,450		2,245		6		—		2,251
Mortgage-backed securities:
U.S. agency obligations-guaranteed residential	221		—		(3)		218		295		2		—		297
Government-sponsored enterprises residential	4,927		43		(9)		4,961		7,283		62		(6)		7,339
Government-sponsored enterprises commercial	8,475		19		(25)		8,469		10,580		31		(10)		10,601
Total	$	15,074	$	68	$	(43)	$	15,099	$	20,404	$	101	$	(16)	$	20,489

____________

(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Redemption Terms. The following table presents the amortized cost and estimated fair value of held-to-maturity securities by contractual maturity. MBS are not presented by contractual maturity because their actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.


	As of December 31,
	2021				2020
	Amortized Cost (1)		Estimated Fair Value		Amortized Cost (1)		Estimated Fair Value
Non-mortgage-backed securities:
Due in one year or less	$	435	$	435	$	245	$	245
Due after one year through five years	856		853		1,740		1,742
Due after five years through 10 years	100		101		201		204
Due after 10 years	60		62		60		61
Total non-mortgage-backed securities	1,451		1,451		2,246		2,252
Mortgage-backed securities	13,623		13,648		18,158		18,237
Total	$	15,074	$	15,099	$	20,404	$	20,489

____________

(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

Interest-rate Payment Terms. The following table presents interest-rate payment terms for investment securities classified as held-to-maturity.


	As of December 31,
	2021		2020
Non-mortgage-backed securities:
Fixed-rate	$	551	$	1,101
Variable-rate	900		1,145
Total non-mortgage-backed securities	1,451		2,246

Mortgage-backed securities:
Fixed-rate	1,888		2,526
Variable-rate	11,735		15,632
Total mortgage-backed securities	13,623		18,158
Total amortized cost (1)	$	15,074	$	20,404

____________

(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

For information related to the Bank’s credit risk on investments in debt securities and allowance for credit losses, see Note 2—Summary of Significant Accounting Policies.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Note 6—Advances

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 20 years, where the interest rates reset periodically at a fixed spread to Secured Overnight Financing Rate (SOFR) or other specified indices.

Redemption Terms. The following table presents the Bank’s advances outstanding by redemption terms.


	As of December 31,
	2021		2020

Due in one year or less	$	21,819	$	23,326
Due after one year through two years	3,247		3,803
Due after two years through three years	2,236		3,347
Due after three years through four years	3,145		2,643
Due after four years through five years	3,047		3,657
Due after five years	11,433		13,867
Total par value	44,927		50,643
Deferred prepayment fees	(70)		(55)
Discount on AHP advances	(2)		(3)
Discount on EDGE advances	(1)		(1)
Hedging adjustments	561		1,584

Total (1)	$	45,415	$	52,168

___________

(1) Carrying amounts exclude accrued interest receivable of $50 and $77 as of December 31, 2021 and 2020, respectively.

The Bank offers callable advances to members that may be prepaid on prescribed dates (call dates) without incurring prepayment or termination fees. The Bank also offers prepayable advances, which are variable-rate advances that may be contractually prepaid by the borrower on specified dates without incurring prepayment or termination fees. Other advances may be prepaid only by paying a fee to the Bank, so the Bank is financially indifferent to the prepayment of the advance. The Bank had callable and prepayable advances outstanding of $1,755 and $1,800 as of December 31, 2021 and 2020, respectively.

The following table presents advances by year of contractual maturity or next call date for callable advances.


	As of December 31,
	2021		2020

Due or callable in one year or less	$	23,564	$	25,106
Due or callable after one year through two years	2,927		3,768
Due or callable after two years through three years	1,976		3,027
Due or callable after three years through four years	3,125		2,383
Due or callable after four years through five years	2,177		3,637
Due or callable after five years	11,158		12,722
Total par value	$	44,927	$	50,643

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Convertible advances offered by the Bank allow the Bank to convert the fixed-rate advance to a variable-rate advance at the current market rate on certain specified dates. The Bank had convertible advances outstanding of $5,307 and $5,316 as of December 31, 2021 and 2020, respectively. The following table presents advances by year of contractual maturity or, for convertible advances, next conversion date.


	As of December 31,
	2021		2020

Due or convertible in one year or less	$	27,082	$	28,258
Due or convertible after one year through two years	3,271		4,142
Due or convertible after two years through three years	2,215		3,321
Due or convertible after three years through four years	3,137		2,612
Due or convertible after four years through five years	2,976		3,620
Due or convertible after five years	6,246		8,690
Total par value	$	44,927	$	50,643

Interest-rate Payment Terms. The following table presents interest-rate payment terms for advances.


	As of December 31,
	2021		2020
Fixed-rate:
Due in one year or less	$	14,715	$	15,304
Due after one year	20,391		24,620
Total fixed-rate	35,106		39,924
Variable-rate:
Due in one year or less	7,104		8,022
Due after one year	2,717		2,697
Total variable-rate	9,821		10,719
Total par value	$	44,927	$	50,643

Advance Concentrations. The Bank’s advances are concentrated in commercial banks, savings institutions, and credit unions and further is concentrated in certain larger borrowing relationships. The concentration of the Bank’s advances to its 10 largest borrowers was $32,076 and $36,259 as of December 31, 2021 and 2020, respectively. This concentration represented 71.4 percent and 71.6 percent of the total par value of advances outstanding as of December 31, 2021 and 2020, respectively.

For information related to the Bank’s credit risk on advances and allowance for credit losses, see Note 2 —Summary of Significant Accounting Policies.

Note 7—Mortgage Loans Held for Portfolio

The Bank purchased fixed-rate residential mortgage loans directly from PFIs, who service and credit enhance the residential mortgage loans that they sold to the Bank. The Bank ceased purchasing these loans directly from PFIs in 2008. The Bank may also acquire fixed-rate residential mortgage loans through participation in eligible mortgage loans purchased from other FHLBanks.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following table presents information on mortgage loans held for portfolio by contractual maturity at the time of purchase.


	As of December 31,
	2021		2020
Medium-term (15 years or less)	$	2	$	3
Long-term (greater than 15 years)	148		216

Total unpaid principal balance	150		219
Premiums	—		1
Discounts	(1)		(1)
Total mortgage loans held for portfolio (1)	149		219
Allowance for credit losses on mortgage loans	—		(1)
Mortgage loans held for portfolio, net	$	149	$	218

____________

(1) Exclude accrued interest receivable of $1 as of December 31, 2021 and 2020.

The following table presents the unpaid principal balance of mortgage loans held for portfolio by collateral or guarantee type.


	As of December 31,
	2021		2020
Conventional mortgage loans	$	137	$	203
Government-guaranteed or insured mortgage loans	13		16
Total unpaid principal balance	$	150	$	219

The following table presents the activity in the allowance for credit losses related to conventional residential mortgage loans.


	For the Years Ended December 31,
	2021		2020		2019
Balance, beginning of year	$	1	$	1	$	1
Reversal of provision for credit losses	(1)		—		—


Balance, end of year	$	—	$	1	$	1

Payment status is a key credit quality indicator for conventional mortgage loans and allows the Bank to monitor borrower performance. Other delinquency statistics include, nonaccrual loans and loans in process of foreclosure. The following tables present the payment status for conventional mortgage loans.


	As of December 31, 2021
	Origination Year
	2017(2)		Prior to 2017		Total
Payment status, at amortized cost:(1)
Past due 30-59 days	$	—	$	2	$	2
Past due 60-89 days	—		1		1
Past due 90 days or more	—		7		7
Total past due mortgage loans	—		10		10
Current mortgage loans	—		126		126
Total conventional mortgage loans	$	—	$	136	$	136

____________

(1) Amortized cost excludes accrued interest receivable of $1 as of December 31, 2021.

(2) Mortgage loans originated in 2017 had a current payment status and the amounts are not material.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)


	As of December 31, 2020
	Origination Year
	2017 and 2016		Prior to 2016		Total
Payment status, at amortized cost:(1)
Past due 30-59 days	$	—	$	6	$	6
Past due 60-89 days	—		2		2
Past due 90 days or more	1		11		12
Total past due mortgage loans	1		19		20
Current mortgage loans	42		141		183
Total conventional mortgage loans	$	43	$	160	$	203

____________

(1) Amortized cost excludes accrued interest receivable of $1 as of December 31, 2020.

The following tables present the other delinquency statistics for all mortgage loans.


	As of December 31, 2021
	Conventional Residential Mortgage Loans			Government-guaranteed or Insured Residential Mortgage Loans			Total
Other delinquency statistics, at amortized cost:
In process of foreclosure (1)	$	—		$	—		$	—
Seriously delinquent rate (2)	4.70		%	6.26		%	4.83		%
Past due 90 days or more and still accruing interest (3)	$	—		$	1		$	1
Mortgage loans on nonaccrual status (4)	$	6		$	—		$	6

____________

(1) Includes mortgage loans where the decision of foreclosure or similar alternative, such as a pursuit of deed-in-lieu, has been reported. The amounts were not

material.

(2) Mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total mortgage loan portfolio segment.

(3) Mortgage loans insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs.

(4) As of December 31, 2021, none of conventional mortgage loans on nonaccrual status had an associated allowance for credit losses because these loans were either previously charged off to the expected recoverable value and/or the fair value of the underlying collateral, including any credit enhancements, is greater than the amortized cost of the loans.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)


	As of December 31, 2020
	Conventional Residential Mortgage Loans			Government-guaranteed or Insured Residential Mortgage Loans			Total
Other delinquency statistics, at recorded investment:
In process of foreclosure (1)	$	—		$	—		$	—
Seriously delinquent rate (2)	6.03		%	8.10		%	6.18		%
Past due 90 days or more and still accruing interest (3)	$	—		$	1		$	1
Mortgage loans on nonaccrual status (4)	$	12		$	—		$	12

____________

(1) Includes mortgage loans where the decision of foreclosure or similar alternative, such as a pursuit of deed-in-lieu, has been reported. The amounts were not

material.

(2) Mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total mortgage loan portfolio segment.

(3) Mortgage loans insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs.

(4) As of December 31, 2020, none of conventional mortgage loans on nonaccrual status had an associated allowance for credit losses because these loans were either previously charged off to the expected recoverable value and/or the fair value of the underlying collateral, including any credit enhancements, is greater than the amortized cost of the loans.

The Bank’s servicers granted a forbearance period to eligible borrowers who have requested forbearance based on COVID-19 related difficulties regardless of the status of the loan at the time of the request. The Bank continues to apply its accounting policy for past due loans and charge-offs to loans during the forbearance period unless there is a legal modification made to update the terms of the mortgage loan contract. The accrual status for loans under forbearance will be driven by the past due status of the loan.

The following table presents payment status for conventional residential mortgage loans in a forbearance plan as a result of COVID-19.


	As of December 31,
	2021		2020
Past due 30-59 days	$	—	$	1
Past due 60-89 days	—		1
Past due 90 days or more(1)	2		9
Total past due mortgage loans	2		11
Current mortgage loans	—		6
Total unpaid principal balance(2)	$	2	$	17

____________

(1) Represents mortgage loans on nonaccrual payment status.

(2) Represents 1.42 percent and 7.60 percent of the Bank’s mortgage loans held for portfolio as of December 31, 2021 and 2020, respectively.

Excluding loans subject to forbearance under the CARES Act, a troubled debt restructuring is considered to have occurred when a concession that would not have been considered otherwise is granted to a borrower for economic or legal reasons related to the borrower’s financial difficulties. The Bank has granted a concession when it does not expect to collect all amounts due under the original contract as a result of the restructuring. In the event the Bank grants a concession, the borrower’s monthly payment is restructured for a period of up to 36 months to try to achieve a target housing expense ratio of not more than 31.0 percent of their qualifying income. To restructure the loan, the outstanding principal balance is first re-amortized to reflect a principal and interest payment for a term not to exceed 40 years. This results in a balloon payment at the original maturity date of the loan as the maturity date and number of remaining monthly payments are not adjusted. If the 31.0 percent housing expense ratio is not achieved through re-amortization, the interest rate is reduced below the original note rate in 0.125 percent increments to a floor rate of 3.00 percent until the target 31.0 percent housing expense ratio is met. These reductions in principal and interest payments are for the temporary payment modification period of up to 36 months. Additionally, a conventional residential mortgage loan in which the borrower filed for Chapter 7 bankruptcy and the bankruptcy court discharged the borrower’s obligation to the Bank, is considered a troubled debt restructuring. Troubled debt restructurings are

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

evaluated individually for impairment. The amortized cost of mortgage loans classified as TDRs was $5 and $6 as of December 31, 2021 and 2020, respectively.

Section 4013 of the CARES Act provides temporary relief from the accounting and reporting requirements for TDRs for certain loan modifications related to COVID-19. Specifically, the CARES Act provides that a qualifying financial institution may elect to suspend (1) the requirements under U.S. GAAP for certain loan modifications that would otherwise be categorized as a TDR, and (2) any determination that such loan modifications would be considered a TDR, including the related impairment for accounting purposes. Section 4013 of the CARES Act applies to any modification related to an economic hardship as a result of the COVID-19 pandemic, including an interest rate modification, a repayment plan, or any similar arrangement that defers or delays payment of principal or interest, that occurs during the period beginning on March 1, 2020 and ending on the earlier of December 31, 2020 or the date that is 60 days after the declaration of the national emergency related to the COVID-19 pandemic ends for a loan that was not more than 30 days past due as of December 31, 2019. On December 27, 2020, the Consolidated Appropriations Act, 2021, was signed into law, extending the applicable period to the earlier of January 1, 2022, or 60 days following the termination of the national emergency declared on March 13, 2020. The Bank has elected to suspend TDR accounting for eligible modifications under Section 4013 of the CARES Act, such modifications were not material as of December 31, 2021.

Note 8—Consolidated Obligations

Consolidated obligations, consisting of consolidated obligation bonds and discount notes, are the joint and several obligations of the FHLBanks and are backed only by the financial resources of the FHLBanks.

The Bank is primarily liable for its portion of consolidated obligations (i.e., those issued on its behalf) and also is jointly and severally liable with the other 10 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 obligation, whether or not the consolidated obligation represents a primary liability of such FHLBank. Although it has never occurred, to the extent that an FHLBank makes any payment on a consolidated obligation on behalf of another FHLBank that is primarily liable for such consolidated obligation, Finance Agency regulations provide that the paying FHLBank is entitled to reimbursement from the noncomplying FHLBank for any payments made on its behalf and any other associated costs (including interest to be determined by the Finance Agency). However, if the Finance Agency determines that the noncomplying FHLBank is unable to satisfy its repayment obligations, the Finance Agency may allocate the outstanding liabilities of the noncomplying 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 value of the FHLBanks’ outstanding consolidated obligations, including consolidated obligations issued by the Bank, was $652,862 and $746,772 as of December 31, 2021 and 2020, respectively.

Regulations require each FHLBank to maintain, in the aggregate, unpledged qualifying assets equal to that FHLBank’s consolidated obligations outstanding. Qualifying assets are defined as cash; secured advances; obligations of or fully guaranteed by the United States; mortgages guaranteed or insured by the United States or its agencies; participations, mortgages, or other securities of or issued by certain government-sponsored enterprises; and such securities as fiduciary and trust funds may invest in under the laws of the state in which the FHLBank is located. The Bank held unpledged qualifying assets of $78,321 and $91,760 as of December 31, 2021 and 2020, respectively, compared to a book value of $71,692 and $84,764 in consolidated obligations as of December 31, 2021 and 2020, respectively.

General Terms. Consolidated obligations are issued with either fixed- or variable-rate coupon payment terms and may use a variety of indices for interest-rate resets including the SOFR and others. To meet the expected specific needs of certain investors in consolidated obligations, both fixed- and variable-rate consolidated obligation bonds may contain certain features, which may result in complex coupon payment terms and call options. When such consolidated obligations are issued, the Bank generally enters into derivatives containing offsetting features that, in effect, convert the terms of the consolidated obligation bond to those of a simple variable-rate consolidated obligation bond.

These consolidated obligations, beyond having fixed-rate or simple variable-rate coupon payment terms, may also have the following broad term regarding either principal repayment or coupon payment terms:

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Optional Principal Redemption Consolidated Obligation Bonds (callable bonds) that the Bank may redeem in whole or in part at its discretion on predetermined call dates according to the terms of the consolidated obligation bond offerings.

With respect to interest payments, consolidated obligation bonds may have the following term in addition to fixed-rate and simple variable-rate payment terms:

Step-up/down Consolidated Obligation Bonds have coupons at fixed rates for specified intervals over the lives of the consolidated obligation bonds. At the end of each specified interval, the coupon rate increases (or decreases) or steps up (or steps down). These consolidated obligation bond issues generally contain call provisions enabling the bonds to be called at the Bank’s discretion.

Interest-rate Payment Terms. The following table presents the Bank’s consolidated obligation bonds by interest-rate payment type.


	As of December 31,
	2021		2020
Simple variable-rate	$	16,400	$	52,935
Fixed-rate	27,751		6,322
Step up/down	2,295		75


Total par value	$	46,446	$	59,332

Redemption Terms. The following table presents the Bank’s participation in consolidated obligation bonds outstanding by year of contractual maturity.


	As of December 31,
	2021			2020
	Amount		Weighted- average Interest Rate (%)	Amount		Weighted- average Interest Rate (%)
Due in one year or less	$	16,640	0.16	$	43,788	0.24
Due after one year through two years	2,110		0.55	11,205		0.25
Due after two years through three years	10,700		0.81	340		2.05
Due after three years through four years	4,720		0.67	1,719		2.33
Due after four years through five years	7,829		0.94	1,090		0.50
Due after five years	4,447		1.76	1,190		3.76
Total par value	46,446		0.67	59,332		0.40
Premiums	10			11
Discounts	(17)			(20)
Hedging adjustments	(253)			56
Total	$	46,186		$	59,379

The following table presents the Bank’s consolidated obligation bonds outstanding by call feature.


	As of December 31,
	2021		2020
Noncallable	$	22,053	$	59,247
Callable	24,393		85
Total par value	$	46,446	$	59,332

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following table presents the Bank’s consolidated obligation bonds outstanding, by year of contractual maturity, or for callable consolidated obligation bonds, by next call date.


	As of December 31,
	2021		2020
Due or callable in one year or less	$	40,712	$	43,873
Due or callable after one year through two years	1,778		11,205
Due or callable after two years through three years	1,674		315
Due or callable after three years through four years	1,090		1,659
Due or callable after four years through five years	3		1,090
Due or callable after five years	1,189		1,190
Total par value	$	46,446	$	59,332

Consolidated Obligation Discount Notes. Consolidated obligation discount notes are issued to raise short-term funds and have original contractual maturities of up to one year. These consolidated obligation discount notes are issued at less than their face amounts and redeemed at par value when they mature.

The following table presents the Bank’s participation in consolidated obligation discount notes.


	Book Value		Par Value		Weighted-average Interest Rate (%)
As of December 31, 2021	$	25,506	$	25,507	0.04
As of December 31, 2020	$	25,385	$	25,389	0.11

Note 9—Affordable Housing Program

Affordable Housing Program. Annually, each FHLBank must set aside 10 percent of its income subject to assessment for the AHP, or such additional prorated sums as may be required so that the aggregate annual contribution of the FHLBanks is not less than $100. For purposes of the AHP calculation, each FHLBank’s income subject to assessment is defined as the individual FHLBank’s net income before assessments, plus interest expense related to mandatorily redeemable capital stock. The Bank accrues this expense monthly based on its income subject to assessment. The Bank reduces the AHP liability as members use subsidies.

If the Bank experienced a net loss during a quarter but had income subject to assessment in subsequent quarters, it would be required to contribute additional amounts to meet its calculated annual obligation based on the Bank’s year-to-date income subject to assessment. If the Bank experienced a net loss for a full year, the Bank would have no obligation to the AHP for the year since each FHLBank’s required annual AHP contribution is limited to its annual income subject to assessment. If the aggregate of 10 percent of income subject to assessment for all FHLBanks was less than $100, each FHLBank would be required to contribute additional amounts so that the aggregate contribution of the FHLBanks equals the required $100. Each FHLBanks’ prorated contribution would be determined based on its income in relation to the income of all FHLBanks for the previous year. There was no shortfall in the years ended December 31, 2021, 2020, or 2019. If an FHLBank finds that its required contributions are contributing to the financial instability of that FHLBank, it may apply to the Finance Agency for a temporary suspension of its contributions. No FHLBank made such an application in the years ended December 31, 2021, 2020, or 2019. The Bank had outstanding principal in AHP-related advances of $12 and $16 as of December 31, 2021 and 2020, respectively.

The following table presents a rollforward of the Bank’s AHP liability.


	For the Years Ended December 31,
	2021		2020		2019
Balance, beginning of year	$	82	$	89	$	85
AHP assessment	15		28		41
Subsidy usage, net	(36)		(35)		(37)
Balance, end of year	$	61	$	82	$	89

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Note 10—Capital and Mandatorily Redeemable Capital Stock

Partial recovery of prior capital distribution to Financing Corporation. The Competitive Equality Banking Act of 1987 was enacted in August 1987, which, among other things, provided for the recapitalization of the Federal Savings and Loan Insurance Corporation through a newly-chartered entity, the Financing Corporation (FICO). The capitalization of FICO was provided by capital distributions from the FHLBanks to FICO in exchange for FICO nonvoting capital stock. Capital distributions were made by the FHLBanks in 1987, 1988, and 1989 that aggregated to $680. Upon passage of Financial Institutions Reform, Recovery and Enforcement Act of 1989, the FHLBanks’ previous investment in capital stock of FICO was determined to be non-redeemable and the FHLBanks charged-off their prior capital distributions to FICO directly against retained earnings.

Upon the dissolution of FICO which ultimately concluded in July 2020, FICO determined that excess funds aggregating to $200 were available for distribution to its stockholders, the FHLBanks. Specifically, the Bank’s partial recovery of prior capital distribution was $29 which was determined based on its share of the $680 originally contributed. This distribution of funds was received by the Bank in June 2020. The FHLBanks treated the receipt of these funds as a return of the FHLBanks’ investment in FICO capital stock, and therefore as a partial recovery of the prior capital distributions made by the FHLBanks to FICO in 1987, 1988, and 1989. These funds have been credited to unrestricted retained earnings.

Capital. The Bank is subject to the following three regulatory capital requirements under its capital plan, the FHLBank Act, and Finance Agency regulations.

Risk-Based Capital. The Bank must maintain, at all times, permanent capital in an amount at least equal to the sum of its credit risk capital requirement, its market risk capital requirement, and its operational risk capital requirement, calculated in accordance with the rules and regulations of the Finance Agency. Permanent capital is defined by the FHLBank Act and regulations as the sum of retained earnings and the amounts paid-in for Class B stock. Only permanent capital satisfies the risk-based capital requirement. The Finance Agency may require the Bank to maintain a greater amount of permanent capital than is required by the risk-based capital requirement as defined.

Total Regulatory Capital. The FHLBank Act requires the Bank to maintain total regulatory capital in an amount equal to at least four percent of total assets at all times. Total regulatory capital is defined as the sum of permanent capital, the amounts paid-in for Class A stock (if any), the amount of the Bank’s general allowance for losses (if any), and the amount of any other instruments identified in the capital plan and approved by the Finance Agency. The Bank has not issued any Class A stock, has no general allowance for losses, and has no other instruments identified in the capital plan and approved by the Finance Agency; therefore, the Bank’s total regulatory capital is equal to its permanent capital as of December 31, 2021 and 2020. Total regulatory capital does not include accumulated other comprehensive income but does include mandatorily redeemable capital stock.

Leverage Capital. The FHLBank Act requires the Bank to maintain leverage capital in an amount equal to at least five percent of total assets at all times. Leverage capital is defined as the sum of permanent capital weighted 1.5 times and all other components of total capital. Although mandatorily redeemable capital stock is not included in capital for financial reporting purposes, such outstanding stock is considered capital for determining compliance with these regulatory capital requirements.

The following table presents the Bank’s compliance with the Finance Agency’s regulatory capital rules and requirements.


	As of December 31,
	2021						2020
	Required			Actual			Required			Actual
Risk-based capital	$	814		$	4,612		$	1,496		$	5,276
Total regulatory capital ratio	4.00		%	5.86		%	4.00		%	5.72		%
Total regulatory capital	$	3,150		$	4,612		$	3,692		$	5,276
Leverage capital ratio	5.00		%	8.79		%	5.00		%	8.58		%
Leverage capital	$	3,937		$	6,918		$	4,615		$	7,914

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The Bank’ Capital Plan provides for three subclasses of Class B stock, as follows:

•shares of subclass B1 capital stock are issued to meet the membership stock requirement under the capital plan;

•shares of subclass B2 capital stock are issued to meet the advances activity-based stock requirement under the capital plan; and

•shares of subclass B3 capital stock are issued to meet the standby letters of credit activity-based stock requirement under the capital plan.

Each subclass of Class B stock is issued, redeemed, and repurchased at a par value of $100 per share. Member shares cannot be purchased or sold except between the Bank and its members at $100 per share par value. The minimum stock requirement for each member is the sum of the membership stock requirement and the activity-based stock requirements. The capital plan permits the Bank’s board of directors to set the membership and activity-based stock requirements within a range as set forth in the capital plan. Activity-based stock held by a member is that amount of subclass B2 or B3 capital stock that the member is required to own for as long as certain transactions between the Bank and the member remain outstanding. The manner in which the activity-based stock requirement is determined under the capital plan is set forth below.

Subclass B1 capital stock. As of December 31, 2021, the membership stock requirement was an amount of subclass B1 capital stock equal to 0.05 percent (five basis points) of the member’s total assets as of December 31, 2020, subject to a cap of $16.2. The membership stock requirement is recalculated using the member’s total assets as of the preceding calendar year-end at least annually by March 31.

Subclass B2 capital stock. As of December 31, 2021, the activity-based stock requirement was an amount of subclass B2 capital stock equal to the sum of the following:

•3.75 percent of the member’s outstanding par value of advances; and

•8.00 percent of any outstanding targeted debt or equity investments (such as multifamily residential mortgage loan assets) sold by the member to the Bank on or after December 17, 2004, although there were not any of these investments outstanding at December 31, 2021.

The advances activity-based stock requirement also may include a percentage of any outstanding balance of acquired member assets (such as residential mortgage loan assets) although this percentage was set at zero as of December 31, 2021 and 2020.

Subclass B3 capital stock. Under the Capital Plan, members will be required to maintain an investment in subclass B3 capital stock in an amount equal to 0.10 percent (10 basis points) of members’ outstanding standby letters of credit. As of December 31, 2021, the standby letters of credit activity-based stock requirement was not yet in effect. The effective date of the standby letters of credit requirement is expected to be March 18, 2022.

The FHLBank Act and Finance Agency regulations require that the minimum stock requirement for members must be sufficient to enable the Bank to meet its minimum regulatory capital requirement. Therefore, from time to time, the Bank’s board of directors may adjust the membership stock requirement and the activity-based stock requirement within specified ranges set forth in the capital plan. Any adjustment outside the ranges would require an amendment to the capital plan and Finance Agency approval. Each member is required to comply promptly with any adjustment to the minimum stock requirement. The FHLBank Act provides that the Bank may repurchase, at its sole discretion, any member’s capital stock investment that exceeds the required minimum amount (excess capital stock). Under certain circumstances, Finance Agency regulations limit the ability of the Bank to create member excess stock. The Bank may not pay dividends in the form of capital stock or issue excess capital stock to any member if the Bank’s excess capital stock exceeds one percent of its total assets or if the issuance of excess capital stock would cause the Bank’s excess capital stock to exceed one percent of its total assets. As of December 31, 2021 and 2020, the Bank’s excess capital stock did not exceed one percent of its total assets.

A member may redeem its excess Class B capital stock at par value payable in cash five years after providing written notice to the Bank. The Bank, at its option, may repurchase a member’s excess capital stock before expiration of the five-year notice period. The Bank’s authority to redeem or repurchase capital stock is subject to a number of limitations.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Under Finance Agency regulations, the Bank’s board of directors may, but is not required to, declare and pay non-cumulative dividends in cash or capital stock from unrestricted retained earnings and current earnings. All shares of capital stock share in any dividend without preference. Dividends are computed on the average daily balance of capital stock outstanding during the relevant time period. The Bank may not pay a dividend if the Bank is not in compliance with any of its regulatory capital requirements or if a payment would cause the Bank to fail to meet any of its regulatory capital requirements.

The Bank declares and pays any dividends only after net income is calculated for the preceding quarter. The following table presents the Bank’s declared and paid quarterly cash dividends in 2021, 2020, and 2019.


	2021			2020			2019
	Amount		Annualized Rate (%)	Amount		Annualized Rate (%)	Amount		Annualized Rate (%)
First quarter	$	30	3.72	$	76	5.93	$	85	6.47
Second quarter	27		3.69	70		5.53	81		6.54
Third quarter	23		3.67	58		4.35	82		6.36
Fourth quarter	23		3.70	35		4.00	76		6.05
Total	$	103	3.70	$	239	5.03	$	324	6.36

The following table presents the activity in mandatorily redeemable capital stock.


	For the Year Ended December 31, 2021
	2021		2020		2019
Balance, beginning of year	$	—	$	1	$	1
Net reclassification from capital during the year	27		22		21
Repurchase/redemption of mandatorily redeemable capital stock	(26)		(23)		(21)
Balance, end of year	$	1	$	—	$	1

As of December 31, 2021, the Bank’s outstanding mandatorily redeemable capital stock consisted of B1 membership stock and B2 activity-based stock. The Bank is not required to redeem activity-based stock until the later of the expiration of the redemption period, which is five years after notification is received, or until the activity no longer remains outstanding.

The following table presents the amount of mandatorily redeemable capital stock by year of redemption. The year of redemption in the table is the end of the five-year redemption period, or with respect to activity-based stock, the later of the expiration of the five-year redemption period or the activity’s maturity date.


	As of December 31,
	2021		2020
Due in one year or less	$	1	$	—

A member may cancel or revoke its written notice of redemption or its notice of withdrawal from membership at any time prior to the end of the five-year redemption period, subject to payment of a cancellation fee as set forth in the capital plan. If a member cancels its written notice of redemption or notice of withdrawal, the Bank will reclassify mandatorily redeemable capital stock from a liability to capital.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Note 11—Accumulated Other Comprehensive Loss

The following table presents the components comprising accumulated other comprehensive loss.


	Net Unrealized Gains (Losses) on Available-for-sale Securities		Noncredit Portion of Other-than- temporary Impairment Losses on Available-for- sale Securities		Pension and Postretirement Benefits		Total Accumulated Other Comprehensive Loss
Balance, December 31, 2018	$	—	$	72	$	(21)	$	51
Other comprehensive income before reclassifications:

Net change in fair value	—		(44)		—		(44)
Actuarial loss	—		—		(4)		(4)
Reclassification from accumulated other comprehensive income to net income:
Noncredit other-than-temporary impairment losses	—		13		—		13


Amortization of pension and postretirement (1)	—		—		6		6
Net current period other comprehensive (loss) income	—		(31)		2		(29)
Balance, December 31, 2019	—		41		(19)		22
Other comprehensive income before reclassifications:

Adoption of ASU 2016-13 as amended	41		(41)		—		—
Net unrealized gains on available-for-sale securities	41		—		—		41

Actuarial loss	—		—		(2)		(2)

Reclassification from accumulated other comprehensive income to net income:

Net realized gains from sale of available-for-sale securities	(82)		—		—		(82)
Amortization of pension and postretirement (1)			—		5		5
Net current period other comprehensive (loss) income	—		(41)		3		(38)
Balance, December 31, 2020	—		—		(16)		(16)
Other comprehensive income before reclassifications:

Net unrealized losses on available-for-sale securities	(9)		—		—		(9)
Actuarial loss	—		—		(3)		(3)

Reclassification from accumulated other comprehensive loss to net income:

Amortization of pension and postretirement (1)	—		—		12		12
Net current period other comprehensive (loss) income	(9)		—		9		—
Balance, December 31, 2021	$	(9)	$	—	$	(7)	$	(16)

____________

(1) Included in Noninterest expense - Other on the Statements of Income.

Note 12—Pension and Postretirement Benefit Plans

The Bank participates in the Pentegra Defined Benefit Plan for Financial Institutions (Pentegra Plan), a tax-qualified defined-benefit pension plan. The Pentegra Plan is treated as a multiemployer plan for accounting purposes but operates as a multiple-employer plan under the Employee Retirement Income Security Act of 1974 (ERISA) and the Internal Revenue Code. As a result, certain multiemployer plan disclosures are not applicable to the Pentegra Plan. Under the Pentegra Plan, contributions made by a participating employer may be used to provide benefits to employees of other participating employers because assets contributed by an employer are not segregated in a separate account or restricted to provide benefits only to employees of that employer. Also, in the event a participating employer is unable to meet its contribution requirements, the required contributions for the other participating employers could increase proportionately. The Pentegra Plan covers substantially all officers and employees of the Bank hired before March 1, 2011.

The Pentegra Plan operates on a fiscal year from July 1 through June 30. The Pentegra Plan files one Form 5500 on behalf of all employers who participate in the plan. The Employer Identification Number is 13-5645888, and the three-digit plan number is 333. There are no collective bargaining agreements in place at the Bank.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The Pentegra Plan’s annual valuation process includes separately calculating the plan’s funded status and the funded status of each participating employer. The funded status is defined as the fair value of assets divided by the funding target (100 percent of the present value of all benefit liabilities accrued at that date). As permitted by ERISA, the Pentegra Plan accepts contributions for the prior plan year up to eight and a half months after the asset valuation date. As a result, the fair value of assets at the valuation date (July 1) will increase by any subsequent contributions designated for the immediately preceding plan year ended June 30.

The most recent Form 5500 available for the Pentegra Plan is for the year ended June 30, 2020. The contributions made by the Bank during 2021 were not more than five percent of the total contributions for the Pentegra Plan year ended June 30, 2020, and contributions made during 2020 were more than five percent of the total contributions for the Pentegra Plan year ended June 30, 2019.

The following table presents information on the net pension costs and funded status of the Pentegra Plan.


	2021			2020			2019
Net pension cost charged to compensation and benefit expense for the year ended December 31	$	7		$	31		$	11
Pentegra Plan funded status as of July 1(1)	129.62		%	108.50		%	108.62		%
Bank’s funded status as of July 1	157.71		%	130.19		%	119.41		%

____________

(1) The Pentegra Plan’s funded status as of July 1 is preliminary and may increase because the plan’s participants are permitted to make contributions through March 15 of the following year (i.e. through March 15, 2022 for the plan year ended June 30, 2021 and through March 15, 2021 for the plan year ended June 30, 2020). Contributions made before the March 15th deadline may be credited to the plan for the plan year ended June 30 of the previous year and included in the final valuation as of July 1 of the year the plan ended. The final funded status as of July 1 will not be available until the Form 5500 for the plan year July 1 through June 30 is filed. Form 5500 is due to be filed no later than April 2023 for the plan year July 1, 2021 through June 30, 2022 and April 2022 for the plan year July 1, 2020 through June 30, 2021. Form 5500 was filed in April 2021 for the plan year July 1, 2019 through June 30, 2020.

The Bank also participates in a qualified defined contribution plan. The Bank’s contribution to this plan is equal to a percentage of voluntary contributions, subject to certain limitations, plus contributions for all employees hired on or after March 1, 2011. The Bank contributed $3 to this plan during each of the years ended December 31, 2021, 2020, and 2019.

The Bank offers a supplemental nonqualified defined contribution retirement plan to eligible executives. The Bank’s contribution to this plan is equal to a percentage of voluntary contributions. The Bank contributions to this plan were not material during each of the years ended December 31, 2021, 2020, and 2019.

In addition, the Bank maintains a nonqualified deferred compensation plan, available to Bank directors and officers at the senior vice president level and above, which is, in substance, an unfunded supplemental savings plan. The plan’s liability consists of the accumulated compensation deferrals and accrued earnings on those deferrals. The Bank’s minimum obligation from this plan was $6 as of December 31, 2021 and 2020. Operating expense includes deferred compensation and accrued earnings that were not material for the year ended December 31, 2021 and $1 and $2 for the years ended December 31, 2020 and 2019, respectively.

Table of Contents

FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The Bank offers a supplemental nonqualified defined benefit pension plan to eligible executives and a postretirement health benefit plan to eligible retirees. There are no funded plan assets that have been designated to provide supplemental retirement plan or postretirement health benefits.

Amounts recognized in other liabilities (funded status) on the Statements of Condition for the Bank’s supplemental defined benefit pension plan and postretirement health benefit plan was $30 and $64 as of December 31, 2021 and 2020, respectively. The net periodic benefit costs recognized in “Compensation and benefits” on the Statements of Income for the Bank’s supplemental defined benefit pension plan and postretirement health benefit plan was $1 for the years ended December 31, 2021 and 2020 and $2 for the year ended December 31, 2019. The amount recognized in other comprehensive income (loss) related to pension and postretirement benefit plans on the Statements of Comprehensive Income for the Bank’s supplemental defined benefit pension plan and postretirement health benefit plan was income of $9, $3, and $2 for the years ended December 31, 2021, 2020, and 2019, respectively.

The financial amounts related to the Bank’s supplemental nonqualified defined benefit pension plan and postretirement health benefit plan are not material to the Bank’s financial condition or results of operations.

100

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Note 13—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 on its interest-bearing liabilities that finance these assets. 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 that it is willing to accept. In addition, the Bank monitors the risk to its interest income, net interest margin, and average maturity of its interest-earning assets and funding sources. The goal of the Bank’s interest-rate risk management strategies is not to eliminate interest-rate risk, but to manage it within appropriate limits.

The Bank enters into derivatives to manage the interest-rate risk exposure that is inherent in its otherwise unhedged assets and funding sources, to achieve the Bank’s risk management objectives, and to act as an intermediary between its members and counterparties. Finance Agency regulations and the Bank’s risk management policy prohibit the trading or speculative use of these derivative instruments and limit credit risk arising from these instruments. The use of derivatives is an integral part of the Bank’s financial management strategy.

The most common ways in which the Bank uses derivatives are to:

•reduce the interest-rate sensitivity and repricing gaps of assets and liabilities;

•mitigate the adverse earnings effects from the shortening or lengthening of certain assets (e.g., mortgage assets) and liabilities;

•protect the value of existing asset or liability positions;

•manage embedded options in assets and liabilities; and

•achieve overall asset/liability management objectives.

Application of Derivatives

General. The Bank designates derivative instruments in the following three ways: (1) as a fair value hedge of an underlying financial instrument or a firm commitment; (2) as an intermediary transaction; or (3) as a non-qualifying hedge for purposes of asset or liability management.

The Bank reevaluates its hedging strategies from time to time and may change the hedging techniques it uses or adopt new strategies.

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’s over-the-counter derivatives transactions may either be (1) uncleared derivatives, which are executed bilaterally with a counterparty; or (2) cleared derivatives, which are cleared through a Futures Commission Merchant (clearing agent) with a Derivatives Clearing Organization (Clearinghouse).

Once a derivatives transaction has been accepted for clearing by a Clearinghouse, the derivatives transaction is novated, and the executing counterparty is replaced with the Clearinghouse as the counterparty. The Bank is not a derivatives dealer and does not trade derivatives for short-term profit.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The Bank uses derivatives when they are considered to be the most cost-effective alternative to achieve the Bank’s long-term financial and risk management objectives. Accordingly, the Bank may enter into derivatives that do not qualify for hedge accounting (non-qualifying hedges).

Types of Derivatives

The Bank may use the following types of derivatives to reduce funding costs and to manage its exposure to interest-rate risks inherent in the normal course of business.

Interest-Rate Swaps. An interest-rate swap is an agreement between two entities to exchange cash flows in the future. The agreement sets the dates on which the cash flows will be exchanged and the manner in which the cash flows will be calculated. One of the simplest forms of an interest-rate swap involves the promise by one party to pay cash flows equivalent to the interest on a notional principal amount at a predetermined fixed rate for a given period of time. In return for this promise, this party receives cash flows equivalent to the interest on the same notional principal amount at a variable rate for the same period of time. The variable rate received or paid by the Bank in most derivative transaction agreements is SOFR, LIBOR or the overnight indexed swap rate.

Swaptions. A swaption is an option on a swap that gives the buyer the right to enter into a specified interest-rate swap at a certain time in the future. When used as a hedge, a swaption can protect the Bank against future interest rate changes when it is planning to lend or borrow funds in the future. The Bank may enter into both payer swaptions and receiver swaptions. A payer swaption is the option to make fixed interest payments at a later date, and a receiver swaption is the option to receive fixed interest payments at a later date.

Interest-Rate Cap and Floor Agreements. In an interest-rate cap agreement, a cash flow is generated if the price or rate of an underlying variable rises above a certain threshold (or cap) price. In an interest-rate floor agreement, a cash flow is generated if the price or rate of an underlying variable falls below a certain threshold (or floor) price. Caps may be used in conjunction with liabilities, and floors may be used in conjunction with assets. Caps and floors are designed to protect against the interest rate on a variable-rate asset or liability rising above or falling below a certain level.

Types of Hedged Items

At inception, the Bank documents all relationships between derivatives designated as hedging instruments and hedged items, its risk management objectives and strategies for undertaking various hedge transactions, and its method of assessing effectiveness. This process includes linking all derivatives that are designated as fair value hedges to (1) assets and liabilities on the Statements of Condition; or (2) firm commitments. The Bank also formally assesses (both at the hedge’s inception and at least quarterly on an ongoing basis) whether the derivatives that it uses in hedging relationships have been effective in offsetting changes in the fair value of hedged items attributable to the hedged risk and whether those derivatives may be expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.

Consolidated Obligations. While consolidated obligations are the joint and several obligations of the FHLBanks, each FHLBank has consolidated obligations for which it is the primary obligor. The Bank enters into derivatives to hedge the interest-rate risk associated with its specific debt issuances in conjunction with the associated interest-rate risk on advances. The Bank manages the risk arising from changing market prices and volatility of a consolidated obligation by matching the cash inflow on the derivative with the cash outflow on the consolidated obligation. For instance, in a typical transaction, fixed-rate consolidated obligations are issued for the Bank, and the Bank simultaneously enters into a matching derivative in which the counterparty pays fixed cash flows to the Bank designed to mirror cash outflows that the Bank pays on the consolidated obligation in timing and amount. The Bank pays a variable cash flow that closely matches the interest payments it receives on short-term or variable-rate advances. These transactions are typically treated as fair-value hedges. This intermediation between the capital and swap markets permits the Bank to raise funds at lower costs than otherwise would be available through the issuance of simple fixed-rate consolidated obligations in the capital markets.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Advances. The Bank offers a variety of advance structures to meet members’ funding needs. These advances may have maturities of up to 30 years with variable or fixed rates and may include early termination features or options. The Bank may use derivatives to adjust the repricing and/or options characteristics of advances in order to more closely match the characteristics of the Bank’s funding liabilities. In general, whenever a member executes a fixed- or a variable-rate advance with embedded options, the Bank simultaneously will execute a derivative with terms that offset the terms and embedded options in the advance. For example, the Bank may hedge a fixed-rate advance with an interest-rate swap in which the Bank pays a fixed-rate coupon and receives a variable-rate coupon, effectively converting the fixed-rate advance to a variable-rate advance. This type of hedge is typically treated as a fair-value hedge.

Mortgage Assets. The Bank has invested in mortgage assets. The prepayment options embedded in mortgage assets may shorten or lengthen the expected repayment of these investments, depending on changes in estimated prepayment speeds. The Bank manages the interest-rate and prepayment risk associated with mortgages through a combination of debt issuance and derivatives. The Bank issues both callable and non-callable debt to achieve cash flow patterns and liability durations similar to those expected on the mortgage loans. The Bank may use derivatives to match the expected prepayment characteristics of the mortgages.

Options (interest-rate caps, interest-rate floors and/or options) also may be used to hedge prepayment risk on the mortgages. Many options are not identified to specific mortgages and therefore, do not receive fair-value or cash-flow hedge accounting treatment. The Bank also may purchase interest-rate caps and floors, swaptions, callable swaps, calls, and puts to minimize the prepayment risk embedded in the mortgage loans. Although these derivatives are valid non-qualifying hedges against the prepayment risk of the loans, they do not receive either fair-value or cash-flow hedge accounting. These derivatives are marked-to-market through earnings.

Firm Commitments. Certain mortgage loan purchase commitments are considered derivatives. Mortgage purchase commitments are recorded on the balance sheet at fair value, with changes in fair value recognized in current-period earnings. When the mortgage purchase commitment derivative settles, the current fair value of the commitment is included with the basis of the mortgage loan and amortized accordingly.

The Bank also may enter into a fair value hedge of a firm commitment for a forward starting advance through the use of an interest-rate swap. In this case, the swap functions as the hedging instrument for both the firm commitment and the subsequent advance. The basis movement associated with the firm commitment is recorded as a basis adjustment of the advance at the time the commitment is terminated and the advance is issued. The basis adjustment is then amortized into interest income over the life of the advance using the level-yield method.

Investments. The Bank invests in MBS, U.S. agency obligations, certificates of deposit, and the taxable portion of state or local housing finance agency obligations. The interest-rate and prepayment risk associated with these investment securities are managed through a combination of debt issuance and derivatives. The Bank may manage the prepayment and interest-rate risks by funding investment securities with consolidated obligations that have call features, by hedging the prepayment risk with caps or floors, or by adjusting the duration of the securities by using derivatives to modify the cash flows of the securities. Investment securities may be classified as trading, available-for-sale, or held-to-maturity.

The Bank also may manage the risk arising from changing market prices and volatility of investment securities classified as trading by entering into derivatives (non-qualifying hedges) that offset the changes in fair value of these securities.

Financial Statement Effect and Additional Financial Information

Derivative Notional Amounts. The notional amount of derivatives serves as a factor in determining periodic interest payments or cash flows received and paid. However, the notional amount of derivatives represents neither the actual amounts exchanged nor the overall exposure of the Bank to credit and market risk; the overall risk is much smaller. The risks of derivatives can be measured meaningfully on a portfolio basis that takes into account the counterparties, the types of derivatives, the items being hedged, and any offsets between the derivatives and the items being hedged.

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FEDERAL HOME LOAN BANK OF ATLANTA

NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following table presents the notional amount, fair value of derivative instruments, and total derivative assets and liabilities. Total derivative assets and liabilities include the effect of netting adjustments and cash collateral. For purposes of this disclosure, the derivative values include the fair value of derivatives and the related accrued interest.


	As of December 31,
	2021						2020
	Notional Amount of Derivatives		Derivative Assets		Derivative Liabilities		Notional Amount of Derivatives		Derivative Assets		Derivative Liabilities
Derivatives in hedging relationships:
Interest-rate swaps (1)	$	46,340	$	2	$	453	$	28,001	$	5	$	502
Derivatives not designated as hedging instruments:
Interest-rate swaps (1)	64		1		1		121		1		1

Interest-rate caps or floors	4,000		1		1		7,000		1		1

Total derivatives not designated as hedging instruments	4,064		2		2		7,121		2		2
Total derivatives before netting and collateral adjustments	$	50,404	4		455		$	35,122	7		504
Netting adjustments and cash collateral (2)			327		(433)				384		(493)
Derivative assets and derivative liabilities			$	331	$	22			$	391	$	11

___________

(1)Includes variation margin for daily settled contracts of $300 and $1,065 as of December 31, 2021 and 2020, respectively.

(2) 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 agents and/or counterparty. Cash collateral posted, including accrued interest, was $759 and $878 as of December 31, 2021 and 2020, respectively. Cash collateral received, including accrued interest, was $0 as of December 31, 2021 and 2020.

The following tables present the net gains (losses) on fair value hedging relationships.


	For the Year Ended December 31, 2021
	Interest Income (Expense)
	Advances		Consolidated Obligation Bonds
Total interest income (expense) recorded in the Statements of Income	$	306	$	(155)
Changes in fair value:
Hedged items	$	(905)	$	309
Derivatives	1,030		(317)
Net changes in fair value	125		(8)
Net interest settlements on derivatives (1) (2)	(331)		113
Amortization/accretion of active hedging relationships	(99)		—


Other	(19)		—

Total net interest income effect from fair value hedging relationships	$	(324)	$	105

____________

(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.

(2) Excludes the interest income/expense of the respective hedged items.

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)


	For the Year Ended December 31, 2020
	Advances		Consolidated Obligation Bonds		Consolidated Obligation Discount Notes
Total interest income (expense) recorded in the Statements of Income	$	870	$	(582)	$	(357)
Changes in fair value:
Hedged items (2)	$	922	$	(18)	$	—
Derivatives	(886)		20		—
Net changes in fair value	36		2		—
Net interest settlements on derivatives (1) (2)	(341)		41		39
Amortization/accretion of active hedging relationships	(56)		(2)		—
Other	(4)		—		—
Total net interest income effect from fair value hedging relationships	$	(365)	$	41	$	39

____________

(2) Excludes the interest income/expense of the respective hedged items.


	For the Year Ended December 31, 2019
	Advances		Consolidated Obligation Bonds
Total interest income (expense) recorded in the Statements of Income	$	2,451	$	(1,808)
Changes in fair value:
Hedged items (2)	$	693	$	(176)
Derivatives	(682)		174
Net changes in fair value	11		(2)
Net interest settlements on derivatives (1) (2)	$	21	$	(32)
Amortization/accretion of active hedging relationships	(28)		—
Other	—		(1)
Total net interest income effect from fair value hedging relationships	$	4	$	(35)

____________

(2) Excludes the interest income/expense of the respective hedged items.

The following tables present the total basis adjustments on hedged items designated as fair value hedges and the related amortized cost of the hedged items.


	As of December 31, 2021
Line Item in Statement of Conditions of Hedged Item	Amortized Cost of Hedged Asset or Liability (1)		Basis Adjustments for Active Hedging Relationships Included in Amortized Cost		Basis Adjustments for Discontinued Hedging Relationships included in Amortized Cost		Total Amount of Fair Value Hedging Basis Adjustments
Advances	$	21,293	$	492	$	69	$	561
Consolidated obligations:
Bonds	25,256		(252)		(1)		(253)

____________

(1) Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)


	As of December 31, 2020
Line Item in Statement of Conditions of Hedged Item	Amortized Cost of Hedged Asset or Liability (1)		Basis Adjustments for Active Hedging Relationships Included in Amortized Cost		Basis Adjustments for Discontinued Hedging Relationships included in Amortized Cost		Total Amount of Fair Value Hedging Basis Adjustments
Advances	$	25,380	$	1,529	$	55	$	1,584
Consolidated obligations:
Bonds	1,555		56		—		56
Discount notes	1,122		—		—		—

____________

(1) Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.

The following table presents net gains (losses) on derivatives recorded in noninterest income on the Statements of Income.


	For the Years Ended December 31,
	2021		2020		2019
Derivatives not designated as hedging instruments:
Interest-rate swaps	$	1	$	(4)	$	(3)
Interest-rate caps or floors	—		—		(1)
Net interest settlements	—		(2)		—


Net gains (losses) on derivatives	$	1	$	(6)	$	(4)

Managing Credit Risk on Derivatives

The Bank is subject to credit risk to its derivative transactions due to the risk of nonperformance by counterparties and manages this 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 uncleared derivatives, the degree of credit risk depends on the extent to which master netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on all uncleared derivatives. Additionally, collateral related to derivatives with member institutions includes collateral assigned to the Bank, as evidenced by a written security agreement, and held by the member institution for the benefit of the Bank.

Certain of the Bank’s uncleared derivative instruments contain provisions that require the Bank to post additional collateral with its counterparties if there is deterioration in the Bank’s credit rating. If the Bank’s credit rating is lowered by a NRSRO, the Bank may be required to deliver additional collateral on uncleared derivative instruments in net liability positions. The aggregate fair value of all uncleared derivative instruments with credit-risk-related contingent features that were in a net liability position (before cash collateral and related accrued interest) as of December 31, 2021 was $5, for which the Bank was not required to post collateral as of December 31, 2021. The aggregate fair value of additional assets that would be required to be posted as collateral if the credit-risk-related contingent features were triggered as of December 31, 2021 was not material.

For cleared derivatives, the Clearinghouse is the Bank’s counterparty. The Clearinghouse notifies the clearing agent of the required initial and variation margin, and the clearing agent notifies the Bank. The Bank utilizes two Clearinghouses for all cleared derivative transactions, CME Clearing and LCH Ltd. At both Clearinghouses, variation margin is characterized as daily settlement payments, and initial margin is considered cash collateral. Because the Bank is required to post initial and variation margin through the clearing agent to the Clearinghouse, it exposes the Bank to institutional credit risk if the clearing agent or the Clearinghouse fails to meet its obligations. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties, and collateral/payments is posted daily through a clearing agent for changes in the fair 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 Clearinghouse 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 Clearinghouse.

The Bank presents derivative instruments and the related cash collateral that is received or pledged, plus the associated accrued interest, on a net basis by clearing agent and/or by counterparty when it has met the netting requirements.

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following table presents the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.


	As of December 31,
	2021				2020
	Derivative Assets		Derivative Liabilities		Derivative Assets		Derivative Liabilities
Gross recognized amount:
Uncleared derivatives	$	4	$	451	$	6	$	493
Cleared derivatives	—		4		1		11
Total gross recognized amount	4		455		7		504
Gross amounts of netting adjustments and cash collateral:
Uncleared derivatives	(3)		(429)		(2)		(482)
Cleared derivatives	330		(4)		386		(11)
Total gross amounts of netting adjustments and cash collateral:	327		(433)		384		(493)
Net amounts after netting adjustments and cash collateral:
Uncleared derivatives	1		22		4		11
Cleared derivatives	330		—		387		—
Total net amounts after netting adjustments and cash collateral	331		22		391		11
Non-cash collateral received or pledged not offset- cannot be sold or repledged: (1)
Uncleared derivatives	—		—		1		—
Cleared derivatives	—		—		—		—
Total cannot be sold or repledged (1)	—		—		1		—
Net unsecured amounts: (1)
Uncleared derivatives	1		22		3		11
Cleared derivatives	330		—		387		—
Total net unsecured amount (1)	$	331	$	22	$	390	$	11

____________

(1)The Bank had net credit exposure of $0 and $3 as of December 31, 2021 and 2020, respectively, due to instances where the Bank’s pledged collateral to a counterparty exceeded the Bank’s net derivative liability position.

Note 14—Estimated Fair Values

The Bank records trading securities, available-for-sale securities, derivative assets and liabilities, and grantor trust assets (publicly-traded mutual funds) at estimated fair value on a recurring basis. Fair value is defined under GAAP as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The transaction to sell the asset or transfer the liability is a hypothetical transaction at the measurement date, considered from the perspective of a market participant that holds the asset or owes the liability. In general, the transaction price will equal the exit price and therefore, represents the fair value of the asset or liability at initial recognition. In determining whether a transaction price represents the fair value of the asset or liability at initial recognition, each reporting entity is required to consider factors specific to the transaction, the asset or liability, the principal or most advantageous market for the asset or liability, and market participants with whom the entity would transact in the market.

A fair value hierarchy is used to prioritize the inputs of valuation techniques used to measure fair value. The inputs are evaluated, and an overall level for the fair value measurement is determined. This overall level is an indication of how market-observable the fair value measurement is and defines the level of disclosure. In order to determine the fair value or the exit price, entities must determine the unit of account, highest and best use, principal market, and market participants. These determinations allow the reporting entity to define the inputs for fair value and level of hierarchy.

Outlined below is the application of the “fair value hierarchy” to the Bank’s financial assets and liabilities that are carried at fair value or disclosed in the notes to the financial statements.

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Level 1 - inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets. An active market for the asset or liability is a market in which the transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis. The Bank carried grantor trust assets at fair value hierarchy Level 1 as of December 31, 2021 and 2020.

Level 2 - inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument. The Bank carried available-for-sale securities and derivatives at fair value hierarchy Level 2 as of December 31, 2021. The Bank carried trading securities and derivatives at fair value hierarchy Level 2 as of December 31, 2020.

Level 3 - inputs to the valuation methodology are unobservable and significant to the fair value measurement. Unobservable inputs are supported by limited market activity and reflect the entity’s own assumptions. The Bank did not carry any financial assets or liabilities, measured on a recurring basis, at fair value Level 3 as of December 31, 2021 and 2020.

The Bank utilizes valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs.

For financial instruments carried at fair value, the Bank reviews the fair value hierarchy classification of financial assets and liabilities on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities within the fair value hierarchy. There were no such transfers during the periods presented.

Estimated Fair Value Measurements on a Recurring Basis. The following tables present, for each fair value hierarchy level, the Bank’s financial assets and liabilities that are measured at fair value on a recurring basis on its Statements of Condition.


	As of December 31, 2021
	Fair Value Measurements Using				Netting Adjustments and Cash Collateral (1)
	Level 1		Level 2					Total
Assets:





Available-for-sale securities - U.S. Treasury obligations	$	—	$	2,639		$	—	$	2,639

Derivative assets - Interest-rate related	—		4			327		331


Grantor trust (included in Other assets)	35		—			—		35
Total assets at fair value	$	35	$	2,643		$	327	$	3,005
Liabilities:
Derivatives liabilities - Interest-rate related	$	—	$	455		$	(433)	$	22

____________

(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 agents and/or counterparty.


	As of December 31, 2020
	Fair Value Measurements Using				Netting Adjustments and Cash Collateral (1)
	Level 1		Level 2					Total
Assets:
Trading securities:
U.S. Treasury Obligations	$	—	$	1,500		$	—	$	1,500
Government-sponsored enterprises debt obligations	—		62			—		62

Total trading securities	—		1,562			—		1,562


Derivative assets - Interest-rate related	—		7			384		391
Grantor trust (included in Other assets)	74		—			—		74
Total assets at fair value	$	74	$	1,569		$	384	$	2,027
Liabilities:
Derivative liabilities - Interest-rate related	$	—	$	504		$	(493)	$	11

____________

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

Described below are the Bank’s fair value measurement methodologies for financial assets and liabilities that are measured at fair value on a recurring or nonrecurring basis on the Statements of Condition and categorized by level within the fair value hierarchy.

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

The Bank periodically conducts reviews of its pricing vendors to confirm and further augment its understanding of the vendors’ pricing processes, methodologies, and control procedures for U.S. agency MBS.

The Bank’s valuation technique for estimating the fair value of its investment securities 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 “resultant” price. All 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 resultant price. Alternatively, if the analysis does not provide evidence that an outlier is more representative of the fair value, and the resultant price is the best estimate, then the resultant 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 resultant price, and the final price is determined by an evaluation of all outlier prices as described above.

Multiple third-party vendor prices were received for a majority of the Bank’s investment securities holdings, and the final prices for those securities were computed by averaging the prices received as of December 31, 2021 and 2020. Based on the Bank’s review of the pricing methods and controls employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or the Bank’s additional analysis in those instances in which there were outliers or significant yield variances), the Bank believes that its 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.

Derivative assets and liabilities. The Bank calculates the fair values of interest-rate related derivatives using a discounted cash flow analysis which utilizes market-observable inputs. The significant assumptions used in this model are based on management’s best estimate of discount rates, market indices, and market volatility. The inputs for interest-rate related derivatives uses the SOFR swap curve for the discounting of cleared derivatives and the Overnight Index Swap curve for the discounting of collateralized derivatives.

Derivative instruments are transacted primarily in the institutional dealer market and priced with observable market assumptions at a mid-market valuation point. The Bank does not provide a credit valuation adjustment based on aggregate exposure by derivative counterparty when measuring the fair value of its derivatives. This is because the collateral provisions pertaining to the Bank’s derivatives should obviate the need to provide such a credit valuation adjustment. The fair values of the Bank’s derivatives take into consideration the effects of legally enforceable master netting agreements, where applicable, that allow the Bank to settle positive and negative positions and offset cash collateral with the same counterparty on a net basis.

The following estimated fair value amounts have been determined by the Bank using available market information and the Bank’s best judgment of appropriate valuation methods. These estimates are based on pertinent information available to the Bank as of December 31, 2021 and 2020. Although the Bank uses its best judgment in estimating the fair values of these financial instruments, there are inherent limitations in any estimation technique or valuation methodology. For example, because an active secondary market does not exist for a portion of the Bank’s financial instruments, in certain cases, fair values

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

are not subject to precise quantification or verification and may change as economic and market factors and evaluation of those factors change. Therefore, these estimated fair values are not necessarily indicative of 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 value. The fair value tables presented below do not represent an estimate of the overall fair value of the Bank as a going concern, which would take into account future business opportunities and the net profitability of assets versus liabilities.


	As of December 31, 2021
			Estimated Fair Value
	Carrying Value		Total		Level 1		Level 2		Netting Adjustments and Cash Collateral (1)
Assets:
Cash and due from banks	$	879	$	879	$	879	$	—	$	—
Interest-bearing deposits	688		688		—		688		—
Securities purchased under agreements to resell	7,000		7,000		—		7,000		—
Federal funds sold	6,420		6,420		—		6,420		—

Available-for-sale securities	2,639		2,639		—		2,639		—
Held-to-maturity securities	15,074		15,099		—		15,099		—
Advances	45,415		45,635		—		45,635		—
Mortgage loans held for portfolio, net	149		161		—		161		—

Accrued interest receivable	57		57		—		57		—
Derivative assets	331		331		—		4		327
Grantor trust assets (included in Other assets)	35		35		35		—		—
Liabilities:
Interest-bearing deposits	2,054		2,054		—		2,054		—
Consolidated obligations, net:
Discount notes	25,506		25,506		—		25,506		—
Bonds	46,186		46,338		—		46,338		—
Mandatorily redeemable capital stock	1		1		1		—		—
Accrued interest payable	72		72		—		72		—
Derivative liabilities	22		22		—		455		(433)

____________

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)


	As of December 31, 2020
			Estimated Fair Value
	Carrying Value		Total		Level 1		Level 2		Netting Adjustments and Cash Collateral (1)
Assets:
Cash and due from banks	$	2,905	$	2,905	$	2,905	$	—	$	—
Interest-bearing deposits	1,644		1,644		—		1,644		—
Securities purchased under agreements to resell	9,500		9,500		—		9,500		—
Federal funds sold	3,270		3,270		—		3,270		—
Trading securities	1,562		1,562		—		1,562		—

Held-to-maturity securities	20,404		20,489		—		20,489		—
Advances	52,168		52,610		—		52,610		—
Mortgage loans held for portfolio, net	218		234		—		234		—

Accrued interest receivable	88		88		—		88		—
Derivative assets	391		391		—		7		384
Grantor trust assets (included in Other assets)	74		74		74		—		—
Liabilities:
Interest-bearing deposits	1,998		1,998		—		1,998		—
Consolidated obligations, net:
Discount notes	25,385		25,387		—		25,387		—
Bonds	59,379		59,835		—		59,835		—

Accrued interest payable	45		45		—		45		—
Derivative liabilities	11		11		—		504		(493)

____________

(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 agents and/or counterparty.

Note 15—Commitments and Contingencies

Consolidated obligations are backed only by the financial resources of the FHLBanks. At any time, the Finance Agency may require any FHLBank to make principal or interest payments due on any consolidated obligation, whether or not the primary obligor FHLBank has defaulted on the payment of that obligation. No FHLBank has ever had to assume or pay the consolidated obligation of another FHLBank.

The par value of the other FHLBanks’ outstanding consolidated obligations for which the Bank is jointly and severally liable was $580,909 and $662,051 as of December 31, 2021 and 2020, respectively, exclusive of the Bank’s own outstanding consolidated obligations. None of the other FHLBanks defaulted on their consolidated obligations, the Finance Agency was not required to allocate any obligation among the FHLBanks, and no amount of the joint and several obligation was fixed as of December 31, 2021 and 2020. Accordingly, the Bank has not recognized a liability for its joint and several obligation related to the other FHLBanks’ consolidated obligations as of December 31, 2021 and 2020.

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

The following table presents the Bank’s outstanding commitments, which represent off-balance sheet obligations.


	As of December 31,
	2021						2020
	Expire Within One Year		Expire After One Year		Total		Expire Within One Year		Expire After One Year		Total
Standby letters of credit (1)	$	3,757	$	3,914	$	7,671	$	9,287	$	6,754	$	16,041
Commitments to fund additional advances	96		38		134		10		107		117
Unsettled consolidated obligation bonds, at par (2)	80		—		80		1		—		1

____________

(1)“Expire Within One Year” includes 19 standby letters of credit for a total of $15 and 15 standby letters of credit for a total of $19 as of December 31, 2021 and 2020, respectively, which have no stated maturity date and are subject to renewal on an annual basis.

(2)Expiration is based on settlement period rather than underlying contractual maturity of consolidated obligations.

The Bank issues standby letters of credit on behalf of its members to support certain obligations of the members to third-party beneficiaries. Standby letters of credit may be offered to assist members and non-member housing associates in facilitating residential housing finance, community lending, and asset-liability management, and to provide liquidity. In particular, members often use standby letters of credit as collateral for deposits from federal and state government agencies. Standby letters of credit are executed for members for a fee. If the Bank is required to make a payment for a beneficiary's draw, the member either reimburses the Bank for the amount drawn or, subject to the Bank's discretion, the amount drawn may be converted into a collateralized advance to the member and will require a corresponding activity-based capital stock purchase. However, standby letters of credit usually expire without being drawn upon.

The carrying value of the guarantees related to standby letters of credit is recorded in “Other liabilities” on the Statements of Condition and amounted to $16 and $30 as of December 31, 2021 and 2020, respectively.

The Bank’s operating expenses include net rental costs of $1 for each of the years ended December 31, 2021, 2020, and 2019. Lease agreements for Bank premises generally provide for increases in the basic rentals resulting from increases in property taxes and maintenance expenses. Such increases are not expected to have a material effect on the Bank’s results of operations.

The Bank is subject to legal proceedings arising in the normal course of business. After consultation with legal counsel, management does not anticipate, as of the date of the financial statements, that the ultimate liability, if any, arising out of these matters will have a material effect on the Bank’s financial condition or results of operations.

Note 16—Transactions with Shareholders

The Bank is a cooperative whose member institutions own substantially all of the capital stock of the Bank. Former members and certain non-members, which own the Bank’s capital stock as a result of a merger or acquisition of a member of the Bank, own the remaining capital stock to support business transactions still carried on the Bank’s Statements of Condition. All holders of the Bank’s capital stock receive dividends on their investments, to the extent declared by the Bank’s board of directors. All advances are issued to members and eligible housing associates under the FHLBank Act, and mortgage loans held for portfolio were purchased from members. The Bank also maintains demand deposit accounts primarily to facilitate settlement activities that are related directly to advances and mortgage loans purchased. Transactions with any member that has an officer or director who is also a director of the Bank are subject to the same Bank policies as transactions with other members.

Related Parties. In accordance with GAAP, financial statements are required to disclose material related-party transactions other than compensation arrangements, expense allowances, or other similar items that occur in the ordinary course of business. Under GAAP, related parties include owners of more than 10 percent of the voting interests of the Bank. Due to limits on member voting rights under the FHLBank Act and Finance Agency regulations, no member owned more than 10 percent of the total voting interests. Therefore, the Bank had no such related party transactions required to be disclosed for the periods presented.

Shareholder Concentrations. The Bank considers shareholder concentration as members or non-members with regulatory capital stock outstanding in excess of 10 percent of the Bank’s total regulatory capital stock. The following tables present

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NOTES TO FINANCIAL STATEMENTS

(Dollars in millions, except per share amounts)

transactions with shareholders whose holdings of regulatory capital stock exceed 10 percent of total regulatory capital stock outstanding.


	As of December 31, 2021
	Regulatory Capital Stock Outstanding		Percent of Total Regulatory Capital Stock Outstanding	Par Value of Advances		Percent of Total Par Value of Advances	Interest-bearing Deposits		Percent of Total Interest-bearing Deposits
Bank of America, National Association	$	298	12.49	$	7,506	16.71	$	—	0.02
TIAA, FSB	277		11.61	6,946		15.46	1		0.05


	As of December 31, 2020
	Regulatory Capital Stock Outstanding		Percent of Total Regulatory Capital Stock Outstanding	Par Value of Advances		Percent of Total Par Value of Advances	Interest-bearing Deposits		Percent of Total Interest-bearing Deposits
TIAA, FSB	$	337	10.94	$	7,571	14.95	$	1	0.07
Bank of America, National Association	334		10.85	7,507		14.82	—		0.01

Note 17—Transactions with Other FHLBanks

The Bank’s activities with other FHLBanks are summarized below.

Loans to and Borrowings from Other FHLBanks. Occasionally, the Bank loans short-term funds to or borrows short-term funds from the other FHLBanks. There were no outstanding loans to or borrowings from the other FHLBanks as of December 31, 2021 and 2020. Interest income on loans to and interest expense on borrowings from the other FHLBanks were not material during each of the years ended December 31, 2021, 2020, and 2019.

The following table presents the cash flow activities for loans to and borrowings from other FHLBanks.


	For the Years Ended December 31,
	2021		2020		2019
Investing activities:
Loans to other FHLBanks	$	(780)	$	(500)	$	(2,600)
Principal collected on loans to other FHLBanks	780		500		3,100
Net change in loans to other FHLBanks	$	—	$	—	$	500

Financing activities:
Proceeds from short-term borrowings from other FHLBanks	$	25	$	—	$	2,078
Payments of short-term borrowings from other FHLBanks	(25)		—		(2,078)
Net change in borrowings from other FHLBanks	$	—	$	—	$	—

Mortgage Loan Purchases of Participation Interests from Other FHLBanks. In December 2016, the Bank agreed to purchase a 90 percent participating interest in a $100 master commitment of certain newly acquired mortgage loans from the FHLBank Indianapolis. The Bank’s outstanding balance related to these mortgage loans was $25 and $43 as of December 31, 2021 and 2020, respectively.

Note 18— Subsequent Events

On January 28, 2022, the Bank’s board of directors approved a fourth quarter 2021 cash dividend at an annualized rate of 3.70% percent. The Bank paid the fourth quarter 2021 dividend on February 2, 2022, in the amount of $22.

On January 28, 2022, the Bank’s board of directors approved an adjustment to the membership stock requirement cap from $16.20 to $15. It is expected that the amendment will be effective March 18, 2022. The Bank cannot estimate the impact of this change at this time.

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Item 9. Changes in and Disagreements With Accountants on Accounting and Financial Disclosure.

None.

Item 9A. Controls and Procedures.

Disclosure Controls and Procedures

The Bank’s President and Chief Executive Officer and the Bank’s Executive Vice President and Chief Financial Officer (Certifying Officers) are responsible for establishing and maintaining a system of disclosure controls and procedures designed to ensure that information required to be disclosed by the Bank in the reports filed or submitted under the Exchange Act, is recorded, processed, summarized, and reported within the time periods specified in SEC rules and forms. Disclosure controls and procedures include, without limitation, controls and procedures designed to ensure that information required to be disclosed by the Bank in the reports that it files or submits under the Exchange Act is accumulated and communicated to the issuer’s management, including its Certifying Officers, as appropriate, to allow timely decisions regarding required disclosure.

As of December 31, 2021, the Bank’s management, with the participation of the Certifying Officers, has evaluated the effectiveness of the design and operation of its disclosure controls and procedures. Based on that evaluation, the Certifying Officers have concluded that the Bank’s disclosure controls and procedures (as defined in Rules 13a-15(a) and 15d-15(e) under the Exchange Act) were effective to provide reasonable assurance that information required to be disclosed by the Bank in the reports that it files or submits under the Exchange Act (1) is accumulated and communicated to the Bank’s management, including the Certifying Officers, as appropriate, to allow timely decisions regarding required disclosure; and (2) is recorded, processed, summarized, and reported within the time periods specified in the SEC rules and forms.

In designing and evaluating the Bank’s disclosure controls and procedures, the Bank’s Certifying Officers recognize that any controls and procedures, no matter how well designed and operated, can provide only reasonable assurance of achieving the desired control objectives.

Management’s Report on Internal Control Over Financial Reporting

The Bank’s management is responsible for establishing and maintaining adequate internal control over financial reporting for the Bank, as defined in Rule 13a-15(f) under the Exchange Act. The Bank’s management assessed the effectiveness of the Bank’s internal control over financial reporting as of December 31, 2021. In making this assessment, the Bank’s management utilized the criteria set forth by COSO in Internal Control-Integrated Framework (2013). Based upon that evaluation, management has concluded that the Bank’s internal control over financial reporting was effective as of December 31, 2021.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions or that the degree of compliance with the policies or procedures may deteriorate. The effectiveness of the Bank’s internal control over financial reporting as of December 31, 2021, has been audited by PricewaterhouseCoopers LLP (PwC), an independent registered public accounting firm, as stated in their report which appears within.

Changes in Internal Control Over Financial Reporting

During the fourth quarter of 2021, there were no changes in the Bank’s internal control over financial reporting that have affected materially, or are reasonably likely to affect materially, the Bank’s internal control over financial reporting.

Item 9B. Other Information.

None.

PART III

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Item 10. Directors, Executive Officers and Corporate Governance.

Directors

The FHLBank Act provides that an FHLBank’s board of directors is to comprise 13 directors, or such other number as the Director of the Finance Agency determines appropriate. For 2022, the Director has designated 14 directorships for the Bank, eight of which are member directorships and six of which are independent directorships. In 2022, the Bank’s board of directors has comprised seven member directors and six independent directors. The Bank anticipates filling the current member directorship vacancy effective March 3, 2022.

All individuals serving as Bank directors must be United States citizens. At least a majority of the directors must be member directors and not less than two-fifths must be independent directors. Under the FHLBank Act, as amended by the Housing Act, and Finance Agency regulations, the term of office of each director is four years, subject to certain adjustments to achieve a staggered board. Any director that has been elected to three consecutive full terms is not eligible for election to directorship for any term that begins within two years of the expiration of the third term.

The board of directors does not solicit proxies, nor are member institutions permitted to solicit or use proxies in order to cast their votes in an election.

Member Directors

Candidates for member directorships in a particular state are nominated by members in that state. FHLBank Boards are not permitted to nominate or elect member directors, except for vacant member directorships. Finance Agency regulations require that:

•a member directorship be held only by an officer or director of a member institution located within the Bank’s district;

•the member institution meet all minimum capital requirements established by its regulator(s); and

•the member institution be a member as of the record date established for the election of the member director.

The Bank is not permitted to establish additional eligibility criteria or qualifications for member directorships. With respect to member directors, under Finance Agency regulations, no director, officer, employee, attorney, or agent of the Bank (except in his/her personal capacity) may, directly or indirectly, support the nomination or election of a particular individual for a member directorship.

For each member director position to be filled, an eligible member in that state may cast one vote for each share of capital stock it was required to hold as of the record date, except that an eligible member’s votes for each member director position to be filled may not exceed the average number of shares of capital stock required to be held by all of the members in that state as of the record date.

The regulations permit, but do not require, the board of directors to conduct an annual assessment of the skills and experience possessed by the members of its board of directors as a whole and to determine whether the capabilities of the board would be enhanced through the addition of individuals with particular skills and experience. The Bank may identify those qualifications and so inform the members as part of its election notification process, but the Bank may not exclude a member director candidate from the election ballot on the basis of such qualifications. In 2021, the board of directors conducted an assessment of its directors, but did not identify any particular qualifications as part of its 2021 election notification process.

Independent Directors

Candidates for independent directorships are nominated by the Bank’s board of directors. Finance Agency regulations require that an independent directorship be held only by an individual:

•who is a bona fide resident of the Bank’s district;

•who is not a director, officer, or employee of a member institution or of any recipient of advances from the Bank; and

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•who is not an officer of any FHLBank.

At least two of the independent directors must be public interest directors. Finance Agency regulations define a public interest independent director as someone having more than four years of experience representing consumer or community interests in banking services, credit needs, housing or consumer financial protection. The other independent directors must have experience in, or knowledge of, one or more of the following areas: auditing and accounting, derivatives, financial management, organizational management, project development, risk management practices, and the law.

Any individual may submit an application form and request to be considered by the Bank to be an independent director candidate. Before nominating any individual for an independent directorship, other than for a public interest directorship, the Board must determine that the candidate’s knowledge or experience is commensurate with that needed to oversee a financial institution with a size and complexity that is comparable to the Bank’s. Finance Agency regulations require the board to consult with the Bank’s Affordable Housing Advisory Council with respect to the independent directorship candidates. Further, the Bank must submit information about independent directorship candidates to the Finance Agency for its review prior to their nomination. After the independent director candidates are nominated by the board, the candidates are then presented to the Bank’s membership for a district-wide vote. Finance Agency regulations permit the Bank’s directors, officers, attorneys, employees, agents, and Advisory Council members to support the candidacy of the board’s candidates for independent directorships.

For independent directorships, candidates are elected on a district-wide basis, with the candidate receiving the most votes being declared the winner. Candidates running unopposed must receive at least 20 percent of the number of votes eligible to be cast. If an unopposed candidate receives less than 20 percent of eligible votes, a new election must be conducted.

Board Vacancies

When the board has a vacancy, Finance Agency regulations require the board to elect a director to fill the vacancy by a majority vote of the remaining directors.

The Bank has determined that all directors meet the regulatory eligibility requirements for directors. Because of the laws and regulations governing member directorship elections that are described above, the Bank is not in a position to know what specific factors the Bank’s member institutions may consider in selecting member director candidates or electing member directors. For the Bank’s independent directors, the board considered the experience, qualifications, attributes or skills described in the biographical paragraphs provided below in determining to nominate that person as a director for the Bank. In addition, the board has at times considered the importance of maintaining a continuity of relevant knowledge, leadership and experience on the board and the diversity the candidate would bring to the board when making nominations.

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The following table presents information regarding each of the Bank’s directors, and all persons nominated or chosen to become directors, as of the date of this Report. Except as otherwise indicated, each director has been engaged in the principal occupation described below for at least five years. No director has any family relationship with any other director or executive officer of the Bank.


Name	Age	Director Since	Expiration of Current Term as Director	Board Committees
Suzanne S. DeFerie(1)	64	2015	12/31/2024	(5)(7)(8)(10)
R. Thornwell Dunlap, III(1)	64	2016	12/31/2023	(12)
William C. Handorf(2)	77	2007	12/31/2023	(5)(7)(8)(9)
Scott C. Harvard(1)(4)	67	2017	12/31/2024	(6)(7)(8)(10)
Jonathan Kislak(2)	73	2008	12/31/2022	(5)(7)(8)(9)
Kim C. Liddell(1)	61	2015	12/31/2022	(6)(8)(9)(11)
William L. Lusk, Jr.(1)	53	2022	12/31/2025	(5)(7)(8)(9)
Brian P. McLaughlin(2)(3)	48	2022	12/31/2025	(6)(8)(10)(11)
Edwina L. Payne(2)	58	2021	12/31/2024	(5)(7)(8)(10)
John B. Rucker(2)	70	2017	12/31/2023	(6)(8)(10)(11)
Kim D. Saunders(2)(3)	61	2021	12/31/2024	(5)(8)(9)(11)
James M. Stubbs(1)	59	2022	12/31/2025	(6)(8)(9)(11)
Richard A. Whaley(1)	62	2013	12/31/2022	(13)

____________

(1)Member Director

(2)Independent Director

(3)Public Interest Director

(4)Mr. Harvard previously served as a director from 2003-2012.

(5)Member of Audit Committee

(6)Member of Credit and Member Services Committee

(7)Member of Enterprise Risk and Operations Committee

(8)Member of Executive Committee

(9)Member of Finance Committee

(10)Member of Governance and Compensation Committee

(11)Member of Housing and Community Investment Committee

(12)Vice chairman of Executive Committee and ex officio member of all board committees

(13)Chairman of Executive Committee and ex officio member of all board committees

Chairman of the board, Richard A. Whaley, has served as president, chief executive officer, and director of Citizens Bank of Americus in Americus, Georgia, since 2001. From 1989 to 2001, he served as market manager and commercial lender for Wachovia Bank. Mr. Whaley served as chairman of the Georgia Bankers Association from October 2010 to June 2012. Mr. Whaley also served as chairman of the South Georgia Technical College Foundation from 2008 to 2010. He currently serves as chairman of the Georgia Bankers Association Insurance Trust, Inc. and is a veteran of the U.S. Army. Mr. Whaley served as Chairman of the Council of FHLBanks in 2020. He currently serves as chairman of the Executive Committee and ex officio member of the other committees of the Bank’s board.

Vice chairman of the board, R. Thornwell Dunlap, III has served as president and chief executive officer of Countrybank since 1995 and chairman of its holding company, TCB Corporation (TCB), since 2001. In his capacity as chairman of TCB, Mr. Dunlap is a director of Greenwood Capital Associates, LLC, a registered investment advisory firm, owned by TCB. He is past chairman of the South Carolina Banks Association and is a past chairman of the Independent Banks of South Carolina. Mr. Dunlap is the past chairman of Greenwood Partnership Alliance and served on the Piedmont Technical College Foundation Board of Directors. He has served on the Ten at the Top Board of Directors since 2009 and is a founding director. Mr. Dunlap is a member and past chairman of the Greenwood Rotary Club. He currently serves as vice chairman of the Executive Committee, vice chairman of the Credit and Member Services Committee, and ex officio member of the other committees of the Bank’s board.

Suzanne S. DeFerie has served as a member of the board of directors of First Bank, a subsidiary of First Bancorp in Southern Pines, North Carolina (NASDAQ-FBNC) since October 1, 2017. She served as president and chief executive officer of Asheville Savings Bank, S.S.B. in Asheville, North Carolina, from 2008 and its holding company, ASB Bancorp, Inc. (NASDAQ-ASBB), from 2011 until October 1, 2017, when the bank and holding company were

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acquired by First Bancorp. Ms. DeFerie also serves a member of the board of directors for First Bancorp. Prior to becoming president and chief executive officer of Asheville Savings Bank and ASB Bancorp, Inc., Ms. DeFerie was executive vice president and chief financial officer of Asheville Savings Bank for 16 years. She currently serves as chairman of the Audit Committee and vice chairman of the Governance and Compensation Committee of the Bank’s board.

William C. Handorf, Ph.D. has served as a professor of finance, banking and real estate at The George Washington University’s School of Business in Washington, D.C. since 1975. From 2001 to 2006, Mr. Handorf served as a director of the Federal Reserve Bank of Richmond’s Baltimore branch, including two years as chair. From 1992 to 1995, Mr. Handorf served as a private citizen director of the FHLBanks Office of Finance. He is a disabled veteran having been wounded while serving as a First Lieutenant with the U.S. Army in Vietnam. Mr. Handorf currently serves as chairman of the Finance Committee and vice chairman of the Audit Committee of the Bank’s board. His experience in derivatives/hedging, affordable housing, large commercial banks, and information technology supported his nomination as an independent director.

Scott C. Harvard has served as president, chief executive officer and director of First National Corporation (OTC - FXNC) since 2011. He served as president, chief executive officer and director of First Bank from 2011 to 2015 and has served as chief executive officer and director of First Bank since 2015. He previously served as a director of the Bank from 2003 to 2012, serving as chairman from 2007-2012. Mr. Harvard served as president, chief executive officer and as a director of Shore Bank from 1985 to 2008 and as president, chief executive officer and director of its parent, Shore Financial Corporation, from 1997 to 2008. He served as executive vice president and director of Hampton Roads Bankshares from 2008 to 2009 and as a Vice President of Virginia Savings Bank from 2009 to 2011. He served on the board of the Virginia Association of Community Banks from 2012 to 2014 and as a member of the executive committee of the Virginia Bankers Association, previously serving as its chairman. He is a director of Community Bankers Bank Financial Corp and its subsidiary, Community Bankers Bank in Richmond, Virginia. He also served on the Council of Federal Home Loan Banks. Mr. Harvard has a served on numerous non-profit boards over his career and currently serves as board chair of the VBA Education Foundation, as board chair of the Top of Virginia Chamber of Commerce and the on the boards of Shenandoah Valley Westminster Canterbury and the Virginia Bankers Association. Mr. Harvard currently serves as chairman of the Governance and Compensation Committee and vice chairman of the Enterprise Risk and Operations Committee of the Bank’s board.

Jonathan Kislak has served as principal and chairman of the board of Antares Capital Corporation, a venture capital firm investing equity capital in expansion stage companies and management buyout opportunities, since 1999. From 1993 to 2005, Mr. Kislak served as president and chairman of the board of Kislak Financial Corporation, a community bank holding company in Miami, Florida. From 2013-2016, Mr. Kislak served on the board of directors and chair of the audit committee of Cherry Hill Mortgage Investment Corp. (NYSE - CHMI). He currently serves as chairman of the Enterprise Risk and Operations Committee of the Bank’s board. Mr. Kislak’s experience in banking, audit, capital markets, mortgage markets and affordable housing supported his nomination as an independent director.

Kim C. Liddell has served as a director of BayVanguard Bank since October 31, 2020. He previously served as president and chief executive officer of 1880 Bank, formerly known as the National Bank of Cambridge, in Cambridge, Maryland, from 2010, and as chairman of the board since April 2011, until its acquisition BayVanguard Bank in October, 2020. From 2004 to 2009, Mr. Liddell served as chief operating officer and executive vice president of Cardinal Financial Corporation (CFNL) and Cardinal Bank. Mr. Liddell has served as a board member of the Maryland Bankers Association, Virginia Bankers Association’s Member Services, Inc., Junior Achievement of the National Capital Area, Business in Education Partnership with the Falls Church City Public Schools, Arlington County Chamber of Commerce, Celebrate Fairfax, Dorchester County Chamber of Commerce, Leadership Fairfax and the Federal Reserve Bank of Richmond’s Community Depository Institutions Advisory Council. Mr. Liddell currently serves on the board of Dorchester General Hospital Foundation. Mr. Liddell currently serves as chairman of the Credit and Member Services Committee and vice chairman of the Finance Committee of the Bank’s board.

William L. (“Chip”) Lusk, Jr. has served as chief executive officer of the IDB Global Federal Credit Union since 2016. Prior to leading IDB Global, Mr. Lusk was chief operating officer and chief financial officer for Georgia’s Own Credit Union from 2011 to 2015. From 1999 to 2011, he served as chief financial officer, executive vice president, and secretary of the board of First Security Group, Inc. (NASDQ-FSGI) and FSGBank, NA. From 1991 to 1999, he served in various roles, including vice president, controller, and director of strategic planning, for Pioneer Bancshares, Inc., an SEC registrant, and Pioneer Bank. He is currently a member of the District of Columbia Financial Literacy Council, a board member of the DC Credit Union Foundation, and a member of the Finastra Phoenix Client Advisory Board. Previously, Mr. Lusk served on the Habitat for Humanity Board, the YoungLife Committee, the Episcopal Migration Ministries and the Rotary Club.

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Brian P. McLaughlin has served as president of Enterprise Community Development, Inc. since 2019. Enterprise Community Development is headquartered in Baltimore, MD and is among the 10 largest nonprofit providers of affordable housing in the United States. In 2014 Mr. McLaughlin co-founded Lantian Development, Inc, a Maryland real estate investment and development firm, where he served as founding CEO and later as chief investment officer until his departure in 2019. Across his 25-year career, Mr. McLaughlin served in various technical and leadership roles in mission driven organizations seeking to expand housing and economic opportunity, including eight years in various roles at Fannie Mae. From 2003-2006, Mr. McLaughlin was Assistant Secretary of the Maryland Department of Housing and Community Development, where he led its division responsible for neighborhood revitalization programs and investment. He has served on the boards of Neighborhood Housing Services of Baltimore, the Fund for Educational Excellence, the Community Preservation and Development Corporation, and currently serves on the board of Northern Virginia Affordable Housing Alliance and the Baltimore Branch Board of the Federal Reserve Bank of Richmond. Mr. McLaughlin’s expertise in the area of affordable housing, his breadth of experience and deep understanding of the inequities in the housing market, his regulatory and credit experience, as well as his experience with government sponsored enterprises, supported his nomination as a public interest director.

Edwina L. Payne has served as Executive Vice President and Chief Information Officer for Varsity Brands since May 2021, She served as Senior Vice President, Technology Strategy & Enterprise Portfolio, McKesson Corporation, from 2019-2020, in which she was responsible for the McKesson technology strategy, enterprise portfolio management, enterprise architecture, asset management and organization effectiveness functions for McKesson IT globally. Ms. Payne has served in numerous executive information technology leadership positions, including service as Chief Information Officer of Avanos Medical from 2017-2019 and Chief Information Officer for Zimmer Biomet and Zimmer Inc. from 2010-2016. Her experience includes broad global supply chain and life sciences environments, including global IT and supply chain leadership positions at Johnson and Johnson from 2003 to 2010 and Kellogg Company from 1986-1998, where her roles included assignments in Brazil and Mexico. Ms. Payne currently serves on the Industrial Advisory Board for Purdue University, School of Computer Technology and the Dean’s Council for Purdue University, College of Technology. In addition, she currently serves on the Marian University Technology Advisory Board, and the Inspiredu Board in Atlanta. Ms. Payne was a Georgia CIO of the Year Finalist in 2018. Ms. Payne’s experience in audit, risk management, and information technology supported her nomination as an independent director.

John B. Rucker has served as managing director of Stifel, Nicolaus & Company, Incorporated (Stifel), an investment banking firm, since 2015, and manages Stifel’s affordable housing business. Mr. Rucker was a founding partner and managing director of Merchant Capital, L.L.C., a public finance investment banking firm, from 1987 to 2015, which was acquired by Stifel in 2015. He is also a registered municipal advisor. He was a member of Fannie Mae’s Southeast Regional Housing Advisory Council and Fannie Mae’s National Housing Impact Advisory Council in 2004 and 2005. He has also served on the board of directors of the National Housing & Rehabilitation Association since 2003. Mr. Rucker served on the Bank’s Affordable Housing Advisory Council from 2012 to 2016, serving as its vice chairman from 2014 to 2015 and as its chairman in 2016. Mr. Rucker also serves on the board of CAHEC, an affordable housing tax-credit syndicator. Mr. Rucker currently serves as the chairman of the Housing and Community Investment Committee of the Bank’s board. Mr. Rucker’s experience in derivatives/hedging, affordable housing, large commercial banks, and information technology supported his nomination as an independent director.

Kim D. Saunders is the Co-Founder and Co-Managing Director of Legacy Two Advisors (LTA). LTA, founded in 2016, is an investment management firm whose mission is to build generational wealth in communities of color. Previously, she served as President and CEO of the National Bankers Association (NBA) since 2018-2021, including service as a director since 2013-2021. The NBA is the premier trade association for the nation’s minority banks. Previously, Ms. Saunders served in executive leadership roles in minority depository institutions and community development financial institutions, which are mission driven organizations that expand economic opportunity for underserved people and communities. These institutions are focused on serving community and consumer interests in banking services, credit needs, and housing, in areas that are usually economically distressed. From 2007-2014, Ms. Saunders served as Director, President and CEO of M&F Bancorp, Inc. & Mechanics & Farmers Bank. Prior to that, she served as President and CEO, Consolidated Bank & Trust Company from 2003-2007, and Executive Vice President and Chief Lending Officer, City First Bank of D.C. from 1998-2003. Ms. Saunders currently serves on Citibank’s NMTC Corporation-Community Development Entity Advisory Board and the National Foundation for Credit Counseling Envisioning Home Ownership Housing Advisory Committee. From 2004-2006, she served on the Virginia Fair Housing Board and from 2009-2015 she served on the board of the United Way of the Greater Triangle. Ms. Saunders currently serves as the vice chairman of the Housing and Community Investment Committee of the Bank’s board. Ms. Saunders’ experience with MDIs and CDFIs, which are organizations that are typically focused on community and consumer interests in banking services, credit needs, and housing, in areas that are typically economically distressed, supported her nomination as a public interest director.

James M. (“Jimmy”) Stubbs has served as chief executive officer and director of River Bank & Trust since its formation in 2006, and as a director of its holding company, River Financial Corporation (OTC), since 2006. Mr. Stubbs is the past chairman

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of the Alabama Bankers Association. He currently serves as a board member for the Business Council of Alabama, the Montgomery Area Committee of 100, the Montgomery Area Committee of the Arts, the Montgomery Area Chamber of Commerce, and the YMCA of Montgomery Endowment Foundation. Mr. Stubbs is a Leadership Alabama Class of 2007 alumnus and a member of the River Region United Way’s Tocqueville Society and the Wetumpka Lions Club. He is a lifetime member of the Auburn Alumni Association and the Alabama Cattlemen’s Association.

Code of Conduct

The board has adopted a Code of Conduct that applies to the Bank’s principal executive officer, principal financial officer, and principal accounting officer or controller, or persons performing similar functions, in each case, who are employees of the Bank. The Code of Conduct is posted on the Who We Are - Investor Relations -Governance section of the Bank’s Internet website at http://corp.fhlbatl.com/who-we-are/investor-relations/. Any amendments to, or waivers under, the Bank’s Code of Conduct that are required to be disclosed pursuant to the SEC’s rules will be disclosed on the Bank’s website.

Director Independence, Compensation Committee, Audit Committee, and Audit Committee Financial Expert

General

The board of directors of the Bank is required to evaluate the independence of the directors of the Bank under two distinct director independence standards. First, Finance Agency regulations establish independence criteria for directors who serve as members of the Bank’s Audit Committee. Second, SEC rules require that the Bank’s board of directors apply the independence criteria of a national securities exchange or automated quotation system in assessing the independence of its directors.

As of the date of this Report, the Bank has 13 directors, seven of whom are member directors and six of whom are independent directors. None of the Bank’s directors is an “inside” director. That is, none of the Bank’s directors is a Bank employee or officer. Further, as the Bank’s capital stock may only be owned by members, former members, and certain non-members, the Bank’s directors cannot personally own stock or stock options in the Bank. However, each of the member directors is an officer or director of an institution that is a member of the Bank and that is encouraged to, and does, engage in transactions with the Bank on a regular basis.

Finance Agency Regulations Regarding Independence

The Finance Agency’s director independence standards prohibit an individual from serving as a member of the Bank’s Audit Committee if he or she has one or more disqualifying relationships with the Bank or its management that would interfere with the exercise of that individual’s independent judgment. Disqualifying relationships considered by the board are: employment with the Bank at any time during the last five years; acceptance of compensation from the Bank other than for service as a director; being a consultant, advisor, promoter, underwriter, or legal counsel for the Bank at any time within the last five years; and being an immediate family member of an individual who is or who has been within the past five years, a Bank executive officer. The board assesses the independence of each director under the Finance Agency’s independence standards, regardless of whether he or she serves on the Audit Committee. As of March 3, 2022, each of the Bank’s directors was independent under these criteria.

SEC Rules Regarding Independence

SEC rules require the Bank’s board of directors to adopt a standard of independence to evaluate its directors. The board has adopted the independence standards of the New York Stock Exchange (NYSE) to determine which of its directors are independent, including members of its Governance and Compensation Committee and Audit Committee, and whether the Bank’s Audit Committee’s financial experts are independent.

After applying the NYSE independence standards, the board determined that, as of March 3, 2022, directors Handorf, Kislak, Payne, Rucker, and McLaughlin, each an independent director, were independent. Based upon the fact that each member director is a senior official of an institution that is a member of the Bank (and thus is an equity holder in the Bank), that each such institution may routinely engage in transactions with the Bank, and that such transactions occur frequently and are encouraged, the board determined that none of the member directors presently meets the independence criteria under the NYSE independence standards. Similarly, because Ms. Saunders is a general partner in a fund that may provide capital investments in Bank MDI members, who are able to transact business with the Bank,

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the board has determined that she would not meet the independence criteria under the NYSE independence standards after any such investment.

It is possible that under the NYSE objective criteria for independence (particularly the criterion regarding the amount of business conducted with the Bank by the director’s institution), a member director could meet the independence standard on a particular day. However, because the amount of business conducted by a member director’s institution may change frequently, and because the Bank generally desires to increase the amount of business it conducts with each member, the directors deemed it inappropriate to draw distinctions among the member directors based upon the amount of business conducted with the Bank by any director’s institution at a specific time. Similar reasoning applies to Ms. Saunders.

Compensation Committee

The board has a Governance and Compensation Committee, composed of directors DeFerie, Dunlap, Harvard, McLaughlin, Payne, Rucker, and Whaley. As the Bank’s Governance and Compensation Committee may only recommend actions to the full board regarding governance practices and compensation and benefits programs, which the full board may approve or disapprove, the board assesses the independence of the full board under the NYSE’s standards for compensation committees. The board determined that, as of March 3, 2022, each of directors Handorf, Kislak, Payne, Rucker, and McLaughlin was independent under the NYSE independence standards for compensation committee members, but for the reasons noted above, none of the member directors or Ms. Saunders was independent under such standards.

Audit Committee

The board has a standing Audit Committee, composed of directors DeFerie, Dunlap, Handorf, Kislak, Lusk, Payne, Saunders, and Whaley. The board determined that, as of March 3, 2022, each of directors Handorf, Kislak and Payne was independent under the NYSE independence standards for audit committee members, but, for the reasons noted above, none of the member directors serving on the Audit Committee or Ms. Saunders was independent under such standards. The board also determined that each of directors DeFerie, Dunlap, Handorf, Kislak, Lusk, Saunders, and Whaley is an “audit committee financial expert” within the meaning of the SEC rules.

The board also assesses the independence of the Audit Committee members under Section 10A (m)(3) of the Exchange Act. As of March 3, 2022, each of the Bank’s directors was independent under these criteria. As stated above, the board determined that each member of the Audit Committee was independent under the Finance Agency’s standards applicable to the Bank’s Audit Committee.

Board Leadership Structure and Risk Oversight

The directors are nominated and elected in accordance with applicable law and Finance Agency regulations. As required by applicable law, the chairman and vice chairman of the board are elected by a majority of all the directors of the Bank from among the directors of the Bank for two year terms, and since Bank officers may not serve as directors of the Bank, neither the board chairman or vice chairman position can be filled by the president and chief executive officer of the Bank.

The board of directors establishes the Bank’s risk management culture, including risk tolerances and risk management philosophies, by establishing its risk management system, overseeing its risk management activities, and adopting its risk appetite and RMP. The board reviews the risk appetite report on a quarterly basis and approves any changes as appropriate. The board receives regular updates on the Bank’s key risks including an independent risk assessment. The board reviews the RMP at least annually and approves any amendments to it as appropriate. For further discussion of the risk appetite and the RMP, please see Item 7, Management’s Discussion and Analysis of Financial Condition and Results of Operations-Risk Management. The board works with management to align the Bank’s strategic activities and objectives within the parameters of the risk appetite framework and the RMP. The board utilizes committees as an integral part of overseeing risk management, including an audit committee, a credit and member services committee, an enterprise risk and operations committee, an executive committee, a finance committee, a governance and compensation committee, and a housing and community investment committee, with the following oversight responsibilities:

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•Audit Committee oversees the Bank’s financial reporting process, system of internal control, audit process, policies and procedures for assessing and monitoring implementation of the strategic plan, and the Bank’s process for monitoring compliance with laws and regulations.

•Credit and Member Services Committee oversees the Bank’s credit and collateral policies and related programs, services, products and documentation, and the Bank’s credit and collateral risk management program, strategies, and activities.

•Enterprise Risk and Operations Committee oversees the Bank’s enterprise risk management functions, operations, information technology, and other related matters.

•Executive Committee exercises most of the powers of the board in the management and direction of the affairs of the Bank during the intervals between board meetings.

•Finance Committee oversees matters affecting the Bank’s financial performance, capital management and other related matters, including the Bank’s market and liquidity risk management program, strategies, and activities.

•Governance and Compensation Committee oversees the Bank’s governance practices, compensation and benefits programs, and other related matters.

•Housing and Community Investment Committee oversees the Bank’s housing and community investment policies, programs, and other relevant matters, including any other Bank products, services, and programs that may provide grants, subsidies, or other forms of assistance to support affordable housing and community economic development for low- and moderate-income individuals and communities.

The Bank’s internal management is overseen by the president and chief executive officer and delegated to other senior managers and internal management committees. The Bank has determined that this leadership structure is the most effective means of actively engaging the board of directors in risk management oversight while utilizing Bank management to implement and maintain sound risk management practices.

Compensation Committee Interlocks and Insider Participation

The board has a Governance and Compensation Committee that recommends actions to the full board regarding governance practices and compensation and benefits programs, which the full board of directors may approve or disapprove. None of the directors serving on the board in 2021 has at any time been an officer or employee with the Bank. None of the Bank’s executive officers served during 2021 or is serving on the board of directors or the compensation committee of any entity whose executive officers served on the Bank’s board of directors.

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Executive Officers

The following table presents the names, ages, and titles of the executive officers of the Bank and all persons chosen to become executive officers as of the date of this Report. No executive officer has any family relationship with any other executive officer or director of the Bank.

Executive Officer

Age

Title

Kirk R. Malmberg

President and Chief Executive Officer

Alp E. Can

Executive Vice President and Chief Risk Officer

Haig H. Kazazian, III

Executive Vice President and Chief Financial Officer

Reginald T. O’Shields

Executive Vice President and Chief Legal and Compliance Officer

Joel Badger

Senior Vice President and Chief Audit Officer

Scott M. Brennan

Senior Vice President and Director of Sales

Tina M. Carew

Senior Vice President and Corporate Secretary

Sharon B. Cook

Senior Vice President and Chief Marketing Officer

Dawn Gehring

Senior Vice President and Chief Human Resources Officer

Arthur L. Fleming

Senior Vice President and Director of Community Investment Services

K. Annette Hunter

Senior Vice President and Director of Business Operations

Leslie H. Schreiner

First Vice President and Director of Diversity and Inclusion

William T. Shaw

Senior Vice President and Controller

Kirk R. Malmberg was appointed president and chief executive officer effective May 28, 2021. He previously served as executive vice president and chief operating officer from November 2019 through November 2020, overseeing the Bank’s member sales and outreach, community investment services, accounting, financial reporting, financial operations management, investment and derivatives operations, treasury and information technology. He served as executive vice president and chief financial Officer from April 2011 through October 2019. From 2007 through March 2011, he served as executive vice president and chief credit officer, overseeing collateral services, credit services, community investment services and mortgage program operations. Prior to that, Mr. Malmberg served as senior vice president responsible for the Bank’s mortgage programs. He joined the Bank in 2001 as senior vice president, asset-liability management, after having served for five years as senior vice president, treasury, at FHLBank Chicago. Mr. Malmberg earned an M.B.A. from Rice University and a B.A. from Trinity University.

Alp E. Can has served as chief risk officer since 2017, directing the Bank's enterprise risk management function. Since 2019, Mr. Can also oversees the Bank’s credit and collateral services and collateral risk management operations. Mr. Can was appointed executive vice president effective January 1, 2020, having served as senior vice president since 2018. He is responsible for overseeing enterprise-wide risk assessment and reporting functions, credit risk, financial risk modeling, as well as model validation efforts for the Bank. Mr. Can joined the Bank in 2005 as an Asset Liability Analyst in the financial risk management and modeling department. He was promoted to first vice president and manager of financial risk modeling in 2013 and to then director of enterprise risk management in 2014. Mr. Can earned a bachelor’s degree in economics from the University of Istanbul, and an M.S. in mathematical risk management and M.B.A.- Finance, each from Georgia State University.

Haig H. Kazazian, III was appointed chief financial officer in 2019 and promoted to executive vice president effective January 1, 2022, having previously served as senior vice president and treasurer since 2013. Mr. Kazazian joined the Bank as a credit analyst in 1992 and earned promotions to manager of national accounts and product Development in 2001, First Vice President in 2005, manager of national accounts and capital markets trading in 2009, and Manager of treasury analysis and national accounts sales and trading in 2011, and senior vice president in 2014. Mr. Kazazian oversees the Bank’s accounting operations and services, financial operations management, member sales, trading and education, and treasury function. He is a chartered financial analyst and earned an M.B.A. and a B.A. in economics, each from Emory University. Mr. Kazazian was an M.B.A. Fellowship Recipient.

Reginald T. O’Shields was appointed chief legal and compliance officer effective February 14, 2022, director of enterprise solutions in 2019 and executive vice president effective January 1, 2020, having previously served as senior vice president and general counsel since 2011 and chief compliance and ethics officer since 2018. Mr. O’Shields manages the delivery of legal services by the Bank’s legal department covering a wide variety of corporate, securities, finance, compliance and regulatory matters. In addition, he is responsible for overseeing all Bank programs related to strategic planning, corporate

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communications, marketing, government and industry relations, and community investment services. Mr. O’Shields joined the Bank in 2003 as a senior attorney and earned promotions to assistant general counsel in 2005, associate general counsel in 2006 and deputy general counsel in 2007. He was named senior vice president, deputy general counsel and director of legal services in January 1, 2011. Before joining the Bank, Mr. O’Shields was in private legal practice with Sutherland Asbill & Brennan, LLP in Atlanta, Georgia, Haynsworth Sinkler Boyd in Greenville, South Carolina, and Simpson, Thacher & Bartlett in New York, New York. Mr. O’Shields earned a J.D. from Vanderbilt University and a B.A. in economics from Furman University.

Joel C. Badger was appointed senior vice president, chief audit officer effective January 1, 2020. Previously he served as senior vice president, chief audit officer effective November 29, 2019. In his current role, he is responsible for providing an independent audit of the Bank by evaluating the internal control system and testing for compliance with internal policies and procedures as well as with applicable laws and directives from the Finance Agency. Mr. Badger reports directly to the Audit Committee of the Board of Directors. Mr. Badger joined the Bank in 2004 as vice president and senior financial risk auditor, was promoted to audit director of capital markets in 2006 and first vice president in 2007. He gained audit responsibility for Information Technology in 2014 and has served as deputy chief audit officer since March of 2016. Mr. Badger earned a Master of Business Administration degree in finance from Georgia State University and a Bachelor of Science degree in management with concentrations in accounting and economics from the Georgia Institute of Technology. Mr. Badger is a Certified Public Accountant, Certified Investments and Derivatives Auditor, Certified Internal Auditor, Certified Information Systems Auditor, Certified in Risk and Information Systems Control, and a Certified Risk Management Auditor. Prior to joining the Bank, Mr. Badger was with Branch Banking and Trust, Wachovia Bank, and the Federal Reserve Bank of Atlanta.

Scott M. Brennan has served as director of sales since 2014, being promoted from first vice president to senior vice president effective January 1, 2019. He joined the Bank in 2001 in the Bank’s member sales and trading department as a relationship manager, serving as senior relationship manager from 2006 to 2013, having been promoted from vice president to first vice president in 2014. Mr. Brennan earned a B.S. from Franklin and Marshall College.

Tina M. Carew was appointed senior vice president and corporate secretary effective February 14, 2022, having previously served as deputy general counsel, capital markets, securities and governance since 2021. Ms. Carew served as associate general counsel, securities and governance from 2016-2017 and from 2018-2021. She served as the Bank’s diversity and inclusion officer from 2017-2018. Ms. Carew joined the Bank in 2004 as senior attorney responsible for securities law matters and earned a promotion to assistant general counsel in 2006, serving until 2009. Ms. Carew rejoined the Bank’s legal department in 2015. Before joining the Bank, Ms. Carew practiced securities and mergers and acquisitions law at Sullivan & Cromwell. Ms. Carew earned a J.D., magna cum laude, from the Catholic University, Columbus School of Law, and a B.A. in Economics and Political Science from State University of New York at Stony Brook.

Sharon B. Cook has served as chief marketing officer since 2015, having been promoted from first vice president to senior vice president effective January 1, 2020. Ms. Cook oversees the Bank’s corporate communications, marketing, government and industry relations and corporate strategic planning. Ms. Cook joined the bank in 2008 as a senior marketing communications manager. She was promoted to vice president, director of corporate communications in 2011. Prior to joining the Bank, Ms. Cook held leadership positions in retail banking for two Atlanta area credit unions, most recently as the vice president of marketing services for CDC Credit Union from 2002 to 2008. Ms. Cook earned an M.B.A. from Brenau University and a B.A. in journalism and mass communications from Georgia State University.

Dawn Gehring was appointed senior vice president, chief human resources officer in 2021, having previously served as director of human resources since 2016. Ms. Gehring is responsible for executing the Bank’s human resources strategies to include: talent acquisition, total rewards, employee development, workforce diversity and inclusion, and human resources compliance. Ms. Gehring also leads the Bank’s staff services and property management functions, which include facilities operations, tenant leasing, security, print and mail services, and procurement. Prior to joining the Bank, Ms. Gehring served as vice president of global human resources for a multi-national service provider in the power and energy industry. In this role, she was a member of the Executive Leadership Team, and was compliance officer for the company, responsible for the strategic management of a variety of human resources functions. Ms. Gehring’s additional experience includes human resources roles in the manufacturing and consumer products industries. Ms. Gehring earned a Bachelor of Arts degree from the University of Iowa.

Arthur L. Fleming has served as senior vice president, director of community investment services, since 2007, directing the Bank’s community investment, economic development, and affordable housing products and services. Mr. Fleming has experience in a variety of financial services, legal, housing development, and academic roles. Before joining the Bank, Mr. Fleming was chief lending and investment officer for the Opportunity Finance Network, Inc., a national community development financial institution. He also served as the senior director for the southeast region and director of housing finance for the Fannie Mae Foundation; senior vice president, managing director of Housing Initiatives at GMAC; founder and executive director of the Community Financing Consortium, Inc; and an attorney/senior associate for the FAU/FIU Joint Center for Environmental and Urban Problems. Mr. Fleming earned his undergraduate degree from Florida State University, his Master’s Degree in Urban and Regional Planning and has a J.D. from the University of Florida.

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K. Annette Hunter was appointed senior vice president, director of business operations effective November 1, 2019, having previously served as senior vice president, director of accounting operations since 2006. Ms. Hunter was promoted in that role from first vice president to senior vice president in 2015. In that role, Ms. Hunter is responsible for the daily accounting operations of the derivatives, investments, consolidated obligations, advances, stock and purchased mortgage portfolios, as well as managing the operations of wires, safekeeping and shareholder support. Ms. Hunter joined the Bank in 2002 as manager of derivative and investment operations. Prior to joining the Bank, she served in various managerial accounting roles at Mirant Corporation, Louis Dreyfus Energy Corporation and Continental Hydraulic Hose. Ms. Hunter earned a B.S. in business administration from The Ohio State University and an M.B.A. from Kennesaw State University. She is a certified public accountant.

Leslie H. Schreiner has served as first vice president, director of diversity and inclusion, since July 2018. She is responsible for the oversight and implementation of the Bank’s Diversity and Inclusion Program. From 2016 to 2018, she served as director of strategic planning and accounting services, responsible for the Bank’s strategic planning and budgeting process, business intelligence initiatives, as well as accounts payable, fixed assets and expense reimbursement. Ms. Schreiner joined the Bank in 2007 as director of accounting automation and technical compliance. Prior to joining the Bank, she held various senior accounting roles with Resources Global, Primis and Information America. Leslie earned a B.A. in accounting from University of Georgia and M.B.A in Finance from Georgia State University. She is a certified public accountant and certified diversity professional.

William T. Shaw has served as controller of the Bank since 2014, being promoted from first vice president to senior vice president effective January 1, 2019. Mr. Shaw joined the Bank in 2008 as the manager of accounting policy and was subsequently promoted to director of accounting policy and financial reporting. Mr. Shaw oversees the Bank’s accounting, financial reporting, accounting policy, budgeting, and derivatives hedge accounting. Prior to joining the Bank, Mr. Shaw served as assistant controller for First Charter Corporation, Director of SEC reporting for Novelis Inc., manager of inspections with the Public Company Accounting Oversight Board, and was a manager with PricewaterhouseCoopers LLP. He received his B.S. in accounting and Master’s Degree in accountancy from Brigham Young University. He is also a certified public accountant.

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Item 11. Executive Compensation.

Compensation Discussion and Analysis

Introduction

This section describes and analyzes the Bank’s 2021 compensation program for:

•the two executive officers who served as chief executive officer during 2021;

•the chief financial officer;

•the three other most highly-compensated executive officers who were serving as executive officers on December 31, 2021; and

•one additional individual who served as an executive officer during 2021 but who was not serving as an executive officer on December 31, 2021.

These executive officers are collectively referred to as the Bank’s “named executive officers.”

The Bank’s named executive officers during 2021 are identified in the following table.


Name						Title
Kirk R. Malmberg(1)						President and Chief Executive Officer
Haig H. Kazazian III(2)						Executive Vice President and Chief Financial Officer
Reginald T. O’Shields(3)						Executive Vice President and Chief Legal and Compliance Officer
Alp. E Can						Executive Vice President, Chief Risk Officer
K. Annette Hunter						Senior Vice President, Director of Business Operations
W. Wesley McMullan(4)						Former President and Chief Executive Officer
Robert S. Kovach(5)						Former Senior Vice President and Chief Credit Officer

_________________

(1) Mr. Malmberg was appointed President and Chief Executive Officer effective May 28, 2021.

(2) Mr. Kazazian was promoted from Senior Vice President to Executive Vice President as of January 1, 2022.

(3) Mr. O’Shields’ title was changed from Executive Vice President, General Counsel and Chief Compliance and Ethics Officer on February 14, 2022.

(4) Mr. McMullan retired from the Bank effective May 27, 2021.

(5) Mr. Kovach retired from the Bank effective November 5, 2021.

Philosophy and Objectives

The Bank’s compensation philosophy and objectives are to attract, motivate, and retain high caliber financial services executives capable of achieving strategic business initiatives, enhancing business performance and increasing shareholder value. The Bank’s compensation program is designed to reward this performance and enhanced value and to offer competitive compensation elements that align its executives’ incentives with the interests of its members. To mitigate unnecessary or excessive risk-taking by executive management, the Bank’s incentive compensation plan contains overall Bank performance goals that are dependent on an aggregation of transactions throughout the Bank and that cannot be individually altered by executive management. The incentive compensation plan contains quantitative components that are evaluated by the board of directors. Additionally, the board of directors maintains discretionary authority over all incentive compensation awards, giving the board of directors the flexibility to review Bank performance throughout the year and to adjust incentive compensation accordingly.

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Elements of Compensation

The Bank compensates its executive officers with a combination of base salary, incentive compensation, and benefits. The Bank is unable to offer equity-related compensation because it is a cooperative, and only member financial institutions may own its capital stock. Accordingly, the Bank offers other compensation elements, such as qualified and non-qualified defined benefit and defined contribution pension plans, to motivate long-term performance and encourage retention. Because the Bank is exempt from federal taxes, the deductibility of compensation is not relevant to compensation plan design. The elements of the Bank’s compensation program for executive officers, and the objective of each compensation element, are described below.

Base salary. Base salary is established on the basis of the ongoing duties associated with managing a particular set of functions at the Bank and provides an amount of fixed compensation. Each executive’s base salary also is used as a basis in calculating the executive’s annual incentive award opportunity, as described below.

Incentive compensation. The Bank provides an annual cash award opportunity under its Incentive Compensation Plan (ICP) to executive officers based on the achievement of quantitative goals set and evaluated by the board of directors. To promote consistently high corporate performance on a long-term basis and enhance the retention of key senior executive officers, payment of fifty percent of any ICP granted to a named executive officer is deferred and distributed over a three-year period, together with positive or negative returns (Deferred Incentive). The named executive officers’ ICP awards and Deferred Incentive are subject to adjustment or forfeiture in certain events as described below under “2021 Weights and Awards-Incentive Compensation Plan Award Adjustment or Forfeiture.”

Benefits. The Bank provides retirement benefits to promote executive retention, and the executive officers are eligible to participate in the same benefit plans that are made available to other employees of the Bank, such as health, group term life and long-term disability coverage. The Bank also provides limited perquisites to executive officers.

Executive Compensation Process

Board and committee consideration of executive compensation. The Bank’s board of directors establishes the Bank’s executive compensation philosophy and objectives and has final approval of any compensation decisions related to the Bank’s chief executive officer (CEO), all officers reporting directly to the CEO who are senior vice presidents or higher, and any officer determined to be a named executive officer in the prior year. The governance and compensation committee of the board of directors advises and assists the board and makes recommendations to the board relating to compensation of such officers.

The CEO reviews and recommends to the board the base salary of the officers who report directly to him and who are senior vice president and higher level officers. The CEO also determines the base salary of all other senior vice president officers (other than the chief audit officer and, as noted above, any officer determined to be a named executive officer the prior year) within an overall budget approved by the board of directors.

Use of compensation consultant. The governance and compensation committee of the board of directors selected and engaged Aon plc (“Aon”) to provide assistance in evaluating the Bank’s executive compensation programs for 2021. Aon reported directly to the committee with respect to executive compensation.

Consideration of competitive compensation levels. The Bank’s executive compensation program is designed to be appropriately competitive with prevailing practices in the broader financial services industry, consistent with the Bank’s business and risk profile. As part of each compensation review process for 2021, the board considered base salary, bonus compensation, total cash compensation, long-term compensation and total direct compensation at (1) the other FHLBanks and (2) commercial banks with assets between $10 billion and $20 billion. In addition to the other FHLBanks, the Bank believes that the other institutions included in this peer group present a breadth and level of complexity of operations that are generally comparable to the Bank. With respect to Mr. Malmberg, who was appointed CEO in May 2021, the board also considered an additional peer group of public proxy peers with assets between $10 billion and $20 billion. Generally, it is the Bank’s overall intent to provide executive officers with total direct compensation, comprised of base salary and targeted incentive opportunities, at or above the competitive market median for comparable positions, recognizing other comparable financial institutions provide equity awards that the Bank is unable to provide. However, when setting the compensation for the Bank’s executives, the board did not target any named executive officer’s compensation to a specific quartile of such executive officer’s comparable position in the peer groups.

The board does not evaluate specifically the multiples by which a named executive officer’s cash compensation is greater than that of non-executive employees when setting executive compensation. The Bank is exempt from SEC proxy rules and does not provide shareholder advisory “say on pay” votes regarding executive compensation.

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Finance Agency oversight of executive compensation. Pursuant to the Housing Act, the Director prohibits the FHLBanks from providing to any executive officer compensation that is not reasonable and comparable with compensation for employment in other similar businesses involving similar duties and responsibilities. Pursuant to this authority and a Finance Agency final rule on executive compensation, the FHLBanks are required to report to the Director all compensation actions relating to the president, the chief financial officer, and the three other most highly compensated officers at least 30 days in advance of any board decision with respect to those actions, and at least 60 days prior to entering into any written arrangement that provides incentive awards to any executive officer. At any time before an executive compensation action is taken, the Director may require an FHLBank to withhold any payment, transfer, or disbursement of compensation to an executive officer, or to place such compensation in an escrow account, or prohibit the action. The Housing Act also authorizes the Director to prohibit the Bank from making any “golden parachute” payments to its officers, employees, and directors.

In addition, Finance Agency Advisory Bulletin 2009-AB-02 established five principles for executive compensation by the FHLBanks and the Office of Finance:

•executive compensation must be reasonable and comparable to that offered to executives in similar positions at other comparable financial institutions;

•executive incentive compensation should be consistent with sound risk management and preservation of the par value of the FHLBank’s capital stock;

•a significant percentage of an executive’s incentive-based compensation should be tied to longer-term performance and outcome indicators;

•a significant percentage of an executive’s incentive-based compensation should be deferred and made contingent upon the FHLBank’s financial performance over several years; and

•the FHLBank’s board of directors should promote accountability and transparency in the process of setting compensation.

In 2020, the Finance Agency provided the FHLBanks further guidance to supplement these principles and to clarify and reiterate certain of the statutory and regulatory provision. Under the capital classifications rules issued by the Finance Agency, a significantly undercapitalized FHLBank is prohibited from paying any bonus to an executive officer, or giving any salary increase to an executive officer without the prior written approval of the Director. The Bank was not undercapitalized during 2021.

Compensation Decisions for 2021

Overview

The board of directors bases its compensation decisions on both objective criteria related to the Bank’s performance and subjective criteria related to each executive’s performance. Among the various criteria the board considered in evaluating the named executive officers’ performance were:

•achievement of performance objectives for 2021 as determined by the board;

•fulfillment of the Bank’s public policy mission;

•demonstration of leadership and vision for the Bank;

•implementation and maintenance of effective business strategies and operations, legal and regulatory compliance programs, risk management activities, and internal controls commensurate with the Bank’s size, scope, and complexity;

•establishment and maintenance of strong relationships between the Bank and its customers, shareholders, employees,

regulators, and other stakeholders; and

•the Bank’s 2021 financial results.

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As part of the compensation review process for compensation to be paid in 2021, the board engaged Aon in December 2020 to provide competitive market compensation ranges for Messrs. McMullan, Can, O’Shields, Kazazian and Kovach (“Aon Study”). The Aon Study involved an analysis of total compensation for comparable positions at the following 32 institutions, as well as the other FHLBanks.


•Ameris Bank •Apple Financial Holdings •Arvest Bank •Atlantic Union Bank •Banner Bank •Berkshire Bank •Bremer Financial Corporation •Cadence Bank •Cathay General Bancorp •CenterState Bank Corporation •City National Bank of Florida •Community Bank System, Inc. •Customers Bank •CVB Financial Corporation •Eastern Bank •First Interstate BancSystem, Inc. •First Merchants Bank			•First Midwest Bank •FirstBank Holding Company •Glacier Bank •Great Western Bank •Heartland Financial USA, Inc. •Independent Bank – TX •Northwest Bank – PA •OceanFirst Bank •Pacific Premier Bank •PlainsCapital Bank •Renasant Corporation •Sandy Spring Bank •South State Bank •Trustmark Corporation •United Community Banks

The value of retirement plans and other benefits were not specifically considered as part of the Aon study. To account for differences in the size and scope of the comparable positions included in the Aon Study, low quartile data (25th percentile), median data (50th percentile) or high quartile data (75th percentile) was selected for each of those jobs to develop a market composite comparison for each of the positions held by the applicable named executive officers. In the case of the other FHLBanks, executive to executive comparisons were made at the high quartile to account for the Bank’s size and scope. In the case of the commercial bank peers, divisional head comparisons were used to identify the jobs with the closest functional responsibilities to the applicable named executive officers, and executive comparisons were made at the low quartile. For purposes of the Bank’s comparative analysis, total direct compensation within +/- 15 percent of the median market composite compensation was considered to be within the competitive market range.

In connection with Mr. Malmberg’s appointment, the board engaged Aon in April 2021 to provide competitive market compensation ranges (the “April Aon Study”). The April Aon Study involved an analysis of total compensation for comparable positions at the 32 institutions listed above and the other FHLBanks. An additional peer group was considered at the following 36 institutions, public proxy peers with assets between $10 billion and $20 billion:


•United Bankshares Inc. •Ameris Bancorp •Bank of Hawaii Corp. •Cathay General Bancorp •First Midwest Bancorp Inc. •Cadence Bancorp. •Atlantic Union Bkshs Corp. •CenterState Bank Corp. •Washington Federal Inc. •South State Corporation •WesBanco Inc. •Hope Bancorp, Inc. •Home Bancshares Inc. •Independent Bk Group Inc. •First Interstate BancSystem •First Financial Bancorp •Columbia Banking System Inc. •Glacier Bancorp Inc.			•Trustmark Corp. •Renasant Corp. •Berkshire Hills Bancorp Inc. •Heartland Financial USA Inc. •United Community Banks Inc. •Great Western Bancorp •Banner Corp. •First Merchants Corp. •WSFS Financial Corp. •International Bancshares Corp. •TowneBank •Pacific Premier Bancorp •Customers Bancorp Inc. •Community Bank System Inc. •Independent Bank Corp. •CVB Financial Corp. •Axos Financial Inc. •Northwest Bancshares, Inc.

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The value of retirement plans and other benefits were considered as part of a separate study provided by Aon. To account for differences in the size and scope of the comparable positions included in the April Aon Study, low quartile data (25th percentile), median data (50th percentile) or high quartile data (75th percentile) was selected for each of those jobs to develop a market composite comparison for the CEO position. In the case of the other FHLBanks, direct CEO comparisons were made at the high quartile to account for the Bank’s size and scope. The CEO role was matched directly with other CEOs in the commercial bank peer group at the median, and in the case of the public proxy peers, at the low quartile. For purposes of the Bank’s comparative analysis, total direct compensation within +/- 15 percent of the median market composite compensation was considered to be within the competitive market range.

Base Salary

In setting the base salaries of the named executive officers for 2021, the board took into consideration the results of the Aon Study, which showed that each of these executive’s base salary and targeted incentive opportunities were at or below the lower bound of the competitive market median for his or her position when compared with commercial Banks and comparable when compared with other Federal Home Loan Banks. After reviewing the Bank’s performance and the performance of each of the named executive officers during fiscal year 2020, the board set:

•Mr. Kazazian’s base salary for 2021 at $425,000, which was an increase of 4.94 percent from 2020;

•Mr. O’Shields’ base salary for 2021 at $425,000,which was an increase of 2.41 percent from 2020;

•Mr. Can’s base salary for 2021 at $425,000, which was an increase of 2.41 percent from 2020;

•Mr. McMullan’s base salary for 2021 at $950,000, which was unchanged from 2020; and

•Mr. Kovach’s base salary for 2021 at $423,300, which was unchanged from 2020.

The board based these decisions, in part, on the following:

•Business results generated during 2020;

•Safe and sound operations during 2020; and

•Comparable compensation provided at comparable organizations.

When Mr. Malmberg became President and CEO in 2021, the board utilized the April Aon Study to establish his base salary at $875,000, which was consistent with the FHLBank System median and below the proxy bank peers. Mr. Malmberg’s base salary component was noted as slightly above the median for other commercial Bank peers with total compensation below the low quartile.

As discussed above, the CEO determines the base salary of all senior vice president officers (other than those officers reporting directly to him or prior named executive officers, whose base salaries are established by the board of directors, and the chief audit officer). Ms. Hunter’s base salary for 2021 was $346,800, which was an increase of 2.00 percent from 2020.

Incentive Compensation

The following table presents the 2021 award opportunities, as established by the board under the ICP, expressed as a percentage of base pay earnings during the year.

2021 Award Opportunities


	Percent of Base Salary (%)
Title	Threshold	Target	Maximum
President and Chief Executive Officer	50.00	75.00	100.00
Executive Vice Presidents	35.00	60.00	85.00
Senior Vice President and Chief Financial Officer	35.00	60.00	85.00
Senior Vice Presidents	30.00	50.00	70.00

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For 2021, the board established four incentive goals under the ICP, which correlate to the shareholder focus and risk management performance and diversity and inclusion priorities reflected in the Bank’s strategic plan. Each of these goals is described in more detail below. Awards for senior vice presidents also included individual and team goals. The board of directors established threshold, target, and maximum performance levels for each quantitative incentive goal. Each goal’s “target” performance level is consistent with the assumptions set forth in the Bank’s annual operating budget, forecasts, and strategic plan. The “threshold” and “maximum” performance levels are designed to reward partial attainment of the goal and performance beyond the forecasted levels, respectively. Factors considered in setting the various performance levels include management’s projections concerning economic conditions, interest rates, demand for advances products, and balance sheet structure.

The following tables provide the weights and awards for each performance target as a percentage of base salary that the board established for 2021. A description of each of the performance metrics, and the performance against such metrics in 2021, is provided following the tables.

2021 Weights and Awards

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President and Chief Executive Officer
(Mr. Malmberg and Mr. McMullan)		Percent of Base Salary
Goal	Weight (%)	Threshold (%)	Target (%)	Maximum (%)
Shareholder Focus - Shareholder Activity	30.00	15.00	22.50	30.00
Risk Management - Risk Appetite	30.00	15.00	22.50	30.00
Risk Management - ROE Spread to Average SOFR	30.00	15.00	22.50	30.00
Diversity and Inclusion	10.00	5.00	7.50	10.00


Total	100.00	50.00	75.00	100.00

Executive Vice President and Chief Financial Officer
(Mr. Kazazian)		Percent of Base Salary
Goal	Weight (%)	Threshold (%)	Target (%)	Maximum (%)
Shareholder Focus - Shareholder Activity	25.00	8.75	15.00	21.25
Risk Management - Risk Appetite	25.00	8.75	15.00	21.25
Risk Management - ROE Spread to Average SOFR	25.00	8.75	15.00	21.25
Diversity and Inclusion	10.00	3.50	6.00	8.50
Individual and Team Goals	15.00	5.25	9.00	12.75
Total	100.00	35.00	60.00	85.00

Executive Vice President
(Mr. O’Shields)		Percent of Base Salary
Goal	Weight (%)	Threshold (%)	Target (%)	Maximum (%)
Shareholder Focus - Shareholder Activity	30.00	10.50	18.00	25.50
Risk Management - Risk Appetite	30.00	10.50	18.00	25.50
Risk Management - ROE Spread to Average SOFR	30.00	10.50	18.00	25.50
Diversity and Inclusion	10.00	3.50	6.00	8.50

Total	100.00	35.00	60.00	85.00

Executive Vice President and Chief Risk Officer
(Mr. Can)		Percent of Base Salary
Goal	Weight (%)	Threshold (%)	Target (%)	Maximum (%)
Risk Management - Risk Appetite	40.00	14.00	24.00	34.00
Diversity and Inclusion	10.00	3.50	6.00	8.50
Individual and Team Goals	50.00	17.50	30.00	42.50
Total	100.00	35.00	60.00	85.00

Senior Vice President
(Ms. Hunter and Mr. Kovach)		Percent of Base Salary
Goal	Weight (%)	Threshold (%)	Target (%)	Maximum (%)
Shareholder Focus - Shareholder Activity	25.00	7.50	12.50	17.50
Risk Management - Risk Appetite	25.00	7.50	12.50	17.50
Risk Management - ROE Spread to Average SOFR	25.00	7.50	12.50	17.50
Diversity and Inclusion	10.00	3.00	5.00	7.00
Individual and Team Goals	15.00	4.50	7.50	10.50

Total	100.00	30.00	50.00	70.00

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The Shareholder Focus - Shareholder Activity goal measured the average utilization of the Bank’s products and services by shareholders during 2021. Performance under this measure was determined by calculating the total product utilization by shareholders as of December 31, 2021, referred to as activity points, over the daily average number of shareholders for each business day of 2021. The performance goals were 2.20 (threshold), 2.42 (target) and 2.62 (maximum) activity points per shareholder. This goal was substantially the same for each named executive officer, with the exception of Mr. Can (who did not have this performance metric), and performance was determined on an overall Bank-wide basis. As of December 31, 2021, the Bank achieved a shareholder activity performance score of 2.307 activity points per shareholder. Based on 2021 performance, the board awarded between the threshold and target level for this goal.

The Risk Management - Risk Appetite goal involved managing the Bank’s key risks at appropriate tolerance levels. Under this measure, the board and management defined the Bank’s key risks and the tolerance levels with respect to those risks. The Bank then scored each key risk based upon whether the Bank was satisfying the defined tolerance level. If the Bank was performing at or better than the defined tolerance level for all key risks, a risk appetite performance score of 100 was achieved. A deduction was applied to the risk appetite performance score for each key risk performing below the defined tolerance level. The amount that was deducted depended upon the extent of the underperformance. The performance goals were 85.0 percent risk appetite performance score (threshold), 95.0 percent risk appetite performance score (target), and 100 percent risk appetite performance score (maximum). This goal was substantially the same for each named executive officer, with the exception of Mr. Can (whose overall weighting for this goal was higher, consistent with his role as Chief Risk Officer), and performance was determined on an overall Bank-wide basis. As of December 31, 2021, the Bank achieved a risk appetite performance score of 95.43 percent. Based upon that score, the board awarded between the target and maximum level for this goal.

The Risk Management - ROE Spread to Average SOFR performance goal related to the Bank’s ROE amount in excess average SOFR. This performance measure reflects the Bank’s ability to pay quarterly dividends to its members and was established with a sliding scale so that the spread performance metrics become smaller as SOFR increases. The board of directors could reduce the award for this measure or increase the required ROE spread to average SOFR under certain economic scenarios. For 2021, the performance goals were 95 basis points (threshold), 145 basis points (target), and 195 basis points (maximum). This goal was substantially the same for each named executive officer, with the exception of Mr. Can (who did not have this performance metric), and performance was determined on an overall Bank-wide basis. In 2021, the Bank’s ROE spread to average SOFR was 287 basis points. Based upon that calculation, the board awarded the maximum level for this goal.

The Diversity and Inclusion performance goal aligned with the Bank’s commitment to its diversity and inclusion program and measured the Bank’s ability to operate in accordance with its board approved diversity and inclusion strategy. This performance goal utilized the seven quantitative goals contained in the Bank’s 2021 diversity and inclusion operational plan. These seven goals are in the areas of workforce, supplier, capital markets and partnership. Under this measure, the performance goals required achievement of three (threshold), four (target), or six (maximum) of the seven quantitative goals. In 2021, six of these goals were achieved. Based on that achievement, the board awarded the maximum for this goal.

In 2021, the board of directors did not establish individual performance goals for Messrs. Malmberg, McMullan or Mr. O’Shields. Individual goals for Mr. Kazazian focused on information technology initiatives and team development. Individual goals for Mr. Can focused on information technology initiatives and risk management. Individual goals for Ms. Hunter focused on information technology initiatives and employee development. Based upon performance in 2021, Mr. Kazazian and Mr. Can were awarded between target and maximum and Ms. Hunter was awarded below threshold level for these goals. Individual goals for Mr. Kovach focused on information technology initiatives, compliance, and risk management. Mr. Kovach separated from the Bank prior to determination of final performance measures and was awarded at target level per the terms of the Bank’s incentive compensation plan.

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The following table presents the final award level associated with each performance goal and total award amounts for each named executive officer.

2021 Incentive Compensation Plan Awards


Name	Shareholder Activity (%)	Risk Appetite (%)	ROE Spread to average SOFR (%)	Diversity and Inclusion (%)	Individual/Team Goals (%)	Total Award (%) of Base Salary	Overall Award Level	Total Calculated Award	Deferred Incentive
Kirk R. Malmberg	18.66	23.14	30.00	10.00	—	81.80	Target-Max	$429,462	$214,731
Haig H. Kazazian, III	11.80	15.53	21.25	8.50	11.48	68.56	Target-Max	291,381	145,691
Reginald T. O'Shields	14.16	18.64	25.50	8.50	—	66.80	Target-Max	283,910	141,955
Alp E. Can	—	24.85	—	8.50	38.25	71.60	Target-Max	304,316	152,158
K. Annette Hunter	9.94	12.93	17.50	7.00	3.46	50.83	Target-Max	176,290	88,145
W. Wesley McMullan (1)	18.66	23.14	30.00	10.00	—	81.80	Target-Max	310,849	—
Robert S. Kovach (1)	12.50	12.50	12.50	5.00	7.50	50.00	Target	179,089	—

(1) Mr. McMullan retired on May 27, 2021 and Mr. Kovach retired on November 5, 2021, and in accordance with the terms of the Bank’s incentive compensation plan, their total calculated award was not subject to deferral

The amount of incentive compensation earned by each of the named executive officers under the ICP, as shown in the “Total Calculated Award” column in the preceding table is included in the “Non-Equity Incentive Compensation Plan” column in the Summary Compensation Table below, along with interest earned in 2021 on Deferred Incentives. For the Bank’s current named executive officers, the Deferred Incentive portion will be paid, together with positive or negative returns (equal to the Bank’s return on equity for the applicable year) over three years (2023-2025) on the following schedule, subject to certain adjustment and forfeiture provisions discussed below:

Deferred Incentive Payout Schedule


Payment Year						Payment
2023						1/3 of balance (± 1-year return)
2024						1/2 of balance (± 2-year return)
2025						Remaining balance (± 3-year return)

Incentive Compensation Plan Award Adjustment or Forfeiture. The named executive officers’ ICP awards and Deferred Incentive are subject to adjustment or forfeiture in certain events. Under the terms of the ICP, the board of directors has reserved the right to amend, modify or terminate the ICP, in whole or in part, and to increase, decrease, terminate without penalty or payment, or otherwise modify any ICP award, at any time for any reason or no reason.

The board of directors has the authority to (i) equitably adjust ICP performance measures for a particular year under the ICP to preserve the benefits or potential benefits intended to be made available to the participants for any merger, consolidation, rights offering, separation, reorganization or liquidation or any other change in the capital structure of the Bank and (ii) adjust Earned Awards (as defined in the ICP) for both current and prior years if the board determines in good faith that the amounts of any Earned Awards were based on materially inaccurate financial statements or any other materially inaccurate performance metric criteria as defined in the ICP. The board may, in its sole discretion, decline to adjust the terms of any outstanding Award, as defined, if it determines that such adjustment would violate applicable law or result in adverse tax consequences to the participant or to the Bank.

If as of the time any payment of the Deferred Incentive otherwise would be due, the board of directors has made a good faith determination that the Bank has not achieved certain objective financial performance threshold measures relating to retained earnings (net of accumulated other comprehensive income (loss)), market value of equity/par value of capital stock, regulatory

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capital to assets ratio, and positive annual net income, the board may in its sole discretion elect to reduce or eliminate such payment of the Deferred Incentive.

If a named executive officer’s employment with the Bank terminates for any reason prior to payment of any earned incentive compensation, all remaining payments (including the Deferred Incentive) will be forfeited, subject to certain limited exceptions if the named executive officer dies, becomes disabled, or retires with a combination of age and years of service to the Bank totaling at least 70.

Other Performance Bonuses

In February 2021, Mr. Kovach received a one-time performance bonus in lieu of a merit increase. In addition, based upon her performance, Ms. Hunter received discretionary bonuses in the amount of $10,000 and $21,960 respectively in December 2021. These amounts are included in the “Bonus” column of the Summary Compensation Table below.

Retirement Benefits

The named executive officers are eligible to participate in certain tax-qualified and non-qualified defined benefit, defined contribution, and deferred compensation plans. These plans are described in more detail below in the sections entitled “Executive Compensation — Pension Benefits” and “— Deferred Compensation.”

The Bank’s retirement benefit plans are a vital component of the Bank’s retention strategy for executive officers, particularly because many other competing organizations provide executive officers with economic benefits based on equity interests in the employer, oftentimes in addition to similar retirement benefits.

Perquisites and Other Benefits

All named executive officers are eligible to participate in the benefit plans that are made available to all employees of the Bank including medical, dental, and vision insurance coverage, group term life and long-term disability insurance coverage, paid vacation, and sick leave. The named executive officers generally participate in these plans on the same basis and terms as all other employees.

The Bank offers the named executive officers a limited number of perquisites, including an annual physical examination, guest travel to certain business functions, business club memberships, and financial planning services. For Mr. Malmberg, the Bank also provides an automobile allowance of up to $1,500 per month. Because perquisites generally are limited, the board does not specifically consider perquisites when reviewing total compensation for any of the named executive officers.

Employment Arrangements and Severance Benefits

Other than the specific contractual arrangements discussed below, all Bank employees are employed under an “at will” arrangement. Accordingly, an employee may resign employment at any time, and the Bank may terminate the employee’s employment at any time for any reason, with or without cause.

The board of directors may, in its discretion, provide severance benefits to an executive officer in the event of termination of his/her employment. In determining whether severance compensation is appropriate, the board of directors considers both the factors underlying the termination of employment and the employment history of the executive officer. The Bank does not provide a “gross up” benefit on taxes incurred with respect to any severance.

Employment Agreement. The Bank entered into an Employment Agreement with Mr. Malmberg, effective April 20, 2021 (Employment Agreement). Under the Employment Agreement, Mr. Malmberg’s employment with the Bank may be terminated by the Bank with or without “cause,” or by Mr. Malmberg with or without “good reason,” as defined in the Employment Agreement. Unless earlier terminated by either party as provided therein, the Employment Agreement had an initial three-year term and will continue to extend automatically for subsequent one-year periods unless either party elects not to renew. Mr. Malmberg is entitled to participate in all incentive, savings, and retirement plans and programs available to senior executives of the Bank. The Employment Agreement also provides for certain severance benefits for Mr. Malmberg, which are discussed below under “Potential Payments upon Termination or Change in Control.” This severance arrangement was an integral and necessary component of the Bank’s strategy to recruit Mr. Malmberg to the president and CEO position.

Change in Control Severance Plan. Effective January 1, 2017, the Bank adopted an Executive Change in Control Severance Plan

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(Severance Plan). The purpose of the Severance Plan is to facilitate the hiring and retention of senior executives capable of executing the Bank’s strategic priorities, to ensure their continued dedication to the Bank notwithstanding the possibility of a change in control, and to provide them with certain protection and benefits in the event of certain termination events following a defined change in control of the Bank. The board has designated Messrs. Malmberg, Kazazian, Can and O’Shields as eligible to participate in the Severance Plan. The Severance Plan is discussed below under “Potential Payments upon Termination or Change in Control.”

Report of the Board of Directors

The board of directors of the Bank has reviewed and discussed the Compensation Discussion and Analysis above with management, and based on such review and discussion, the board of directors has determined that the Compensation Discussion and Analysis above should be included in the Bank’s Annual Report on Form 10-K.

The board of directors of the Bank has primary responsibility for establishing and determining the Bank’s compensation program. Therefore, this report is submitted by the full board of directors who were serving during 2021.

BOARD OF DIRECTORS


Richard A. Whaley, Chairman						R. Thornwell Dunlap, III, Vice Chair
Suzanne S. DeFerie						Kim C. Liddell
William C. Handorf						Edwina L. Payne
Scott C. Harvard						John B. Rucker
Jonathan Kislak						Kim D. Saunders

Executive Compensation

Summary Compensation Tables

The following table presents a summary of cash and other compensation earned by the named executive officers for the years ended December 31, 2021, 2020, and 2019. It is important to read this table, and the other tables that follow, closely and in conjunction with the Compensation Discussion and Analysis. The narratives following the tables and the footnotes accompanying each table are important parts of each table.

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2021 Summary Compensation Table


Name and Principal Position (a)	Year (b)	Salary (c) (2)		Bonus (d) (3)		Non-Equity Incentive Plan Compensation (e) (4)		Change in Pension Value and Nonqualified Deferred Compensation Earnings (f) (5)		All Other Compensation (g) (6)		Total (h)
Kirk R. Malmberg Executive Vice President and Chief Operating Officer (1)	2021	$	525,000	$	2,100	$	429,462	$	307,917	$	118,330	$	1,382,809
	2020	581,885		1,500		427,342		3,689,157		121,985		4,821,869
	2019	545,000		100		394,920		1,949,176		37,052		2,926,248
Haig H. Kazazian, III Executive Vice President and Chief Financial Officer	2021	425,000		100		298,917		—		27,725		751,742
	2020	420,577		100		311,041		1,820,000		25,571		2,577,289
	2019	366,000		100		232,009		1,517,000		22,847		2,137,956

Reginald O'Shields Executive Vice President and General Counsel, Chief Compliance and Ethics Officer	2021	425,000		100		291,401		—		29,743		746,244
	2020	430,962		100		303,934		1,200,000		29,144		1,964,140
	2019	372,750		100		236,286		905,000		22,521		1,536,657
Alp E. Can, Executive Vice President, Chief Risk Officer	2021	425,000		100		312,010		19,000		79,691		835,801
	2020	430,962		1,600		320,814		301,000		68,783		1,123,159

K. Annette Hunter Senior Vice President and Director of Business Operations	2021	346,800		32,060		182,066		50,000		21,894		632,820


W. Wesley McMullan Former President and Chief Executive Officer (1)	2021	380,000		1,500		317,679		4,083,679		130,989		4,913,847
	2020	986,538		100		848,874		3,969,392		85,994		5,890,898
	2019	935,000		100		822,604		4,404,577		79,758		6,242,039
Robert S. Kovach Former Senior Vice President and Chief Credit Officer (1)	2021	358,177		9,966		186,189		15,931		519,941		1,090,204
	2020	439,581		1,100		271,483		454,000		27,754		1,193,918
	2019	415,000		100		263,473		553,000		25,206		1,256,779

__________

(1) Mr. Malmberg was hired as CEO on May, 28, 2021. Mr. McMullan retired on May 27, 2021. Mr. Kovach retired on November 5, 2021.

(2) In 2020, due to the cumulative impact of the leap year schedule, coupled with the Bank’s biweekly payroll processing schedule, all Bank employees were paid for 27 pay periods instead of the standard 26. The 2020 amounts in column (c) reflect this payment for Mr. Kazazian, Mr. O’Shields, Mr. Can, Mr. McMullan and Mr. Kovach.

(3) The amounts in column (d) reflect an annual $100 employee appreciation bonus provided to all employees of the Bank. The Bank provides all employees of the Bank, including the named executive officers, a tax gross-up on this bonus, which amount is included in column (g). The 2021 bonus amount includes an award payment of $2,000 for Mr. Malmberg under the Bank’s Service Award Program to recognize employees with five or more years of service. The 2021 bonus amount for Mr. McMullan and Mr. Kovach includes an award payment of $1,500 to recognize retirees under the Bank’s Service Award Program. The Service Award Program is administered by the Bank’s human resources department and is available to all employees of the Bank under the same general terms and conditions. Mr. Kovach received a one-time performance bonus of $8,466 in lieu of a 2021 merit adjustment. Ms. Hunter received performance bonuses in the amount of $10,000 and $21,960. To the extent the Bank provided a gross-up on such awards, those amounts are included in column (g).

(4) The amounts in column (e) reflect the dollar value of all earnings for services performed during the fiscal years ended December 31, 2021, 2020, and 2019 pursuant to awards under the ICP, even though fifty percent of the ICP awards for each year were subject to mandatory deferral and distribution over three years. As discussed in the Compensation Discussion and Analysis, the 2021 non-equity incentive compensation awards were subject to a 30-day review period and receipt of non-objection by the Finance Agency. The Bank received written non-objection from the Finance Agency on February 14, 2022. The amounts in column (e) also include the dollar value of all interest during each year earned on Deferred Incentive related to ICP awards for prior fiscal years, in the following amounts for 2021: $6,830 for Mr. McMullan, $7,536 for Mr. Kazazian, $7,491 for Mr. O’Shields, $7,694 for Mr. Can, $7,100 for Mr. Kovach and $5,776 for Ms. Hunter.

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(5) The amounts in column (f) reflect the sum of (i) the aggregate change in the actuarial present value of the named executive officer’s aggregate pension benefits under the Bank’s Pension and Defined Benefit Equalization Plan (DBEP) during each fiscal year, computed as described in footnote (1) to the 2021 Pension Benefits table, and (ii) all “above market” earnings earned under the Bank’s non-qualified deferred compensation plans. Under SEC rules, “above-market” earnings result when deferrals are credited with interest in excess of 120 percent of the Applicable Federal Rate. The 2021 above-market amounts for Mr. McMullan and Mr. Malmberg were $24,270 and $3,819, respectively. For Mr. Kazazian and Mr. O’Shields, the aggregate actuarial present value for pension benefits under the

Bank’s Pension and DBEP Plans decreased by $126,000 and $164,000, respectively. These plans are described in greater detail below under “Pension Benefits” and “Deferred Compensation.”

(6) The amounts in column (g) for 2021 consist of the following amounts:


Name	Bank Contributions under the 401(k) Plan		Matching contributions under the Bank’s non-qualified Defined Contribution Benefit Equalization Plan		Perquisite (1)		Tax Gross-ups (2)		Other (3)		Total
Kirk R. Malmberg	$	17,400	$	87,600	$	12,654	$	676	$	—	$	118,330

Haig H. Kazazian, III	17,400		8,100		2,182		43		—		27,725

Reginald T. O'Shields	7,846		17,654		4,200		43		—		29,743

Alp E. Can	17,400		61,971		277		43		—		79,691

K. Annette Hunter	8,003		12,805		1,043		43		—		21,894

W. Wesley McMullan	15,038		7,762		16,160		646		91,383		130,989

Robert S. Kovach	5,861		15,630		15,043		281		483,126		519,941

____________

(1) Perquisites are valued at the actual amounts paid by the Bank, and the value of each perquisite for each executive was less than $25,000. The Bank paid premiums for each named executive officer for the Bank’s Business Travel Accidental Death and Dismemberment Policy. The Bank provided Mr. Malmberg an airline program membership, and a $1,500 per month car allowance. The Bank also provided Mr. McMullan a monthly car allowance during his time as CEO as well as reimbursement for executive health benefits, financial planning services, and the Bank allowed Mr. McMullan to retain certain personal IT resources at the time of retirement.. The Bank provided Mr. Malmberg, Mr. Kazazian, Mr. Can, and Mr. O’Shields reimbursement for certain activities at business functions. The Bank provided Mr. Malmberg, Mr. Kazazian and Mr. O’Shields reimbursement for guest travel to certain business functions. The Bank provided Mr. Kovach a reimbursement for financial planning services. The Bank provided Mr. Kazazian and Mr. O’Shields a wellness incentive through the group health plan. The Bank provided Mr. Kazazian, Mr. O’Shields, and Ms. Hunter matching contributions in the Bank’s Once For All charitable giving program.

(2) The tax gross-up amounts represent withholding taxes on the $100 employee appreciation bonus provided to all employees of the Bank and on the awards to Malmberg, McMullan, and Kovach issued under the Bank’s Service Award Program.

(3) This amount represents a payout of Mr. McMullan’s accrued but unpaid annual leave upon his retirement, and a payout of Mr. Kovach’s accrued but unpaid annual leave upon his retirement and a severance payment pursuant to the Agreement and Release, dated December 20, 2021, between the Bank and Mr. Kovach, upon the satisfaction of certain conditions.

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Awards of Incentive Compensation in 2021

The following table provides information concerning each grant of an award to a named executive officer in 2021 under the ICP.

2021 Grants of Plan-Based Awards


	Estimated Future Payouts Under Non-Equity Incentive Plan Awards
Name (a)	Threshold (b) (1)		Target (c) (1)		Maximum (d) (1)
Kirk R. Malmberg	$	437,500	$	656,250	$	875,000
Haig H. Kazazian, III	148,750		255,000		361,250
Reginald O'Shields	148,750		255,000		361,250
Alp E. Can	148,750		255,000		361,250
K. Annette Hunter	104,040		173,400		242,760
W. Wesley McMullan	190,000		285,000		380,000
Robert S. Kovach	107,453		179,088		250,724

____________

(1) Columns (b-d) reflect threshold, target, and maximum payment opportunities under the Bank’s ICP for the fiscal year ended December 31, 2021. The actual amounts earned pursuant to the ICP during 2021 are reported under column (e) of the 2021 Summary Compensation Table. Fifty percent of the actual amount earned is subject to mandatory deferral. For information on these awards, see “Compensation Discussion and Analysis.”

Retirement Benefits

Pension Benefits

The 2021 Pension Benefits table below provides information with respect to the Pentegra Plan, which is the Bank’s tax-qualified pension plan (Pension Plan), and the Bank’s non-qualified Defined Benefit Equalization Plan (DBEP). The table shows the actuarial present value of accumulated benefits as of December 31, 2021, for each of the named executive officers and the number of years of service credited to each named executive under each plan.

Pension Plan

The pension benefits payable under the Pension Plan are based on a pre-established defined benefit formula that provides for an annual retirement allowance and a retirement death benefit. A participant’s benefit in the plan vests upon completion of five years of service with the Bank, and the payout amount depends on the date of the participant’s retirement, as described below.

Employees hired before July 1, 2005

For participants hired on or before July 1, 2005, the Pension Plan generally provides an annual retirement allowance equal to 2.50 percent of the participant’s highest consecutive three-year average compensation for each year of credited service under the plan (not to exceed 30 years). Average compensation is defined as base salary and annual short-term incentive compensation.

For these participants, the standard retirement age is 65, with reduced early retirement benefits available at age 45. If the participant continues to work for the Bank until the sum of the participant’s age and years of service with the Bank equals at least 70, the annual benefit payable following retirement is reduced by 1.50 percent for each year that retirement precedes normal retirement age. If the participant terminates employment before the participant’s age and years of service with the Bank total 70, the annual benefit payable following retirement is reduced by six percent for each year between age 64 and 60, by four percent for each year between age 59 and 55, and by three percent for each year between age 54 and 45, in each case, that retirement precedes normal retirement age. For these participants, lump sum payments are available beginning at age 50.

Mr. Kazazian, Mr. Can, Mr. O’Shields and Ms. Hunter participate in the Pension Plan on these terms because they were hired before July 1, 2005. Each of them has attained eligibility for immediate early retirement. Mr. Malmberg also participated in the Pension Plan on these terms and received a distribution from the Pension Plan following his retirement in 2020; he re-entered the Pension Plan at a level consistent with his original date of hire when he was appointed CEO in 2021.

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Employees hired between July 1, 2005, and February 28, 2011

For participants hired between July 1, 2005, and February 28, 2011, the Pension Plan generally provides an annual retirement allowance equal to 1.50 percent of the participant’s highest consecutive five-year average compensation for each year of credited service under the plan (not to exceed 30 years). Average compensation is defined as base salary only. For these participants, the standard retirement age is 65, with reduced early retirement benefits available at age 55. If the participant terminates employment before reaching age 65, the annual benefit payable following retirement is reduced by six percent for each year between age 65 and 60, and by four percent for each year between age 60 and 55, in each case, that retirement precedes normal retirement age. For these participants, lump sum payments are not available, except for Mr. Kovach. Mr. Kovach, who was hired in 2010, participated in the Pension Plan under these terms, and received a lump sum payment upon retirement in 2021.

Employees hired on or after March 1, 2011

The Pension Plan was closed to new participants effective March 1, 2011.

DBEP

Payments under the Pension Plan may be limited due to federal tax code limitations. The DBEP exists to restore those benefits that executives otherwise would forfeit due to these limitations. The DBEP operates using the same benefit formula and retirement eligibility provisions as described above under the Pension Plan. Because the DBEP is a non-qualified plan, the benefits received from this plan do not receive the same tax treatment and funding protection as the Pension Plan. Messrs. Kazazian, and O’Shields and Ms. Hunter participate in the DBEP.

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Death Benefits

Death benefits, which do not vary based on date of hire, also are available under the Pension Plan and the DBEP. If an employee dies while in active service, his/her beneficiary is entitled to a lump sum amount equal to the commuted value of 120 monthly retirement payments. If a former employee dies while in retirement, having elected the normal form of retirement benefits, his/her beneficiary also is entitled to a lump sum amount equal to the commuted value of 120 monthly retirement payments less payments received before the former employee died.

2021 Pension Benefits


Name (a)	Plan Name (b)	Number of Years of Credited Service (c)	Present Value of Accumulated Benefit (d) (1)		Payments during last fiscal year (e)
Kirk R. Malmberg (2)	Pension Plan	24.58	$	2,728,000	$	128,829
	DBEP	23.92	—		8,398,269
Haig H. Kazazian, III	Pension Plan	29.25	2,625,000		—
	DBEP	29.25	3,777,000		—
Reginald T. O'Shields	Pension Plan	18.58	1,427,000		—
	DBEP	18.58	2,199,000		—
Alp E. Can	Pension Plan	16.58	1,127,000		—
	DBEP	N/A	—		—
K. Annette Hunter	Pension Plan	19.25	1,828,000		—
	DBEP	19.25	1,891,000		—
W. Wesley McMullan	Pension Plan	30.00	3,612,000		86,775
	DBEP	30.00	—		20,855,634
Robert S. Kovach	Pension Plan	30.00	—		2,063,324
	DBEP	30.00	—		572,607

____________

(1) The “Present Value of Accumulated Benefit” is the present value of the annual pension benefit that was earned as of December 31, 2021, assuming retirement at age 65. Benefits under the Pension Plan were calculated using a 2.83 percent discount rate; a 2.22 percent discount rate was used to calculate benefits under the DBEP.

(2) Mr. Malmberg did not re-enter participation in the DBEP upon his appointment as CEO in 2021.

Deferred Compensation

Each named executive officer of the Bank is eligible to participate in the Bank’s non-qualified, elective deferred compensation plan (DCP). Additionally, each named executive officer is also eligible to participate in the Bank’s consolidated non-qualified Benefit Equalization Plan (BEP). The BEP includes both a defined contribution component (DCBEP) described below and a defined benefit component (DBEP) described above. Directors are eligible to participate in the DCP but are not eligible to participate in the BEP.

The DCP permits a participant to defer all or a portion of his/her compensation, including base salary and awards under the ICP, and to select the method of determining the earnings on such deferred compensation, based on a range of mutual fund options designed to mirror the Bank’s 401(k) Plan. DCP participants also may select an interest crediting rate based on the Bank’s return on equity. Distributions from the DCP may be made either in a specific year, whether or not a participant’s employment has ended, or at a time that begins at or after the participant’s retirement or separation. Participants may elect to receive either a lump sum distribution or annual installment payments over periods ranging from two to five years. The Bank does not match contributions to the DCP. Mr. McMullan participated in the DCP for the year ended December 31, 2021.

Named executive officers are permitted to defer up to 40.0 percent of salary under the Bank’s 401(k) Plan and the DCBEP. The Bank matches the amount contributed by a participant up to six percent of base salary.

The DCBEP, like the 401(k) Plan, is self-directed and provides participants with a range of mutual fund options through the Vanguard Group. Participants earn a market rate of return based on the mutual funds selected. Distributions from the DCBEP begin when a participant’s employment has ended. Participants may elect to receive either a lump sum distribution or annual installment

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payments over periods ranging from two to five years. These plans are designed to encourage additional voluntary savings and to offer a valuable financial planning tool. All Bank contributions to the DCBEP are subject to a two-year vesting period.

The board amended the BEP, effective January 1, 2018, to:

•provide that any executive hired or promoted to the level of senior vice president or higher after January 1, 2018 (“eligible executives”), will not be eligible to receive the defined benefit feature of the BEP;

•provide senior vice presidents hired or promoted after January 1, 2018 with a contribution equivalent to 10.0 percent of base pay offset by contributions to the 401(k) Plan; and

•provide senior vice presidents hired or promoted after January 1, 2018 with a contribution equivalent to 10.0 percent of incentive compensation.

The board amended the BEP, effective April 1, 2021, to:

•define a new category of executives as eligible participants: those who were hired or promoted to chief executive officer on or after April 1, 2021 and regardless of participation in the Bank’s qualified pension plan but who are not eligible to accrue benefits under the Bank's non-qualified defined benefit equalization plan. The defined contribution portion of the BEP as amended;

•provides eligible executives with a contribution equivalent to 14.0 percent of base pay offset by 6.0 percent matching contributions to the 401(k) Plan; and

•provides eligible executives with a contribution equivalent to 20.0 percent of any bonuses paid in the current year.

The following table presents compensation earned and deferred in 2021, and earnings on, or distributions of, such amounts. In accordance with SEC rules, the amounts shown in the table do not include any amounts in respect of the 401(k) Plan.

2021 Nonqualified Deferred Compensation


Name (a)	Executive Contributions in Last Fiscal Year (b) (1)		Bank Contributions in Last Fiscal Year (c) (2)		Aggregate Earnings In Last Fiscal Year (d) (3)		Aggregate Withdrawals / Distributions (e)		Aggregate Balance at Last Fiscal Year End (f) (4)
Kirk R. Malmberg	$	5,500	$	87,600	$	232,972	$	(1,921,124)	$	796,099
Haig H. Kazazian, III	—		8,100		11,409		—		73,811
Reginald O'Shields	59,000		17,654		127,315		—		1,103,819
Alp E. Can	6,000		61,971		42,041		—		241,881
K. Annette Hunter	43,360		12,805		46,786		—		403,845
W. Wesley McMullan	162,471		7,762		194,752		(1,516,286)		2,397,594
Robert S. Kovach	81,453		15,630		276,837		—		2,370,748

_________

(1) Amounts under column (b) are included in salary reported for 2021 in column (c) of the 2021 Summary Compensation Table.

(2) Amounts under column (c) are included in all other compensation amounts reported for 2021 in column (g) of the 2021 Summary Compensation Table.

(3) Amounts under column (d) reflect actual market returns for mutual funds selected by participants and earnings on the Bank’s return on equity fund over 120% applicable long term federal rate.

(4) To the extent that a participant was a named executive officer in prior years, executive and Bank contributions included in the “Aggregate Balance at Last Fiscal Year End” column have been reported as compensation in the Summary Compensation Table for the applicable year.

142

Potential Payments upon Termination or Change in Control

Malmberg Employment Agreement

Mr. Malmberg’s Employment Agreement provides that upon the Bank’s termination of his employment for any reason other than “cause,” or upon Mr. Malmberg’s termination of his employment for “good reason,” the Bank will pay a total of one year’s base salary in effect at the date of termination in a lump sum within 30 days after Mr. Malmberg executes and delivers a general release of claims to the Bank, plus an amount equal to the amount that would have been payable pursuant to Mr. Malmberg’s incentive compensation award for the year in which the date of termination occurs, prorated based upon the number of days Mr. Malmberg was employed that year. The incentive compensation award is based on the Bank’s actual performance for the year in which termination occurs and is payable at the time such incentive compensation awards are paid to other senior executives. In addition, Mr. Malmberg is entitled to receive certain healthcare replacement costs and other amounts required to be paid or provided under any other Bank plan, program, policy or practice or contract or agreement.

Under Mr. Malmberg’s Employment Agreement, “cause” is defined to include:

•Mr. Malmberg’s failure to perform substantially his duties;

•his engagement in illegal conduct or gross misconduct injurious to the Bank;

•a written request from the Finance Agency or any other regulatory agency or body requesting that the Bank terminate his employment;

•crimes involving a felony, fraud or other dishonest acts;

•certain other notices from or actions by the Finance Agency;

•his breach of fiduciary duty or breach of certain covenants in the Employment Agreement;

•his refusal to comply with a lawful directive from the Chairman of the board of directors or from the board of directors; or

•his material breach of the Employment Agreement.

The Employment Agreement defines “good reason” to include:

•a material diminution in Mr. Malmberg’s base salary or in his authority;

•the Bank requiring Mr. Malmberg to be based at any office or location other than in Atlanta, Georgia; or

•a material breach of the Employment Agreement by the Bank.

143

The following table presents information about potential payments to Mr. Malmberg under his Employment Agreement in the event his employment had terminated on December 31, 2021 and a change in control of the Bank had not occurred. He is not entitled to any gross-up payments on taxes incurred with respect to any severance, whether under Section 280G of the tax code or otherwise.


Potential Payments upon Termination

Termination	Severance						Medical, Dental, and Vision Insurance Benefits		Pension Benefit Enhancements		Other Perquisites		Total
	2021 ICP Award		Deferred Incentive for Prior Periods		Salary
Resignation without Good Reason	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Involuntary Termination For Cause	—		—		—		—		—		—		—
Involuntary Termination Without Cause	429,462		—		875,000		43,425		—		—		1,347,887
Resignation For Good Reason	429,462		—		875,000		43,425		—		—		1,347,887

The other named executive officers are entitled to receive amounts earned during their terms of employment, regardless of the manner in which their employment terminated, on the same terms generally applicable to all employees of the Bank. These amounts include:

•Severance, if and as determined at the sole discretion of the board.

•Amounts accrued and vested through the Bank’s Pension Plan and the DBEP (the Bank’s qualified and non-qualified defined

benefit plans).

•Up to three months of incremental service under the Bank’s Pension Plan may be granted, in the sole discretion of the board, if an employee is provided with severance pay.

•Amounts accrued and vested through the 401(k) Plan and the DCBEP (the Bank’s qualified and non-qualified defined contribution plans) and amounts contributed and associated earnings under the Bank’s DCP.

•Accrued vacation and applicable retiree medical benefits and applicable retiree life insurance.

In the event of the death or disability of an employee, including a named executive officer, in conjunction with the benefits above, the employee or his/her beneficiary may receive benefits under the Bank’s disability plan or payments under the Bank’s life insurance plan, as appropriate. Named executive officers also are entitled to receive death benefit payments under the Pension Plan and the Excess Plan, as described under “Retirement Benefits—Death Benefits.”

Change in Control Severance Plan

Effective January 1, 2017, the Bank adopted an Executive Change in Control Severance Plan (Severance Plan).

Overview of the Severance Plan

The Severance Plan provides certain protection and benefits in the event of a Qualifying Termination (as defined below) following a Change in Control (as defined below). The Severance Plan applies to employees or officers who are designated by the Bank’s board of directors as participants. The Bank’s board has designated Messrs. Malmberg, Kazazian, Can and O’Shields as participants in the Severance Plan.

Qualifying Termination

“Qualifying Termination” means any separation, termination or other discontinuation of the employment relationship between the Bank and a participant, (A) by the Bank, other than for “cause” (as defined in the Severance Plan); or (B) by the participant, for “good reason” (as defined in the Severance Plan), but does not include a termination resulting from the participant’s death or disability.

144

The Severance Plan defines “cause” to include:

•the participant’s failure to perform substantially his/her duties;

•the participant’s engagement in illegal conduct or willful misconduct injurious to the Bank;

•the participant’s material violation of law or regulation or of the Bank’s written policies or guidelines;

•a written request from the Finance Agency requesting that the Bank terminate the participant’s employment;

•crimes involving a felony, fraud or other dishonest acts;

•certain other notices from or actions by the Finance Agency;

•the participant’s breach of fiduciary duty or breach of certain covenants in the Severance Plan; and

•the participant’s refusal to comply with a lawful directive from the CEO or the board of directors.

The Severance Plan defines “good reason” to include:

•a material diminution in the participant’s base salary or in his/her duties or authority;

•the Bank requiring the participant to be based at any office or location other than in Atlanta, Georgia; or

•a material breach of the Severance Plan by the Bank.

Under the terms of the Severance Plan, if there is a Qualifying Termination during the period beginning on the earliest of the date a definitive agreement or order for a Change in Control has been entered, or the effective date of a Change of Control as prescribed by the Finance Agency, and ending, in all cases, twenty-four (24) months following the effective date of the Change in Control, the participant becomes entitled to certain severance payments and benefits.

These payments and benefits include the following:

•The CEO would receive a cash payment equal to 2.5 times his/her annual base salary amount.

•An executive vice president would receive a cash payment equal to 1.75 times his/her annual base salary amount.

•Participants would receive a lump sum cash payment equal to the amount that would have been payable pursuant to the participant’s incentive compensation award for the year in which the date of a Qualifying Termination occurs, prorated based on the number of days the participant was employed that year.

•Participants would receive a lump sum cash payment for outplacement assistance in the amount of $7,500.

In addition, the CEO would receive a cash payment equivalent to 24 months of health continuation coverage, and executive vice presidents would receive a cash payment equivalent to 18 months of health continuation coverage.

The Severance Plan defines a “Change in Control” as:

•the merger, reorganization, or consolidation of the Bank with or into, or acquisition of the Bank by, another Federal Home Loan Bank or other entity;

•the sale or transfer of all or substantially all of the business or assets of the Bank to another Federal Home Loan Bank or other entity; or

•a change in the composition of the Bank’s board that causes the combined number of member directors from the jurisdictions of Alabama, the District of Columbia, Florida, Georgia, Maryland, North Carolina, South Carolina and Virginia to cease to constitute a majority of the Bank’s directors; or

•the Bank’s liquidation or dissolution.

145

The payments described above are payable in a lump sum within sixty (60) days following the participant’s employment termination date, except the prorated incentive compensation award, which is payable at the time such incentive compensation awards are paid to other senior executives. All payments and benefits are conditioned on the executive having delivered an irrevocable general release of claims against the Bank before payment occurs. In addition, all payments and benefits remain subject to the Bank’s compliance with any applicable statutory and regulatory requirements relating to the payment of amounts under the Severance Plan. The Severance Plan requires that an individual execute a participation agreement to become a participant in the Severance Plan. Each of Messrs. Malmberg, Kazazian, O’Shields and Can have executed a participation agreement to become participants in the Severance Plan.

The following table presents information about potential payments under the Severance Plan in the event that a Change in Control had occurred and their employment had terminated due to a Qualifying Termination on December 31, 2021. None of the participants would be entitled to any gross-up payments on taxes incurred with respect to any severance, whether under Section 280G of the tax code or otherwise.


Potential Payments upon Qualified Termination Following a Change in Control(1)

	2021 ICP Award		Separation Payment		Medical, Dental, and Vision Insurance Benefits		Outplacement Assistance		Total
Kirk R. Malmberg	$	429,462	$	2,187,500	$	43,425	$	7,500	$	2,667,887
Reginald T. O'Shields	283,910		743,750		44,150		7,500		1,079,310
Alp E. Can	304,316		743,750		14,310		7,500		1,069,876

____________

(1) Qualifying Termination means a termination without cause or a resignation for good reason. In order to receive severance under the Severance Plan, a Qualifying Termination must occur within 24 months following the effective date of a Change in Control. Mr. Kazazian became a participant in the Severance Plan effective January 14, 2022.

CEO Pay Ratio Disclosure Rule

The following is a reasonable estimate, prepared under applicable SEC rules, of the ratio of the annual total compensation of the Bank’s president and CEO, Mr. Malmberg, to the median of the annual total compensation of the Bank’s other employees. The Bank identified the median employee in 2019 by examining the 2019 base pay for all 314 individuals, excluding the CEO, who were employed by the Bank on December 1, 2019 (annualized for any permanent full- or part-time employees that were not employed by the Bank for all of 2019). For 2021, the Bank determined to use the same median employee in its pay ratio calculation because there has not been a change in the Bank’s employee population or employee compensation arrangements that it believes would significantly impact the pay ratio disclosure. The Bank calculated the annual total compensation for such employee using the same methodology the Bank uses for its named executive officers as set forth in the 2021 Summary Compensation Table included earlier in this Executive Compensation section of the Report. The Bank had more than one non-concurrent CEO in 2021 and annualized Mr. Malmberg’s compensation for purposes of calculation the CEO pay ratio. For the year ended December 31, 2021, the Bank’s median employee total annual compensation was $166,697, the CEO’s total annual compensation was $1,732,809; and the ratio of CEO to median employee compensation was 10.4 to 1.

Under the SEC’s rules and guidance, there are numerous ways to determine the median employee for purposes of calculating the pay ratio, and companies may differ in the methods they use, including the employee population sampled, the elements of pay and benefits used, any assumptions made and the use of statistical sampling. In addition, no two companies have identical employee populations or compensation programs, and pay, benefits and retirement plans differ by country even within the same company. As such, the Bank’s pay ratio may not be comparable to the pay ratio reported by other companies.

Director Compensation

The FHLBank Act provides that each FHLBank may pay its directors reasonable compensation for the time required of them, and their necessary expenses, in the performance of their duties, subject to approval by the Director. In accordance with the FHLBank Act, the Bank has adopted a policy governing the compensation and travel expense reimbursement provided to its directors. Under this policy, directors receive fees paid for attendance at each meeting of the board of directors and meeting of a committee of the board of directors, as further described below. These fees are subject to the annual caps established under the policy. Directors do not receive separate retainers.

146

Directors are reimbursed for reasonable Bank-related travel expenses in accordance with Bank policy. In specified instances, the Bank may reimburse a director for the transportation and other ordinary travel expenses of the director’s guest; in 2021, these expenses totaled $28,251 in the aggregate.

During 2021, directors received fees for attendance at each board and committee meeting as described below. The following table presents the annual compensation limits applied.

2021 Annual Director Compensation Limits


Title	Amount
Chairman of the Board	$	140,000
Vice Chairman of the Board	120,000
Chairman of the Audit Committee	115,000
Other Committee Chairmen (excluding Audit and Executive)	110,000
All Other Directors	100,000

Under the 2021 Directors’ Compensation Policy, each director had an opportunity to receive a payment of approximately one-seventh of that director’s annual cap for attendance at no less than 75.0 percent of the board meeting and meetings of each committee of the board on which the director serves during each interim period. The first interim period began on December 14, 2020 and ended January 29, 2021 (the last day of the first scheduled in-person board meeting for 2021). Each successive interim period began on the calendar day immediately following a scheduled board meeting through and including the day of the next scheduled board meeting, with the seventh interim period ending on December 12, 2021 after the seventh scheduled in-person board meeting. Under the policy, after the end of the seventh interim period and before the seventh payment was made, the governance and compensation committee of the board reviews the cumulative attendance and performance of each director during the year and, in consultation with the chair of the board, may recommended to the board a reduction, elimination or increase in the final payment opportunity for each director, provided that no increase may exceed the applicable annual compensation cap. No such adjustment was made for 2021.

147

The following table presents the cash and other compensation earned or paid by the Bank to the members of the board of directors for all services in all capacities during 2021.


2021 Director Compensation
Name	Fees Earned or Paid in Cash		Change in Pension Value and Nonqualified Deferred Compensation Earnings		All Other Compensation	Total
(a)	(b)		(c) (1)		(d)	(e)
Brian E. Argrett	$	120,000	$	1,332	*	$	121,332
Travis Cosby, III	115,000		—		*	115,000
Suzanne S. DeFerie	110,000		—		*	110,000
R. Thornwell Dunlap, III	110,000		—		*	110,000
William C. Handorf	100,000		—		*	100,000
Scott C. Harvard	100,000		—		*	100,000
Jonathan Kislak	110,000		—		*	110,000
Kim C. Liddell	110,000		—		*	110,000
Edwina L.Payne	100,000		—		*	100,000
Garrett S. Richter	100,000		—		*	100,000
John B. Rucker	110,000		1,488		*	111,488
Kim D. Saunders	100,000		—		*	100,000
Robert L. Strickland, Jr.	100,000		—		*	100,000
Richard A. Whaley	140,000		2,791		*	142,791

____________

(1) Directors are eligible to participate in the Bank’s DCP. Directors Argrett, Rucker, and Whaley elected to defer compensation for 2021. The amounts in column (c) represent “above market” earnings.

* Director perquisites include premiums paid by the Bank for each director for the Bank’s Business Travel Accidental Death and Dismemberment Policy, guest travel, certain activities at business functions, and matching contributions under the Bank’s Once For All charitable giving program. For each director, the aggregate amount of such perquisites was less than $10,000.

In October 2021, the board of directors approved the 2022 Directors’ Compensation Policy, which is similar to the 2021 policy, with the same annual compensation limits as the 2021 policy.

148

Item 12. Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters.

The Bank is a cooperative whose members own substantially all of the outstanding capital stock of the Bank and elect the directors of the Bank. The voting right of members is generally limited to the election of the Bank’s board of directors. A member is eligible to vote for the number of open member director seats in the state in which its principal place of business is located, and all members are eligible to vote for the number of open independent director seats. Membership is voluntary, and a member must give notice of its intent to withdraw from membership. A member that withdraws from membership may not acquire shares of any FHLBank before the end of the five-year period beginning on the date of the completion of its divestiture of Bank stock.

The Bank does not offer any compensation plan under which equity securities of the Bank are authorized for issuance. The following table presents the ownership of the Bank’s capital stock, which is concentrated within the financial services industry and is stratified across various institution types (in millions).


	Commercial Banks		Credit Unions		Savings Institutions		Insurance Companies		CDFIs		Mandatorily Redeemable Capital Stock		Total
December 31, 2021	$	1,094	$	704	$	317	$	265	$	3	$	1	$	2,384
December 31, 2020	1,585		846		392		250		5		—		3,078
December 31, 2019	3,257		1,048		470		209		4		1		4,989
December 31, 2018	3,656		1,167		469		191		3		1		5,487
December 31, 2017	3,346		1,233		445		128		2		1		5,155

The following table presents information about those members that are beneficial owners of more than five percent of the Bank’s outstanding capital stock, including mandatorily redeemable capital stock, as of February 28, 2022.

Name and Address

Number of Shares Owned

Percent of
Total Capital Stock

Bank of America, National Association

2,977,024

11.68

100 North Tryon Street

Charlotte, NC 28255

Pentagon Federal Credit Union

2,548,326

10.00

7940 Jones Branch Drive

McLean, VA 22102

TIAA, FSB

2,326,125

9.13

501 Riverside Avenue- 12 Floor

Jacksonville, FL 32202

Navy Federal Credit Union

1,896,375

7.44

820 Follin Lane

Vienna, VA 22180

Capital One, National Association

1,849,500

7.26

1680 Capital One Drive

McLean, VA 22102

149

Additionally, member directors, which comprise a majority of the board of directors of the Bank, are officers or directors of member institutions that own the Bank’s capital stock. The following table presents these institutions as of February 28, 2022.


Member Name	City, State	Number of Shares Owned	Percent of Total Capital Stock
First Bank	Southern Pines, NC	45,810	0.18
IDB Global Federal Credit Union	Washington, DC	12,282	0.05
River Bank & Trust	Prattville, AL	10,323	0.04
First Bank	Strasburg, VA	7,011	0.03
Citizens Bank of Americus	Americus, GA	6,306	0.02
Community Bankers' Bank	Midlothian, VA	4,784	0.02
BayVanguard Bank	Baltimore, MD	4,496	0.02
Countybank	Greenwood, SC	3,212	0.01

Item 13. Certain Relationships and Related Transactions, and Director Independence.

Because the Bank is a cooperative, capital stock ownership is a prerequisite for a member to transact any business with the Bank. The Bank’s member directors are officers or directors of member institutions. All directors and any member that holds five percent or more of the Bank’s voting securities are classified as related parties under SEC regulations. In the ordinary course of its business, the Bank may transact business with each of the members that has an officer or director serving as a director of the Bank and members that hold five percent or more of the Bank’s voting securities. All such transactions:

•have been made in the ordinary course of the Bank’s business;

•have been made subject to the same Bank policies as transactions with the Bank’s members generally; and

•in the opinion of management, do not involve more than the normal risk of collection or present other unfavorable features.

The Bank has adopted a written related person transaction policy, which requires the Governance and Compensation Committee of the board of directors to review and, if appropriate, to approve certain transactions between the Bank and any related person (as defined by applicable SEC regulations). Pursuant to the policy, the committee will review any transaction the Bank would be required to disclose in filings with the SEC in which the Bank is or will be a participant and the amount involved exceeds $120,000, and in which any related person had, has, or will have a direct or indirect material interest. The Bank has exemptive relief, pursuant to an SEC no-action letter and by law, from disclosing related person transactions that arise in the ordinary course of the Bank’s business. The committee may approve those transactions that are in, or are not inconsistent with, the best interests of the Bank and its shareholders.

In addition, the Bank has a written Code of Conduct applicable to all employees and a Code of Conduct and Ethics for Directors as well as other written policies and procedures that also may apply to or prohibit certain related person transactions.

Director Independence

For a discussion of director independence, refer to Item 10, Directors, Executive Officers and Corporate Governance-Director Independence, Compensation Committee, Audit Committee and Audit Committee Financial Expert.

150

Item 14. Principal Accountant Fees and Services.

The following table presents the aggregate fees billed (or accrued) to the Bank by PwC (in thousands).


	For the Years Ended December 31,
	2021		2020
Audit fees(1)	$	869	$	836
Audit-related fees(2)	61		73
All other fees(3)	3		3
Total fees	$	933	$	912

____________

(1) Audit fees and expenses for the years ended December 31, 2021 and 2020 were for professional services rendered by PwC in connection with the Bank’s annual audits and quarterly reviews of the Bank’s financial statements.

(2) Audit-related fees and expenses for the years ended December 31, 2021 and 2020 were for certain FHLBank System assurance and related services, as well as fees related to PwC’s participation at conferences.

(3) All other fees for the year ended December 31, 2021 and 2020 relate to the annual license for PwC’s accounting research software and disclosure checklist.

The Bank paid additional fees to PwC in the form of assessments paid to the Office of Finance. The Bank is assessed its proportionate share of the costs of operating the Office of Finance, which includes the expenses associated with the annual audits of the combined financial statements of the FHLBanks. These assessments, which totaled $58,430 and $65,964 in 2021 and 2020, respectively, are not included in the table above.

The Bank is exempt from ordinary federal, state, and local taxation, except employment and real property taxes. No tax-related fees were paid to PwC during the years ended December 31, 2021 and 2020.

The Audit Committee of the board of directors has adopted the Audit Committee Pre-Approval Policy (Pre-Approval Policy). In accordance with the Pre-Approval Policy and applicable law, the Audit Committee pre-approves audit services, audit-related services, tax services, and non-audit services to be provided by the Bank’s independent registered public accounting firm. The term of any pre-approval is 12 months from the date of pre-approval unless the Audit Committee specifically provides otherwise. On an annual basis, the Audit Committee reviews the list of specific services and projected fees for services to be provided for the next 12 months and pre-approves services as the Audit Committee deems necessary. Under the Pre-Approval Policy, the Audit Committee has granted pre-approval authority to the Chairman and the Vice-Chairman of the Audit Committee, subject to limitation as set forth in the Pre-Approval Policy. The Chairman or the Vice-Chairman must report any pre-approval decisions to the Audit Committee at its next regularly scheduled meeting. New services that have not been pre-approved by the Audit Committee that are in excess of the pre-approval fee level established by the Audit Committee must be presented to the entire Audit Committee for pre-approval. In the years ended December 31, 2021 and 2020, 100 percent of the audit fees, audit-related fees, and all other fees were pre-approved by the Audit Committee.

151

PART IV

Item 15. Exhibits and Financial Statement Schedules.

(a) Financial Statements. The following financial statements of the Federal Home Loan Bank of Atlanta, set forth in Item 8 above, are filed as part of this Report.

Report of Independent Registered Public Accounting Firm (PCAOB ID 238 )


Statements of Condition as of December 31, 2021 and 2020
Statements of Income for the Years Ended December 31, 2021, 2020, and 2019
Statements of Comprehensive Income for the Years Ended December 31, 2021, 2020, and 2019
Statements of Capital Accounts for the Years Ended December 31, 2021, 2020, and 2019
Statements of Cash Flows for the Years Ended December 31, 2021, 2020, and 2019
Notes to Financial Statements

152

(b) Exhibits. The exhibits listed below are being filed with or incorporated by reference as a part of this Report:

Exhibit No.

Exhibit Description

Form

Dated Filed

3.1

Amended and Restated Organization Certificate of the Federal Home Loan Bank of Atlanta.

8-K

10/26/12

3.2

Bylaws of the Federal Home Loan Bank of Atlanta (Revised and Restated through December 11, 2021).

8-K

12/11/21

4.1

Capital Plan of the Federal Home Loan Bank of Atlanta.

8-K

10/8/21

4.2

Description of the Bank’s Capital Stock.

10.1

Federal Home Loan Bank of Atlanta Benefit Equalization Plan (2018 restatement).*

10-K

3/8/18

10.2

Amendment One to the Federal Home Loan Bank of Atlanta Benefit Equalization Plan.*

8-K

1/28/20

10.3

Amendment Two to the Federal Home Loan Bank of Atlanta Benefit Equalization Plan. *

8-K/A

4/21/21

10.4

Federal Home Loan Bank of Atlanta Deferred Compensation Plan (2009 revision).*

8-K

1/9/09

10.5

Form of Officer and Director Indemnification Agreement.*

10-12G

3/17/06

10.6

Federal Home Loan Bank of Atlanta 2022 Directors’ Compensation Policy.*

10.7

Federal Home Loan Bank of Atlanta Omnibus Annual Incentive Compensation Plan (as amended January 26, 2012).*

10-K

3/23/12

10.8

Employment Agreement effective as of May 28, 2021 between the Bank and Kirk R. Malmberg.*

8-K/A

4/21/21

10.9

General Release Agreement effective as of December 20, 2021 between the Bank and Robert S. Kovach.*

8-K

12/20/21

10.10

Federal Home Loan Bank of Atlanta Executive Change in Control Severance Plan, effective January 1, 2017.*

10-K

3/9/17

10.11

Amended and Restated Federal Home Loan Banks P&I Funding and Contingency Plan Agreement, effective as of January 1, 2017, by and among the Office of Finance and each of the Federal Home Loan Banks.

10-K

3/9/17

10.12

Amended Joint Capital Enhancement Agreement by and among each of the Federal Home Loan Banks.

8-K

8/5/11

31.1

Certification of the President and Chief Executive Officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.

31.2

Certification of the Executive Vice President and Chief Financial Officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.

32.1

Certification of the President and Chief Executive Officer and Executive Vice President and Chief Financial Officer pursuant to 18 U.S.C. Section 135, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.+

99.1

Audit Committee Report.+

101.INS

XBRL Instance Document - The instance document does not appear in the interactive data file because its XBRL tags are embedded within the inline XBRL document. +

101.SCH

XBRL Taxonomy Extension Schema Document.+

101.CAL

XBRL Taxonomy Extension Calculation Linkbase Document.+

101.DEF

XBRL Taxonomy Extension Definition Linkbase Document.+

101.LAB

XBRL Taxonomy Extension Label Linkbase Document.+

101.PRE

XBRL Taxonomy Extension Presentation Linkbase Document.+

* Denotes management contract or compensatory plan.

+ Furnished herewith.

153

Item 16. Form 10-K Summary.

None.

SIGNATURES

Pursuant to the requirements of Section 13 or 15(d) 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 Atlanta

Date:	March 3, 2022	By /s/ Kirk R. Malmberg
		Name: Kirk R. Malmberg Title: President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


Date:	March 3, 2022	By /s/ Kirk R. Malmberg
		Name: Kirk R. Malmberg
		Title: President and Chief Executive Officer

Date:	March 3, 2022	By /s/ Haig H. Kazazian III
		Name: Haig H. Kazazian III
		Title: Executive Vice President and Chief Financial Officer

Date:	March 3, 2022	By /s/ William T. Shaw
		Name: William T. Shaw
		Title: Senior Vice President
		and Controller

Date:	March 3, 2022	By /s/ Richard A. Whaley
		Name: Richard A. Whaley
		Title: Chair of the Board of Directors

Date:	March 3, 2022	By /s/ R. Thornwell Dunlap, III
		Name: R. Thornwell Dunlap, III
		Title: Vice Chair of the Board of Directors

Date:	March 3, 2022	By /s/ Suzanne S. DeFerie
		Name: Suzanne S. DeFerie
		Title: Director

Date:	March 3, 2022	By /s/ William C. Handorf
		Name: William C. Handorf
		Title: Director

Date:	March 3, 2022	By /s/ Scott C. Harvard
		Name: Scott C. Harvard
		Title: Director

154


Date:	March 3, 2022	By /s/ Jonathan Kislak
		Name: Jonathan Kislak
		Title: Director

Date:	March 3, 2022	By /s/ Kim C. Liddell
		Name: Kim C. Liddell
		Title: Director

Date:	March 3, 2022	By ________________
		Name: William L. Lusk, Jr*
		Title: Director

Date:	March 3, 2022	By _________________
		Name: Brian P. McLaughlin*
		Title: Director

Date:	March 3, 2022	By /s/ Edwina L. Payne
		Name: Edwina L. Payne
		Title: Director

Date:	March 3, 2022	By /s/ John B. Rucker
		Name: John B. Rucker
		Title: Director

Date:	March 3, 2022	By /s/ Kim D. Saunders
		Name: Kim D. Saunders
		Title: Director

Date:	March 3, 2022	By _________________
		Name: James M. Stubbs*
		Title: Director

*Mr. McLaughlin, Mr. Lusk and Mr. Stubbs joined the board of directors effective January 1, 2022. Given the short time period between their election and the date of this report, these directors were not asked to sign this report.

155

Exhibit 4.2

Description of the Bank’s Capital Stock

The Bank’s capital structure consists solely of Class B stock, par value $100 per share. The Class B stock contains three distinct subclasses, each of which is issued, redeemed, and repurchased at par value. Under the Bank’s Capital Plan, each member is required to maintain a certain minimum investment in Class B stock of the Bank. Each member’s minimum stock requirement is equal to the sum of a “membership” stock component and an “activity-based” stock component. Shares of Subclass B1 Class B stock are issued to meet the membership stock requirement and shares of Subclass B2 Class B stock and Subclass B3 Class B stock are issued to meet the activity-based stock requirement.

Subclass B1 Class B Stock

Each member is required to maintain a minimum investment in Subclass B1 shares sufficient to meet its membership stock requirement as long as the institution remains a member of the Bank. As of the date of this report, a member’s membership stock requirement is 0.05 percent (5 basis points) of the member’s total assets, subject to cap of $15 million. From time to time the Bank’s board of directors may adjust the membership stock requirement, including the cap, within specified ranges set forth in the Capital Plan. Under the Capital Plan, the membership stock requirement can range from 0.01 percent (one basis points) to 0.40 percent (40 basis points) of the member’s total assets. The cap can range from $1 million to $35 million. Any adjustment by the board of directors outside these ranges would require an amendment to the Capital Plan and Finance Agency approval. Each member is required to comply promptly with any adjustment to the membership stock requirement. A member may not use shares of Subclass B2 Class B stock or Subclass B3 Class B stock to meet its membership stock requirement.

Subclass B2 Class B Stock and Subclass B3 Class B Stock

Each member is required to maintain a minimum investment in Subclass B2 shares and Subclass B3 shares sufficient to meet its activity-based stock requirement as long as the related assets continue to be carried on the Bank’s balance sheet.

From time to time, the board of directors may adjust the activity-based stock requirement within specified ranges set forth in the Capital Plan as follows:


•						The advances stock requirement, which shall equal an amount of Subclass B2 Capital Stock not less than 2.00 percent nor greater than 6.00 percent of the member’s outstanding advances.


•						The acquired member assets stock requirement, which shall equal an amount of Subclass B2 Capital Stock not less than 0.00 percent nor greater than 6.00 percent of any acquired member asset sold by the member and owned by the Bank.

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•						The targeted debt/equity investments stock requirement, which shall equal an amount of Subclass B2 Capital Stock not less than 6.00 percent nor greater than 9.00 percent of any targeted debt/equity investment sold by the member and owned by the Bank, and
•						The standby letters of credit requirement, which shall equal an amount of Subclass B3 Capital Stock not less than 0.10% nor greater than 2.00% of the amount of standby letters of credit issued by the Bank on behalf of the member.

Any adjustment outside the ranges would require an amendment to the Capital Plan and Finance Agency approval. Each member is required to comply promptly with any adjustment to the activity-based stock requirement. A member may not use shares of Subclass B1 Class B stock to meet its activity-based stock requirement.

As of the date of this report, a member’s activity-based stock requirement is the sum of the following items


•						3.75 percent of the member’s outstanding par value of advances


•						8.00 percent of any outstanding targeted debt/equity investment (such as multifamily residential mortgage loan assets) sold by the member to the Bank on or after December 17, 2004.

The activity-based stock requirement also may include a percentage of any outstanding balance of acquired member assets (such as residential mortgage loan assets), although this percentage was set at zero as of the date of this report. The standby letters of credit requirement is expected to be implemented on March 18, 2022 in an amount equal to .10 percent of the amount of standby letters of credit issued by the Bank on behalf of the member.

Dividend Rights

The Bank’s board of directors, in its sole discretion, may declare and direct the Bank to pay dividends on the Class B stock. All outstanding shares of Class B stock participate in any dividend without preference and without distinction between subclasses. Dividends may be paid in the form of cash or capital stock and will be computed based on the amount of time during the relevant quarterly or other period that the Class B stock was outstanding. A former member of the Bank is entitled to receive any dividends attributable to its Class B stock through the date of redemption or repurchase of that stock by the Bank.

Dividends may be paid only from the Bank’s current net earnings or retained earnings. The board of directors may not declare a dividend under any one or more of the following circumstances:


•						If the Bank’s capital position is below its minimum regulatory capital requirement


•						If the Bank’s capital position will be below its minimum regulatory capital requirement after paying the dividend


•						If the principal or interest due on any consolidated obligation issued through the Office of Finance has not been paid in full

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•						If the Bank becomes a noncomplying FHLBank under Finance Agency regulations as a result of its inability to comply with regulatory liquidity requirements or satisfy its current obligations.

The Bank has adopted a retained earnings target. In addition, pursuant to amendments to the Bank’s Capital Plan, effective August 5, 2011, and the Amended Joint Capital Enhancement Agreement by and among each of the FHLBanks, the Bank is required to hold an amount of restricted retained earnings. Dividends may be limited or prohibited in some circumstances under regulatory requirements, Bank Policy and the Capital Plan in light of these requirements.

Repurchase and Redemption Provisions

Excess Stock Repurchases Initiated by the Bank

A member may hold Class B stock in excess of its minimum stock requirement, called excess stock, to the extent it has the legal authority under applicable statutes and regulations, subject to the following provisions.

Repurchases of Membership Stock – Subclass B1 Class B stock

The Bank will recalculate the membership stock requirement of each member at least annually, and no later than March 31 of each year, using financial data as of the prior calendar year-end. In its discretion, the Bank may recalculate any member’s membership stock requirement more frequently, using the most recently available financial data. The Bank also will recalculate each member’s membership stock requirement on the effective date of any adjustment to the percentage used in calculating this membership stock requirement. If any of these recalculations results in a decrease in the member’s membership stock requirement, the Bank, in its sole discretion, may, but is not required to, repurchase any excess shares of Subclass B1 Class B stock held by the member.

Upon termination of membership, any Subclass B1 Class B stock that is not required to meet the former member’s membership stock retention requirement is excess stock subject to repurchase by the Bank, in its sole discretion.

Repurchases of Activity-Based Stock – Subclass B2 Class B stock and Subclass B3 Class stock

The Bank will recalculate each member’s activity-based stock requirement at the time of any change in the amount of transactions outstanding between the Bank and the member, which can occur daily, and on the effective date of any adjustment to the percentages used in calculating the activity-based stock requirement. If this recalculation results in a decrease to the member’s activity-based stock requirement, and the par value of excess shares of Subclass B2 Class B stock and/or Subclass B3 Class stock held by a member exceeds the excess stock threshold amount, the Bank generally will repurchase some or all, in its discretion, of the excess shares of Subclass B2 Class B stock and/or Subclass B3 Class stock held by that member. The Bank may change this repurchase policy upon notice to the members.

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Excess Stock Redemptions Initiated by Members

Under the Bank’s Capital Plan, a member may request redemption of its excess stock, payable in cash at par value, upon five years’ prior written notice to the Bank. The Bank may, in its sole discretion and at any time, repurchase shares of excess stock referenced in the member’s written notice of redemption.

The written notice must indicate the particular subclass(es) and number of shares to be redeemed. The five-year redemption period starts when the Bank receives written notice from the member. A member may not have more than one written notice of redemption outstanding at any one time for the same shares of Class B stock. Following the requested redemption, the member must continue to meet its minimum stock requirement under the Capital Plan.

The member may cancel its redemption request before the end of the five-year redemption period by providing a written cancellation notice to the Bank, subject to a redemption cancellation fee.

If, at the end of the five-year redemption period, the member would fail to meet its minimum stock requirement, the Bank will not redeem the member’s Class B stock but will attempt the redemption on each of the following five business days. If the Bank is prevented from redeeming a member’s Class B stock during this period for this reason, the redemption notice will be cancelled automatically and the member will be required to pay a redemption cancellation fee.

If the member meets the redemption requirements at the expiration of the five-year redemption period, the Bank will pay to the member in cash the par value of all shares requested to be redeemed, subject to the limitations on redemption discussed below.

Repurchases and Redemptions as a result of Termination of Membership

If a member’s membership is terminated, whether voluntarily, involuntarily, or through merger or relocation, the Class B stock generally will be subject to a five-year redemption period.

Limitations on Redemptions and Repurchases

The Bank’s authority to redeem or repurchase Class B stock is subject to a number of limitations. Specifically, the Bank will not redeem or repurchase Class B stock if, following the redemption or repurchase, the Bank would fail to meet its minimum regulatory capital requirement or the affected member would fail to meet its minimum stock requirement. Also, the Bank may not redeem or repurchase any Class B stock without the prior written approval of the Finance Agency, if the Finance Agency or the board of directors has determined that the Bank has incurred, or is likely to incur, losses that result in, or are likely to result in, charges against capital creating an other-than-temporary decline in the Bank’s total capital that causes the value of the Bank’s total capital to fall below the Bank’s aggregate amount of Class B stock. This prohibition will apply even if the Bank is in compliance with its capital requirements and will remain in effect for however long the Bank continues to incur such charges or until the Finance Agency determines that such charges are not expected to continue.

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The Bank’s board of directors, or a committee thereof, temporarily may suspend redemptions and repurchases of Class B stock if it reasonably believes that such continued redemption or repurchase of Class B stock would result in one of the following:


•						Cause the Bank to fail to meet its minimum regulatory capital requirement


•						Prevent the Bank from maintaining adequate capital against a potential risk that may not be adequately reflected in its minimum regulatory capital requirement or


•						Otherwise prevent the Bank from operating in a safe and sound manner.

The Bank must notify the Finance Agency of any determination to suspend redemptions. The Bank will not repurchase any Class B stock without prior written approval of the Finance Agency during the period that redemptions are suspended under this provision.

The Bank may not redeem or repurchase shares of Class B stock from any member if the principal and interest due on any consolidated obligation issued through the Office of Finance has not been paid in full, or, under certain circumstances, if the Bank becomes a non complying FHLBank under Finance Agency regulations as a result of its inability to comply with regulatory liquidity requirements or to satisfy its current obligations.

In addition, on any day that the sum of all repurchases of excess stock equals or exceeds an amount that would cause the Bank to fall below its minimum regulatory capital requirements, the Bank will suspend repurchase activities until either it can honor those repurchases in full or the board of directors establishes pro rata repurchase procedures.

Pursuant to amendments to the Bank’s Capital Plan, effective August 5, 2011, and the Amended Joint Capital Enhancement Agreement by and among each of the FHLBanks, the Bank is required to hold an amount of restricted retained earnings. Redemptions and repurchases of Class B stock are prohibited in the event the Bank’s total capital, defined as retained earnings, the amount paid-in for capital stock, the amount of any general allowance for losses, and the amount of other instruments that the Finance Agency has determined to be available to absorb losses incurred by the Bank, falls below the Bank’s aggregate paid-in amount of capital stock.

Voting Rights

The members are entitled to vote only in connection with the election of directors in accordance with the FHLBank Act and Finance Agency regulations. Voting rights in regard to the election of directors are set forth at 12 C.F.R. Section 1261. The Bank calculates annually each member’s minimum stock requirement for purposes of determining its voting shares based on the member’s total assets, outstanding activity, acquired member assets, and targeted debt/equity investments carried on the Bank’s balance sheet on the preceding December 31, which is the “record date” for such determination. Each member is eligible to vote for all open elective director seats in the state in which its principal place of business is located. Each member is entitled to cast one vote for each share of Class B stock that the member was required to hold as of the record date in each election for each open elective director seat in the state in which the member’s principal place of business is located. In cases in which there are multiple directorships to be filled for a voting state, a member may not aggregate all of its available votes for a single candidate. In a single directorship election, a

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member may not split its votes between director candidates but must cast all of its votes available election for a single candidate. The number of votes that each member may cast for each directorship may not exceed the average number of shares of Class B stock required to be held as of the record date by all members located in that state. For example, if a member holds 100 shares of Class B stock, but the average number of shares of Class B stock held by all members in such member’s state of residence is 75 shares, the member may vote only 75 shares in each open elective director seat election in the state in which its principal place of business is located. Excess stock is not “required stock” and thus is not counted in determining the number of votes that a member may cast. A former member that was a member as of the record date is entitled to vote in the election of directors in accordance with the FHLBank Act and regulations. There are no voting preferences associated with any class or subclass of Class B stock.

Classification of Board of Directors/Cumulative Voting

Each member of the Bank’s board of directors serves a four-year term, and the Board’s terms are staggered. There are no classes of directors, and there is no cumulative voting.

Liquidation Rights

Subject to the authority of the Finance Agency, in the event of liquidation of the Bank, after making provision for the payment of the Bank’s liabilities, the Bank will pay each member the par value of its Class B stock. However, if sufficient funds are not available to make payment for all of the Class B stock outstanding, payment will occur on a pro rata basis among the holders of Class B stock in proportion to the number of shares of Class B stock owned by each. In addition, upon liquidation, any undistributed retained earnings, paid-in surplus, undivided profits, equity reserves, and other assets not otherwise identified will be allocated in the same manner. In the event that the Bank merges with or consolidates into another FHLBank, the holders of Class B stock are entitled to the rights and benefits set forth in the agreement of merger or consolidation approved by the board of directors and the Finance Agency. None of the shares of Class B stock has any right of preference in liquidation.

Preemptive Rights

Members are not entitled to any preemptive rights.

Restrictions on Transfer

The Capital Plan prohibits transfers of Class B stock between members or any other parties except in connection with a merger or consolidation with another institution. Any such transfer will be at par value.

Modification of Rights of Holders

Both the Bank’s board of directors and the Finance Agency must approve any amendment to the Capital Plan. Members’ consent is not required to amend the Capital Plan. The Bank will provide written notice to members at least five business days prior to the effective date of any amendment.

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[FHLBank Logo] Exhibit 10.6


Department: Corporate Secretary	Name of Policy: 2022 Directors’ Compensation Policy	Department Policy Number: 1
Effective Date: January 1, 2022	Supersedes Revisions: January 1, 2021	Authority to Approve and Amend: Board of Directors
Next Review Date: December 2022	Department Policy Owner: Corporate Secretary

This policy is designed to set forth expectations for attendance by members of the board of directors of the Federal Home Loan Bank of Atlanta (Bank) at meetings of the board (including eight scheduled board meetings in 2022) and board committees and to ensure that each director is reasonably compensated for the time required of him or her in the performance of official Bank business.

A. Director Compensation

1.Effective January 1, 2022, the following annual compensation limits shall apply:

a)Chairman of the Board $140,000

b)Vice Chairman of the Board $120,000

c)Chairman of the Audit Committee $115,000

d)Other Chairmen of Committees (excluding Audit and Executive) $110,000

e)All Other Directors $100,000

2.Each director shall have the opportunity to be paid an amount equal to approximately one-seventh of such director’s annual limit for actual attendance at each scheduled in-person board meeting and board committee meetings, as further described in Section B. The seventh payment opportunity shall be subject to adjustment as further described in Section C. If a director serves in multiple roles, the director will have the opportunity to be paid up to the annual compensation limit for the highest compensated position held by the director. For example, if the Vice Chairman of the board also serves as a committee chairman, the Vice Chairman’s compensation limit would be $120,000.

3.In determining the above director compensation levels, the board considered a comparative compensation study prepared by a third party with expertise in compensation matters, the compensation of directors of other Federal Home Loan Banks in 2021, including median compensation and the provision for payment of certain expenses described in Sections D.3 and D.4. The board established the above director compensation levels after evaluating the foregoing data and considering the time that directors are expected to devote to Bank business and the need to ensure the Bank’s future ability to attract qualified directors. The compensation levels reflect the board’s assessment of appropriate and comparable pay that compensation levels reflect the board’s assessment of appropriate and comparable pay that will allow the Bank to recruit and retain highly qualified directors and compensate them for the time required in performing their duties.

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B. Attendance

1.Each director is strongly encouraged to attend all meetings of the board and board committees on which the director serves, and is expected to attend no less than 75 percent of all such meetings each year.

2.The Bank will pay a fee only for a director’s actual attendance at no less than 75 percent of the board meetings (including scheduled board meetings, new director orientation, joint meetings of the Affordable Housing Advisory Council and board or committee, board strategy sessions, and board teleconferences) and meetings of each committee of the board (including any ad hoc committee established by the board for a specific purpose) on which the director serves during each interim period, as identified below. In the event two or more committees on which a director serves are scheduled to meet concurrently, only one committee meeting will be required for the purpose of calculating the director’s attendance. Interested directors are not required to attend board or committee meetings that are devoted exclusively to director election matters. As ex officio members of all committees, the Chairman and Vice Chairman of the board are encouraged, but not required, to attend committee teleconferences and unscheduled committee meetings (meetings added after the 2022 board and committee meeting schedule is approved by the board).

3.The first interim period shall begin on December 13, 2021 and end on the last day of the first scheduled in-person board meeting for 2022. Each successive interim period shall begin on the calendar day immediately following a scheduled board meeting through and including the day of the next scheduled board meeting, with the seventh interim period ending on December 11, 2022 after the seventh scheduled in-person board meeting, as follows:


Interim Period	Start Date	End Date

First	December 13, 2021	January 28, 2022
Second	January 29, 2022	April 28, 2022
Third	April 29, 2022	May 26, 2022
Fourth	May 27, 2022	July 28, 2022
Fifth	July 29, 2022	September 25, 2022 or October 2, 2022, whichever is determined to be the last day of the September 2022 board meeting
Sixth	September 26, 2022 or October 3, 2022, whichever is determined to be the day after the fifth interim period	October 27, 2022
Seventh	October 28, 2022	December 11, 2022

The foregoing start and end dates will be adjusted to correspond to any changes in the board meeting schedule.

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4.Participation by telephone for in-person meetings is discouraged unless necessary to attain a quorum or the Chair determines that circumstances warrant such manner of participation. The Bank will not pay a separate fee for a director’s attendance at meetings other than those described above.

5.The Bank will not advance the payment of fees to any director.

C. Performance

1.Compensation paid to directors must reflect the time required of them in the performance of official Bank business. The time required will be measured principally by attendance and participation at board and board committee meetings, as described above, and secondarily by performance of other duties. These other duties include time spent: (a) preparing for board meetings; (b) chairing meetings as appropriate; (c) reviewing materials sent to directors on a periodic basis; (d) attending other related events such as management conferences, FHLBank System meetings, and director training; and (e) fulfilling the responsibilities of directors.

2.Before the seventh payment is made, the Governance and Compensation Committee (GCC) shall review the cumulative attendance and performance of each director during 2022 and, in consultation with the Chairman, recommend to the board a reduction, elimination or increase in the final payment opportunity. No increase shall exceed the applicable compensation limit. In the event a director serves on the board for only a portion of a calendar year, the final payment for such director shall be subject to the same cumulative attendance and performance review through the director’s final date of service.

D. Expenses

1.In accordance with the Bank’s normal reimbursement policy, the Bank will reimburse a director’s travel expenses and any registration fees incurred in connection with attendance at any board or board committee meeting, the Council of FHLBanks’ directors conference, PricewaterhouseCoopers’ audit committee conference, any seminar or event specifically identified in the director education plan, any meeting or event that Bank management invites a director to attend in order to engage with shareholders or otherwise to represent the Bank’s interests, and provided the director is the Bank’s designated representative, meetings of the FHLBank Chairs/Vice Chairs and Council of FHLBanks’ board of representatives. Please consult the Bank’s Travel and Entertainment Policy for a more detailed explanation regarding expense reimbursement.

2.The Bank will reimburse a director’s registration fees and travel expenses incurred in connection with any other meeting, hearing, ceremony, continuing education seminar, or other event only if the Chairman determines that the meeting is relevant to the Bank’s business activities or the director’s duties as a board member and the director attends the meeting at the request of, or with the approval of, the Chairman. The Vice Chairman shall approve all such fees and expenses for the Chairman. These amounts will be reimbursable to the extent provided for such purpose in the Bank’s annual budget and in accordance with the Bank’s Travel and Entertainment Policy. The Bank will not pay a fee for a director’s participation in these types of activities, and in accordance with 12 C.F.R. Part 1261, the Bank will not reimburse directors for entertainment expenses at these events.

Bank’s Travel and Entertainment Policy. The Bank will not pay a fee for a director’s participation in these types of activities, and in accordance with 12 C.F.R. Part 1261, the Bank will not reimburse directors for entertainment expenses at these events.

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3.The Bank will pay the transportation and other reasonable and ordinary travel expenses, including meals and incidental activities, of one guest of a director to attend board or shareholder meetings only as specified in advance by the Bank.

4.A board member may invite a guest to Bank-sponsored board dinners or receptions held in connection with board meetings at the expense of the Bank, so long as such guest otherwise pays his or her own transportation and travel expenses.

5.The Bank may provide directors other limited benefits and limited travel perquisites as specified in advance by the Bank.

6.Amounts paid by the Bank for any of the foregoing director or guest expenses will be reported as compensation to the director to the extent of and in compliance with applicable Internal Revenue Service laws and regulations and such expenses are in addition to the compensation limits identified in Section A above. Therefore, a director’s total annual compensation limit shall consist of (1) annual compensation set forth in Section A above and (2) payment for such reasonable and ordinary guest expenses and other items set forth in Sections D.3 and D.5 above.

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EXHIBIT 31.1

Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002

I, Kirk R. Malmberg, certify that:

1.I have reviewed this annual report on Form 10-K of the Federal Home Loan Bank of Atlanta;

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 officer 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 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, including its consolidated subsidiaries, is made known to us by others within those entities, 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 officer 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:	March 3, 2022	/s/ Kirk R. Malmberg
		Kirk R. Malmberg
		President and Chief Executive Officer

EXHIBIT 31.2

Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002

I, Haig H. Kazazian III, certify that:

1.I have reviewed this annual report on Form 10-K of the Federal Home Loan Bank of Atlanta;

(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:	March 3, 2022	/s/ Haig H. Kazazian III
		Haig H. Kazazian III
		Executive Vice President and
		Chief Financial 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

In connection with the annual report on Form 10-K of the Federal Home Loan Bank of Atlanta (the “Registrant”) for the period ended December 31, 2021, as filed with the Securities and Exchange Commission on the date hereof (the “Report”), Kirk R. Malmberg, as President and Chief Executive Officer of the Bank, and Haig H. Kazazian III, as Executive Vice President and Chief Financial Officer of the Bank, each hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of his knowledge:

1.The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2.The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant.


Date:	March 3, 2022	/s/ Kirk R. Malmberg
		Kirk R. Malmberg
		President and Chief Executive Officer

Date:	March 3, 2022	/s/ Haig H. Kazazian III
		Haig H. Kazazian III
		Executive Vice President and Chief Financial Officer

The foregoing certification is being furnished solely pursuant to 18 U.S.C. Section 1350 and is not being filed as part of the Report or as a separate disclosure document.

A signed original of this written statement has been provided to the Registrant and will be retained by the Registrant and furnished to the Securities and Exchange Commission or its staff upon request.

Exhibit 99.1

Audit Committee Report

March 3, 2022

The Audit Committee operates under a written charter adopted by the Board of Directors. The Audit Committee Charter is available on the governance section of the Bank’s website at http://www.fhlbatl.com.

The Audit Committee assists the Board of Directors in fulfilling its responsibility to oversee management’s implementation of the Bank's financial reporting process and the audits of the Bank’s financial statements and internal control over financial reporting.

The Bank’s management is responsible for preparing the Bank's financial statements in accordance with accounting principles generally accepted in the United States of America (GAAP) and applicable laws and regulations, establishing and maintaining internal controls over financial reporting, and evaluating the effectiveness of such internal controls over financial reporting. The Bank’s independent registered public accounting firm (independent auditor) is responsible for auditing the Bank's financial statements in accordance with the standards of the Public Company Accounting Oversight Board (PCAOB) and the U.S. Government Accountability Office, and for expressing an opinion on the conformity of the financial statements with such standards. The Bank’s independent auditor is also responsible for auditing the Bank’s internal controls over financial reporting in accordance with such standards and for expressing an opinion on the Bank’s internal controls over financial reporting.

The Audit Committee assists the Board of Directors in fulfilling its responsibility to oversee management's implementation of the Bank’s financial reporting process and the audits of the Bank’s financial statements and its internal controls over financial reporting. In this regard, the Audit Committee meets periodically with management and the Bank’s internal auditor and independent auditor. The Audit Committee discusses with the Bank’s internal auditor and the independent auditor the overall scope and plans for their respective audits. The Audit Committee meets with the Bank’s internal auditor and the independent auditor, with and without management present, to discuss the results of their examinations, their evaluations of the Bank's internal controls, and the overall quality of the Bank's financial reporting. The Audit Committee reviews significant audit findings, if any, together with management's responses thereto.

The Audit Committee is directly responsible for the appointment, compensation, retention and oversight of the Bank’s independent auditor. As part of fulfilling this responsibility, the Audit Committee engages in an annual evaluation of, among other things, the independent auditor’s qualifications, competence, integrity, expertise, performance, independence and communications with the Audit Committee, and whether such firm should be retained for the upcoming year's audit.

The Bank is one of 11 district Federal Home Loan Banks (FHLBanks) that, together with the Federal Home Loan Banks Office of Finance (Office of Finance), comprise the Federal Home Loan Bank System (FHLBank System). Each FHLBank operates as a separate entity with its own management, employees and board of directors, and each is regulated by the Federal Housing Finance Agency. The Office of Finance has responsibility for the issuance of consolidated obligations on behalf of the FHLBanks, and for publishing combined financial reports of the FHLBanks. Accordingly, the FHLBank System has determined that it is optimal to have the same independent registered public accounting firm to coordinate and perform the separate audits of the Office of Finance and annual financial statements of each FHLBank and the Office of Finance’s annual combined financial report. The FHLBanks and Office of Finance cooperate in selecting and evaluating the performance of the independent auditor, but the responsibility for the appointment of and oversight of the independent auditor remains solely with the audit committees of each FHLBank and the Office of Finance.

PricewaterhouseCoopers LLP (PwC) has been the independent auditor for the FHLBank System and the Bank since 1990. In connection with the appointment of the Bank’s independent auditor, the Audit Committee’s evaluation included consultation with the audit committees of the other FHLBanks and the Office of Finance. Specific considerations included:

•an analysis of the risks and benefits of retaining the same firm as independent auditor versus engaging a different firm, including consideration of:

◦PwC’s engagement audit partner, engagement quality review partner and audit team rotation;

◦PwC’s tenure as the Bank’s and the FHLBank System’s independent auditor;

◦benefits associated with engaging a different firm as independent auditor; and

◦potential disruption and risks associated with changing the Bank’s independent auditor.

•the firm’s depth and breadth of understanding of the Bank's business, operations, and accounting policies and practices;

•PwC’s historical and recent performance on the Bank’s audit, including the results of an internal survey of PwC service and quality;

•an analysis of PwC’s known legal risks and significant proceedings;

•external data relating to audit quality and performance, including recent PCAOB audit quality inspection reports on PwC and its peer firms; and

•the appropriateness of PwC’s fees, on both an absolute basis and as compared to its peer firms.

Audit fees represent fees for professional services provided in connection with the audit of the Bank’s annual financial statements and internal control over financial reporting and reviews of the Bank’s quarterly financial statements, regulatory filings, consents and other SEC matters. The Audit Committee has reviewed and approved the fees paid to the independent auditor for audit, audit-related and other services, and has determined that PwC is independent.

In its oversight role, the Audit Committee reviewed and discussed the Bank’s audited financial statements and its internal controls over financial reporting with management and with PwC as the Bank’s independent auditor for the

year ended December 31, 2021. Management and PwC indicated that the Bank’s financial statements as of and for the year ended December 31, 2021 were fairly stated in accordance with GAAP and that the Bank’s internal controls over financial reporting were effective as of December 31, 2021. The Audit Committee discussed with PwC and management the significant accounting policies used and significant estimates made by management in the preparation of the Bank’s audited financial statements, and the overall quality of the Bank’s financial statements and management's financial reporting process. The Audit Committee and PwC also discussed any issues deemed significant by PwC or the Audit Committee, including the matters required to be discussed pursuant to PCAOB Auditing Standard No. 1301: Communications with Audit Committees, the rules of the Securities Exchange Commission (SEC), and other applicable regulations.

PwC has provided to the Audit Committee written disclosures and the letter required by applicable requirements of the PCAOB regarding the independent auditor's communications with the Audit Committee concerning independence, and the Audit Committee discussed with PwC the firm’s independence.

Based on its review of the audited financial statements and the various discussions referred to above, the Audit Committee recommended to the Board of Directors that the Bank’s audited financial statements be included in the Bank’s Annual Report on Form 10-K for the fiscal year ended December 31, 2021, for filing with the SEC.

Submitted by the Audit Committee,

INCUMBENT AUDIT COMMITTEE MEMBERS:

Suzanne S. DeFerie, Chair

William C. Handorf, Vice Chair

R. Thornwell Dunlap, III

Edwina L. Payne

Kim D. Saunders

Jonathan Kislak

Richard Whaley

v3.22.0.1

Document and Entity Information - USD ($)
12 Months Ended

Dec. 31, 2021

Feb. 28, 2022

Jun. 30, 2021

Document and Entity Information [Abstract]

Entity Tax Identification Number 56-6000442

Entity File Number 000-51845

City Area Code 404

Entity Address, Address Line One 1475 Peachtree Street, NE

Local Phone Number 888-8000

Entity Address, City or Town Atlanta

Entity Registrant Name FEDERAL HOME LOAN BANK OF ATLANTA

Entity Central Index Key 0001331465

Document Type 10-K

Document Annual Report true

Document Period End Date Dec. 31, 2021

Document Transition Report false

Amendment Flag false

Document Fiscal Year Focus 2021

Document Fiscal Period Focus FY

Current Fiscal Year End Date --12-31

Entity Filer Category Non-accelerated Filer

Entity Common Stock, Shares Outstanding 25,488,805

Entity Current Reporting Status Yes

Entity Emerging Growth Company false

Entity Small Business false

Entity Voluntary Filing Status No

Entity Well Known Seasoned Issuer No

Entity Public Float $ 0

Common Stock, Value, Outstanding $ 2,448,594,700

Entity Shell Company false

ICFR Auditor Attestation Flag true

Entity Incorporation, State or Country Code X1

Entity Address, State or Province GA

Entity Address, Postal Zip Code 30309

Entity Interactive Data Current Yes

v3.22.0.1

Audit Information
12 Months Ended

Dec. 31, 2021

Audit Information [Abstract]

Auditor Name PricewaterhouseCoopers LLP

Auditor Location Atlanta, Georgia

Auditor Firm ID 238

v3.22.0.1

Statements of Condition - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Assets

Cash and due from banks $ 879 $ 2,905

Interest-bearing deposits (including deposits with other FHLBanks of $3 and $5 as of December 31, 2021 and 2020, respectively) 688 1,644

Securities purchased under agreements to resell 7,000 9,500

Federal funds sold 6,420 3,270

Investment securities:

Trading securities 0 1,562

Available-for-sale securities (amortized cost of $2,648 and $0 as of December 31, 2021 and 2020, respectively) 2,639 0

Held-to-maturity securities (fair value of $15,099 and $20,489 as of December 31, 2021 and 2020, respectively) 15,074 20,404

Total investment securities 17,713 21,966

Advances ^[1] 45,415 52,168

Mortgage loans held for portfolio, net 149 218

Accrued interest receivable 57 88

Derivative Asset 331 391

Other assets, net 94 145

Total assets 78,746 92,295

Liabilities

Interest-bearing deposits 2,054 1,998

Consolidated obligations, net:

Discount notes 25,506 25,385

Bonds 46,186 59,379

Total consolidated obligations, net 71,692 84,764

Mandatorily redeemable capital stock 1 0

Accrued interest payable 72 45

Affordable Housing Program payable 61 82

Derivative liabilities 22 11

Other liabilities 249 135

Total liabilities 74,151 87,035

Commitments and contingencies (Note 15)

Capital

Total capital stock Class B putable 2,383 3,078

Retained earnings:

Restricted 615 588

Unrestricted 1,613 1,610

Total retained earnings 2,228 2,198

Accumulated other comprehensive loss (16) (16)

Total capital 4,595 5,260

Total liabilities and capital 78,746 92,295

Subclass B1 [Member]

Capital

Total capital stock Class B putable 715 943

Subclass B2 [Member]

Capital

Total capital stock Class B putable $ 1,668 $ 2,135

[1] Carrying amounts exclude accrued interest receivable of $50 and $77 as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Statements of Condition (Parenthetical) - USD ($)
shares in Millions, $ in Millions

Dec. 31, 2021

Dec. 31, 2020

Deposits with other FHLBanks $ 3 $ 5

Amortized cost of available-for-sale securities 2,648 0

Held-to-maturity securities, fair value $ 15,099 $ 20,489

Capital stock Class B putable par value (per share) $ 100 $ 100

Subclass B1 [Member]

Capital stock, shares issued 7 10

Capital stock, shares outstanding 7 10

Subclass B2 [Member]

Capital stock, shares issued 17 21

Capital stock, shares outstanding 17 21

v3.22.0.1

Statements of Income - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Interest income

Advances $ 306 $ 870 $ 2,451

Interest-bearing deposits 2 17 93

Securities purchased under agreements to resell 2 32 118

Federal funds sold 8 48 279

Trading securities 1 10 25

Available-for-sale securities 2 3 85

Held-to-maturity securities 118 284 671

Mortgage loans 9 13 18

Total interest income 448 1,277 3,740

Interest expense

Consolidated obligation discount notes 12 357 1,371

Consolidated obligation bonds 155 582 1,808

Interest-bearing deposits 0 5 26

Total interest expense 167 944 3,205

Net interest income 281 333 535

Reversal of provision for credit losses (1) 0 0

Net interest income after reversal of provision for credit losses 282 333 535

Noninterest income (loss)

Net impairment losses recognized in earnings 0 0 (13)

Net (losses) gains on trading securities (1) 4 3

Net realized gains from sale of available-for-sale securities 0 82 0

Net realized gains from sale of held-to-maturity securities 0 3 0

Net gains (losses) on derivatives 1 (6) (4)

Standby letters of credit fees 11 19 24

Other 4 11 9

Total noninterest income 15 113 19

Noninterest expense

Compensation and benefits 80 102 77

Other operating expenses 38 36 39

Finance Agency 10 10 10

Office of Finance 7 7 8

Other 14 8 12

Total noninterest expense 149 163 146

Income before assessment 148 283 408

Affordable Housing Program assessment 15 28 41

Net income $ 133 $ 255 $ 367

v3.22.0.1

Statements of Comprehensive Income - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Statement of Comprehensive Income [Abstract]

Net income $ 133 $ 255 $ 367

Other comprehensive loss:

Net unrealized losses on available-for-sale securities (9) 0 0

Reclassification of unrealized gains related to the sale of available-for-sale securities 0 (41) 0

Net noncredit portion of other-than-temporary impairment losses on available-for sale securities 0 0 (31)

Pension and postretirement benefits 9 3 2

Total other comprehensive loss 0 (38) (29)

Total comprehensive income $ 133 $ 217 $ 338

v3.22.0.1

Statements of Cash Flows - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Operating activities

Net income $ 133 $ 255 $ 367

Adjustments to reconcile net income to net cash provided by (used in) operating activities:

Depreciation and amortization (accretion) 4 (118) (149)

Reversal of provision for credit losses (1) 0 0

Net change in derivative and hedging activities 673 (482) (456)

Net impairment losses recognized in earnings 0 0 13

Available-for-sale Securities, Gross Realized Gain (Loss), Excluding Other than Temporary Impairments 0 (82) 0

Debt Securities, Held-to-maturity, Sold, Realized Gain (Loss), Excluding Other-than-temporary Impairment 0 (3) 0

Net change in:

Accrued interest receivable 31 171 36

Other assets 50 83 (29)

Affordable Housing Program payable (23) (8) 3

Accrued interest payable 27 (166) 8

Other liabilities (50) (87) 10

Total adjustments 712 (696) (567)

Net cash provided (used in) by operating activities 845 (441) (200)

Investing activities

Interest-bearing deposits 1,074 1,831 2,860

Securities purchased under agreements to resell 2,500 (700) (5,050)

Federal funds sold (3,150) 6,556 (848)

Loan to other FHLBanks 0 0 500

Trading securities:

Proceeds from sale 61 0 0

Proceeds from sale 1,500 0 0

Purchases of long-term 0 0 (1,499)

Available-for-sale securities [Abstract]

Proceeds from Sale of Available-for-sale Securities 0 726 0

Proceeds from principal collected 0 0 188

Payments to Acquire Debt Securities, Available-for-sale (2,647) 0 0

Held-to-maturity securities:

Proceeds from Sale of Held-to-maturity Securities 0 195 0

Proceeds from principal collected 6,038 11,583 9,062

Purchases of long-term (556) (6,280) (11,087)

Advances:

Proceeds from principal collected 87,878 241,287 363,655

Made (82,129) (195,421) (351,691)

Mortgage loans:

Proceeds from principal collected 70 78 63

Proceeds from sale of foreclosed assets 0 1 2

Purchases of premises, equipment, and software (5) (7) (4)

Net cash provided by investing activities 10,634 59,849 6,151

Financing activities

Net change in interest-bearing deposits 56 480 332

Net payments on derivatives containing a financing element (6) (5) (3)

Proceeds from issuance of consolidated obligations:

Discount notes 594,148 387,299 845,332

Bonds 40,803 70,127 115,627

Payments for debt issuance costs (2) (8) (10)

Payments for maturing and retiring consolidated obligations:

Discount notes (594,018) (413,915) (859,116)

Bonds (53,689) (99,271) (106,415)

Proceeds from issuance of capital stock 1,325 5,078 9,087

Payments for repurchase/redemption of capital stock (1,993) (6,966) (9,564)

Payments for repurchase/redemption of mandatorily redeemable capital stock (26) (23) (21)

Partial recovery of prior capital distribution to Financing Corporation 0 29 0

Cash dividends paid (103) (239) (324)

Net cash used in provided by financing activities (13,505) (57,414) (5,075)

Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents, Period Increase (Decrease), Excluding Exchange Rate Effect (2,026) 1,994 876

Cash and due from banks at beginning of the year 2,905 911 35

Cash and due from banks at end of the year 879 2,905 911

Cash paid for:

Interest 146 1,233 3,294

Affordable Housing Program assessments, net 36 35 37

Noncash investing and financing activities:

Net shares reclassified to mandatorily redeemable capital stock 27 22 21

Held-to-maturity securities acquired with accrued liabilities 162 0 35

Transfers of mortgage loans to real estate owned 0 0 1

Net change in fair value adjustment on trading securities $ 1 $ (4) $ (3)

v3.22.0.1

Nature of Operations
12 Months Ended

Dec. 31, 2021

Organization, Consolidation and Presentation of Financial Statements [Abstract]

Nature of Operations Nature of Operations
The Federal Home Loan Bank of Atlanta (Bank) is a federally chartered corporation and is one of 11 district Federal Home Loan Banks (FHLBanks). Each FHLBank operates as a separate entity within a defined geographic district and has its own management, employees, and board of directors. The Bank’s defined geographic district includes Alabama, Florida, Georgia, Maryland, North Carolina, South Carolina, Virginia, and the District of Columbia. The FHLBanks are government-sponsored enterprises that were organized under the Federal Home Loan Bank Act of 1932, as amended (FHLBank Act), to serve the public by enhancing the availability of credit for residential mortgages and targeted community developments. The primary function of the Bank is to provide readily available, competitively priced funding to its member institutions.

The Bank is a cooperative whose member institutions own substantially all of the capital stock of the Bank. Former members and certain non-members, which own the Bank’s capital stock as a result of a merger or acquisition of a member of the Bank, own the remaining capital stock to support business transactions still carried on the Bank’s Statements of Condition. All holders of the Bank’s capital stock are entitled to receive dividends on their capital stock, to the extent declared by the Bank’s board of directors.

Federally-insured depository institutions, insurance companies, privately-insured state-chartered credit unions, and community development financial institutions that are located in the Bank’s defined geographic district and engaged in residential housing finance are eligible to apply for membership. All members must purchase and hold capital stock of the Bank. A member’s stock requirement is based on the amount of its total assets, as well as the amount of certain of its business activities with the Bank. Housing associates (including state and local housing authorities) that meet certain statutory criteria may also borrow from the Bank. While they are eligible to borrow, housing associates are not members of the Bank and are not allowed to hold capital stock. The Bank does not sponsor any special purpose entities or any other types of off-balance sheet conduits.

The Federal Housing Finance Agency (Finance Agency), an independent agency in the executive branch of the U.S. government, supervises and regulates the FHLBanks and is responsible for ensuring that the FHLBanks (1) operate in a safe and sound manner, including that they maintain adequate capital and internal controls; (2) foster liquid, efficient, competitive, and resilient national housing finance markets through their operations and activities; (3) comply with applicable laws and regulations; and (4) carry out their housing finance mission through authorized activities that are consistent with the public interest. The Finance Agency also establishes policies and regulations covering the operations of the FHLBanks.

The Federal Home Loan Banks Office of Finance (Office of Finance), a joint office of the FHLBanks, facilitates the issuance and servicing of the FHLBanks’ debt instruments, known as consolidated obligations, and prepares the combined quarterly and annual financial reports of the FHLBanks. As provided by the FHLBank Act and applicable regulations, the Bank’s consolidated obligations are backed only by the financial resources of the FHLBanks. Consolidated obligations are the primary source of funds for the Bank in addition to deposits, other borrowings, and capital stock issued to members. The Bank primarily uses these funds to provide advances to members. The Bank also provides members and non-members with correspondent banking services, such as safekeeping, wire transfer, and cash management services.

v3.22.0.1

Summary of Significant Accounting Policies
12 Months Ended

Dec. 31, 2021

Accounting Policies [Abstract]

Summary of Significant Accounting Policies Summary of Significant Accounting Policies
Use of Estimates. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America (GAAP) requires the Bank’s management to make subjective assumptions and estimates, which are based upon the information then available to the Bank and are inherently uncertain and subject to change. These assumptions and estimates may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expenses. Actual results could differ significantly from these estimates.

Estimated Fair Values. The estimated fair value amounts, recorded on the Statements of Condition and in the note disclosures for the periods presented, have been determined by the Bank using available market and other pertinent information and reflect the Bank’s best judgment of appropriate valuation methods. Although the Bank uses its best judgment in estimating the fair value of these financial instruments, there are inherent limitations in any valuation technique. Therefore, these fair values may not be indicative of the amounts that would have been realized in market transactions at the reporting dates.

Financial Instruments Meeting Netting Requirements. The Bank has certain financial instruments, including derivative instruments and securities purchased under agreements to resell, that are subject to offset under master netting agreements or by operation of law. The Bank has elected to offset its derivative asset and liability positions, as well as cash collateral received or
pledged, when it has the legal right of offset under these master agreements. The Bank does not have any offsetting liabilities related to its securities purchased under agreements to resell for the periods presented.

The net exposure for these financial instruments can change on a daily basis; therefore, there may be a delay between the time this exposure change is identified and additional collateral is requested, and the time when this collateral is received or pledged. There may be a delay for excess collateral to be returned. For derivative instruments, any excess cash collateral received or pledged is recognized as a derivative liability or derivative asset based on the terms of the individual master agreement between the Bank and its derivative counterparty. Additional information regarding these agreements is provided in Note 1 3 —Derivatives and Hedging Activities. Based on the fair value of the related securities held as collateral, the securities purchased under agreements to resell were fully collateralized for the periods presented.

Adoption of Measurement of Credit Losses on Financial Instruments Accounting Guidance. Beginning on January 1, 2020, the Bank adopted, on a modified retrospective basis, new accounting guidance pertaining to the measurement of credit losses on financial instruments that requires a financial asset or group of financial assets measured at amortized cost to be presented at the net amount expected to be collected. The new guidance also requires credit losses relating to these financial instruments, as well as available-for-sale securities, to be recorded through the allowance for credit losses. Key changes as compared to prior accounting guidance are detailed below. Consistent with the modified retrospective method of adoption, the prior period has not been revised to conform to the new basis of accounting. Key changes to the accounting policies are detailed within this note.

Interest-bearing Deposits, Securities Purchased under Agreements to Resell, and Federal Funds Sold. Interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold provide short-term liquidity and are carried at amortized cost. Interest on interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold is accrued as earned and recorded in interest income on the Statements of Income. Accrued interest receivable is recorded separately on the Statements of Condition. These investments are generally transacted with counterparties that have received a credit rating of triple-B or greater (investment grade) by a nationally recognized statistical rating organization (NRSRO) including the following: Standard and Poor’s (S&P), Moody’s Investors Service (Moody’s), and Fitch Ratings. All of these investments were with counterparties rated investment grade as of December 31, 2021 and 2020. These investments are evaluated quarterly for expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank uses the collateral maintenance provision practical expedient to evaluate potential credit losses related to securities purchased under agreements to resell. Consequently, a credit loss would be recognized if there is a collateral shortfall which the Bank does not believe the counterparty will replenish in accordance with its contractual terms. The credit loss would be limited to the difference between the fair value of the collateral and the investment’s amortized cost. Securities purchased under agreements to resell are short-term and are structured such that they are evaluated regularly to determine if the market value of the underlying securities decreases below the market value required as collateral (i.e., subject to collateral maintenance provisions). If so, the counterparty must place an equivalent amount of additional securities as collateral or remit an equivalent amount of cash, generally by the next business day. Based upon the collateral held as security and collateral maintenance provisions with its counterparties, the Bank determined that no allowance for credit losses was needed for its securities purchased under agreements to resell as of December 31, 2021 and 2020. The carrying value of securities purchased under agreements excludes accrued interest receivable that was not material as of December 31, 2021 and 2020.

Federal funds sold are unsecured loans that are generally transacted on an overnight term. All investments in interest-bearing deposits and federal funds sold were repaid or expected to be repaid according to the contractual terms as of December 31, 2021 and 2020. No allowance for credit losses was recorded for these assets as of December 31, 2021 and 2020. The carrying values of interest-bearing deposits and federal funds sold excludes accrued interest receivable that was not material as of December 31, 2021 and 2020.

Investments in Debt Securities. The Banks classifies investments as held-to-maturity, trading securities, and available-for-sale at the date of acquisition. Purchases and sales of securities are recorded on a trade date basis.

Investments in debt securities that the Bank has both the ability and intent to hold to maturity are classified as held-to-maturity and carried at amortized cost, which is original cost net of periodic principal repayments and amortization of premiums and accretion of discounts. Accrued interest receivable is recorded separately on the Statements of Condition. Amortization of premiums and accretion of discounts are computed using the contractual level-yield method (contractual interest method), adjusted for actual prepayments. The contractual interest method recognizes the income effects of premiums and discounts over
the contractual life of the securities based on the actual behavior of the underlying assets, including adjustments for actual prepayment activities, and reflects the contractual terms of the securities without regard to changes in estimated prepayments based on assumptions about future borrower behavior.

Held-to-maturity securities are evaluated quarterly for expected credit losses on a pool basis unless an individual assessment is deemed necessary because the securities do not possess similar risk characteristics. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense). The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately. Prior to January 1, 2020, credit losses were recorded as a direct write-down of the held-to-maturity security carrying value.

The Bank’s held-to-maturity securities consist of U.S. agency obligations, government-sponsored enterprise debt obligations, state or local housing agency debt obligations, and MBS issued by the Government National Mortgage Association (Ginnie Mae), the Federal Home Loan Mortgage Corporation (Freddie Mac), and the Federal National Mortgage Association (Fannie Mae) that are backed by single-family or multifamily mortgage loans. The Bank only purchase securities considered investment quality. All of these investments were rated double-A, or above, by a NRSRO as of December 31, 2021 and 2020, based on the lowest long-term credit rating for each security.

The Bank has not established an allowance for credit loss on any of its held-to-maturity securities as of December 31, 2021 and 2020, because the securities: (1) were all highly-rated and/or had short remaining terms to maturity, (2) had not experienced, nor did the Bank expect, any payment default on the instruments, and (3) in the case of U.S., government-sponsored enterprises, or other agency obligations, carry an implicit or explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

The Bank classifies certain investments in debt securities acquired for purposes of liquidity and asset-liability management as trading investments and carries these securities at their estimated fair value. The Bank does not participate in speculative trading practices in these investments and generally holds them until maturity, except to the extent management deems necessary to manage the Bank’s liquidity position. The Bank records changes in the fair value of these investments in noninterest income (loss) as “Net (losses) gains on trading securities” on the Statements of Income, along with gains and losses on sales of investment securities using the specific identification method.

The Bank classifies certain securities that are not held-to-maturity or trading as available-for-sale and carries these securities at their estimated fair value. The Bank records changes in the fair value of these investments in other comprehensive income.

For investments in debt securities classified as available-for-sale, the Bank evaluates an individual security for impairment on a quarterly basis by comparing the security’s fair value to its amortized cost. Accrued interest receivable is recorded separately on the Statements of Condition. Impairment exists when the fair value of the investment is less than its amortized cost (i.e., in an unrealized loss position). In assessing whether a credit loss exists on an impaired security, the Bank considers whether there would be a shortfall in receiving all cash flows contractually due. When a shortfall is considered possible, the Bank compares the present value of cash flows to be collected from the security with the amortized cost basis of the security. If the present value of cash flows is less than amortized cost, an allowance for credit losses is recorded with a corresponding adjustment to the provision (reversal) for credit losses. The allowance is limited by the amount of the unrealized loss. The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately. If management intends to sell an impaired security classified as available-for-sale, or more likely than not will be required to sell the security before expected recovery of its amortized cost basis, any allowance for credit losses is written off and the amortized cost basis is written down to the security’s fair value at the reporting date with any incremental impairment reported in earnings. If management does not intend to sell an impaired security classified as available-for-sale and it is not more likely than not that management will be required to sell the debt security, then the credit portion of the difference is recognized as an allowance for credit losses and any remaining difference between the security’s fair value and amortized cost is recorded as net unrealized gains (losses) on available-for-sale securities within other comprehensive income.

For improvements in cash flows of available-for-sale securities, interest income follows the recognition pattern pursuant to the
impairment guidance in effect prior to January 1, 2020 and recoveries of amounts previously written off are recorded when
received. For improvements in impaired available-for-sale securities with an allowance for credit losses recognized after the adoption of the new guidance, the allowance for credit losses associated with recoveries may be derecognized up to its full amount. Effective January 1, 2020, the net noncredit portion of other-than-temporary impairment gains (losses) on available-for-sale securities was reclassified to net unrealized gains (losses) on available-for-sale securities within other comprehensive income.
The Bank has not established an allowance for credit losses on its available-for-sale securities as of December 31, 2021 because the securities carry an explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

Other-than-temporary Impairment of Investment Securities. Beginning January 1, 2020, the Bank adopted new accounting guidance pertaining to the measurement of credit losses on financial instruments. Prior to January 1, 2020, the Bank evaluated its individual available-for-sale and held-to-maturity securities in unrealized loss positions for other-than-temporary impairment on a quarterly basis. A security was considered impaired when its fair value was less than its amortized cost. The Bank considered an other-than-temporary impairment to have occurred under any of the following circumstances:

•the Bank had an intent to sell the impaired debt security;

•if, based on available evidence, the Bank believed it was more likely than not that it would be required to sell the impaired debt security before the recovery of its amortized cost basis; or

•the Bank did not expect to recover the entire amortized cost basis of the impaired debt security.

If either of the first two conditions above was met, the Bank recognizes an other-than-temporary impairment loss in earnings equal to the entire difference between the security’s amortized cost basis and its fair value as of the Statements of Condition date.

For securities in an unrealized loss position that meet neither of the first two conditions, the Bank performed a cash flow analysis to determine if it would recover the entire amortized cost basis of each of these securities. The present value of the cash flows expected to be collected was compared to the amortized cost basis of the debt security to determine whether a credit loss exists. If there was a credit loss (the difference between the present value of the cash flows expected to be collected and the amortized cost basis of the debt security), the carrying value of the debt security was adjusted to its fair value. However, rather than recognizing the entire difference between the amortized cost basis and fair value in earnings, only the amount of the impairment representing the credit loss (i.e., the credit component) was recognized in earnings, while the amount related to all other factors (i.e., the non-credit component) was recognized in other comprehensive income. The credit loss on a debt security was limited to the amount of that security’s unrealized losses.

For subsequent accounting of an other-than-temporarily impaired security, the Bank recorded an additional other-than-temporary impairment if the present value of cash flows expected to be collected was less than the amortized cost of the security. The total amount of this additional other-than-temporary impairment (both credit and non-credit component, if any) was determined as the difference between the security’s amortized cost, less the amount of other-than-temporary impairment recognized in other comprehensive income prior to the determination of this additional other-than-temporary impairment, and its fair value. Any additional credit loss was limited to that security’s unrealized losses or the difference between the security’s amortized cost and its fair value as of the Statements of Condition date. This additional credit loss, up to the amount in accumulated other comprehensive income related to the security, was reclassified out of accumulated other comprehensive income and recognized in earnings. Any credit loss in excess of the related other comprehensive income was recorded as additional total other-than-temporary impairment loss and recognized in earnings.

For debt securities classified as available-for-sale, the Bank did not accrete the other-than-temporary impairment recognized in accumulated other comprehensive income to the carrying value. Rather, subsequent related increases and decreases (if not an other-than-temporary impairment) in the fair value of available-for-sale securities were netted against the non-credit component of other-than-temporary impairment recognized previously in accumulated other comprehensive income.

Upon subsequent evaluation of a debt security where there is no additional other-than-temporary impairment, the Bank adjusted the accretable yield on a prospective basis if there was a significant increase in the security’s expected cash flows. As of the impairment measurement date, a new accretable yield was calculated for the impaired investment security. This adjusted yield was then used to calculate the interest income recognized over the remaining life of the security so as to match the amount and timing of future cash flows expected to be collected. Subsequent significant increases in estimated cash flows change the accretable yield on a prospective basis.

Advances. The Bank reports advances (secured loans to members, former members, or housing associates) at amortized cost. Amortized cost is original cost net of periodic principal repayments and amortization of premiums and accretion of discounts (including discounts related to the Affordable Housing Program (AHP) and Economic Development and Growth Enhancement Program (EDGE)), net deferred fees or costs, and fair value hedge adjustments. The Bank accretes the discounts on advances
and amortizes the recognized unearned commitment fees and hedging adjustments to interest income using the contractual interest method. The Bank records interest on advances to interest income as earned. Accrued interest receivable is recorded separately on the Statements of Condition.

In accordance with the new accounting guidance pertaining to the measurement of credit losses on financial instruments, advances are evaluated quarterly for expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank manages its credit exposure to advances through an integrated approach that includes (1) establishing a credit limit for each borrower; (2) an ongoing review of each borrower’s financial condition; and (3) collateral and lending policies to limit risk of loss, while balancing each borrower’s needs for a reliable source of funding. In addition, the Bank lends to financial institutions within its district and housing associates in accordance with federal statutes and Finance Agency regulations. Specifically, the Bank complies with the FHLBank Act, which requires the Bank to obtain sufficient collateral to fully secure advances. The estimated value of the collateral required to secure each borrower’s advances is calculated by applying discounts to the fair value or unpaid principal balance of the collateral, as applicable. The Bank accepts certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. The Bank’s capital stock owned by its member borrower is also pledged as additional collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and the Bank’s overall credit exposure to the borrower. The Bank can call for additional or substitute collateral to protect its security interest. The Bank believes that these policies effectively manage credit risk from advances.

Based upon the financial condition of the borrower, the Bank either allows a borrower to retain physical possession of the collateral pledged to it or requires the borrower to specifically assign the collateral to or place the collateral in physical possession of the Bank or its safekeeping agent. The Bank requires its borrowers to execute an advances and security agreement that establishes the Bank’s security interest in all collateral pledged by the borrower to the Bank. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a borrower priority over the claims or rights of any other party (including any receiver, conservator, trustee, or similar party having rights of a lien creditor), except for claims or rights of a third party that (1) would be entitled to priority under otherwise applicable law, and (2) is an actual bona fide purchaser for value or is an actual secured party whose security interest is perfected in accordance with state law.

Using a risk-based approach and taking into consideration each borrower’s financial strength, the Bank considers the types and amounts of pledged collateral to be the primary indicator of credit quality on its advances. The Bank had rights to collateral on a borrower-by-borrower basis with an estimated value equal to or greater than its outstanding extensions of credit as of December 31, 2021 and 2020.

The Bank continues to evaluate and make changes to its collateral policies, as necessary, based on current market conditions. No advance was past due, on nonaccrual status, or considered impaired as of December 31, 2021 and 2020. In addition, there were no troubled debt restructurings (TDRs) related to advances as of December 31, 2021 and 2020.

Based upon the collateral held as security, the Bank’s collateral policies, credit analysis, and the repayment history on advances, the Bank did not expect any credit losses on advances as of December 31, 2021 and 2020. Accordingly, the Bank has not recorded any allowance for credit losses on advances as of December 31, 2021 and 2020.

Prepayment Fees. The Bank charges a borrower a prepayment fee when the borrower prepays certain advances before the original maturity date. The Bank records prepayment fees, net of basis adjustments related to hedging activities included in the carrying value of the advance as part of the advances line item in the interest income section of the Statements of Income. In cases in which there is a prepayment of an existing advance and a contemporaneous funding of a new advance, the Bank evaluates whether the new advance meets the accounting criteria to qualify as a modification of an existing advance or whether it constitutes a new advance. If the new advance qualifies as a modification of the existing advance, the hedging basis adjustments and the net prepayment fee on the prepaid advance are recorded in the carrying value of the modified advance and amortized over the life of the modified advance using the contractual interest method. This amortization is recorded in advance interest income. If the Bank determines that the transaction does not qualify as a modification of an existing advance, it is treated as an advance termination with subsequent funding of a new advance, and the Bank records the net fees as prepayment fees on advances, which is included in the advances line item in the interest income section of the Statements of Income.
Mortgage Loans Held for Portfolio. The Bank classifies mortgage loans that it has the intent and ability to hold for the foreseeable future, or until maturity or payoff, as held for portfolio. These mortgage loans are reported at amortized cost, which is original cost, net of periodic principal repayments and amortization of premiums and accretion of discounts, fair value hedge adjustments on loans initially classified as mortgage loan commitments, and direct write-downs. Accrued interest receivable is recorded separately on the Statements of Condition. The Bank performs at least quarterly an assessment of its mortgage loans held for portfolio to estimate expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank defers and amortizes premiums and accretes discounts (1) paid to and received by the participating financial institutions (PFIs), and (2) mark-to-market basis adjustments on loans initially classified as mortgage loan commitments, as interest income using the contractual interest method.

A mortgage loan is considered past due when the principal or interest payment is not received in accordance with the contractual terms of the loan. The Bank places a conventional mortgage loan on nonaccrual status if it is determined that either (1) the collection of interest or principal is doubtful or (2) interest or principal is past due for 90 days or more, except when the loan is well-secured (e.g. through credit enhancement) and in the process of collection. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans as interest income and as a reduction of principal as specified in the contractual agreement. A loan on nonaccrual status may be restored to accrual status when (1) none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal, or (2) it otherwise becomes well secured and in the process of collection. A government-guaranteed or -insured loan is not placed on nonaccrual status when the collection of the contractual principal or interest is 90 days or more past due because of (1) the U.S. government guarantee or insurance on the loan, and (2) the contractual obligation of the loan servicer to repurchase the loan when certain criteria are met.

A mortgage loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the mortgage loan agreement. Interest income is recognized in the same manner as nonaccrual loans.

Finance Agency regulations require that mortgage loans held in the Bank’s portfolios be credit enhanced. For conventional mortgage loans, PFIs retain a portion of the credit risk on the loans they sell to the Bank by providing credit enhancement either through a direct liability to pay credit losses up to a specified amount or through a contractual obligation to provide supplemental mortgage insurance. PFIs are paid a credit enhancement fee (CE Fee) for assuming credit risk, and in some instances, all or a portion of the CE Fee may be performance based. CE Fees are paid monthly based on the remaining unpaid principal balance of the loans in a master commitment. CE Fees are recorded as an offset to mortgage loan interest income. To the extent that the Bank experiences losses in a master commitment, it may be able to recapture CE Fees paid to the PFI to offset these losses.

At least quarterly, the Bank performs an assessment of its mortgage loans held for portfolio to estimate expected credit losses. The Bank measures expected credit losses on mortgage loans on a collective basis, pooling loans with similar risk characteristics. If a mortgage loan no longer shares risk characteristics with other loans, it is removed from the pool and evaluated for expected credit losses on an individual basis. When developing the allowance for credit losses, the Bank measures the estimated loss over the remaining life of a mortgage loan, which also considers how the Bank’s credit enhancements mitigate credit losses. If a loan was purchased at a discount, the discount does not offset the allowance for credit losses. The allowance excludes uncollectible accrued interest receivable, as the Bank writes off accrued interest receivable by reversing interest income if a mortgage loan is placed on nonaccrual status.

The Bank invested in government-guaranteed or -insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed or -insured mortgage loans are mortgage loans guaranteed or insured by the Department of Veterans Affairs or the Federal Housing Administration. The servicer provides and maintains insurance or a guarantee from the applicable government agency. The servicer is responsible for compliance with all government agency requirements and for obtaining the benefit of the applicable insurance or guarantee with respect to defaulted government-guaranteed or -insured mortgage loans. Any losses incurred on these loans that are not recovered from the issuer or the guarantor are absorbed by the servicers. Therefore, the Bank only has credit risk for these loans if the servicer fails to pay for losses not covered by insurance or guarantees, but in such instance, the Bank would have recourse against the servicer for such failure. Based on the Bank’s assessment of its servicers and the collateral backing these loans, the Bank did not establish an allowance for credit losses for its government-guaranteed or -insured mortgage loan portfolio as of December 31, 2021 and 2020.
Modified loans that are considered a TDR are evaluated individually for impairment. All other conventional residential mortgage loans are evaluated collectively for impairment. The allowance for conventional residential mortgage loans is determined by an analysis (performed at least quarterly) that includes segregating the portfolio into various aging groups. For loans that are 60 days or less past due, the Bank calculates a loss severity, default rate, and the expected loss based on individual loan characteristics. For loans that are more than 60 days past due, the allowance is determined using an automated valuation model.

Modified loans that are considered a TDR are individually evaluated for impairment when determining the related allowance for credit losses. Credit loss is measured by factoring in expected cash shortfalls (i.e., loss severity rate) incurred as of the reporting date, as well as the economic loss attributable to delaying the original contractual principal and interest due dates.

On March 27, 2020, the Coronavirus, Aid, Relief, and Economic Security Act (the CARES Act) providing optional, temporary relief from accounting for certain loan modifications as TDRs was signed into law. Under the CARES Act, TDR relief is available to banks for loan modifications related to the adverse effects of Coronavirus Disease 2019 (COVID-19) (COVID-related modifications) granted to borrowers that are current as of December 31, 2019. TDR relief applies to COVID-related modifications made from March 1, 2020, until the earlier of December 31, 2020, or 60 days following the termination of the national emergency declared by the President of the United States on March 13, 2020. On December 27, 2020, the Consolidated Appropriations Act, 2021, was signed into law, extending the applicable period to the earlier of January 1, 2022, or 60 days following the termination of the national emergency declared on March 13, 2020. The Bank has elected to apply the TDR relief provided by the CARES Act.

As such, all COVID-related modifications meeting the provisions of the CARES Act are excluded from TDR classification and accounting. COVID-related modifications that do not meet the provisions of the CARES Act continue to be assessed for TDR classification. Refer to Note 7—Mortgage Loans Held for Portfolio for additional information.

A charge-off is recorded if it is estimated that the amortized cost and any applicable accrued interest in the loan will not be recovered. The Bank evaluates whether to record a charge-off on a conventional residential mortgage loan upon the occurrence of a confirming event. Once a loan is 180 days delinquent, the Bank classifies as a loss and charges off the portion of outstanding conventional residential mortgage loan balances in excess of the fair value of the underlying property, less costs to sell and adjusted for any available credit enhancements.

Real estate owned (REO) includes assets that have been received in satisfaction of debt through foreclosures. REO is initially recorded at fair value, less estimated selling costs and is subsequently carried at the lower of that amount or current fair value, less estimated selling costs. The Bank recognizes a charge-off to the allowance for credit losses if the fair value of the REO, less estimated selling costs is less than the recorded investment in the loan at the date of transfer from loans to REO. Any subsequent realized gains, realized or unrealized losses, and carrying costs are included in noninterest income (loss) on the Statements of Income. REO is recorded in “Other assets” on the Statements of Condition and was not material as of December 31, 2021 and 2020.

Derivatives and Hedging Activities. All derivatives are recognized on the Statements of Condition at their fair values and are reported as either derivative assets or derivative liabilities, net of cash collateral and accrued interest received from or pledged to clearing agents and/or counterparties. The fair values of derivatives are netted by the clearing agent and/or counterparty when the netting requirements have been met. If these netted amounts are positive, they are classified as an asset and, if negative, they are classified as a liability. Cash flows associated with a derivative are reflected as cash flows from operating activities on the Statements of Cash Flows unless the derivative meets the criteria to be a financing derivative.

Derivatives not used for intermediary purposes are designated as either (1) a hedge of the fair value of (a) a recognized asset or liability or (b) an unrecognized firm commitment (a fair-value hedge); or (2) a non-qualifying hedge of an asset or liability for asset-liability management purposes. Changes in the fair value of a derivative that are effective as, and that are designated and qualify as, a fair-value hedge, along with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk (including changes that reflect losses or gains on firm commitments), are recorded in net interest income in the same line as the earnings effect of the hedged item. A non-qualifying hedge is a derivative hedging specific or non-specific underlying assets, liabilities, or firm commitments that is an acceptable hedging strategy under the Bank’s risk management program and Finance Agency regulatory requirements, but it does not qualify or was not designated for fair value or cash flow hedge accounting. A non-qualifying hedge introduces the potential for earnings variability because only the change in fair value
of the derivative is recorded and is not offset by corresponding changes in the fair value of the non-qualifying hedged asset, liability, or firm commitment, unless such asset, liability, or firm commitment is required to be accounted for at fair value through earnings. Both the net interest on the derivative and the fair value adjustments of a non-qualifying hedge are recorded in noninterest income (loss) as “Net (losses) gains on derivatives” on the Statements of Income.

The derivatives used in intermediary activities do not qualify for hedge accounting treatment and are separately marked-to-market through earnings. These amounts are recorded in noninterest income (loss) as “Net gains (losses) on derivatives” on the Statements of Income. The net result of the accounting for these derivatives does not significantly impact the Bank’s results of operations.

The net settlement of interest receivables and payables related to derivatives designated as fair-value hedges are recognized as adjustments to the interest income or interest expense of the designated hedged item. The net settlement of interest receivables and payables related to intermediated derivatives for members and other non-qualifying hedges are recognized in noninterest income (loss) as “Net gains (losses) on derivatives” on the Statements of Income.

The Bank discontinues hedge accounting prospectively when (1) it determines that the derivative is no longer expected to be highly effective in offsetting changes in the fair value of a hedged risk, including hedged items such as firm commitments; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) a hedged firm commitment no longer meets the definition of a firm commitment; or (4) the bank determines that designating the derivative as a hedging instrument is no longer appropriate.

When hedge accounting is discontinued due to the Bank’s determination that a derivative no longer qualifies as an effective fair-value hedge of an existing hedged item, or when the bank decides to cease the specific hedging activity, the Bank will either (1) terminate the derivative, or (2) continue to carry the derivative on the Statements of Condition at its fair value, cease to adjust the hedged asset or liability for changes in fair value, and amortize the cumulative basis adjustment on the hedged item into earnings over the remaining life of the hedged item using the level-yield method. In all situations in which hedge accounting is discontinued and the derivative remains outstanding, the Bank will carry the derivative at its fair value on the Statements of Condition, recognizing changes in the fair value of the derivative in current-period earnings.

The Bank may issue debt, make advances, or purchase financial instruments in which a derivative instrument may be “embedded.” Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the advance, debt, or purchased financial instruments (i.e., the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract; and (2) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as a stand-alone derivative instrument pursuant to a non-qualifying hedge. However, if the entire contract (the host contract and the embedded derivative) is to be measured at fair value, with changes in fair value reported in current-period earnings (e.g., an investment security classified as “trading”), or if the Bank could not identify and measure reliably the embedded derivative for purposes of separating that derivative from its host contract, the entire contract would be carried on the Statements of Condition at fair value, and no portion of the contract could be designated as a hedging instrument.

Premises, Equipment, and Software. Premises, equipment, and the cost of purchased software and certain costs incurred in developing computer software for internal use are recorded in “Other assets” on the Statements of Condition. The Bank records these items at cost, less accumulated depreciation or amortization. The Bank computes depreciation and amortization using the straight-line method over the estimated useful lives of assets. The estimated useful lives in years are generally as follows: automobiles and computer hardware—three; capitalized computer software cost—three; office equipment—eight; office furniture and building improvements—10; and building—40. The Bank amortizes leasehold improvements using the straight-line method over the shorter of the estimated useful life of the improvement or the remaining term of the lease. The Bank capitalizes improvements and expenses ordinary maintenance and repairs when incurred.
The following tables present information on premises, equipment, and capitalized computer software cost.
As of December 31,
2021 2020 2021 2020
Premises and Equipment Computer Software Cost
Gross carrying amount $ 95 $ 93 $ 72 $ 69
Accumulated depreciation or amortization (81) (78) (60) (57)
Net carrying amount $ 14 $ 15 $ 12 $ 12
For the Years Ended December 31,
2021 2020 2019
Premises and equipment depreciation expense $ 3 $ 3 $ 4
Software amortization expense 3 2 2
Deposits. The Bank offers demand and overnight deposits for members and qualifying non-members. A member that services mortgage loans may deposit funds in the Bank that were collected in connection with the mortgage loans, pending disbursement of such funds to the owners of the mortgage loans. The Bank records these items in “Interest-bearing deposits” on the Statements of Condition. The Bank pays interest on demand and overnight deposits based on a daily interest rate.

Consolidated Obligations. The Bank records consolidated obligations at amortized cost. Additionally, the Bank pays concessions to dealers in connection with the issuance of certain consolidated obligations. The Office of Finance prorates the concessions to the Bank based upon the percentage of the debt issued that is assumed by the Bank. The Bank records concessions paid on consolidated obligations as a direct deduction from their carrying amounts, consistent with the presentation of discounts on consolidated obligations. The Bank accretes discounts and amortizes premiums, as well as concessions and hedging basis adjustments on consolidated obligations, to interest expense using the contractual interest method over the contractual term of the corresponding consolidated obligation.

Mandatorily Redeemable Capital Stock. The Bank reclassifies stock that is subject to redemption from capital to a liability after a member submits a written redemption request, gives notice of intent to withdraw from membership, or attains non-member status through a merger or acquisition, charter termination, or involuntary termination from membership since the member’s shares will then meet the definition of a mandatorily redeemable financial instrument. Member shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and recorded as interest expense on the Statements of Income. The repurchase or redemption of these mandatorily redeemable financial instruments is recorded as cash outflows in the financing activities section of the Statements of Cash Flows.

If a member cancels its written notice of redemption or notice of withdrawal, the Bank will reclassify mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock no longer will be classified as interest expense.

Off-Balance Sheet Credit Exposures. The Bank evaluates its off-balance sheet credit exposure on a quarterly basis for expected credit losses. If deemed necessary, an allowance for expected credit losses on these off-balance sheet exposures is recorded in other liabilities with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank monitors the creditworthiness of its standby letters of credit based on an evaluation of the member. In addition, standby letters of credit are fully collateralized from the time of issuance. The Bank has established parameters for the measurement, review, classification, and monitoring of credit risk related to these standby letters of credit that result in an internal credit rating, which focuses primarily on an institution’s overall financial health and takes into account the quality of assets, earnings, and capital position. In general, borrowers categorized into the highest risk rating category have more restrictions on the types of collateral that they may use to secure standby letters of credit, may be required to maintain higher collateral maintenance levels and deliver loan collateral, and may face more stringent collateral reporting requirements. Based on the Bank’s credit analyses and collateral requirements, the Bank does not deem it necessary to record any additional liability on the Statements of Condition for these commitments as of December 31, 2021 or 2020.
Restricted Retained Earnings. The Joint Capital Enhancement Agreement, as amended (Capital Agreement), provides that each FHLBank will, on a quarterly basis, allocate 20 percent of its net income to a separate restricted retained earnings account until the balance of that account, calculated as of the last day of each calendar quarter, equals at least one percent of that FHLBank’s average balance of outstanding consolidated obligations for the calendar quarter. Additionally, the Capital Agreement provides that amounts in restricted retained earnings in excess of 150 percent of the Bank’s restricted retained earnings minimum (i.e., one percent of the Bank’s average balance of outstanding consolidated obligations calculated as of the last day of each calendar quarter) may be release from restricted retained earnings. Restricted retained earnings are not available to pay dividends and are presented separately on the Statement of Condition.

Finance Agency and Office of Finance Expenses. The Finance Agency allocates the FHLBanks’ portion of its expenses and working capital fund among the FHLBanks based on the ratio between each FHLBank’s minimum required regulatory capital and the aggregate minimum required regulatory capital of every FHLBank. Each FHLBank’s proportionate share of the Office of Finance’s operating and capital expenditures is calculated using a formula that is (1) two-thirds based upon each FHLBank’s share of total consolidated obligations outstanding, and (2) one-third based upon an equal pro rata allocation.
Affordable Housing Program. The FHLBank Act requires each FHLBank to establish and fund an AHP that provides subsidies to members to assist in the purchase, construction, or rehabilitation of housing for very low and low-to-moderate-income households. The Bank charges the required funding for AHP against earnings and establishes a corresponding liability. The Bank issues AHP advances at interest rates below the customary interest rate for non-subsidized advances. A discount on the AHP advance and charge against the AHP liability is recorded for the present value of the variation in the cash flow caused by the difference in the interest rate between the AHP advance rate and the Bank’s related cost of funds for comparable maturity funding. As an alternative, the Bank has the authority to make the AHP subsidy available to members as a grant. The discount on AHP advances is accreted to interest income on advances using the contractual interest method over the life of the advance.

v3.22.0.1

Recently Issued and Adopted Accounting Guidance
12 Months Ended

Dec. 31, 2021

Accounting Standards Update and Change in Accounting Principle [Abstract]

Recently Issued And Adopted Accounting Guidance Recently Issued But Not Yet Adopted Accounting Standards
There are no recently issued but not yet adopted accounting standards which may have an impact on the Bank’s financial statements. Additionally, the Bank did not elect to apply certain optional expedients prescribed by existing accounting guidance that are applicable and remain available in 2022.

Accounting Standard Update (ASU) Description Effective Date Effect on Financial Statements or Other Significant Matters

v3.22.0.1

Cash and Due from Banks
12 Months Ended

Dec. 31, 2021

Cash and Cash Equivalents [Abstract]

Cash and Due from Banks Cash and Due from BanksThe Bank maintains a collected cash balance with a commercial bank, which is a member, in return for certain services, and the average collected cash balance was $8 and $11 for the years ended December 31, 2021 and 2020, respectively. There are no legal restrictions regarding the withdrawal of these funds.

v3.22.0.1

Investments Debt Securities
12 Months Ended

Dec. 31, 2021

Investments, Debt and Equity Securities [Abstract]

Investments in Debt Securities Investments in Debt Securities
Trading Securities
Major Security Types. The following table presents trading securities.
As of December 31,
2021 2020
U.S. Treasury obligations $ — $ 1,500
Government-sponsored enterprises debt obligations — 62
Total $ — $ 1,562

The following table presents net (losses) gains on trading securities.
For the Years Ended December 31,
2021 2020 2019
Net gains on trading securities held at year end $ — $ 4 $ 3
Net losses on trading securities that were sold or matured during the year (1) — —
Net (losses) gains on trading securities $ (1) $ 4 $ 3

Available-for-sale Securities

During 2020, the Bank sold all of its available-for-sale private-label mortgage-backed securities (MBS). Proceeds from the sale of the available-for-sale private-label MBS totaled $726 which resulted in a net realized gain of $82 determined by the specific identification method. There were no sales during 2021 and 2019.

Major Security Type. The following table presents information on U.S. Treasury obligations that are classified as available-for-sale. The Bank did not have any securities classified as available-for-sale as of December 31, 2020.

Amortized
Cost (1)
Gross
  Unrealized
Gains (2)
Gross
  Unrealized
Losses Estimated
  Fair Value
As of December 31, 2021 $ 2,648 $ — $ (9) $ 2,639
____________
(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable that was not material as of December 31, 2021.
(2) Amounts are not material.

The following table presents U.S. Treasury obligations that are classified as available-for-sale securities with unrealized losses. The unrealized losses are aggregated by the length of time that the individual securities have been in a continuous unrealized loss position.
Less than 12 Months
Estimated Fair Value   Gross Unrealized Losses
As of December 31, 2021 $ 1,589 $ (9)
The following table presents the amortized cost and estimated fair value of available-for-sale securities by contractual maturity.
As of December 31, 2021
Amortized
Cost (1)
Estimated
Fair Value
Due after one year through five years
$ 2,648 $ 2,639
____________
(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable of that was not material as of December 31, 2021.

Interest-rate Payment Terms. The following table presents interest-rate payment terms for investment securities classified as available-for-sale securities.
As of December 31, 2021
Fixed-rate $ 1,598
Variable-rate 1,050
Total amortized cost $ 2,648
____________
(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable that was not material as of December 31, 2021.

Held-to-maturity Securities

During 2020, for strategic, economic and operational reasons, the Bank sold all of its held-to-maturity private-label MBS. The amortized cost of the held-to-maturity private-label MBS sold was $192. Proceeds from the sale of the held-to-maturity private-label MBS totaled $195, which resulted in a net realized gain of $3 determined by the specific identification method. For each of the held-to-maturity securities which were sold, the Bank had previously collected at least 85 percent of the principal outstanding at the time of acquisition due to prepayments or scheduled prepayments over the term of the security. As such, the sales were considered maturities for purposes of security classification. There were no sales of held-to-maturity securities during 2021 and 2019.
Major Security Types. The following table presents held-to-maturity securities.
As of December 31,
2021 2020

Amortized
Cost (1)
Gross
Unrealized
Gains Gross
Unrealized
Losses Estimated
Fair Value
Amortized
Cost (1)
Gross
Unrealized
Gains Gross
Unrealized
Losses Estimated
Fair Value
State or local housing agency debt obligations $ 1 $ — $ — $ 1 $ 1 $ — $ — $ 1
Government-sponsored enterprises debt obligations 1,450 6 (6) 1,450 2,245 6 — 2,251
Mortgage-backed securities:
U.S. agency obligations-guaranteed residential 221 — (3) 218 295 2 — 297
Government-sponsored enterprises residential 4,927 43 (9) 4,961 7,283 62 (6) 7,339
Government-sponsored enterprises commercial 8,475 19 (25) 8,469 10,580 31 (10) 10,601
Total $ 15,074 $ 68 $ (43) $ 15,099 $ 20,404 $ 101 $ (16) $ 20,489
____________
(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.
Redemption Terms. The following table presents the amortized cost and estimated fair value of held-to-maturity securities by contractual maturity. MBS are not presented by contractual maturity because their actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.
As of December 31,
2021 2020

Amortized
Cost (1)
Estimated
Fair Value
Amortized
Cost (1)
Estimated
Fair Value
Non-mortgage-backed securities:
Due in one year or less $ 435 $ 435 $ 245 $ 245
Due after one year through five years 856 853 1,740 1,742
Due after five years through 10 years 100 101 201 204
Due after 10 years 60 62 60 61
Total non-mortgage-backed securities 1,451 1,451 2,246 2,252
Mortgage-backed securities 13,623 13,648 18,158 18,237
Total $ 15,074 $ 15,099 $ 20,404 $ 20,489
____________
(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

Interest-rate Payment Terms. The following table presents interest-rate payment terms for investment securities classified as held-to-maturity.
As of December 31,
2021 2020
Non-mortgage-backed securities:
   Fixed-rate $ 551 $ 1,101
   Variable-rate 900 1,145
Total non-mortgage-backed securities 1,451 2,246
Mortgage-backed securities:
   Fixed-rate 1,888 2,526
   Variable-rate 11,735 15,632
Total mortgage-backed securities 13,623 18,158
Total amortized cost (1)
$ 15,074 $ 20,404
____________
(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

For information related to the Bank’s credit risk on investments in debt securities and allowance for credit losses, see Note 2—Summary of Significant Accounting Policies.

v3.22.0.1

Advances
12 Months Ended

Dec. 31, 2021

Advances [Abstract]

Advances Advances
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 20 years, where the interest rates reset periodically at a fixed spread to Secured Overnight Financing Rate (SOFR) or other specified indices.

Redemption Terms. The following table presents the Bank’s advances outstanding by redemption terms.

As of December 31,
2021 2020
Due in one year or less $ 21,819 $ 23,326
Due after one year through two years 3,247 3,803
Due after two years through three years 2,236 3,347
Due after three years through four years 3,145 2,643
Due after four years through five years 3,047 3,657
Due after five years 11,433 13,867
Total par value 44,927 50,643
Deferred prepayment fees (70) (55)
Discount on AHP advances (2) (3)
Discount on EDGE advances (1) (1)
Hedging adjustments 561 1,584
Total (1)
$ 45,415 $ 52,168
___________
(1) Carrying amounts exclude accrued interest receivable of $50 and $77 as of December 31, 2021 and 2020, respectively.

The Bank offers callable advances to members that may be prepaid on prescribed dates (call dates) without incurring prepayment or termination fees. The Bank also offers prepayable advances, which are variable-rate advances that may be contractually prepaid by the borrower on specified dates without incurring prepayment or termination fees. Other advances may be prepaid only by paying a fee to the Bank, so the Bank is financially indifferent to the prepayment of the advance. The Bank had callable and prepayable advances outstanding of $1,755 and $1,800 as of December 31, 2021 and 2020, respectively.

The following table presents advances by year of contractual maturity or next call date for callable advances.
As of December 31,
2021 2020
Due or callable in one year or less $ 23,564 $ 25,106
Due or callable after one year through two years 2,927 3,768
Due or callable after two years through three years 1,976 3,027
Due or callable after three years through four years 3,125 2,383
Due or callable after four years through five years 2,177 3,637
Due or callable after five years 11,158 12,722
Total par value $ 44,927 $ 50,643
Convertible advances offered by the Bank allow the Bank to convert the fixed-rate advance to a variable-rate advance at the current market rate on certain specified dates. The Bank had convertible advances outstanding of $5,307 and $5,316 as of December 31, 2021 and 2020, respectively. The following table presents advances by year of contractual maturity or, for convertible advances, next conversion date.
As of December 31,
2021 2020
Due or convertible in one year or less
$ 27,082 $ 28,258
Due or convertible after one year through two years
3,271 4,142
Due or convertible after two years through three years
2,215 3,321
Due or convertible after three years through four years
3,137 2,612
Due or convertible after four years through five years
2,976 3,620
Due or convertible after five years
6,246 8,690
Total par value
$ 44,927 $ 50,643

Interest-rate Payment Terms. The following table presents interest-rate payment terms for advances.
As of December 31,
2021 2020
Fixed-rate:
Due in one year or less $ 14,715 $ 15,304
Due after one year 20,391 24,620
Total fixed-rate 35,106 39,924
Variable-rate:
Due in one year or less 7,104 8,022
Due after one year 2,717 2,697
Total variable-rate 9,821 10,719
Total par value $ 44,927 $ 50,643

Advance Concentrations. The Bank’s advances are concentrated in commercial banks, savings institutions, and credit unions and further is concentrated in certain larger borrowing relationships. The concentration of the Bank’s advances to its 10 largest borrowers was $32,076 and $36,259 as of December 31, 2021 and 2020, respectively. This concentration represented 71.4 percent and 71.6 percent of the total par value of advances outstanding as of December 31, 2021 and 2020, respectively.
For information related to the Bank’s credit risk on advances and allowance for credit losses, see Note 2 —Summary of Significant Accounting Policies.

v3.22.0.1

Mortgage Loans Held for Portfolio
12 Months Ended

Dec. 31, 2021

Receivables [Abstract]

Mortgage Loans Held for Portfolio Mortgage Loans Held for PortfolioThe Bank purchased fixed-rate residential mortgage loans directly from PFIs, who service and credit enhance the residential mortgage loans that they sold to the Bank. The Bank ceased purchasing these loans directly from PFIs in 2008. The Bank may also acquire fixed-rate residential mortgage loans through participation in eligible mortgage loans purchased from other FHLBanks.
The following table presents information on mortgage loans held for portfolio by contractual maturity at the time of purchase.
As of December 31,
2021 2020
Medium-term (15 years or less) $ 2 $ 3
Long-term (greater than 15 years) 148 216
Total unpaid principal balance 150 219
Premiums — 1
Discounts (1) (1)
Total mortgage loans held for portfolio (1)
149 219
Allowance for credit losses on mortgage loans — (1)
Mortgage loans held for portfolio, net $ 149 $ 218
____________
(1) Exclude accrued interest receivable of $1 as of December 31, 2021 and 2020.

The following table presents the unpaid principal balance of mortgage loans held for portfolio by collateral or guarantee type.
As of December 31,
2021 2020
Conventional mortgage loans $ 137 $ 203
Government-guaranteed or insured mortgage loans 13 16
Total unpaid principal balance $ 150 $ 219

The following table presents the activity in the allowance for credit losses related to conventional residential mortgage loans.
For the Years Ended December 31,
2021 2020 2019
Balance, beginning of year $ 1 $ 1 $ 1
Reversal of provision for credit losses (1) — —
Balance, end of year $ — $ 1 $ 1

Payment status is a key credit quality indicator for conventional mortgage loans and allows the Bank to monitor borrower performance. Other delinquency statistics include, nonaccrual loans and loans in process of foreclosure. The following tables present the payment status for conventional mortgage loans.
As of December 31, 2021
Origination Year
2017(2)
Prior to 2017 Total
Payment status, at amortized cost:(1)

Past due 30-59 days $ — $ 2 $ 2
Past due 60-89 days — 1 1
Past due 90 days or more — 7 7
Total past due mortgage loans — 10 10
Current mortgage loans — 126 126
Total conventional mortgage loans $ — $ 136 $ 136
____________
(1) Amortized cost excludes accrued interest receivable of $1 as of December 31, 2021.
(2) Mortgage loans originated in 2017 had a current payment status and the amounts are not material.
As of December 31, 2020
Origination Year
2017 and 2016 Prior to 2016 Total
Payment status, at amortized cost:(1)

Past due 30-59 days $ — $ 6 $ 6
Past due 60-89 days — 2 2
Past due 90 days or more 1 11 12
Total past due mortgage loans 1 19 20
Current mortgage loans 42 141 183
Total conventional mortgage loans $ 43 $ 160 $ 203
____________
(1) Amortized cost excludes accrued interest receivable of $1 as of December 31, 2020.

The following tables present the other delinquency statistics for all mortgage loans.
As of December 31, 2021
Conventional Residential Mortgage Loans Government-guaranteed or Insured Residential Mortgage Loans Total
Other delinquency statistics, at amortized cost:
  In process of foreclosure (1)
$ — $ — $ —
  Seriously delinquent rate (2)
4.70 % 6.26 % 4.83 %
  Past due 90 days or more and still accruing interest (3)
$ — $ 1 $ 1
  Mortgage loans on nonaccrual status (4)
$ 6 $ — $ 6
____________
(1) Includes mortgage loans where the decision of foreclosure or similar alternative, such as a pursuit of deed-in-lieu, has been reported. The amounts were not
material.
(2) Mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total mortgage loan portfolio segment.
(3) Mortgage loans insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs.
(4) As of December 31, 2021, none of conventional mortgage loans on nonaccrual status had an associated allowance for credit losses because these loans were either previously charged off to the expected recoverable value and/or the fair value of the underlying collateral, including any credit enhancements, is greater than the amortized cost of the loans.
As of December 31, 2020
Conventional Residential Mortgage Loans Government-guaranteed or Insured Residential Mortgage Loans Total
Other delinquency statistics, at recorded investment:
  In process of foreclosure (1)
$ — $ — $ —
  Seriously delinquent rate (2)
6.03 % 8.10 % 6.18 %
  Past due 90 days or more and still accruing interest (3)
$ — $ 1 $ 1
  Mortgage loans on nonaccrual status (4)
$ 12 $ — $ 12
____________
(1) Includes mortgage loans where the decision of foreclosure or similar alternative, such as a pursuit of deed-in-lieu, has been reported. The amounts were not
material.
(2) Mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total mortgage loan portfolio segment.
(3) Mortgage loans insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs.
(4) As of December 31, 2020, none of conventional mortgage loans on nonaccrual status had an associated allowance for credit losses because these loans were either previously charged off to the expected recoverable value and/or the fair value of the underlying collateral, including any credit enhancements, is greater than the amortized cost of the loans.

The Bank’s servicers granted a forbearance period to eligible borrowers who have requested forbearance based on COVID-19 related difficulties regardless of the status of the loan at the time of the request. The Bank continues to apply its accounting policy for past due loans and charge-offs to loans during the forbearance period unless there is a legal modification made to update the terms of the mortgage loan contract. The accrual status for loans under forbearance will be driven by the past due status of the loan.

The following table presents payment status for conventional residential mortgage loans in a forbearance plan as a result of COVID-19.

As of December 31,
2021 2020
Past due 30-59 days $ — $ 1
Past due 60-89 days — 1
Past due 90 days or more(1)
2 9
Total past due mortgage loans 2 11
Current mortgage loans — 6
Total unpaid principal balance(2)
$ 2 $ 17
____________
(1) Represents mortgage loans on nonaccrual payment status.
(2) Represents 1.42 percent and 7.60 percent of the Bank’s mortgage loans held for portfolio as of December 31, 2021 and 2020, respectively.

Excluding loans subject to forbearance under the CARES Act, a troubled debt restructuring is considered to have occurred when a concession that would not have been considered otherwise is granted to a borrower for economic or legal reasons related to the borrower’s financial difficulties. The Bank has granted a concession when it does not expect to collect all amounts due under the original contract as a result of the restructuring. In the event the Bank grants a concession, the borrower’s monthly payment is restructured for a period of up to 36 months to try to achieve a target housing expense ratio of not more than 31.0 percent of their qualifying income. To restructure the loan, the outstanding principal balance is first re-amortized to reflect a principal and interest payment for a term not to exceed 40 years. This results in a balloon payment at the original maturity date of the loan as the maturity date and number of remaining monthly payments are not adjusted. If the 31.0 percent housing expense ratio is not achieved through re-amortization, the interest rate is reduced below the original note rate in 0.125 percent increments to a floor rate of 3.00 percent until the target 31.0 percent housing expense ratio is met. These reductions in principal and interest payments are for the temporary payment modification period of up to 36 months. Additionally, a conventional residential mortgage loan in which the borrower filed for Chapter 7 bankruptcy and the bankruptcy court discharged the borrower’s obligation to the Bank, is considered a troubled debt restructuring. Troubled debt restructurings are
evaluated individually for impairment. The amortized cost of mortgage loans classified as TDRs was $5 and $6 as of December 31, 2021 and 2020, respectively.

Section 4013 of the CARES Act provides temporary relief from the accounting and reporting requirements for TDRs for certain loan modifications related to COVID-19. Specifically, the CARES Act provides that a qualifying financial institution may elect to suspend (1) the requirements under U.S. GAAP for certain loan modifications that would otherwise be categorized as a TDR, and (2) any determination that such loan modifications would be considered a TDR, including the related impairment for accounting purposes. Section 4013 of the CARES Act applies to any modification related to an economic hardship as a result of the COVID-19 pandemic, including an interest rate modification, a repayment plan, or any similar arrangement that defers or delays payment of principal or interest, that occurs during the period beginning on March 1, 2020 and ending on the earlier of December 31, 2020 or the date that is 60 days after the declaration of the national emergency related to the COVID-19 pandemic ends for a loan that was not more than 30 days past due as of December 31, 2019. On December 27, 2020, the Consolidated Appropriations Act, 2021, was signed into law, extending the applicable period to the earlier of January 1, 2022, or 60 days following the termination of the national emergency declared on March 13, 2020. The Bank has elected to suspend TDR accounting for eligible modifications under Section 4013 of the CARES Act, such modifications were not material as of December 31, 2021.

v3.22.0.1

Consolidated Obligations
12 Months Ended

Dec. 31, 2021

Debt Disclosure [Abstract]

Consolidated Obligations Consolidated Obligations
Consolidated obligations, consisting of consolidated obligation bonds and discount notes, are the joint and several obligations of the FHLBanks and are backed only by the financial resources of the FHLBanks.

The Bank is primarily liable for its portion of consolidated obligations (i.e., those issued on its behalf) and also is jointly and severally liable with the other 10 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 obligation, whether or not the consolidated obligation represents a primary liability of such FHLBank. Although it has never occurred, to the extent that an FHLBank makes any payment on a consolidated obligation on behalf of another FHLBank that is primarily liable for such consolidated obligation, Finance Agency regulations provide that the paying FHLBank is entitled to reimbursement from the noncomplying FHLBank for any payments made on its behalf and any other associated costs (including interest to be determined by the Finance Agency). However, if the Finance Agency determines that the noncomplying FHLBank is unable to satisfy its repayment obligations, the Finance Agency may allocate the outstanding liabilities of the noncomplying 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 value of the FHLBanks’ outstanding consolidated obligations, including consolidated obligations issued by the Bank, was $652,862 and $746,772 as of December 31, 2021 and 2020, respectively.

Regulations require each FHLBank to maintain, in the aggregate, unpledged qualifying assets equal to that FHLBank’s consolidated obligations outstanding. Qualifying assets are defined as cash; secured advances; obligations of or fully guaranteed by the United States; mortgages guaranteed or insured by the United States or its agencies; participations, mortgages, or other securities of or issued by certain government-sponsored enterprises; and such securities as fiduciary and trust funds may invest in under the laws of the state in which the FHLBank is located. The Bank held unpledged qualifying assets of $78,321 and $91,760 as of December 31, 2021 and 2020, respectively, compared to a book value of $71,692 and $84,764 in consolidated obligations as of December 31, 2021 and 2020, respectively.

General Terms. Consolidated obligations are issued with either fixed- or variable-rate coupon payment terms and may use a variety of indices for interest-rate resets including the SOFR and others. To meet the expected specific needs of certain investors in consolidated obligations, both fixed- and variable-rate consolidated obligation bonds may contain certain features, which may result in complex coupon payment terms and call options. When such consolidated obligations are issued, the Bank generally enters into derivatives containing offsetting features that, in effect, convert the terms of the consolidated obligation bond to those of a simple variable-rate consolidated obligation bond.

These consolidated obligations, beyond having fixed-rate or simple variable-rate coupon payment terms, may also have the following broad term regarding either principal repayment or coupon payment terms:
Optional Principal Redemption Consolidated Obligation Bonds (callable bonds) that the Bank may redeem in whole or in part at its discretion on predetermined call dates according to the terms of the consolidated obligation bond offerings.

With respect to interest payments, consolidated obligation bonds may have the following term in addition to fixed-rate and simple variable-rate payment terms:

Step-up/down Consolidated Obligation Bonds have coupons at fixed rates for specified intervals over the lives of the consolidated obligation bonds. At the end of each specified interval, the coupon rate increases (or decreases) or steps up (or steps down). These consolidated obligation bond issues generally contain call provisions enabling the bonds to be called at the Bank’s discretion.
Interest-rate Payment Terms. The following table presents the Bank’s consolidated obligation bonds by interest-rate payment type.
As of December 31,
2021 2020
Simple variable-rate $ 16,400 $ 52,935
Fixed-rate 27,751 6,322
Step up/down 2,295 75
Total par value $ 46,446 $ 59,332

Redemption Terms. The following table presents the Bank’s participation in consolidated obligation bonds outstanding by year of contractual maturity.
As of December 31,
2021 2020
Amount Weighted-
average
Interest Rate (%) Amount Weighted-
average
Interest Rate (%)
Due in one year or less $ 16,640 0.16 $ 43,788 0.24
Due after one year through two years 2,110 0.55 11,205 0.25
Due after two years through three years 10,700 0.81 340 2.05
Due after three years through four years 4,720 0.67 1,719 2.33
Due after four years through five years 7,829 0.94 1,090 0.50
Due after five years 4,447 1.76 1,190 3.76
Total par value 46,446 0.67 59,332 0.40
Premiums 10 11
Discounts (17) (20)
Hedging adjustments (253) 56
Total $ 46,186 $ 59,379

The following table presents the Bank’s consolidated obligation bonds outstanding by call feature.
As of December 31,
2021 2020
Noncallable $ 22,053 $ 59,247
Callable 24,393 85
Total par value $ 46,446 $ 59,332
The following table presents the Bank’s consolidated obligation bonds outstanding, by year of contractual maturity, or for callable consolidated obligation bonds, by next call date.
As of December 31,
2021 2020
Due or callable in one year or less $ 40,712 $ 43,873
Due or callable after one year through two years 1,778 11,205
Due or callable after two years through three years 1,674 315
Due or callable after three years through four years 1,090 1,659
Due or callable after four years through five years 3 1,090
Due or callable after five years 1,189 1,190
Total par value $ 46,446 $ 59,332

Consolidated Obligation Discount Notes. Consolidated obligation discount notes are issued to raise short-term funds and have original contractual maturities of up to one year. These consolidated obligation discount notes are issued at less than their face amounts and redeemed at par value when they mature.
The following table presents the Bank’s participation in consolidated obligation discount notes.
Book Value Par Value Weighted-average
Interest Rate (%)
As of December 31, 2021 $ 25,506 $ 25,507 0.04
As of December 31, 2020 $ 25,385 $ 25,389 0.11

v3.22.0.1

Afforable Housing Program
12 Months Ended

Dec. 31, 2021

Assessments [Abstract]

Affordable Housing Program Affordable Housing Program
Affordable Housing Program. Annually, each FHLBank must set aside 10 percent of its income subject to assessment for the AHP, or such additional prorated sums as may be required so that the aggregate annual contribution of the FHLBanks is not less than $100. For purposes of the AHP calculation, each FHLBank’s income subject to assessment is defined as the individual FHLBank’s net income before assessments, plus interest expense related to mandatorily redeemable capital stock. The Bank accrues this expense monthly based on its income subject to assessment. The Bank reduces the AHP liability as members use subsidies.

If the Bank experienced a net loss during a quarter but had income subject to assessment in subsequent quarters, it would be required to contribute additional amounts to meet its calculated annual obligation based on the Bank’s year-to-date income subject to assessment. If the Bank experienced a net loss for a full year, the Bank would have no obligation to the AHP for the year since each FHLBank’s required annual AHP contribution is limited to its annual income subject to assessment. If the aggregate of 10 percent of income subject to assessment for all FHLBanks was less than $100, each FHLBank would be required to contribute additional amounts so that the aggregate contribution of the FHLBanks equals the required $100. Each FHLBanks’ prorated contribution would be determined based on its income in relation to the income of all FHLBanks for the previous year. There was no shortfall in the years ended December 31, 2021, 2020, or 2019. If an FHLBank finds that its required contributions are contributing to the financial instability of that FHLBank, it may apply to the Finance Agency for a temporary suspension of its contributions. No FHLBank made such an application in the years ended December 31, 2021, 2020, or 2019. The Bank had outstanding principal in AHP-related advances of $12 and $16 as of December 31, 2021 and 2020, respectively.

The following table presents a rollforward of the Bank’s AHP liability.
For the Years Ended December 31,
2021 2020 2019
Balance, beginning of year $ 82 $ 89 $ 85
AHP assessment 15 28 41
Subsidy usage, net (36) (35) (37)
Balance, end of year $ 61 $ 82 $ 89

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock
12 Months Ended

Dec. 31, 2021

Banking Regulation, Total Capital [Abstract]

Capital and Mandatorily Redeemable Capital Stock Capital and Mandatorily Redeemable Capital Stock
Partial recovery of prior capital distribution to Financing Corporation. The Competitive Equality Banking Act of 1987 was enacted in August 1987, which, among other things, provided for the recapitalization of the Federal Savings and Loan Insurance Corporation through a newly-chartered entity, the Financing Corporation (FICO). The capitalization of FICO was provided by capital distributions from the FHLBanks to FICO in exchange for FICO nonvoting capital stock. Capital distributions were made by the FHLBanks in 1987, 1988, and 1989 that aggregated to $680. Upon passage of Financial Institutions Reform, Recovery and Enforcement Act of 1989, the FHLBanks’ previous investment in capital stock of FICO was determined to be non-redeemable and the FHLBanks charged-off their prior capital distributions to FICO directly against retained earnings.

Upon the dissolution of FICO which ultimately concluded in July 2020, FICO determined that excess funds aggregating to $200 were available for distribution to its stockholders, the FHLBanks. Specifically, the Bank’s partial recovery of prior capital distribution was $29 which was determined based on its share of the $680 originally contributed. This distribution of funds was received by the Bank in June 2020. The FHLBanks treated the receipt of these funds as a return of the FHLBanks’ investment in FICO capital stock, and therefore as a partial recovery of the prior capital distributions made by the FHLBanks to FICO in 1987, 1988, and 1989. These funds have been credited to unrestricted retained earnings.
Capital. The Bank is subject to the following three regulatory capital requirements under its capital plan, the FHLBank Act, and Finance Agency regulations.

Risk-Based Capital. The Bank must maintain, at all times, permanent capital in an amount at least equal to the sum of its credit risk capital requirement, its market risk capital requirement, and its operational risk capital requirement, calculated in accordance with the rules and regulations of the Finance Agency. Permanent capital is defined by the FHLBank Act and regulations as the sum of retained earnings and the amounts paid-in for Class B stock. Only permanent capital satisfies the risk-based capital requirement. The Finance Agency may require the Bank to maintain a greater amount of permanent capital than is required by the risk-based capital requirement as defined.

Total Regulatory Capital. The FHLBank Act requires the Bank to maintain total regulatory capital in an amount equal to at least four percent of total assets at all times. Total regulatory capital is defined as the sum of permanent capital, the amounts paid-in for Class A stock (if any), the amount of the Bank’s general allowance for losses (if any), and the amount of any other instruments identified in the capital plan and approved by the Finance Agency. The Bank has not issued any Class A stock, has no general allowance for losses, and has no other instruments identified in the capital plan and approved by the Finance Agency; therefore, the Bank’s total regulatory capital is equal to its permanent capital as of December 31, 2021 and 2020. Total regulatory capital does not include accumulated other comprehensive income but does include mandatorily redeemable capital stock.

Leverage Capital. The FHLBank Act requires the Bank to maintain leverage capital in an amount equal to at least five percent of total assets at all times. Leverage capital is defined as the sum of permanent capital weighted 1.5 times and all other components of total capital. Although mandatorily redeemable capital stock is not included in capital for financial reporting purposes, such outstanding stock is considered capital for determining compliance with these regulatory capital requirements.

The following table presents the Bank’s compliance with the Finance Agency’s regulatory capital rules and requirements.
As of December 31,
2021 2020
Required Actual Required Actual
Risk-based capital $ 814 $ 4,612 $ 1,496 $ 5,276
Total regulatory capital ratio 4.00 % 5.86 % 4.00 % 5.72 %
Total regulatory capital $ 3,150 $ 4,612 $ 3,692 $ 5,276
Leverage capital ratio 5.00 % 8.79 % 5.00 % 8.58 %
Leverage capital $ 3,937 $ 6,918 $ 4,615 $ 7,914
The Bank’ Capital Plan provides for three subclasses of Class B stock, as follows:

•shares of subclass B1 capital stock are issued to meet the membership stock requirement under the capital plan;

•shares of subclass B2 capital stock are issued to meet the advances activity-based stock requirement under the capital plan; and

•shares of subclass B3 capital stock are issued to meet the standby letters of credit activity-based stock requirement under the capital plan.

Each subclass of Class B stock is issued, redeemed, and repurchased at a par value of $100 per share. Member shares cannot be purchased or sold except between the Bank and its members at $100 per share par value. The minimum stock requirement for each member is the sum of the membership stock requirement and the activity-based stock requirements. The capital plan permits the Bank’s board of directors to set the membership and activity-based stock requirements within a range as set forth in the capital plan. Activity-based stock held by a member is that amount of subclass B2 or B3 capital stock that the member is required to own for as long as certain transactions between the Bank and the member remain outstanding. The manner in which the activity-based stock requirement is determined under the capital plan is set forth below.

Subclass B1 capital stock. As of December 31, 2021, the membership stock requirement was an amount of subclass B1 capital stock equal to 0.05 percent (five basis points) of the member’s total assets as of December 31, 2020, subject to a cap of $16.2. The membership stock requirement is recalculated using the member’s total assets as of the preceding calendar year-end at least annually by March 31.

Subclass B2 capital stock. As of December 31, 2021, the activity-based stock requirement was an amount of subclass B2 capital stock equal to the sum of the following:

•3.75 percent of the member’s outstanding par value of advances; and

•8.00 percent of any outstanding targeted debt or equity investments (such as multifamily residential mortgage loan assets) sold by the member to the Bank on or after December 17, 2004, although there were not any of these investments outstanding at December 31, 2021.

The advances activity-based stock requirement also may include a percentage of any outstanding balance of acquired member assets (such as residential mortgage loan assets) although this percentage was set at zero as of December 31, 2021 and 2020.

Subclass B3 capital stock. Under the Capital Plan, members will be required to maintain an investment in subclass B3 capital stock in an amount equal to 0.10 percent (10 basis points) of members’ outstanding standby letters of credit. As of December 31, 2021, the standby letters of credit activity-based stock requirement was not yet in effect. The effective date of the standby letters of credit requirement is expected to be March 18, 2022.

The FHLBank Act and Finance Agency regulations require that the minimum stock requirement for members must be sufficient to enable the Bank to meet its minimum regulatory capital requirement. Therefore, from time to time, the Bank’s board of directors may adjust the membership stock requirement and the activity-based stock requirement within specified ranges set forth in the capital plan. Any adjustment outside the ranges would require an amendment to the capital plan and Finance Agency approval. Each member is required to comply promptly with any adjustment to the minimum stock requirement. The FHLBank Act provides that the Bank may repurchase, at its sole discretion, any member’s capital stock investment that exceeds the required minimum amount (excess capital stock). Under certain circumstances, Finance Agency regulations limit the ability of the Bank to create member excess stock. The Bank may not pay dividends in the form of capital stock or issue excess capital stock to any member if the Bank’s excess capital stock exceeds one percent of its total assets or if the issuance of excess capital stock would cause the Bank’s excess capital stock to exceed one percent of its total assets. As of December 31, 2021 and 2020, the Bank’s excess capital stock did not exceed one percent of its total assets.

A member may redeem its excess Class B capital stock at par value payable in cash five years after providing written notice to the Bank. The Bank, at its option, may repurchase a member’s excess capital stock before expiration of the five-year notice period. The Bank’s authority to redeem or repurchase capital stock is subject to a number of limitations.
Under Finance Agency regulations, the Bank’s board of directors may, but is not required to, declare and pay non-cumulative dividends in cash or capital stock from unrestricted retained earnings and current earnings. All shares of capital stock share in any dividend without preference. Dividends are computed on the average daily balance of capital stock outstanding during the relevant time period. The Bank may not pay a dividend if the Bank is not in compliance with any of its regulatory capital requirements or if a payment would cause the Bank to fail to meet any of its regulatory capital requirements.

The Bank declares and pays any dividends only after net income is calculated for the preceding quarter. The following table presents the Bank’s declared and paid quarterly cash dividends in 2021, 2020, and 2019.
2021 2020 2019
Amount Annualized Rate (%) Amount Annualized Rate (%) Amount Annualized Rate (%)
First quarter $ 30 3.72 $ 76 5.93 $ 85 6.47
Second quarter 27 3.69 70 5.53 81 6.54
Third quarter 23 3.67 58 4.35 82 6.36
Fourth quarter 23 3.70 35 4.00 76 6.05
Total $ 103 3.70 $ 239 5.03 $ 324 6.36

The following table presents the activity in mandatorily redeemable capital stock.
For the Year Ended December 31, 2021
2021 2020 2019
Balance, beginning of year $ — $ 1 $ 1
Net reclassification from capital during the year
27 22 21
Repurchase/redemption of mandatorily redeemable capital stock (26) (23) (21)
Balance, end of year $ 1 $ — $ 1

As of December 31, 2021, the Bank’s outstanding mandatorily redeemable capital stock consisted of B1 membership stock and B2 activity-based stock. The Bank is not required to redeem activity-based stock until the later of the expiration of the redemption period, which is five years after notification is received, or until the activity no longer remains outstanding.

The following table presents the amount of mandatorily redeemable capital stock by year of redemption. The year of redemption in the table is the end of the five-year redemption period, or with respect to activity-based stock, the later of the expiration of the five-year redemption period or the activity’s maturity date.
As of December 31,
2021 2020
Due in one year or less $ 1 $ —

A member may cancel or revoke its written notice of redemption or its notice of withdrawal from membership at any time prior to the end of the five-year redemption period, subject to payment of a cancellation fee as set forth in the capital plan. If a member cancels its written notice of redemption or notice of withdrawal, the Bank will reclassify mandatorily redeemable capital stock from a liability to capital.

v3.22.0.1

Accumulated Other Comprehensive Income
12 Months Ended

Dec. 31, 2021

Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]

Accumulated Other Comprehensive Income (Loss) Accumulated Other Comprehensive Loss
The following table presents the components comprising accumulated other comprehensive loss.
Net Unrealized Gains (Losses) on Available-for-sale Securities Noncredit Portion
of Other-than-
temporary
Impairment Losses on Available-for-
sale Securities Pension and
Postretirement
Benefits Total Accumulated
Other
Comprehensive Loss
Balance, December 31, 2018 $ — $ 72 $ (21) $ 51
Other comprehensive income before reclassifications:
   Net change in fair value — (44) — (44)
   Actuarial loss — — (4) (4)
Reclassification from accumulated other comprehensive income to net income:
   Noncredit other-than-temporary impairment losses — 13 — 13
   Amortization of pension and postretirement (1)
— — 6 6
Net current period other comprehensive (loss) income — (31) 2 (29)
Balance, December 31, 2019 — 41 (19) 22
Other comprehensive income before reclassifications:
   Adoption of ASU 2016-13 as amended 41 (41) — —
   Net unrealized gains on available-for-sale securities 41 — — 41
   Actuarial loss — — (2) (2)
Reclassification from accumulated other comprehensive income to net income:
Net realized gains from sale of available-for-sale securities (82) — — (82)
   Amortization of pension and postretirement (1)
— 5 5
Net current period other comprehensive (loss) income — (41) 3 (38)
Balance, December 31, 2020 — — (16) (16)
Other comprehensive income before reclassifications:
   Net unrealized losses on available-for-sale securities (9) — — (9)
   Actuarial loss — — (3) (3)
Reclassification from accumulated other comprehensive loss to net income:
   Amortization of pension and postretirement (1)
— — 12 12
Net current period other comprehensive (loss) income (9) — 9 —
Balance, December 31, 2021 $ (9) $ — $ (7) $ (16)
____________
(1) Included in Noninterest expense - Other on the Statements of Income.

v3.22.0.1

Pension and Post Retirement Benefit Plans
12 Months Ended

Dec. 31, 2021

Retirement Benefits [Abstract]

Pension and Post Retirement Benefit Plans Pension and Postretirement Benefit Plans
The Bank participates in the Pentegra Defined Benefit Plan for Financial Institutions (Pentegra Plan), a tax-qualified defined-benefit pension plan. The Pentegra Plan is treated as a multiemployer plan for accounting purposes but operates as a multiple-employer plan under the Employee Retirement Income Security Act of 1974 (ERISA) and the Internal Revenue Code. As a result, certain multiemployer plan disclosures are not applicable to the Pentegra Plan. Under the Pentegra Plan, contributions made by a participating employer may be used to provide benefits to employees of other participating employers because assets contributed by an employer are not segregated in a separate account or restricted to provide benefits only to employees of that employer. Also, in the event a participating employer is unable to meet its contribution requirements, the required contributions for the other participating employers could increase proportionately. The Pentegra Plan covers substantially all officers and employees of the Bank hired before March 1, 2011.

The Pentegra Plan operates on a fiscal year from July 1 through June 30. The Pentegra Plan files one Form 5500 on behalf of all employers who participate in the plan. The Employer Identification Number is 13-5645888, and the three-digit plan number is 333. There are no collective bargaining agreements in place at the Bank.
The Pentegra Plan’s annual valuation process includes separately calculating the plan’s funded status and the funded status of each participating employer. The funded status is defined as the fair value of assets divided by the funding target (100 percent of the present value of all benefit liabilities accrued at that date). As permitted by ERISA, the Pentegra Plan accepts contributions for the prior plan year up to eight and a half months after the asset valuation date. As a result, the fair value of assets at the valuation date (July 1) will increase by any subsequent contributions designated for the immediately preceding plan year ended June 30.

The most recent Form 5500 available for the Pentegra Plan is for the year ended June 30, 2020. The contributions made by the Bank during 2021 were not more than five percent of the total contributions for the Pentegra Plan year ended June 30, 2020, and contributions made during 2020 were more than five percent of the total contributions for the Pentegra Plan year ended June 30, 2019.

The following table presents information on the net pension costs and funded status of the Pentegra Plan.
2021 2020 2019
Net pension cost charged to compensation and benefit expense for the year ended December 31
$ 7 $ 31 $ 11
Pentegra Plan funded status as of July 1(1)
129.62 % 108.50 % 108.62 %
Bank’s funded status as of July 1 157.71 % 130.19 % 119.41 %
____________
(1) The Pentegra Plan’s funded status as of July 1 is preliminary and may increase because the plan’s participants are permitted to make contributions through March 15 of the following year (i.e. through March 15, 2022 for the plan year ended June 30, 2021 and through March 15, 2021 for the plan year ended June 30, 2020). Contributions made before the March 15th deadline may be credited to the plan for the plan year ended June 30 of the previous year and included in the final valuation as of July 1 of the year the plan ended. The final funded status as of July 1 will not be available until the Form 5500 for the plan year July 1 through June 30 is filed. Form 5500 is due to be filed no later than April 2023 for the plan year July 1, 2021 through June 30, 2022 and April 2022 for the plan year July 1, 2020 through June 30, 2021. Form 5500 was filed in April 2021 for the plan year July 1, 2019 through June 30, 2020.

The Bank also participates in a qualified defined contribution plan. The Bank’s contribution to this plan is equal to a percentage of voluntary contributions, subject to certain limitations, plus contributions for all employees hired on or after March 1, 2011. The Bank contributed $3 to this plan during each of the years ended December 31, 2021, 2020, and 2019.

The Bank offers a supplemental nonqualified defined contribution retirement plan to eligible executives. The Bank’s contribution to this plan is equal to a percentage of voluntary contributions. The Bank contributions to this plan were not material during each of the years ended December 31, 2021, 2020, and 2019.

In addition, the Bank maintains a nonqualified deferred compensation plan, available to Bank directors and officers at the senior vice president level and above, which is, in substance, an unfunded supplemental savings plan. The plan’s liability consists of the accumulated compensation deferrals and accrued earnings on those deferrals. The Bank’s minimum obligation from this plan was $6 as of December 31, 2021 and 2020. Operating expense includes deferred compensation and accrued earnings that were not material for the year ended December 31, 2021 and $1 and $2 for the years ended December 31, 2020 and 2019, respectively.
The Bank offers a supplemental nonqualified defined benefit pension plan to eligible executives and a postretirement health benefit plan to eligible retirees. There are no funded plan assets that have been designated to provide supplemental retirement plan or postretirement health benefits.

Amounts recognized in other liabilities (funded status) on the Statements of Condition for the Bank’s supplemental defined benefit pension plan and postretirement health benefit plan was $30 and $64 as of December 31, 2021 and 2020, respectively. The net periodic benefit costs recognized in “Compensation and benefits” on the Statements of Income for the Bank’s supplemental defined benefit pension plan and postretirement health benefit plan was $1 for the years ended December 31, 2021 and 2020 and $2 for the year ended December 31, 2019. The amount recognized in other comprehensive income (loss) related to pension and postretirement benefit plans on the Statements of Comprehensive Income for the Bank’s supplemental defined benefit pension plan and postretirement health benefit plan was income of $9, $3, and $2 for the years ended December 31, 2021, 2020, and 2019, respectively.
The financial amounts related to the Bank’s supplemental nonqualified defined benefit pension plan and postretirement health benefit plan are not material to the Bank’s financial condition or results of operations

v3.22.0.1

Derivatives and Hedging Activities
12 Months Ended

Dec. 31, 2021

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 on its interest-bearing liabilities that finance these assets. 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 that it is willing to accept. In addition, the Bank monitors the risk to its interest income, net interest margin, and average maturity of its interest-earning assets and funding sources. The goal of the Bank’s interest-rate risk management strategies is not to eliminate interest-rate risk, but to manage it within appropriate limits.

The Bank enters into derivatives to manage the interest-rate risk exposure that is inherent in its otherwise unhedged assets and funding sources, to achieve the Bank’s risk management objectives, and to act as an intermediary between its members and counterparties. Finance Agency regulations and the Bank’s risk management policy prohibit the trading or speculative use of these derivative instruments and limit credit risk arising from these instruments. The use of derivatives is an integral part of the Bank’s financial management strategy.

The most common ways in which the Bank uses derivatives are to:

•preserve a favorable interest-rate spread between the yield of an asset (e.g., an advance) and the cost of the related liability (e.g., the consolidated obligation bond used to fund the advance) by converting both fixed-rate instruments to a variable rate using interest-rate swaps;

•reduce funding costs by combining a derivative with a consolidated obligation because the cost of a combined funding structure can be lower than the cost of a comparable consolidated obligation bond;

•reduce the interest-rate sensitivity and repricing gaps of assets and liabilities;

•mitigate the adverse earnings effects from the shortening or lengthening of certain assets (e.g., mortgage assets) and liabilities;

•protect the value of existing asset or liability positions;

•manage embedded options in assets and liabilities; and

•achieve overall asset/liability management objectives.
Application of Derivatives
General. The Bank designates derivative instruments in the following three ways: (1) as a fair value hedge of an underlying financial instrument or a firm commitment; (2) as an intermediary transaction; or (3) as a non-qualifying hedge for purposes of asset or liability management.
The Bank reevaluates its hedging strategies from time to time and may change the hedging techniques it uses or adopt new strategies.
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’s over-the-counter derivatives transactions may either be (1) uncleared derivatives, which are executed bilaterally with a counterparty; or (2) cleared derivatives, which are cleared through a Futures Commission Merchant (clearing agent) with a Derivatives Clearing Organization (Clearinghouse).

Once a derivatives transaction has been accepted for clearing by a Clearinghouse, the derivatives transaction is novated, and the executing counterparty is replaced with the Clearinghouse as the counterparty. The Bank is not a derivatives dealer and does not trade derivatives for short-term profit.
The Bank uses derivatives when they are considered to be the most cost-effective alternative to achieve the Bank’s long-term financial and risk management objectives. Accordingly, the Bank may enter into derivatives that do not qualify for hedge accounting (non-qualifying hedges).

Types of Derivatives
The Bank may use the following types of derivatives to reduce funding costs and to manage its exposure to interest-rate risks inherent in the normal course of business.
Interest-Rate Swaps. An interest-rate swap is an agreement between two entities to exchange cash flows in the future. The agreement sets the dates on which the cash flows will be exchanged and the manner in which the cash flows will be calculated. One of the simplest forms of an interest-rate swap involves the promise by one party to pay cash flows equivalent to the interest on a notional principal amount at a predetermined fixed rate for a given period of time. In return for this promise, this party receives cash flows equivalent to the interest on the same notional principal amount at a variable rate for the same period of time. The variable rate received or paid by the Bank in most derivative transaction agreements is SOFR, LIBOR or the overnight indexed swap rate.
Swaptions. A swaption is an option on a swap that gives the buyer the right to enter into a specified interest-rate swap at a certain time in the future. When used as a hedge, a swaption can protect the Bank against future interest rate changes when it is planning to lend or borrow funds in the future. The Bank may enter into both payer swaptions and receiver swaptions. A payer swaption is the option to make fixed interest payments at a later date, and a receiver swaption is the option to receive fixed interest payments at a later date.

Interest-Rate Cap and Floor Agreements. In an interest-rate cap agreement, a cash flow is generated if the price or rate of an underlying variable rises above a certain threshold (or cap) price. In an interest-rate floor agreement, a cash flow is generated if the price or rate of an underlying variable falls below a certain threshold (or floor) price. Caps may be used in conjunction with liabilities, and floors may be used in conjunction with assets. Caps and floors are designed to protect against the interest rate on a variable-rate asset or liability rising above or falling below a certain level.
Types of Hedged Items
At inception, the Bank documents all relationships between derivatives designated as hedging instruments and hedged items, its risk management objectives and strategies for undertaking various hedge transactions, and its method of assessing effectiveness. This process includes linking all derivatives that are designated as fair value hedges to (1) assets and liabilities on the Statements of Condition; or (2) firm commitments. The Bank also formally assesses (both at the hedge’s inception and at least quarterly on an ongoing basis) whether the derivatives that it uses in hedging relationships have been effective in offsetting changes in the fair value of hedged items attributable to the hedged risk and whether those derivatives may be expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.

Consolidated Obligations. While consolidated obligations are the joint and several obligations of the FHLBanks, each FHLBank has consolidated obligations for which it is the primary obligor. The Bank enters into derivatives to hedge the interest-rate risk associated with its specific debt issuances in conjunction with the associated interest-rate risk on advances. The Bank manages the risk arising from changing market prices and volatility of a consolidated obligation by matching the cash inflow on the derivative with the cash outflow on the consolidated obligation. For instance, in a typical transaction, fixed-rate consolidated obligations are issued for the Bank, and the Bank simultaneously enters into a matching derivative in which the counterparty pays fixed cash flows to the Bank designed to mirror cash outflows that the Bank pays on the consolidated obligation in timing and amount. The Bank pays a variable cash flow that closely matches the interest payments it receives on short-term or variable-rate advances. These transactions are typically treated as fair-value hedges. This intermediation between the capital and swap markets permits the Bank to raise funds at lower costs than otherwise would be available through the issuance of simple fixed-rate consolidated obligations in the capital markets.
Advances. The Bank offers a variety of advance structures to meet members’ funding needs. These advances may have maturities of up to 30 years with variable or fixed rates and may include early termination features or options. The Bank may use derivatives to adjust the repricing and/or options characteristics of advances in order to more closely match the characteristics of the Bank’s funding liabilities. In general, whenever a member executes a fixed- or a variable-rate advance with embedded options, the Bank simultaneously will execute a derivative with terms that offset the terms and embedded options in the advance. For example, the Bank may hedge a fixed-rate advance with an interest-rate swap in which the Bank pays a fixed-rate coupon and receives a variable-rate coupon, effectively converting the fixed-rate advance to a variable-rate advance. This type of hedge is typically treated as a fair-value hedge.
Mortgage Assets. The Bank has invested in mortgage assets. The prepayment options embedded in mortgage assets may shorten or lengthen the expected repayment of these investments, depending on changes in estimated prepayment speeds. The Bank manages the interest-rate and prepayment risk associated with mortgages through a combination of debt issuance and derivatives. The Bank issues both callable and non-callable debt to achieve cash flow patterns and liability durations similar to those expected on the mortgage loans. The Bank may use derivatives to match the expected prepayment characteristics of the mortgages.
Options (interest-rate caps, interest-rate floors and/or options) also may be used to hedge prepayment risk on the mortgages. Many options are not identified to specific mortgages and therefore, do not receive fair-value or cash-flow hedge accounting treatment. The Bank also may purchase interest-rate caps and floors, swaptions, callable swaps, calls, and puts to minimize the prepayment risk embedded in the mortgage loans. Although these derivatives are valid non-qualifying hedges against the prepayment risk of the loans, they do not receive either fair-value or cash-flow hedge accounting. These derivatives are marked-to-market through earnings.
Firm Commitments. Certain mortgage loan purchase commitments are considered derivatives. Mortgage purchase commitments are recorded on the balance sheet at fair value, with changes in fair value recognized in current-period earnings. When the mortgage purchase commitment derivative settles, the current fair value of the commitment is included with the basis of the mortgage loan and amortized accordingly.
The Bank also may enter into a fair value hedge of a firm commitment for a forward starting advance through the use of an interest-rate swap. In this case, the swap functions as the hedging instrument for both the firm commitment and the subsequent advance. The basis movement associated with the firm commitment is recorded as a basis adjustment of the advance at the time the commitment is terminated and the advance is issued. The basis adjustment is then amortized into interest income over the life of the advance using the level-yield method.
Investments. The Bank invests in MBS, U.S. agency obligations, certificates of deposit, and the taxable portion of state or local housing finance agency obligations. The interest-rate and prepayment risk associated with these investment securities are managed through a combination of debt issuance and derivatives. The Bank may manage the prepayment and interest-rate risks by funding investment securities with consolidated obligations that have call features, by hedging the prepayment risk with caps or floors, or by adjusting the duration of the securities by using derivatives to modify the cash flows of the securities. Investment securities may be classified as trading, available-for-sale, or held-to-maturity.
The Bank also may manage the risk arising from changing market prices and volatility of investment securities classified as trading by entering into derivatives (non-qualifying hedges) that offset the changes in fair value of these securities.
Financial Statement Effect and Additional Financial Information
Derivative Notional Amounts. The notional amount of derivatives serves as a factor in determining periodic interest payments or cash flows received and paid. However, the notional amount of derivatives represents neither the actual amounts exchanged nor the overall exposure of the Bank to credit and market risk; the overall risk is much smaller. The risks of derivatives can be measured meaningfully on a portfolio basis that takes into account the counterparties, the types of derivatives, the items being hedged, and any offsets between the derivatives and the items being hedged.
The following table presents the notional amount, fair value of derivative instruments, and total derivative assets and liabilities. Total derivative assets and liabilities include the effect of netting adjustments and cash collateral. For purposes of this disclosure, the derivative values include the fair value of derivatives and the related accrued interest.

As of December 31,
2021 2020
Notional
Amount of Derivatives    Derivative Assets     Derivative Liabilities     Notional
Amount of Derivatives    Derivative Assets     Derivative Liabilities
Derivatives in hedging relationships:
  Interest-rate swaps (1)
$ 46,340 $ 2 $ 453 $ 28,001 $ 5 $ 502
Derivatives not designated as hedging instruments:
  Interest-rate swaps (1)
64 1 1 121 1 1
  Interest-rate caps or floors 4,000 1 1 7,000 1 1
Total derivatives not designated as hedging instruments 4,064 2 2 7,121 2 2
Total derivatives before netting and collateral adjustments
$ 50,404 4 455 $ 35,122 7 504
Netting adjustments and cash collateral (2)
327 (433) 384 (493)
Derivative assets and derivative liabilities $ 331 $ 22 $ 391 $ 11
___________
(1)Includes variation margin for daily settled contracts of $300 and $1,065 as of December 31, 2021 and 2020, respectively.
(2) 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 agents and/or counterparty. Cash collateral posted, including accrued interest, was $759 and $878 as of December 31, 2021 and 2020, respectively. Cash collateral received, including accrued interest, was $0 as of December 31, 2021 and 2020.

The following tables present the net gains (losses) on fair value hedging relationships.
For the Year Ended December 31, 2021
Interest Income (Expense)
Advances Consolidated Obligation Bonds
Total interest income (expense) recorded in the Statements of Income $ 306 $ (155)
Changes in fair value:
Hedged items $ (905) $ 309
Derivatives 1,030 (317)
Net changes in fair value 125 (8)
Net interest settlements on derivatives (1) (2)
(331) 113
Amortization/accretion of active hedging relationships (99) —
Other (19) —
Total net interest income effect from fair value hedging relationships $ (324) $ 105
____________
(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.
(2) Excludes the interest income/expense of the respective hedged items.
For the Year Ended December 31, 2020
Advances Consolidated Obligation Bonds Consolidated Obligation Discount Notes
Total interest income (expense) recorded in the Statements of Income $ 870 $ (582) $ (357)
Changes in fair value:
Hedged items (2)
$ 922 $ (18) $ —
Derivatives (886) 20 —
Net changes in fair value 36 2 —
Net interest settlements on derivatives (1) (2)
(341) 41 39
Amortization/accretion of active hedging relationships (56) (2) —
Other (4) — —
Total net interest income effect from fair value hedging relationships $ (365) $ 41 $ 39
____________
(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.
(2) Excludes the interest income/expense of the respective hedged items.
For the Year Ended December 31, 2019
Advances Consolidated Obligation Bonds
Total interest income (expense) recorded in the Statements of Income $ 2,451 $ (1,808)
Changes in fair value:
Hedged items (2)
$ 693 $ (176)
Derivatives (682) 174
Net changes in fair value 11 (2)
Net interest settlements on derivatives (1) (2)
$ 21 $ (32)
Amortization/accretion of active hedging relationships (28) —
Other — (1)
Total net interest income effect from fair value hedging relationships $ 4 $ (35)
____________
(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.
(2) Excludes the interest income/expense of the respective hedged items.

The following tables present the total basis adjustments on hedged items designated as fair value hedges and the related amortized cost of the hedged items.
As of December 31, 2021
Line Item in Statement of Conditions of Hedged Item
Amortized Cost of Hedged Asset or Liability (1)
Basis Adjustments for Active Hedging Relationships Included in Amortized Cost Basis Adjustments for Discontinued Hedging Relationships included in Amortized Cost Total Amount of Fair Value Hedging Basis Adjustments
Advances $ 21,293 $ 492 $ 69 $ 561
Consolidated obligations:
Bonds 25,256 (252) (1) (253)
____________
(1) Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.
As of December 31, 2020
Line Item in Statement of Conditions of Hedged Item
Amortized Cost of Hedged Asset or Liability (1)
Basis Adjustments for Active Hedging Relationships Included in Amortized Cost Basis Adjustments for Discontinued Hedging Relationships included in Amortized Cost Total Amount of Fair Value Hedging Basis Adjustments
Advances $ 25,380 $ 1,529 $ 55 $ 1,584
Consolidated obligations:
Bonds 1,555 56 — 56
Discount notes 1,122 — — —
____________
(1) Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.

The following table presents net gains (losses) on derivatives recorded in noninterest income on the Statements of Income.
For the Years Ended December 31,
2021 2020 2019
Derivatives not designated as hedging instruments:
  Interest-rate swaps $ 1 $ (4) $ (3)
  Interest-rate caps or floors — — (1)
  Net interest settlements — (2) —
Net gains (losses) on derivatives $ 1 $ (6) $ (4)

Managing Credit Risk on Derivatives

The Bank is subject to credit risk to its derivative transactions due to the risk of nonperformance by counterparties and manages this 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 uncleared derivatives, the degree of credit risk depends on the extent to which master netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on all uncleared derivatives. Additionally, collateral related to derivatives with member institutions includes collateral assigned to the Bank, as evidenced by a written security agreement, and held by the member institution for the benefit of the Bank.

Certain of the Bank’s uncleared derivative instruments contain provisions that require the Bank to post additional collateral with its counterparties if there is deterioration in the Bank’s credit rating. If the Bank’s credit rating is lowered by a NRSRO, the Bank may be required to deliver additional collateral on uncleared derivative instruments in net liability positions. The aggregate fair value of all uncleared derivative instruments with credit-risk-related contingent features that were in a net liability position (before cash collateral and related accrued interest) as of December 31, 2021 was $5, for which the Bank was not required to post collateral as of December 31, 2021. The aggregate fair value of additional assets that would be required to be posted as collateral if the credit-risk-related contingent features were triggered as of December 31, 2021 was not material.

For cleared derivatives, the Clearinghouse is the Bank’s counterparty. The Clearinghouse notifies the clearing agent of the required initial and variation margin, and the clearing agent notifies the Bank. The Bank utilizes two Clearinghouses for all cleared derivative transactions, CME Clearing and LCH Ltd. At both Clearinghouses, variation margin is characterized as daily settlement payments, and initial margin is considered cash collateral. Because the Bank is required to post initial and variation margin through the clearing agent to the Clearinghouse, it exposes the Bank to institutional credit risk if the clearing agent or the Clearinghouse fails to meet its obligations. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties, and collateral/payments is posted daily through a clearing agent for changes in the fair 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 Clearinghouse 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 Clearinghouse.

The Bank presents derivative instruments and the related cash collateral that is received or pledged, plus the associated accrued interest, on a net basis by clearing agent and/or by counterparty when it has met the netting requirements.
The following table presents the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.
As of December 31,
2021 2020
Derivative Assets Derivative Liabilities Derivative Assets Derivative Liabilities
Gross recognized amount:
     Uncleared derivatives $ 4 $ 451 $ 6 $ 493
     Cleared derivatives — 4 1 11
Total gross recognized amount 4 455 7 504
Gross amounts of netting adjustments and cash collateral:
     Uncleared derivatives (3) (429) (2) (482)
     Cleared derivatives 330 (4) 386 (11)
Total gross amounts of netting adjustments and cash collateral: 327 (433) 384 (493)
Net amounts after netting adjustments and cash collateral:
     Uncleared derivatives 1 22 4 11
     Cleared derivatives 330 — 387 —
Total net amounts after netting adjustments and cash collateral 331 22 391 11
Non-cash collateral received or pledged not offset- cannot be sold or repledged: (1)
     Uncleared derivatives — — 1 —
     Cleared derivatives — — — —
Total cannot be sold or repledged (1)
— — 1 —
Net unsecured amounts: (1)
Uncleared derivatives
1 22 3 11
Cleared derivatives
330 — 387 —
Total net unsecured amount (1)
$ 331 $ 22 $ 390 $ 11
____________
(1)The Bank had net credit exposure of $0 and $3 as of December 31, 2021 and 2020, respectively, due to instances where the Bank’s pledged collateral to a counterparty exceeded the Bank’s net derivative liability position.

v3.22.0.1

Estimated Fair Values
12 Months Ended

Dec. 31, 2021

Fair Value Disclosures [Abstract]

Estimated Fair Values Estimated Fair Values
The Bank records trading securities, available-for-sale securities, derivative assets and liabilities, and grantor trust assets (publicly-traded mutual funds) at estimated fair value on a recurring basis. Fair value is defined under GAAP as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The transaction to sell the asset or transfer the liability is a hypothetical transaction at the measurement date, considered from the perspective of a market participant that holds the asset or owes the liability. In general, the transaction price will equal the exit price and therefore, represents the fair value of the asset or liability at initial recognition. In determining whether a transaction price represents the fair value of the asset or liability at initial recognition, each reporting entity is required to consider factors specific to the transaction, the asset or liability, the principal or most advantageous market for the asset or liability, and market participants with whom the entity would transact in the market.

A fair value hierarchy is used to prioritize the inputs of valuation techniques used to measure fair value. The inputs are evaluated, and an overall level for the fair value measurement is determined. This overall level is an indication of how market-observable the fair value measurement is and defines the level of disclosure. In order to determine the fair value or the exit price, entities must determine the unit of account, highest and best use, principal market, and market participants. These determinations allow the reporting entity to define the inputs for fair value and level of hierarchy.

Outlined below is the application of the “fair value hierarchy” to the Bank’s financial assets and liabilities that are carried at fair value or disclosed in the notes to the financial statements.
Level 1 - inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets. An active market for the asset or liability is a market in which the transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis. The Bank carried grantor trust assets at fair value hierarchy Level 1 as of December 31, 2021 and 2020.

Level 2 - inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument. The Bank carried available-for-sale securities and derivatives at fair value hierarchy Level 2 as of December 31, 2021. The Bank carried trading securities and derivatives at fair value hierarchy Level 2 as of December 31, 2020.

Level 3 - inputs to the valuation methodology are unobservable and significant to the fair value measurement. Unobservable inputs are supported by limited market activity and reflect the entity’s own assumptions. The Bank did not carry any financial assets or liabilities, measured on a recurring basis, at fair value Level 3 as of December 31, 2021 and 2020.

The Bank utilizes valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs.

For financial instruments carried at fair value, the Bank reviews the fair value hierarchy classification of financial assets and liabilities on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities within the fair value hierarchy. There were no such transfers during the periods presented.

Estimated Fair Value Measurements on a Recurring Basis. The following tables present, for each fair value hierarchy level, the Bank’s financial assets and liabilities that are measured at fair value on a recurring basis on its Statements of Condition.
As of December 31, 2021
Fair Value Measurements Using
Netting Adjustments and Cash Collateral (1)
Level 1         Level 2         Total
Assets:
Available-for-sale securities - U.S. Treasury obligations $ — $ 2,639 $ — $ 2,639
Derivative assets - Interest-rate related — 4 327 331
Grantor trust (included in Other assets) 35 — — 35
Total assets at fair value $ 35 $ 2,643 $ 327 $ 3,005
Liabilities:
Derivatives liabilities - Interest-rate related $ — $ 455 $ (433) $ 22
____________
(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 agents and/or counterparty.
As of December 31, 2020
Fair Value Measurements Using
Netting Adjustments and Cash Collateral (1)

Level 1         Level 2         Total
Assets:
Trading securities:
  U.S. Treasury Obligations $ — $ 1,500 $ — $ 1,500
  Government-sponsored enterprises debt obligations — 62 — 62
Total trading securities — 1,562 — 1,562
Derivative assets - Interest-rate related — 7 384 391
Grantor trust (included in Other assets) 74 — — 74
Total assets at fair value $ 74 $ 1,569 $ 384 $ 2,027
Liabilities:
Derivative liabilities - Interest-rate related $ — $ 504 $ (493) $ 11
____________
(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 agents and/or counterparty.
Described below are the Bank’s fair value measurement methodologies for financial assets and liabilities that are measured at fair value on a recurring or nonrecurring basis on the Statements of Condition and categorized by level within the fair value hierarchy.

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

The Bank periodically conducts reviews of its pricing vendors to confirm and further augment its understanding of the vendors’ pricing processes, methodologies, and control procedures for U.S. agency MBS.

The Bank’s valuation technique for estimating the fair value of its investment securities 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 “resultant” price. All 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 resultant price. Alternatively, if the analysis does not provide evidence that an outlier is more representative of the fair value, and the resultant price is the best estimate, then the resultant 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 resultant price, and the final price is determined by an evaluation of all outlier prices as described above.

Multiple third-party vendor prices were received for a majority of the Bank’s investment securities holdings, and the final prices for those securities were computed by averaging the prices received as of December 31, 2021 and 2020. Based on the Bank’s review of the pricing methods and controls employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or the Bank’s additional analysis in those instances in which there were outliers or significant yield variances), the Bank believes that its 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.

Derivative assets and liabilities. The Bank calculates the fair values of interest-rate related derivatives using a discounted cash flow analysis which utilizes market-observable inputs. The significant assumptions used in this model are based on management’s best estimate of discount rates, market indices, and market volatility. The inputs for interest-rate related derivatives uses the SOFR swap curve for the discounting of cleared derivatives and the Overnight Index Swap curve for the discounting of collateralized derivatives.

Derivative instruments are transacted primarily in the institutional dealer market and priced with observable market assumptions at a mid-market valuation point. The Bank does not provide a credit valuation adjustment based on aggregate exposure by derivative counterparty when measuring the fair value of its derivatives. This is because the collateral provisions pertaining to the Bank’s derivatives should obviate the need to provide such a credit valuation adjustment. The fair values of the Bank’s derivatives take into consideration the effects of legally enforceable master netting agreements, where applicable, that allow the Bank to settle positive and negative positions and offset cash collateral with the same counterparty on a net basis.

The following estimated fair value amounts have been determined by the Bank using available market information and the Bank’s best judgment of appropriate valuation methods. These estimates are based on pertinent information available to the Bank as of December 31, 2021 and 2020. Although the Bank uses its best judgment in estimating the fair values of these financial instruments, there are inherent limitations in any estimation technique or valuation methodology. For example, because an active secondary market does not exist for a portion of the Bank’s financial instruments, in certain cases, fair values
are not subject to precise quantification or verification and may change as economic and market factors and evaluation of those factors change. Therefore, these estimated fair values are not necessarily indicative of 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 value. The fair value tables presented below do not represent an estimate of the overall fair value of the Bank as a going concern, which would take into account future business opportunities and the net profitability of assets versus liabilities.
As of December 31, 2021
Estimated Fair Value
Carrying Value Total         Level 1         Level 2
Netting Adjustments and Cash Collateral (1)
Assets:
Cash and due from banks $ 879 $ 879 $ 879 $ — $ —
Interest-bearing deposits 688 688 — 688 —
Securities purchased under agreements to resell 7,000 7,000 — 7,000 —
Federal funds sold 6,420 6,420 — 6,420 —
Available-for-sale securities 2,639 2,639 — 2,639 —
Held-to-maturity securities 15,074 15,099 — 15,099 —
Advances 45,415 45,635 — 45,635 —
Mortgage loans held for portfolio, net 149 161 — 161 —
Accrued interest receivable 57 57 — 57 —
Derivative assets 331 331 — 4 327
    Grantor trust assets (included in Other assets) 35 35 35 — —
Liabilities:
Interest-bearing deposits 2,054 2,054 — 2,054 —
Consolidated obligations, net:
Discount notes 25,506 25,506 — 25,506 —
Bonds 46,186 46,338 — 46,338 —
Mandatorily redeemable capital stock 1 1 1 — —
Accrued interest payable 72 72 — 72 —
Derivative liabilities 22 22 — 455 (433)
____________
(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 agents and/or counterparty.
As of December 31, 2020
Estimated Fair Value
Carrying Value Total         Level 1         Level 2
Netting Adjustments and Cash Collateral (1)
Assets:
Cash and due from banks $ 2,905 $ 2,905 $ 2,905 $ — $ —
Interest-bearing deposits 1,644 1,644 — 1,644 —
Securities purchased under agreements to resell 9,500 9,500 — 9,500 —
Federal funds sold 3,270 3,270 — 3,270 —
Trading securities 1,562 1,562 — 1,562 —
Held-to-maturity securities 20,404 20,489 — 20,489 —
Advances 52,168 52,610 — 52,610 —
Mortgage loans held for portfolio, net 218 234 — 234 —
Accrued interest receivable 88 88 — 88 —
Derivative assets 391 391 — 7 384
    Grantor trust assets (included in Other assets) 74 74 74 — —
Liabilities:
Interest-bearing deposits 1,998 1,998 — 1,998 —
Consolidated obligations, net:
Discount notes 25,385 25,387 — 25,387 —
Bonds
59,379 59,835 — 59,835 —
Accrued interest payable 45 45 — 45 —
Derivative liabilities 11 11 — 504 (493)
____________
(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 agents and/or counterparty.

v3.22.0.1

Commitments and Contingencies
12 Months Ended

Dec. 31, 2021

Commitments and Contingencies Disclosure [Abstract]

Commitments and Contingencies Commitments and Contingencies
Consolidated obligations are backed only by the financial resources of the FHLBanks. At any time, the Finance Agency may require any FHLBank to make principal or interest payments due on any consolidated obligation, whether or not the primary obligor FHLBank has defaulted on the payment of that obligation. No FHLBank has ever had to assume or pay the consolidated obligation of another FHLBank.

The par value of the other FHLBanks’ outstanding consolidated obligations for which the Bank is jointly and severally liable was $580,909 and $662,051 as of December 31, 2021 and 2020, respectively, exclusive of the Bank’s own outstanding consolidated obligations. None of the other FHLBanks defaulted on their consolidated obligations, the Finance Agency was not required to allocate any obligation among the FHLBanks, and no amount of the joint and several obligation was fixed as of December 31, 2021 and 2020. Accordingly, the Bank has not recognized a liability for its joint and several obligation related to the other FHLBanks’ consolidated obligations as of December 31, 2021 and 2020.
The following table presents the Bank’s outstanding commitments, which represent off-balance sheet obligations.
As of December 31,
2021 2020
Expire Within One Year Expire After One Year Total Expire Within One Year Expire After One Year Total
Standby letters of credit (1)
$ 3,757 $ 3,914 $ 7,671 $ 9,287 $ 6,754 $ 16,041
Commitments to fund additional advances 96 38 134 10 107 117
Unsettled consolidated obligation bonds, at par (2)
80 — 80 1 — 1
____________
(1)“Expire Within One Year” includes 19 standby letters of credit for a total of $15 and 15 standby letters of credit for a total of $19 as of December 31, 2021 and 2020, respectively, which have no stated maturity date and are subject to renewal on an annual basis.
(2)Expiration is based on settlement period rather than underlying contractual maturity of consolidated obligations.

The Bank issues standby letters of credit on behalf of its members to support certain obligations of the members to third-party beneficiaries. Standby letters of credit may be offered to assist members and non-member housing associates in facilitating residential housing finance, community lending, and asset-liability management, and to provide liquidity. In particular, members often use standby letters of credit as collateral for deposits from federal and state government agencies. Standby letters of credit are executed for members for a fee. If the Bank is required to make a payment for a beneficiary's draw, the member either reimburses the Bank for the amount drawn or, subject to the Bank's discretion, the amount drawn may be converted into a collateralized advance to the member and will require a corresponding activity-based capital stock purchase. However, standby letters of credit usually expire without being drawn upon.

The carrying value of the guarantees related to standby letters of credit is recorded in “Other liabilities” on the Statements of Condition and amounted to $16 and $30 as of December 31, 2021 and 2020, respectively.

The Bank’s operating expenses include net rental costs of $1 for each of the years ended December 31, 2021, 2020, and 2019. Lease agreements for Bank premises generally provide for increases in the basic rentals resulting from increases in property taxes and maintenance expenses. Such increases are not expected to have a material effect on the Bank’s results of operations.
The Bank is subject to legal proceedings arising in the normal course of business. After consultation with legal counsel, management does not anticipate, as of the date of the financial statements, that the ultimate liability, if any, arising out of these matters will have a material effect on the Bank’s financial condition or results of operations.

v3.22.0.1

Transactions with Shareholders
12 Months Ended

Dec. 31, 2021

Transactions With Shareholders [Abstract]

TransactionsWithShareholders Transactions with Shareholders
The Bank is a cooperative whose member institutions own substantially all of the capital stock of the Bank. Former members and certain non-members, which own the Bank’s capital stock as a result of a merger or acquisition of a member of the Bank, own the remaining capital stock to support business transactions still carried on the Bank’s Statements of Condition. All holders of the Bank’s capital stock receive dividends on their investments, to the extent declared by the Bank’s board of directors. All advances are issued to members and eligible housing associates under the FHLBank Act, and mortgage loans held for portfolio were purchased from members. The Bank also maintains demand deposit accounts primarily to facilitate settlement activities that are related directly to advances and mortgage loans purchased. Transactions with any member that has an officer or director who is also a director of the Bank are subject to the same Bank policies as transactions with other members.

Related Parties. In accordance with GAAP, financial statements are required to disclose material related-party transactions other than compensation arrangements, expense allowances, or other similar items that occur in the ordinary course of business. Under GAAP, related parties include owners of more than 10 percent of the voting interests of the Bank. Due to limits on member voting rights under the FHLBank Act and Finance Agency regulations, no member owned more than 10 percent of the total voting interests. Therefore, the Bank had no such related party transactions required to be disclosed for the periods presented.

Shareholder Concentrations. The Bank considers shareholder concentration as members or non-members with regulatory capital stock outstanding in excess of 10 percent of the Bank’s total regulatory capital stock. The following tables present
transactions with shareholders whose holdings of regulatory capital stock exceed 10 percent of total regulatory capital stock outstanding.
As of December 31, 2021
Regulatory Capital Stock Outstanding Percent of Total Regulatory Capital Stock Outstanding Par Value of Advances Percent of Total Par Value of Advances Interest-bearing Deposits Percent of Total Interest-bearing Deposits
Bank of America, National Association $ 298 12.49 $ 7,506 16.71 $ — 0.02
TIAA, FSB 277 11.61 6,946 15.46 1 0.05
As of December 31, 2020
Regulatory Capital Stock Outstanding Percent of Total Regulatory Capital Stock Outstanding Par Value of Advances Percent of Total Par Value of Advances Interest-bearing Deposits Percent of Total Interest-bearing Deposits
TIAA, FSB $ 337 10.94 $ 7,571 14.95 $ 1 0.07
Bank of America, National Association 334 10.85 7,507 14.82 — 0.01

v3.22.0.1

Transactions with Other FHLBanks
12 Months Ended

Dec. 31, 2021

Transactions with Other FHLBanks [Abstract]

Transactions With Other FHLBanks Transactions with Other FHLBanks
The Bank’s activities with other FHLBanks are summarized below.

Loans to and Borrowings from Other FHLBanks. Occasionally, the Bank loans short-term funds to or borrows short-term funds from the other FHLBanks. There were no outstanding loans to or borrowings from the other FHLBanks as of December 31, 2021 and 2020. Interest income on loans to and interest expense on borrowings from the other FHLBanks were not material during each of the years ended December 31, 2021, 2020, and 2019.

The following table presents the cash flow activities for loans to and borrowings from other FHLBanks.
For the Years Ended December 31,
2021 2020 2019
Investing activities:
Loans to other FHLBanks $ (780) $ (500) $ (2,600)
Principal collected on loans to other FHLBanks 780 500 3,100
Net change in loans to other FHLBanks $ — $ — $ 500
Financing activities:
Proceeds from short-term borrowings from other FHLBanks $ 25 $ — $ 2,078
Payments of short-term borrowings from other FHLBanks (25) — (2,078)
Net change in borrowings from other FHLBanks $ — $ — $ —

Mortgage Loan Purchases of Participation Interests from Other FHLBanks. In December 2016, the Bank agreed to purchase a 90 percent participating interest in a $100 master commitment of certain newly acquired mortgage loans from the FHLBank Indianapolis. The Bank’s outstanding balance related to these mortgage loans was $25 and $43 as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Subsequent Events
12 Months Ended

Dec. 31, 2021

Subsequent Events [Abstract]

Subsequent Events [Text Block] Subsequent Events
On January 28, 2022, the Bank’s board of directors approved a fourth quarter 2021 cash dividend at an annualized rate of 3.70% percent. The Bank paid the fourth quarter 2021 dividend on February 2, 2022, in the amount of $22.

On January 28, 2022, the Bank’s board of directors approved an adjustment to the membership stock requirement cap from $16.20 to $15. It is expected that the amendment will be effective March 18, 2022. The Bank cannot estimate the impact of this change at this time.

v3.22.0.1

Summary of Significant Accounting Policies (Policies)
12 Months Ended

Dec. 31, 2021

Accounting Policies [Abstract]

Use of Estimates Use of Estimates. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America (GAAP) requires the Bank’s management to make subjective assumptions and estimates, which are based upon the information then available to the Bank and are inherently uncertain and subject to change. These assumptions and estimates may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expenses. Actual results could differ significantly from these estimates.

Estimated Fair Values Estimated Fair Values. The estimated fair value amounts, recorded on the Statements of Condition and in the note disclosures for the periods presented, have been determined by the Bank using available market and other pertinent information and reflect the Bank’s best judgment of appropriate valuation methods. Although the Bank uses its best judgment in estimating the fair value of these financial instruments, there are inherent limitations in any valuation technique. Therefore, these fair values may not be indicative of the amounts that would have been realized in market transactions at the reporting dates.

Financial Instruments Meeting Netting Requirements Financial Instruments Meeting Netting Requirements. The Bank has certain financial instruments, including derivative instruments and securities purchased under agreements to resell, that are subject to offset under master netting agreements or by operation of law. The Bank has elected to offset its derivative asset and liability positions, as well as cash collateral received or pledged, when it has the legal right of offset under these master agreements. The Bank does not have any offsetting liabilities related to its securities purchased under agreements to resell for the periods presented. The net exposure for these financial instruments can change on a daily basis; therefore, there may be a delay between the time this exposure change is identified and additional collateral is requested, and the time when this collateral is received or pledged. There may be a delay for excess collateral to be returned. For derivative instruments, any excess cash collateral received or pledged is recognized as a derivative liability or derivative asset based on the terms of the individual master agreement between the Bank and its derivative counterparty. Additional information regarding these agreements is provided in Note 1 3 —Derivatives and Hedging Activities. Based on the fair value of the related securities held as collateral, the securities purchased under agreements to resell were fully collateralized for the periods presented.

Investments
Interest-bearing Deposits, Securities Purchased under Agreements to Resell, and Federal Funds Sold. Interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold provide short-term liquidity and are carried at amortized cost. Interest on interest-bearing deposits, securities purchased under agreements to resell, and federal funds sold is accrued as earned and recorded in interest income on the Statements of Income. Accrued interest receivable is recorded separately on the Statements of Condition. These investments are generally transacted with counterparties that have received a credit rating of triple-B or greater (investment grade) by a nationally recognized statistical rating organization (NRSRO) including the following: Standard and Poor’s (S&P), Moody’s Investors Service (Moody’s), and Fitch Ratings. All of these investments were with counterparties rated investment grade as of December 31, 2021 and 2020. These investments are evaluated quarterly for expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank uses the collateral maintenance provision practical expedient to evaluate potential credit losses related to securities purchased under agreements to resell. Consequently, a credit loss would be recognized if there is a collateral shortfall which the Bank does not believe the counterparty will replenish in accordance with its contractual terms. The credit loss would be limited to the difference between the fair value of the collateral and the investment’s amortized cost. Securities purchased under agreements to resell are short-term and are structured such that they are evaluated regularly to determine if the market value of the underlying securities decreases below the market value required as collateral (i.e., subject to collateral maintenance provisions). If so, the counterparty must place an equivalent amount of additional securities as collateral or remit an equivalent amount of cash, generally by the next business day. Based upon the collateral held as security and collateral maintenance provisions with its counterparties, the Bank determined that no allowance for credit losses was needed for its securities purchased under agreements to resell as of December 31, 2021 and 2020. The carrying value of securities purchased under agreements excludes accrued interest receivable that was not material as of December 31, 2021 and 2020.

Federal funds sold are unsecured loans that are generally transacted on an overnight term. All investments in interest-bearing deposits and federal funds sold were repaid or expected to be repaid according to the contractual terms as of December 31, 2021 and 2020. No allowance for credit losses was recorded for these assets as of December 31, 2021 and 2020. The carrying values of interest-bearing deposits and federal funds sold excludes accrued interest receivable that was not material as of December 31, 2021 and 2020.

Investments in Debt Securities. The Banks classifies investments as held-to-maturity, trading securities, and available-for-sale at the date of acquisition. Purchases and sales of securities are recorded on a trade date basis.

Investments in debt securities that the Bank has both the ability and intent to hold to maturity are classified as held-to-maturity and carried at amortized cost, which is original cost net of periodic principal repayments and amortization of premiums and accretion of discounts. Accrued interest receivable is recorded separately on the Statements of Condition. Amortization of premiums and accretion of discounts are computed using the contractual level-yield method (contractual interest method), adjusted for actual prepayments. The contractual interest method recognizes the income effects of premiums and discounts over
the contractual life of the securities based on the actual behavior of the underlying assets, including adjustments for actual prepayment activities, and reflects the contractual terms of the securities without regard to changes in estimated prepayments based on assumptions about future borrower behavior.

Held-to-maturity securities are evaluated quarterly for expected credit losses on a pool basis unless an individual assessment is deemed necessary because the securities do not possess similar risk characteristics. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense). The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately. Prior to January 1, 2020, credit losses were recorded as a direct write-down of the held-to-maturity security carrying value.

The Bank’s held-to-maturity securities consist of U.S. agency obligations, government-sponsored enterprise debt obligations, state or local housing agency debt obligations, and MBS issued by the Government National Mortgage Association (Ginnie Mae), the Federal Home Loan Mortgage Corporation (Freddie Mac), and the Federal National Mortgage Association (Fannie Mae) that are backed by single-family or multifamily mortgage loans. The Bank only purchase securities considered investment quality. All of these investments were rated double-A, or above, by a NRSRO as of December 31, 2021 and 2020, based on the lowest long-term credit rating for each security.

The Bank has not established an allowance for credit loss on any of its held-to-maturity securities as of December 31, 2021 and 2020, because the securities: (1) were all highly-rated and/or had short remaining terms to maturity, (2) had not experienced, nor did the Bank expect, any payment default on the instruments, and (3) in the case of U.S., government-sponsored enterprises, or other agency obligations, carry an implicit or explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

The Bank classifies certain investments in debt securities acquired for purposes of liquidity and asset-liability management as trading investments and carries these securities at their estimated fair value. The Bank does not participate in speculative trading practices in these investments and generally holds them until maturity, except to the extent management deems necessary to manage the Bank’s liquidity position. The Bank records changes in the fair value of these investments in noninterest income (loss) as “Net (losses) gains on trading securities” on the Statements of Income, along with gains and losses on sales of investment securities using the specific identification method.

The Bank classifies certain securities that are not held-to-maturity or trading as available-for-sale and carries these securities at their estimated fair value. The Bank records changes in the fair value of these investments in other comprehensive income.

For investments in debt securities classified as available-for-sale, the Bank evaluates an individual security for impairment on a quarterly basis by comparing the security’s fair value to its amortized cost. Accrued interest receivable is recorded separately on the Statements of Condition. Impairment exists when the fair value of the investment is less than its amortized cost (i.e., in an unrealized loss position). In assessing whether a credit loss exists on an impaired security, the Bank considers whether there would be a shortfall in receiving all cash flows contractually due. When a shortfall is considered possible, the Bank compares the present value of cash flows to be collected from the security with the amortized cost basis of the security. If the present value of cash flows is less than amortized cost, an allowance for credit losses is recorded with a corresponding adjustment to the provision (reversal) for credit losses. The allowance is limited by the amount of the unrealized loss. The allowance for credit losses excludes uncollectible accrued interest receivable, which is measured separately. If management intends to sell an impaired security classified as available-for-sale, or more likely than not will be required to sell the security before expected recovery of its amortized cost basis, any allowance for credit losses is written off and the amortized cost basis is written down to the security’s fair value at the reporting date with any incremental impairment reported in earnings. If management does not intend to sell an impaired security classified as available-for-sale and it is not more likely than not that management will be required to sell the debt security, then the credit portion of the difference is recognized as an allowance for credit losses and any remaining difference between the security’s fair value and amortized cost is recorded as net unrealized gains (losses) on available-for-sale securities within other comprehensive income.

For improvements in cash flows of available-for-sale securities, interest income follows the recognition pattern pursuant to the
impairment guidance in effect prior to January 1, 2020 and recoveries of amounts previously written off are recorded when
received. For improvements in impaired available-for-sale securities with an allowance for credit losses recognized after the adoption of the new guidance, the allowance for credit losses associated with recoveries may be derecognized up to its full amount. Effective January 1, 2020, the net noncredit portion of other-than-temporary impairment gains (losses) on available-for-sale securities was reclassified to net unrealized gains (losses) on available-for-sale securities within other comprehensive income.
The Bank has not established an allowance for credit losses on its available-for-sale securities as of December 31, 2021 because the securities carry an explicit government guarantee such that the Bank considers the risk of nonpayment to be zero.

Other-than-temporary Impairment of Investment Securities. Beginning January 1, 2020, the Bank adopted new accounting guidance pertaining to the measurement of credit losses on financial instruments. Prior to January 1, 2020, the Bank evaluated its individual available-for-sale and held-to-maturity securities in unrealized loss positions for other-than-temporary impairment on a quarterly basis. A security was considered impaired when its fair value was less than its amortized cost. The Bank considered an other-than-temporary impairment to have occurred under any of the following circumstances:

•the Bank had an intent to sell the impaired debt security;

•if, based on available evidence, the Bank believed it was more likely than not that it would be required to sell the impaired debt security before the recovery of its amortized cost basis; or

•the Bank did not expect to recover the entire amortized cost basis of the impaired debt security.

If either of the first two conditions above was met, the Bank recognizes an other-than-temporary impairment loss in earnings equal to the entire difference between the security’s amortized cost basis and its fair value as of the Statements of Condition date.

For securities in an unrealized loss position that meet neither of the first two conditions, the Bank performed a cash flow analysis to determine if it would recover the entire amortized cost basis of each of these securities. The present value of the cash flows expected to be collected was compared to the amortized cost basis of the debt security to determine whether a credit loss exists. If there was a credit loss (the difference between the present value of the cash flows expected to be collected and the amortized cost basis of the debt security), the carrying value of the debt security was adjusted to its fair value. However, rather than recognizing the entire difference between the amortized cost basis and fair value in earnings, only the amount of the impairment representing the credit loss (i.e., the credit component) was recognized in earnings, while the amount related to all other factors (i.e., the non-credit component) was recognized in other comprehensive income. The credit loss on a debt security was limited to the amount of that security’s unrealized losses.

For subsequent accounting of an other-than-temporarily impaired security, the Bank recorded an additional other-than-temporary impairment if the present value of cash flows expected to be collected was less than the amortized cost of the security. The total amount of this additional other-than-temporary impairment (both credit and non-credit component, if any) was determined as the difference between the security’s amortized cost, less the amount of other-than-temporary impairment recognized in other comprehensive income prior to the determination of this additional other-than-temporary impairment, and its fair value. Any additional credit loss was limited to that security’s unrealized losses or the difference between the security’s amortized cost and its fair value as of the Statements of Condition date. This additional credit loss, up to the amount in accumulated other comprehensive income related to the security, was reclassified out of accumulated other comprehensive income and recognized in earnings. Any credit loss in excess of the related other comprehensive income was recorded as additional total other-than-temporary impairment loss and recognized in earnings.

For debt securities classified as available-for-sale, the Bank did not accrete the other-than-temporary impairment recognized in accumulated other comprehensive income to the carrying value. Rather, subsequent related increases and decreases (if not an other-than-temporary impairment) in the fair value of available-for-sale securities were netted against the non-credit component of other-than-temporary impairment recognized previously in accumulated other comprehensive income.

Upon subsequent evaluation of a debt security where there is no additional other-than-temporary impairment, the Bank adjusted the accretable yield on a prospective basis if there was a significant increase in the security’s expected cash flows. As of the impairment measurement date, a new accretable yield was calculated for the impaired investment security. This adjusted yield was then used to calculate the interest income recognized over the remaining life of the security so as to match the amount and timing of future cash flows expected to be collected. Subsequent significant increases in estimated cash flows change the accretable yield on a prospective basis.

Advances Advances. The Bank reports advances (secured loans to members, former members, or housing associates) at amortized cost. Amortized cost is original cost net of periodic principal repayments and amortization of premiums and accretion of discounts (including discounts related to the Affordable Housing Program (AHP) and Economic Development and Growth Enhancement Program (EDGE)), net deferred fees or costs, and fair value hedge adjustments. The Bank accretes the discounts on advances
and amortizes the recognized unearned commitment fees and hedging adjustments to interest income using the contractual interest method. The Bank records interest on advances to interest income as earned. Accrued interest receivable is recorded separately on the Statements of Condition.

In accordance with the new accounting guidance pertaining to the measurement of credit losses on financial instruments, advances are evaluated quarterly for expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank manages its credit exposure to advances through an integrated approach that includes (1) establishing a credit limit for each borrower; (2) an ongoing review of each borrower’s financial condition; and (3) collateral and lending policies to limit risk of loss, while balancing each borrower’s needs for a reliable source of funding. In addition, the Bank lends to financial institutions within its district and housing associates in accordance with federal statutes and Finance Agency regulations. Specifically, the Bank complies with the FHLBank Act, which requires the Bank to obtain sufficient collateral to fully secure advances. The estimated value of the collateral required to secure each borrower’s advances is calculated by applying discounts to the fair value or unpaid principal balance of the collateral, as applicable. The Bank accepts certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. The Bank’s capital stock owned by its member borrower is also pledged as additional collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and the Bank’s overall credit exposure to the borrower. The Bank can call for additional or substitute collateral to protect its security interest. The Bank believes that these policies effectively manage credit risk from advances.

Based upon the financial condition of the borrower, the Bank either allows a borrower to retain physical possession of the collateral pledged to it or requires the borrower to specifically assign the collateral to or place the collateral in physical possession of the Bank or its safekeeping agent. The Bank requires its borrowers to execute an advances and security agreement that establishes the Bank’s security interest in all collateral pledged by the borrower to the Bank. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a borrower priority over the claims or rights of any other party (including any receiver, conservator, trustee, or similar party having rights of a lien creditor), except for claims or rights of a third party that (1) would be entitled to priority under otherwise applicable law, and (2) is an actual bona fide purchaser for value or is an actual secured party whose security interest is perfected in accordance with state law.

Using a risk-based approach and taking into consideration each borrower’s financial strength, the Bank considers the types and amounts of pledged collateral to be the primary indicator of credit quality on its advances. The Bank had rights to collateral on a borrower-by-borrower basis with an estimated value equal to or greater than its outstanding extensions of credit as of December 31, 2021 and 2020.

The Bank continues to evaluate and make changes to its collateral policies, as necessary, based on current market conditions. No advance was past due, on nonaccrual status, or considered impaired as of December 31, 2021 and 2020. In addition, there were no troubled debt restructurings (TDRs) related to advances as of December 31, 2021 and 2020.

Based upon the collateral held as security, the Bank’s collateral policies, credit analysis, and the repayment history on advances, the Bank did not expect any credit losses on advances as of December 31, 2021 and 2020. Accordingly, the Bank has not recorded any allowance for credit losses on advances as of December 31, 2021 and 2020.

Prepayment Fees. The Bank charges a borrower a prepayment fee when the borrower prepays certain advances before the original maturity date. The Bank records prepayment fees, net of basis adjustments related to hedging activities included in the carrying value of the advance as part of the advances line item in the interest income section of the Statements of Income. In cases in which there is a prepayment of an existing advance and a contemporaneous funding of a new advance, the Bank evaluates whether the new advance meets the accounting criteria to qualify as a modification of an existing advance or whether it constitutes a new advance. If the new advance qualifies as a modification of the existing advance, the hedging basis adjustments and the net prepayment fee on the prepaid advance are recorded in the carrying value of the modified advance and amortized over the life of the modified advance using the contractual interest method. This amortization is recorded in advance interest income. If the Bank determines that the transaction does not qualify as a modification of an existing advance, it is treated as an advance termination with subsequent funding of a new advance, and the Bank records the net fees as prepayment fees on advances, which is included in the advances line item in the interest income section of the Statements of Income.

Mortgage Loans Held for Portfolio
Mortgage Loans Held for Portfolio. The Bank classifies mortgage loans that it has the intent and ability to hold for the foreseeable future, or until maturity or payoff, as held for portfolio. These mortgage loans are reported at amortized cost, which is original cost, net of periodic principal repayments and amortization of premiums and accretion of discounts, fair value hedge adjustments on loans initially classified as mortgage loan commitments, and direct write-downs. Accrued interest receivable is recorded separately on the Statements of Condition. The Bank performs at least quarterly an assessment of its mortgage loans held for portfolio to estimate expected credit losses. If applicable, an allowance for credit losses is recorded with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank defers and amortizes premiums and accretes discounts (1) paid to and received by the participating financial institutions (PFIs), and (2) mark-to-market basis adjustments on loans initially classified as mortgage loan commitments, as interest income using the contractual interest method.

A mortgage loan is considered past due when the principal or interest payment is not received in accordance with the contractual terms of the loan. The Bank places a conventional mortgage loan on nonaccrual status if it is determined that either (1) the collection of interest or principal is doubtful or (2) interest or principal is past due for 90 days or more, except when the loan is well-secured (e.g. through credit enhancement) and in the process of collection. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans as interest income and as a reduction of principal as specified in the contractual agreement. A loan on nonaccrual status may be restored to accrual status when (1) none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal, or (2) it otherwise becomes well secured and in the process of collection. A government-guaranteed or -insured loan is not placed on nonaccrual status when the collection of the contractual principal or interest is 90 days or more past due because of (1) the U.S. government guarantee or insurance on the loan, and (2) the contractual obligation of the loan servicer to repurchase the loan when certain criteria are met.

A mortgage loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the mortgage loan agreement. Interest income is recognized in the same manner as nonaccrual loans.

Finance Agency regulations require that mortgage loans held in the Bank’s portfolios be credit enhanced. For conventional mortgage loans, PFIs retain a portion of the credit risk on the loans they sell to the Bank by providing credit enhancement either through a direct liability to pay credit losses up to a specified amount or through a contractual obligation to provide supplemental mortgage insurance. PFIs are paid a credit enhancement fee (CE Fee) for assuming credit risk, and in some instances, all or a portion of the CE Fee may be performance based. CE Fees are paid monthly based on the remaining unpaid principal balance of the loans in a master commitment. CE Fees are recorded as an offset to mortgage loan interest income. To the extent that the Bank experiences losses in a master commitment, it may be able to recapture CE Fees paid to the PFI to offset these losses.

At least quarterly, the Bank performs an assessment of its mortgage loans held for portfolio to estimate expected credit losses. The Bank measures expected credit losses on mortgage loans on a collective basis, pooling loans with similar risk characteristics. If a mortgage loan no longer shares risk characteristics with other loans, it is removed from the pool and evaluated for expected credit losses on an individual basis. When developing the allowance for credit losses, the Bank measures the estimated loss over the remaining life of a mortgage loan, which also considers how the Bank’s credit enhancements mitigate credit losses. If a loan was purchased at a discount, the discount does not offset the allowance for credit losses. The allowance excludes uncollectible accrued interest receivable, as the Bank writes off accrued interest receivable by reversing interest income if a mortgage loan is placed on nonaccrual status.

The Bank invested in government-guaranteed or -insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed or -insured mortgage loans are mortgage loans guaranteed or insured by the Department of Veterans Affairs or the Federal Housing Administration. The servicer provides and maintains insurance or a guarantee from the applicable government agency. The servicer is responsible for compliance with all government agency requirements and for obtaining the benefit of the applicable insurance or guarantee with respect to defaulted government-guaranteed or -insured mortgage loans. Any losses incurred on these loans that are not recovered from the issuer or the guarantor are absorbed by the servicers. Therefore, the Bank only has credit risk for these loans if the servicer fails to pay for losses not covered by insurance or guarantees, but in such instance, the Bank would have recourse against the servicer for such failure. Based on the Bank’s assessment of its servicers and the collateral backing these loans, the Bank did not establish an allowance for credit losses for its government-guaranteed or -insured mortgage loan portfolio as of December 31, 2021 and 2020.
Modified loans that are considered a TDR are evaluated individually for impairment. All other conventional residential mortgage loans are evaluated collectively for impairment. The allowance for conventional residential mortgage loans is determined by an analysis (performed at least quarterly) that includes segregating the portfolio into various aging groups. For loans that are 60 days or less past due, the Bank calculates a loss severity, default rate, and the expected loss based on individual loan characteristics. For loans that are more than 60 days past due, the allowance is determined using an automated valuation model.

Modified loans that are considered a TDR are individually evaluated for impairment when determining the related allowance for credit losses. Credit loss is measured by factoring in expected cash shortfalls (i.e., loss severity rate) incurred as of the reporting date, as well as the economic loss attributable to delaying the original contractual principal and interest due dates.

On March 27, 2020, the Coronavirus, Aid, Relief, and Economic Security Act (the CARES Act) providing optional, temporary relief from accounting for certain loan modifications as TDRs was signed into law. Under the CARES Act, TDR relief is available to banks for loan modifications related to the adverse effects of Coronavirus Disease 2019 (COVID-19) (COVID-related modifications) granted to borrowers that are current as of December 31, 2019. TDR relief applies to COVID-related modifications made from March 1, 2020, until the earlier of December 31, 2020, or 60 days following the termination of the national emergency declared by the President of the United States on March 13, 2020. On December 27, 2020, the Consolidated Appropriations Act, 2021, was signed into law, extending the applicable period to the earlier of January 1, 2022, or 60 days following the termination of the national emergency declared on March 13, 2020. The Bank has elected to apply the TDR relief provided by the CARES Act.

As such, all COVID-related modifications meeting the provisions of the CARES Act are excluded from TDR classification and accounting. COVID-related modifications that do not meet the provisions of the CARES Act continue to be assessed for TDR classification. Refer to Note 7—Mortgage Loans Held for Portfolio for additional information.

A charge-off is recorded if it is estimated that the amortized cost and any applicable accrued interest in the loan will not be recovered. The Bank evaluates whether to record a charge-off on a conventional residential mortgage loan upon the occurrence of a confirming event. Once a loan is 180 days delinquent, the Bank classifies as a loss and charges off the portion of outstanding conventional residential mortgage loan balances in excess of the fair value of the underlying property, less costs to sell and adjusted for any available credit enhancements.

Real Estate Owned Real estate owned (REO) includes assets that have been received in satisfaction of debt through foreclosures. REO is initially recorded at fair value, less estimated selling costs and is subsequently carried at the lower of that amount or current fair value, less estimated selling costs. The Bank recognizes a charge-off to the allowance for credit losses if the fair value of the REO, less estimated selling costs is less than the recorded investment in the loan at the date of transfer from loans to REO. Any subsequent realized gains, realized or unrealized losses, and carrying costs are included in noninterest income (loss) on the Statements of Income. REO is recorded in “Other assets” on the Statements of Condition and was not material as of December 31, 2021 and 2020.

Derivatives
Derivatives and Hedging Activities. All derivatives are recognized on the Statements of Condition at their fair values and are reported as either derivative assets or derivative liabilities, net of cash collateral and accrued interest received from or pledged to clearing agents and/or counterparties. The fair values of derivatives are netted by the clearing agent and/or counterparty when the netting requirements have been met. If these netted amounts are positive, they are classified as an asset and, if negative, they are classified as a liability. Cash flows associated with a derivative are reflected as cash flows from operating activities on the Statements of Cash Flows unless the derivative meets the criteria to be a financing derivative.

Derivatives not used for intermediary purposes are designated as either (1) a hedge of the fair value of (a) a recognized asset or liability or (b) an unrecognized firm commitment (a fair-value hedge); or (2) a non-qualifying hedge of an asset or liability for asset-liability management purposes. Changes in the fair value of a derivative that are effective as, and that are designated and qualify as, a fair-value hedge, along with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk (including changes that reflect losses or gains on firm commitments), are recorded in net interest income in the same line as the earnings effect of the hedged item. A non-qualifying hedge is a derivative hedging specific or non-specific underlying assets, liabilities, or firm commitments that is an acceptable hedging strategy under the Bank’s risk management program and Finance Agency regulatory requirements, but it does not qualify or was not designated for fair value or cash flow hedge accounting. A non-qualifying hedge introduces the potential for earnings variability because only the change in fair value
of the derivative is recorded and is not offset by corresponding changes in the fair value of the non-qualifying hedged asset, liability, or firm commitment, unless such asset, liability, or firm commitment is required to be accounted for at fair value through earnings. Both the net interest on the derivative and the fair value adjustments of a non-qualifying hedge are recorded in noninterest income (loss) as “Net (losses) gains on derivatives” on the Statements of Income.

The derivatives used in intermediary activities do not qualify for hedge accounting treatment and are separately marked-to-market through earnings. These amounts are recorded in noninterest income (loss) as “Net gains (losses) on derivatives” on the Statements of Income. The net result of the accounting for these derivatives does not significantly impact the Bank’s results of operations.

The net settlement of interest receivables and payables related to derivatives designated as fair-value hedges are recognized as adjustments to the interest income or interest expense of the designated hedged item. The net settlement of interest receivables and payables related to intermediated derivatives for members and other non-qualifying hedges are recognized in noninterest income (loss) as “Net gains (losses) on derivatives” on the Statements of Income.

The Bank discontinues hedge accounting prospectively when (1) it determines that the derivative is no longer expected to be highly effective in offsetting changes in the fair value of a hedged risk, including hedged items such as firm commitments; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) a hedged firm commitment no longer meets the definition of a firm commitment; or (4) the bank determines that designating the derivative as a hedging instrument is no longer appropriate.

When hedge accounting is discontinued due to the Bank’s determination that a derivative no longer qualifies as an effective fair-value hedge of an existing hedged item, or when the bank decides to cease the specific hedging activity, the Bank will either (1) terminate the derivative, or (2) continue to carry the derivative on the Statements of Condition at its fair value, cease to adjust the hedged asset or liability for changes in fair value, and amortize the cumulative basis adjustment on the hedged item into earnings over the remaining life of the hedged item using the level-yield method. In all situations in which hedge accounting is discontinued and the derivative remains outstanding, the Bank will carry the derivative at its fair value on the Statements of Condition, recognizing changes in the fair value of the derivative in current-period earnings.

Embedded Derivatives The Bank may issue debt, make advances, or purchase financial instruments in which a derivative instrument may be “embedded.” Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the advance, debt, or purchased financial instruments (i.e., the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract; and (2) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as a stand-alone derivative instrument pursuant to a non-qualifying hedge. However, if the entire contract (the host contract and the embedded derivative) is to be measured at fair value, with changes in fair value reported in current-period earnings (e.g., an investment security classified as “trading”), or if the Bank could not identify and measure reliably the embedded derivative for purposes of separating that derivative from its host contract, the entire contract would be carried on the Statements of Condition at fair value, and no portion of the contract could be designated as a hedging instrument.

Premises and Equipment Premises, Equipment, and Software. Premises, equipment, and the cost of purchased software and certain costs incurred in developing computer software for internal use are recorded in “Other assets” on the Statements of Condition. The Bank records these items at cost, less accumulated depreciation or amortization. The Bank computes depreciation and amortization using the straight-line method over the estimated useful lives of assets. The estimated useful lives in years are generally as follows: automobiles and computer hardware—three; capitalized computer software cost—three; office equipment—eight; office furniture and building improvements—10; and building—40. The Bank amortizes leasehold improvements using the straight-line method over the shorter of the estimated useful life of the improvement or the remaining term of the lease. The Bank capitalizes improvements and expenses ordinary maintenance and repairs when incurred.
The following tables present information on premises, equipment, and capitalized computer software cost.
As of December 31,
2021 2020 2021 2020
Premises and Equipment Computer Software Cost
Gross carrying amount $ 95 $ 93 $ 72 $ 69
Accumulated depreciation or amortization (81) (78) (60) (57)
Net carrying amount $ 14 $ 15 $ 12 $ 12
For the Years Ended December 31,
2021 2020 2019
Premises and equipment depreciation expense $ 3 $ 3 $ 4
Software amortization expense 3 2 2

Deposits Deposits. The Bank offers demand and overnight deposits for members and qualifying non-members. A member that services mortgage loans may deposit funds in the Bank that were collected in connection with the mortgage loans, pending disbursement of such funds to the owners of the mortgage loans. The Bank records these items in “Interest-bearing deposits” on the Statements of Condition. The Bank pays interest on demand and overnight deposits based on a daily interest rate.

Consolidated Obligations Consolidated Obligations. The Bank records consolidated obligations at amortized cost. Additionally, the Bank pays concessions to dealers in connection with the issuance of certain consolidated obligations. The Office of Finance prorates the concessions to the Bank based upon the percentage of the debt issued that is assumed by the Bank. The Bank records concessions paid on consolidated obligations as a direct deduction from their carrying amounts, consistent with the presentation of discounts on consolidated obligations. The Bank accretes discounts and amortizes premiums, as well as concessions and hedging basis adjustments on consolidated obligations, to interest expense using the contractual interest method over the contractual term of the corresponding consolidated obligation.

Mandatorily Redeemable Capital Stock
Mandatorily Redeemable Capital Stock. The Bank reclassifies stock that is subject to redemption from capital to a liability after a member submits a written redemption request, gives notice of intent to withdraw from membership, or attains non-member status through a merger or acquisition, charter termination, or involuntary termination from membership since the member’s shares will then meet the definition of a mandatorily redeemable financial instrument. Member shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and recorded as interest expense on the Statements of Income. The repurchase or redemption of these mandatorily redeemable financial instruments is recorded as cash outflows in the financing activities section of the Statements of Cash Flows.

If a member cancels its written notice of redemption or notice of withdrawal, the Bank will reclassify mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock no longer will be classified as interest expense.

Off-Balance Sheet Credit Exposures. The Bank evaluates its off-balance sheet credit exposure on a quarterly basis for expected credit losses. If deemed necessary, an allowance for expected credit losses on these off-balance sheet exposures is recorded in other liabilities with a corresponding credit loss expense (or reversal of credit loss expense).

The Bank monitors the creditworthiness of its standby letters of credit based on an evaluation of the member. In addition, standby letters of credit are fully collateralized from the time of issuance. The Bank has established parameters for the measurement, review, classification, and monitoring of credit risk related to these standby letters of credit that result in an internal credit rating, which focuses primarily on an institution’s overall financial health and takes into account the quality of assets, earnings, and capital position. In general, borrowers categorized into the highest risk rating category have more restrictions on the types of collateral that they may use to secure standby letters of credit, may be required to maintain higher collateral maintenance levels and deliver loan collateral, and may face more stringent collateral reporting requirements. Based on the Bank’s credit analyses and collateral requirements, the Bank does not deem it necessary to record any additional liability on the Statements of Condition for these commitments as of December 31, 2021 or 2020.

Restricted Retained Earnings Restricted Retained Earnings. The Joint Capital Enhancement Agreement, as amended (Capital Agreement), provides that each FHLBank will, on a quarterly basis, allocate 20 percent of its net income to a separate restricted retained earnings account until the balance of that account, calculated as of the last day of each calendar quarter, equals at least one percent of that FHLBank’s average balance of outstanding consolidated obligations for the calendar quarter. Additionally, the Capital Agreement provides that amounts in restricted retained earnings in excess of 150 percent of the Bank’s restricted retained earnings minimum (i.e., one percent of the Bank’s average balance of outstanding consolidated obligations calculated as of the last day of each calendar quarter) may be release from restricted retained earnings. Restricted retained earnings are not available to pay dividends and are presented separately on the Statement of Condition.

Finance Agency and Office of Finance Expenses Finance Agency and Office of Finance Expenses. The Finance Agency allocates the FHLBanks’ portion of its expenses and working capital fund among the FHLBanks based on the ratio between each FHLBank’s minimum required regulatory capital and the aggregate minimum required regulatory capital of every FHLBank. Each FHLBank’s proportionate share of the Office of Finance’s operating and capital expenditures is calculated using a formula that is (1) two-thirds based upon each FHLBank’s share of total consolidated obligations outstanding, and (2) one-third based upon an equal pro rata allocation.

Affordable Housing Program Affordable Housing Program. The FHLBank Act requires each FHLBank to establish and fund an AHP that provides subsidies to members to assist in the purchase, construction, or rehabilitation of housing for very low and low-to-moderate-income households. The Bank charges the required funding for AHP against earnings and establishes a corresponding liability. The Bank issues AHP advances at interest rates below the customary interest rate for non-subsidized advances. A discount on the AHP advance and charge against the AHP liability is recorded for the present value of the variation in the cash flow caused by the difference in the interest rate between the AHP advance rate and the Bank’s related cost of funds for comparable maturity funding. As an alternative, the Bank has the authority to make the AHP subsidy available to members as a grant. The discount on AHP advances is accreted to interest income on advances using the contractual interest method over the life of the advance.

Credit Loss, Financial Instrument Adoption of Measurement of Credit Losses on Financial Instruments Accounting Guidance. Beginning on January 1, 2020, the Bank adopted, on a modified retrospective basis, new accounting guidance pertaining to the measurement of credit losses on financial instruments that requires a financial asset or group of financial assets measured at amortized cost to be presented at the net amount expected to be collected. The new guidance also requires credit losses relating to these financial instruments, as well as available-for-sale securities, to be recorded through the allowance for credit losses. Key changes as compared to prior accounting guidance are detailed below. Consistent with the modified retrospective method of adoption, the prior period has not been revised to conform to the new basis of accounting. Key changes to the accounting policies are detailed within this note.

v3.22.0.1

Summary of Significant Accounting Policies (Tables)
12 Months Ended

Dec. 31, 2021

Accounting Policies [Abstract]

Schedule of Premises, Equipment, and Capitalized Computer Software Cost
The following tables present information on premises, equipment, and capitalized computer software cost.
As of December 31,
2021 2020 2021 2020
Premises and Equipment Computer Software Cost
Gross carrying amount $ 95 $ 93 $ 72 $ 69
Accumulated depreciation or amortization (81) (78) (60) (57)
Net carrying amount $ 14 $ 15 $ 12 $ 12
For the Years Ended December 31,
2021 2020 2019
Premises and equipment depreciation expense $ 3 $ 3 $ 4
Software amortization expense 3 2 2

v3.22.0.1

Investments Debt Securities (Tables)
12 Months Ended

Dec. 31, 2021

Investment Holdings [Line Items]

Available-for-Sale Classified by Contractual maturity date table text block
The following table presents the amortized cost and estimated fair value of available-for-sale securities by contractual maturity.
As of December 31, 2021
Amortized
Cost (1)
Estimated
Fair Value
Due after one year through five years
$ 2,648 $ 2,639
____________
(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable of that was not material as of December 31, 2021.

Schedule of Interest Rate Payment Terms For Investments
Interest-rate Payment Terms. The following table presents interest-rate payment terms for investment securities classified as available-for-sale securities.
As of December 31, 2021
Fixed-rate $ 1,598
Variable-rate 1,050
Total amortized cost $ 2,648
____________
(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable that was not material as of December 31, 2021.

Trading Securities [Member]

Investment Holdings [Line Items]

Schedule of Major Trading Securities
Major Security Types. The following table presents trading securities.
As of December 31,
2021 2020
U.S. Treasury obligations $ — $ 1,500
Government-sponsored enterprises debt obligations — 62
Total $ — $ 1,562

Net (Losses) Gains on Trading Securities
The following table presents net (losses) gains on trading securities.
For the Years Ended December 31,
2021 2020 2019
Net gains on trading securities held at year end $ — $ 4 $ 3
Net losses on trading securities that were sold or matured during the year (1) — —
Net (losses) gains on trading securities $ (1) $ 4 $ 3

Available-for-sale Securities [Member]

Investment Holdings [Line Items]

Schedule of Available-for-sale Securities Reconciliation [Table Text Block]
Major Security Type. The following table presents information on U.S. Treasury obligations that are classified as available-for-sale. The Bank did not have any securities classified as available-for-sale as of December 31, 2020.

Amortized
Cost (1)
Gross
  Unrealized
Gains (2)
Gross
  Unrealized
Losses Estimated
  Fair Value
As of December 31, 2021 $ 2,648 $ — $ (9) $ 2,639
____________
(1) Amortized cost includes adjustments made to the cost basis for accretion, amortization, and excludes accrued interest receivable that was not material as of December 31, 2021.
(2) Amounts are not material.

Debt Securities, Available-for-sale, Unrealized Loss Position, Fair Value [Table Text Block]
The following table presents U.S. Treasury obligations that are classified as available-for-sale securities with unrealized losses. The unrealized losses are aggregated by the length of time that the individual securities have been in a continuous unrealized loss position.
Less than 12 Months
Estimated Fair Value   Gross Unrealized Losses
As of December 31, 2021 $ 1,589 $ (9)

Held-to-maturity Securities [Member]

Investment Holdings [Line Items]

Schedule of Interest Rate Payment Terms For Investments
Interest-rate Payment Terms. The following table presents interest-rate payment terms for investment securities classified as held-to-maturity.
As of December 31,
2021 2020
Non-mortgage-backed securities:
   Fixed-rate $ 551 $ 1,101
   Variable-rate 900 1,145
Total non-mortgage-backed securities 1,451 2,246
Mortgage-backed securities:
   Fixed-rate 1,888 2,526
   Variable-rate 11,735 15,632
Total mortgage-backed securities 13,623 18,158
Total amortized cost (1)
$ 15,074 $ 20,404
____________
(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively

Debt Securities, Held-to-maturity [Table Text Block]
Major Security Types. The following table presents held-to-maturity securities.
As of December 31,
2021 2020

Amortized
Cost (1)
Gross
Unrealized
Gains Gross
Unrealized
Losses Estimated
Fair Value
Amortized
Cost (1)
Gross
Unrealized
Gains Gross
Unrealized
Losses Estimated
Fair Value
State or local housing agency debt obligations $ 1 $ — $ — $ 1 $ 1 $ — $ — $ 1
Government-sponsored enterprises debt obligations 1,450 6 (6) 1,450 2,245 6 — 2,251
Mortgage-backed securities:
U.S. agency obligations-guaranteed residential 221 — (3) 218 295 2 — 297
Government-sponsored enterprises residential 4,927 43 (9) 4,961 7,283 62 (6) 7,339
Government-sponsored enterprises commercial 8,475 19 (25) 8,469 10,580 31 (10) 10,601
Total $ 15,074 $ 68 $ (43) $ 15,099 $ 20,404 $ 101 $ (16) $ 20,489
____________
(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

Investments Classified by Contractual Maturity Date
Redemption Terms. The following table presents the amortized cost and estimated fair value of held-to-maturity securities by contractual maturity. MBS are not presented by contractual maturity because their actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.
As of December 31,
2021 2020

Amortized
Cost (1)
Estimated
Fair Value
Amortized
Cost (1)
Estimated
Fair Value
Non-mortgage-backed securities:
Due in one year or less $ 435 $ 435 $ 245 $ 245
Due after one year through five years 856 853 1,740 1,742
Due after five years through 10 years 100 101 201 204
Due after 10 years 60 62 60 61
Total non-mortgage-backed securities 1,451 1,451 2,246 2,252
Mortgage-backed securities 13,623 13,648 18,158 18,237
Total $ 15,074 $ 15,099 $ 20,404 $ 20,489
____________
(1) Excludes accrued interest receivable of $6 and $9 as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Advances (Tables)
12 Months Ended

Dec. 31, 2021

Advances [Abstract]

Federal Home Loan Bank, Advances
Redemption Terms. The following table presents the Bank’s advances outstanding by redemption terms.

As of December 31,
2021 2020
Due in one year or less $ 21,819 $ 23,326
Due after one year through two years 3,247 3,803
Due after two years through three years 2,236 3,347
Due after three years through four years 3,145 2,643
Due after four years through five years 3,047 3,657
Due after five years 11,433 13,867
Total par value 44,927 50,643
Deferred prepayment fees (70) (55)
Discount on AHP advances (2) (3)
Discount on EDGE advances (1) (1)
Hedging adjustments 561 1,584
Total (1)
$ 45,415 $ 52,168
___________
(1) Carrying amounts exclude accrued interest receivable of $50 and $77 as of December 31, 2021 and 2020, respectively.

The Bank offers callable advances to members that may be prepaid on prescribed dates (call dates) without incurring prepayment or termination fees. The Bank also offers prepayable advances, which are variable-rate advances that may be contractually prepaid by the borrower on specified dates without incurring prepayment or termination fees. Other advances may be prepaid only by paying a fee to the Bank, so the Bank is financially indifferent to the prepayment of the advance. The Bank had callable and prepayable advances outstanding of $1,755 and $1,800 as of December 31, 2021 and 2020, respectively.

The following table presents advances by year of contractual maturity or next call date for callable advances.
As of December 31,
2021 2020
Due or callable in one year or less $ 23,564 $ 25,106
Due or callable after one year through two years 2,927 3,768
Due or callable after two years through three years 1,976 3,027
Due or callable after three years through four years 3,125 2,383
Due or callable after four years through five years 2,177 3,637
Due or callable after five years 11,158 12,722
Total par value $ 44,927 $ 50,643
Convertible advances offered by the Bank allow the Bank to convert the fixed-rate advance to a variable-rate advance at the current market rate on certain specified dates. The Bank had convertible advances outstanding of $5,307 and $5,316 as of December 31, 2021 and 2020, respectively. The following table presents advances by year of contractual maturity or, for convertible advances, next conversion date.
As of December 31,
2021 2020
Due or convertible in one year or less
$ 27,082 $ 28,258
Due or convertible after one year through two years
3,271 4,142
Due or convertible after two years through three years
2,215 3,321
Due or convertible after three years through four years
3,137 2,612
Due or convertible after four years through five years
2,976 3,620
Due or convertible after five years
6,246 8,690
Total par value
$ 44,927 $ 50,643

Interest-rate Payment Terms. The following table presents interest-rate payment terms for advances.
As of December 31,
2021 2020
Fixed-rate:
Due in one year or less $ 14,715 $ 15,304
Due after one year 20,391 24,620
Total fixed-rate 35,106 39,924
Variable-rate:
Due in one year or less 7,104 8,022
Due after one year 2,717 2,697
Total variable-rate 9,821 10,719
Total par value $ 44,927 $ 50,643

v3.22.0.1

Mortgage Loans Held for Porfolio (Tables)
12 Months Ended

Dec. 31, 2021

Receivables [Abstract]

Mortgage Loans Held for Portfolio
The following table presents information on mortgage loans held for portfolio by contractual maturity at the time of purchase.
As of December 31,
2021 2020
Medium-term (15 years or less) $ 2 $ 3
Long-term (greater than 15 years) 148 216
Total unpaid principal balance 150 219
Premiums — 1
Discounts (1) (1)
Total mortgage loans held for portfolio (1)
149 219
Allowance for credit losses on mortgage loans — (1)
Mortgage loans held for portfolio, net $ 149 $ 218
____________
(1) Exclude accrued interest receivable of $1 as of December 31, 2021 and 2020.

Mortgage Loans Held for Portfolio by Collateral or Guarantee Type
The following table presents the unpaid principal balance of mortgage loans held for portfolio by collateral or guarantee type.
As of December 31,
2021 2020
Conventional mortgage loans $ 137 $ 203
Government-guaranteed or insured mortgage loans 13 16
Total unpaid principal balance $ 150 $ 219

Allowance for Credit Losses on Financing Receivables
The following table presents the activity in the allowance for credit losses related to conventional residential mortgage loans.
For the Years Ended December 31,
2021 2020 2019
Balance, beginning of year $ 1 $ 1 $ 1
Reversal of provision for credit losses (1) — —
Balance, end of year $ — $ 1 $ 1

Past Due Financing Receivables
Payment status is a key credit quality indicator for conventional mortgage loans and allows the Bank to monitor borrower performance. Other delinquency statistics include, nonaccrual loans and loans in process of foreclosure. The following tables present the payment status for conventional mortgage loans.
As of December 31, 2021
Origination Year
2017(2)
Prior to 2017 Total
Payment status, at amortized cost:(1)

Past due 30-59 days $ — $ 2 $ 2
Past due 60-89 days — 1 1
Past due 90 days or more — 7 7
Total past due mortgage loans — 10 10
Current mortgage loans — 126 126
Total conventional mortgage loans $ — $ 136 $ 136
____________
(1) Amortized cost excludes accrued interest receivable of $1 as of December 31, 2021.
(2) Mortgage loans originated in 2017 had a current payment status and the amounts are not material.
As of December 31, 2020
Origination Year
2017 and 2016 Prior to 2016 Total
Payment status, at amortized cost:(1)

Past due 30-59 days $ — $ 6 $ 6
Past due 60-89 days — 2 2
Past due 90 days or more 1 11 12
Total past due mortgage loans 1 19 20
Current mortgage loans 42 141 183
Total conventional mortgage loans $ 43 $ 160 $ 203
____________
(1) Amortized cost excludes accrued interest receivable of $1 as of December 31, 2020.

The following tables present the other delinquency statistics for all mortgage loans.
As of December 31, 2021
Conventional Residential Mortgage Loans Government-guaranteed or Insured Residential Mortgage Loans Total
Other delinquency statistics, at amortized cost:
  In process of foreclosure (1)
$ — $ — $ —
  Seriously delinquent rate (2)
4.70 % 6.26 % 4.83 %
  Past due 90 days or more and still accruing interest (3)
$ — $ 1 $ 1
  Mortgage loans on nonaccrual status (4)
$ 6 $ — $ 6
____________
(1) Includes mortgage loans where the decision of foreclosure or similar alternative, such as a pursuit of deed-in-lieu, has been reported. The amounts were not
material.
(2) Mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total mortgage loan portfolio segment.
(3) Mortgage loans insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs.
(4) As of December 31, 2021, none of conventional mortgage loans on nonaccrual status had an associated allowance for credit losses because these loans were either previously charged off to the expected recoverable value and/or the fair value of the underlying collateral, including any credit enhancements, is greater than the amortized cost of the loans.
As of December 31, 2020
Conventional Residential Mortgage Loans Government-guaranteed or Insured Residential Mortgage Loans Total
Other delinquency statistics, at recorded investment:
  In process of foreclosure (1)
$ — $ — $ —
  Seriously delinquent rate (2)
6.03 % 8.10 % 6.18 %
  Past due 90 days or more and still accruing interest (3)
$ — $ 1 $ 1
  Mortgage loans on nonaccrual status (4)
$ 12 $ — $ 12
____________
(1) Includes mortgage loans where the decision of foreclosure or similar alternative, such as a pursuit of deed-in-lieu, has been reported. The amounts were not
material.
(2) Mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total mortgage loan portfolio segment.
(3) Mortgage loans insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs.
(4) As of December 31, 2020, none of conventional mortgage loans on nonaccrual status had an associated allowance for credit losses because these loans were either previously charged off to the expected recoverable value and/or the fair value of the underlying collateral, including any credit enhancements, is greater than the amortized cost of the loans.

Past Due Financing Receivables COVID-19
The following table presents payment status for conventional residential mortgage loans in a forbearance plan as a result of COVID-19.

As of December 31,
2021 2020
Past due 30-59 days $ — $ 1
Past due 60-89 days — 1
Past due 90 days or more(1)
2 9
Total past due mortgage loans 2 11
Current mortgage loans — 6
Total unpaid principal balance(2)
$ 2 $ 17
____________
(1) Represents mortgage loans on nonaccrual payment status.
(2) Represents 1.42 percent and 7.60 percent of the Bank’s mortgage loans held for portfolio as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Consolidated Obligations (Tables)
12 Months Ended

Dec. 31, 2021

Debt Disclosure [Abstract]

Consolidated Obligation Bonds By Interest Rate Payment
Interest-rate Payment Terms. The following table presents the Bank’s consolidated obligation bonds by interest-rate payment type.
As of December 31,
2021 2020
Simple variable-rate $ 16,400 $ 52,935
Fixed-rate 27,751 6,322
Step up/down 2,295 75
Total par value $ 46,446 $ 59,332

Consolidated Obligation Bonds Outstanding, by Year of Contractual Maturity
Redemption Terms. The following table presents the Bank’s participation in consolidated obligation bonds outstanding by year of contractual maturity.
As of December 31,
2021 2020
Amount Weighted-
average
Interest Rate (%) Amount Weighted-
average
Interest Rate (%)
Due in one year or less $ 16,640 0.16 $ 43,788 0.24
Due after one year through two years 2,110 0.55 11,205 0.25
Due after two years through three years 10,700 0.81 340 2.05
Due after three years through four years 4,720 0.67 1,719 2.33
Due after four years through five years 7,829 0.94 1,090 0.50
Due after five years 4,447 1.76 1,190 3.76
Total par value 46,446 0.67 59,332 0.40
Premiums 10 11
Discounts (17) (20)
Hedging adjustments (253) 56
Total $ 46,186 $ 59,379

Callable and Noncallable Consolidated Obligations Bonds Outstanding
The following table presents the Bank’s consolidated obligation bonds outstanding by call feature.
As of December 31,
2021 2020
Noncallable $ 22,053 $ 59,247
Callable 24,393 85
Total par value $ 46,446 $ 59,332

Summary of Callable Consolidated Obligation Bonds Outstanding, by Year of Contractual Maturity
The following table presents the Bank’s consolidated obligation bonds outstanding, by year of contractual maturity, or for callable consolidated obligation bonds, by next call date.
As of December 31,
2021 2020
Due or callable in one year or less $ 40,712 $ 43,873
Due or callable after one year through two years 1,778 11,205
Due or callable after two years through three years 1,674 315
Due or callable after three years through four years 1,090 1,659
Due or callable after four years through five years 3 1,090
Due or callable after five years 1,189 1,190
Total par value $ 46,446 $ 59,332

Consolidated Obligation Discount Notes
The following table presents the Bank’s participation in consolidated obligation discount notes.
Book Value Par Value Weighted-average
Interest Rate (%)
As of December 31, 2021 $ 25,506 $ 25,507 0.04
As of December 31, 2020 $ 25,385 $ 25,389 0.11

v3.22.0.1

Affordable Housing Program (Tables)
12 Months Ended

Dec. 31, 2021

Assessments [Abstract]

Schedule of Activity in Affordable Housing Program Obligation
The following table presents a rollforward of the Bank’s AHP liability.
For the Years Ended December 31,
2021 2020 2019
Balance, beginning of year $ 82 $ 89 $ 85
AHP assessment 15 28 41
Subsidy usage, net (36) (35) (37)
Balance, end of year $ 61 $ 82 $ 89

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock (Tables)
12 Months Ended

Dec. 31, 2021

Banking Regulation, Total Capital [Abstract]

Schedule of Compliance With Regulatory Capital Requirements
The following table presents the Bank’s compliance with the Finance Agency’s regulatory capital rules and requirements.
As of December 31,
2021 2020
Required Actual Required Actual
Risk-based capital $ 814 $ 4,612 $ 1,496 $ 5,276
Total regulatory capital ratio 4.00 % 5.86 % 4.00 % 5.72 %
Total regulatory capital $ 3,150 $ 4,612 $ 3,692 $ 5,276
Leverage capital ratio 5.00 % 8.79 % 5.00 % 8.58 %
Leverage capital $ 3,937 $ 6,918 $ 4,615 $ 7,914

Schedule of Declared Quarterly Cash Dividends
The Bank declares and pays any dividends only after net income is calculated for the preceding quarter. The following table presents the Bank’s declared and paid quarterly cash dividends in 2021, 2020, and 2019.
2021 2020 2019
Amount Annualized Rate (%) Amount Annualized Rate (%) Amount Annualized Rate (%)
First quarter $ 30 3.72 $ 76 5.93 $ 85 6.47
Second quarter 27 3.69 70 5.53 81 6.54
Third quarter 23 3.67 58 4.35 82 6.36
Fourth quarter 23 3.70 35 4.00 76 6.05
Total $ 103 3.70 $ 239 5.03 $ 324 6.36

Mandatorily Redeemable Capital Stock
For the Year Ended December 31, 2021
2021 2020 2019
Balance, beginning of year $ — $ 1 $ 1
Net reclassification from capital during the year
27 22 21
Repurchase/redemption of mandatorily redeemable capital stock (26) (23) (21)
Balance, end of year $ 1 $ — $ 1

As of December 31, 2021, the Bank’s outstanding mandatorily redeemable capital stock consisted of B1 membership stock and B2 activity-based stock. The Bank is not required to redeem activity-based stock until the later of the expiration of the redemption period, which is five years after notification is received, or until the activity no longer remains outstanding.

The following table presents the amount of mandatorily redeemable capital stock by year of redemption. The year of redemption in the table is the end of the five-year redemption period, or with respect to activity-based stock, the later of the expiration of the five-year redemption period or the activity’s maturity date.
As of December 31,
2021 2020
Due in one year or less $ 1 $ —

v3.22.0.1

Accumulated Other Comprehensive Income (Tables)
12 Months Ended

Dec. 31, 2021

Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]

Components Comprising Accumulated Other Comprehensive Income
The following table presents the components comprising accumulated other comprehensive loss.
Net Unrealized Gains (Losses) on Available-for-sale Securities Noncredit Portion
of Other-than-
temporary
Impairment Losses on Available-for-
sale Securities Pension and
Postretirement
Benefits Total Accumulated
Other
Comprehensive Loss
Balance, December 31, 2018 $ — $ 72 $ (21) $ 51
Other comprehensive income before reclassifications:
   Net change in fair value — (44) — (44)
   Actuarial loss — — (4) (4)
Reclassification from accumulated other comprehensive income to net income:
   Noncredit other-than-temporary impairment losses — 13 — 13
   Amortization of pension and postretirement (1)
— — 6 6
Net current period other comprehensive (loss) income — (31) 2 (29)
Balance, December 31, 2019 — 41 (19) 22
Other comprehensive income before reclassifications:
   Adoption of ASU 2016-13 as amended 41 (41) — —
   Net unrealized gains on available-for-sale securities 41 — — 41
   Actuarial loss — — (2) (2)
Reclassification from accumulated other comprehensive income to net income:
Net realized gains from sale of available-for-sale securities (82) — — (82)
   Amortization of pension and postretirement (1)
— 5 5
Net current period other comprehensive (loss) income — (41) 3 (38)
Balance, December 31, 2020 — — (16) (16)
Other comprehensive income before reclassifications:
   Net unrealized losses on available-for-sale securities (9) — — (9)
   Actuarial loss — — (3) (3)
Reclassification from accumulated other comprehensive loss to net income:
   Amortization of pension and postretirement (1)
— — 12 12
Net current period other comprehensive (loss) income (9) — 9 —
Balance, December 31, 2021 $ (9) $ — $ (7) $ (16)
____________
(1) Included in Noninterest expense - Other on the Statements of Income.

v3.22.0.1

Pension and Post Retirement Benefit Plans (Tables)
12 Months Ended

Dec. 31, 2021

Retirement Benefits [Abstract]

Schedule of Multiemployer Plan
The following table presents information on the net pension costs and funded status of the Pentegra Plan.
2021 2020 2019
Net pension cost charged to compensation and benefit expense for the year ended December 31
$ 7 $ 31 $ 11
Pentegra Plan funded status as of July 1(1)
129.62 % 108.50 % 108.62 %
Bank’s funded status as of July 1 157.71 % 130.19 % 119.41 %
____________
(1) The Pentegra Plan’s funded status as of July 1 is preliminary and may increase because the plan’s participants are permitted to make contributions through March 15 of the following year (i.e. through March 15, 2022 for the plan year ended June 30, 2021 and through March 15, 2021 for the plan year ended June 30, 2020). Contributions made before the March 15th deadline may be credited to the plan for the plan year ended June 30 of the previous year and included in the final valuation as of July 1 of the year the plan ended. The final funded status as of July 1 will not be available until the Form 5500 for the plan year July 1 through June 30 is filed. Form 5500 is due to be filed no later than April 2023 for the plan year July 1, 2021 through June 30, 2022 and April 2022 for the plan year July 1, 2020 through June 30, 2021. Form 5500 was filed in April 2021 for the plan year July 1, 2019 through June 30, 2020.

v3.22.0.1

Derivatives and Hedging Activities (Tables)
12 Months Ended

Dec. 31, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value of Derivative Instruments
The following table presents the notional amount, fair value of derivative instruments, and total derivative assets and liabilities. Total derivative assets and liabilities include the effect of netting adjustments and cash collateral. For purposes of this disclosure, the derivative values include the fair value of derivatives and the related accrued interest.

As of December 31,
2021 2020
Notional
Amount of Derivatives    Derivative Assets     Derivative Liabilities     Notional
Amount of Derivatives    Derivative Assets     Derivative Liabilities
Derivatives in hedging relationships:
  Interest-rate swaps (1)
$ 46,340 $ 2 $ 453 $ 28,001 $ 5 $ 502
Derivatives not designated as hedging instruments:
  Interest-rate swaps (1)
64 1 1 121 1 1
  Interest-rate caps or floors 4,000 1 1 7,000 1 1
Total derivatives not designated as hedging instruments 4,064 2 2 7,121 2 2
Total derivatives before netting and collateral adjustments
$ 50,404 4 455 $ 35,122 7 504
Netting adjustments and cash collateral (2)
327 (433) 384 (493)
Derivative assets and derivative liabilities $ 331 $ 22 $ 391 $ 11
___________
(1)Includes variation margin for daily settled contracts of $300 and $1,065 as of December 31, 2021 and 2020, respectively.
(2) 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 agents and/or counterparty. Cash collateral posted, including accrued interest, was $759 and $878 as of December 31, 2021 and 2020, respectively. Cash collateral received, including accrued interest, was $0 as of December 31, 2021 and 2020.

Net Gains (Losses) on Fair Value Hedging Relationships
The following tables present the net gains (losses) on fair value hedging relationships.
For the Year Ended December 31, 2021
Interest Income (Expense)
Advances Consolidated Obligation Bonds
Total interest income (expense) recorded in the Statements of Income $ 306 $ (155)
Changes in fair value:
Hedged items $ (905) $ 309
Derivatives 1,030 (317)
Net changes in fair value 125 (8)
Net interest settlements on derivatives (1) (2)
(331) 113
Amortization/accretion of active hedging relationships (99) —
Other (19) —
Total net interest income effect from fair value hedging relationships $ (324) $ 105
____________
(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.
(2) Excludes the interest income/expense of the respective hedged items.
For the Year Ended December 31, 2020
Advances Consolidated Obligation Bonds Consolidated Obligation Discount Notes
Total interest income (expense) recorded in the Statements of Income $ 870 $ (582) $ (357)
Changes in fair value:
Hedged items (2)
$ 922 $ (18) $ —
Derivatives (886) 20 —
Net changes in fair value 36 2 —
Net interest settlements on derivatives (1) (2)
(341) 41 39
Amortization/accretion of active hedging relationships (56) (2) —
Other (4) — —
Total net interest income effect from fair value hedging relationships $ (365) $ 41 $ 39
____________
(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.
(2) Excludes the interest income/expense of the respective hedged items.
For the Year Ended December 31, 2019
Advances Consolidated Obligation Bonds
Total interest income (expense) recorded in the Statements of Income $ 2,451 $ (1,808)
Changes in fair value:
Hedged items (2)
$ 693 $ (176)
Derivatives (682) 174
Net changes in fair value 11 (2)
Net interest settlements on derivatives (1) (2)
$ 21 $ (32)
Amortization/accretion of active hedging relationships (28) —
Other — (1)
Total net interest income effect from fair value hedging relationships $ 4 $ (35)
____________
(1) Represents interest income/expense on derivatives in qualifying fair-value hedging relationships. Net interest settlements on derivatives that are not in qualifying fair-value hedging relationships are reported in other income.
(2) Excludes the interest income/expense of the respective hedged items.

Cumulative Basis Adjustments for Fair Value Hedges
The following tables present the total basis adjustments on hedged items designated as fair value hedges and the related amortized cost of the hedged items.
As of December 31, 2021
Line Item in Statement of Conditions of Hedged Item
Amortized Cost of Hedged Asset or Liability (1)
Basis Adjustments for Active Hedging Relationships Included in Amortized Cost Basis Adjustments for Discontinued Hedging Relationships included in Amortized Cost Total Amount of Fair Value Hedging Basis Adjustments
Advances $ 21,293 $ 492 $ 69 $ 561
Consolidated obligations:
Bonds 25,256 (252) (1) (253)
____________
(1) Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.
As of December 31, 2020
Line Item in Statement of Conditions of Hedged Item
Amortized Cost of Hedged Asset or Liability (1)
Basis Adjustments for Active Hedging Relationships Included in Amortized Cost Basis Adjustments for Discontinued Hedging Relationships included in Amortized Cost Total Amount of Fair Value Hedging Basis Adjustments
Advances $ 25,380 $ 1,529 $ 55 $ 1,584
Consolidated obligations:
Bonds 1,555 56 — 56
Discount notes 1,122 — — —
____________
(1) Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.
^[1]

Derivatives Not Designated as Hedging Instruments [Table Text Block]
The following table presents net gains (losses) on derivatives recorded in noninterest income on the Statements of Income.
For the Years Ended December 31,
2021 2020 2019
Derivatives not designated as hedging instruments:
  Interest-rate swaps $ 1 $ (4) $ (3)
  Interest-rate caps or floors — — (1)
  Net interest settlements — (2) —
Net gains (losses) on derivatives $ 1 $ (6) $ (4)

Offsetting of derivative assets and liabilities
The following table presents the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.
As of December 31,
2021 2020
Derivative Assets Derivative Liabilities Derivative Assets Derivative Liabilities
Gross recognized amount:
     Uncleared derivatives $ 4 $ 451 $ 6 $ 493
     Cleared derivatives — 4 1 11
Total gross recognized amount 4 455 7 504
Gross amounts of netting adjustments and cash collateral:
     Uncleared derivatives (3) (429) (2) (482)
     Cleared derivatives 330 (4) 386 (11)
Total gross amounts of netting adjustments and cash collateral: 327 (433) 384 (493)
Net amounts after netting adjustments and cash collateral:
     Uncleared derivatives 1 22 4 11
     Cleared derivatives 330 — 387 —
Total net amounts after netting adjustments and cash collateral 331 22 391 11
Non-cash collateral received or pledged not offset- cannot be sold or repledged: (1)
     Uncleared derivatives — — 1 —
     Cleared derivatives — — — —
Total cannot be sold or repledged (1)
— — 1 —
Net unsecured amounts: (1)
Uncleared derivatives
1 22 3 11
Cleared derivatives
330 — 387 —
Total net unsecured amount (1)
$ 331 $ 22 $ 390 $ 11
____________
(1)The Bank had net credit exposure of $0 and $3 as of December 31, 2021 and 2020, respectively, due to instances where the Bank’s pledged collateral to a counterparty exceeded the Bank’s net derivative liability position.

[1] Includes only the portion of amortized cost representing the hedged items in fair value hedging relationships.

v3.22.0.1

Estimated Fair Values (Tables)
12 Months Ended

Dec. 31, 2021

Fair Value Disclosures [Abstract]

Financial Assets and Liabilities Measured at Fair Value on Recurring Basis
Estimated Fair Value Measurements on a Recurring Basis. The following tables present, for each fair value hierarchy level, the Bank’s financial assets and liabilities that are measured at fair value on a recurring basis on its Statements of Condition.
As of December 31, 2021
Fair Value Measurements Using
Netting Adjustments and Cash Collateral (1)
Level 1         Level 2         Total
Assets:
Available-for-sale securities - U.S. Treasury obligations $ — $ 2,639 $ — $ 2,639
Derivative assets - Interest-rate related — 4 327 331
Grantor trust (included in Other assets) 35 — — 35
Total assets at fair value $ 35 $ 2,643 $ 327 $ 3,005
Liabilities:
Derivatives liabilities - Interest-rate related $ — $ 455 $ (433) $ 22
____________
(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 agents and/or counterparty.
As of December 31, 2020
Fair Value Measurements Using
Netting Adjustments and Cash Collateral (1)

Level 1         Level 2         Total
Assets:
Trading securities:
  U.S. Treasury Obligations $ — $ 1,500 $ — $ 1,500
  Government-sponsored enterprises debt obligations — 62 — 62
Total trading securities — 1,562 — 1,562
Derivative assets - Interest-rate related — 7 384 391
Grantor trust (included in Other assets) 74 — — 74
Total assets at fair value $ 74 $ 1,569 $ 384 $ 2,027
Liabilities:
Derivative liabilities - Interest-rate related $ — $ 504 $ (493) $ 11
____________
(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 agents and/or counterparty.

Carrying Values and Estimated Fair Values The fair value tables presented below do not represent an estimate of the overall fair value of the Bank as a going concern, which would take into account future business opportunities and the net profitability of assets versus liabilities.
As of December 31, 2021
Estimated Fair Value
Carrying Value Total         Level 1         Level 2
Netting Adjustments and Cash Collateral (1)
Assets:
Cash and due from banks $ 879 $ 879 $ 879 $ — $ —
Interest-bearing deposits 688 688 — 688 —
Securities purchased under agreements to resell 7,000 7,000 — 7,000 —
Federal funds sold 6,420 6,420 — 6,420 —
Available-for-sale securities 2,639 2,639 — 2,639 —
Held-to-maturity securities 15,074 15,099 — 15,099 —
Advances 45,415 45,635 — 45,635 —
Mortgage loans held for portfolio, net 149 161 — 161 —
Accrued interest receivable 57 57 — 57 —
Derivative assets 331 331 — 4 327
    Grantor trust assets (included in Other assets) 35 35 35 — —
Liabilities:
Interest-bearing deposits 2,054 2,054 — 2,054 —
Consolidated obligations, net:
Discount notes 25,506 25,506 — 25,506 —
Bonds 46,186 46,338 — 46,338 —
Mandatorily redeemable capital stock 1 1 1 — —
Accrued interest payable 72 72 — 72 —
Derivative liabilities 22 22 — 455 (433)
____________
(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 agents and/or counterparty.
As of December 31, 2020
Estimated Fair Value
Carrying Value Total         Level 1         Level 2
Netting Adjustments and Cash Collateral (1)
Assets:
Cash and due from banks $ 2,905 $ 2,905 $ 2,905 $ — $ —
Interest-bearing deposits 1,644 1,644 — 1,644 —
Securities purchased under agreements to resell 9,500 9,500 — 9,500 —
Federal funds sold 3,270 3,270 — 3,270 —
Trading securities 1,562 1,562 — 1,562 —
Held-to-maturity securities 20,404 20,489 — 20,489 —
Advances 52,168 52,610 — 52,610 —
Mortgage loans held for portfolio, net 218 234 — 234 —
Accrued interest receivable 88 88 — 88 —
Derivative assets 391 391 — 7 384
    Grantor trust assets (included in Other assets) 74 74 74 — —
Liabilities:
Interest-bearing deposits 1,998 1,998 — 1,998 —
Consolidated obligations, net:
Discount notes 25,385 25,387 — 25,387 —
Bonds
59,379 59,835 — 59,835 —
Accrued interest payable 45 45 — 45 —
Derivative liabilities 11 11 — 504 (493)
____________
(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 agents and/or counterparty.
^[1]

[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 agents and/or counterparty.

v3.22.0.1

Commitments and Contingencies (Tables)
12 Months Ended

Dec. 31, 2021

Commitments and Contingencies Disclosure [Abstract]

Off Balance Sheet Commitments [Table Text Block]
The following table presents the Bank’s outstanding commitments, which represent off-balance sheet obligations.
As of December 31,
2021 2020
Expire Within One Year Expire After One Year Total Expire Within One Year Expire After One Year Total
Standby letters of credit (1)
$ 3,757 $ 3,914 $ 7,671 $ 9,287 $ 6,754 $ 16,041
Commitments to fund additional advances 96 38 134 10 107 117
Unsettled consolidated obligation bonds, at par (2)
80 — 80 1 — 1
____________
(1)“Expire Within One Year” includes 19 standby letters of credit for a total of $15 and 15 standby letters of credit for a total of $19 as of December 31, 2021 and 2020, respectively, which have no stated maturity date and are subject to renewal on an annual basis.
(2)Expiration is based on settlement period rather than underlying contractual maturity of consolidated obligations.

v3.22.0.1

Transactions with Shareholders (Tables)
12 Months Ended

Dec. 31, 2021

Transactions With Shareholders [Abstract]

Schedule of Transactions with Shareholders [Table Text Block] Shareholder Concentrations. The Bank considers shareholder concentration as members or non-members with regulatory capital stock outstanding in excess of 10 percent of the Bank’s total regulatory capital stock. The following tables present
transactions with shareholders whose holdings of regulatory capital stock exceed 10 percent of total regulatory capital stock outstanding.
As of December 31, 2021
Regulatory Capital Stock Outstanding Percent of Total Regulatory Capital Stock Outstanding Par Value of Advances Percent of Total Par Value of Advances Interest-bearing Deposits Percent of Total Interest-bearing Deposits
Bank of America, National Association $ 298 12.49 $ 7,506 16.71 $ — 0.02
TIAA, FSB 277 11.61 6,946 15.46 1 0.05
As of December 31, 2020
Regulatory Capital Stock Outstanding Percent of Total Regulatory Capital Stock Outstanding Par Value of Advances Percent of Total Par Value of Advances Interest-bearing Deposits Percent of Total Interest-bearing Deposits
TIAA, FSB $ 337 10.94 $ 7,571 14.95 $ 1 0.07
Bank of America, National Association 334 10.85 7,507 14.82 — 0.01

v3.22.0.1

Transaction with Other FHLBanks (Tables)
12 Months Ended

Dec. 31, 2021

Transactions with Other FHLBanks [Abstract]

Schedule of Loans to and From Other Federal Home Loan Banks
The following table presents the cash flow activities for loans to and borrowings from other FHLBanks.
For the Years Ended December 31,
2021 2020 2019
Investing activities:
Loans to other FHLBanks $ (780) $ (500) $ (2,600)
Principal collected on loans to other FHLBanks 780 500 3,100
Net change in loans to other FHLBanks $ — $ — $ 500
Financing activities:
Proceeds from short-term borrowings from other FHLBanks $ 25 $ — $ 2,078
Payments of short-term borrowings from other FHLBanks (25) — (2,078)
Net change in borrowings from other FHLBanks $ — $ — $ —

v3.22.0.1

Nature of Operations (Details)

Dec. 31, 2021

bank

Organization, Consolidation and Presentation of Financial Statements [Abstract]

Number of Federal Home Loan Banks 11

v3.22.0.1

Summary of Significant Accounting Policies Property, Plan and Equipment, and Softward (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Significant Accounting Policies [Line Items]

Property, Plant and Equipment, Gross $ 95 $ 93

Gross carrying amount of computer software capitalized 72 69

Accumulated depreciation and amortization (81) (78)

Accumulated amortization of computer software capitalized (60) (57)

Property, Plant and Equipment, Net 14 15

Capitalized Computer Software, Net 12 12

Depreciation 3 3 $ 4

Capitalized Computer Software, Amortization $ 3 $ 2 $ 2

v3.22.0.1

Cash and Due from Banks (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Cash and Cash Equivalents [Line Items]

Average collected cash balances $ 8 $ 11

v3.22.0.1

Trading Securities (Trading Securities by Major Security Type) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Trading Securities [Line Items]

Trading securities $ 0 $ 1,562

US Treasury Securities [Member]

Trading Securities [Line Items]

Trading securities 0 1,500

Government-sponsored enterprises debt obligations [Member]

Trading Securities [Line Items]

Trading securities $ 0 $ 62

v3.22.0.1

Trading Securities (Net losses on Trading Securities) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Debt Securities, Trading, Gain (Loss) [Abstract]

Net losses on trading securities that matured during the year $ (1) $ 0 $ 0

Net gains (losses) on trading securities (1) 4 3

Debt Securities, Trading, Unrealized Gain (Loss) $ 0 $ 4 $ 3

v3.22.0.1

Available-for-sale Securities (Available-for-sale by Major Security Type) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Debt Securities, Available-for-sale [Line Items]

Amortized cost of available-for-sale securities $ 2,648 $ 0

Available-for-sale Securities 2,639 $ 0

Mortgage-backed Securities, Private-label residential [Member]

Debt Securities, Available-for-sale [Line Items]

Amortized cost of available-for-sale securities 2,648

Gross unrealized gains on available-for-sale securities 0

Gross unrealized losses on available-for-sale securities (9)

Available-for-sale Securities $ 2,639

v3.22.0.1

Available-for-sale Securities (Summary of Available-for-sale Securities in a Continuous Unrealized Loss Position) (Details) - US Treasury Securities [Member]
$ in Millions

Dec. 31, 2021

USD ($)

Debt Securities, Available-for-sale [Line Items]

Estimated fair value of available-for-sale securities in unrealized loss position for less than 12 months $ 1,589

Available For Sale Securities Continuous Unrealized Loss Position Less Than 12 Months Aggregate Losses Accumulated In Investments $ (9)

v3.22.0.1

Available-for-sale Securities (Redemption Terms) (Details) - US Treasury Securities [Member]
$ in Millions

Dec. 31, 2021

USD ($)

Debt Securities, Available-for-sale [Line Items]

Debt Securities, Available-for-Sale, Amortized Cost, Maturity, Allocated and Single Maturity Date, after Year One Through Five $ 2,648

Debt Securities, Available-for-Sale, Fair Value, Maturity, Allocated and Single Maturity Date, after Year One Through Five $ 2,639

v3.22.0.1

Available-for-sale Securities Available-for-sale Securities (Interest Rate Payment Terms) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Debt Securities, Available-for-sale [Line Items]

Amortized cost of available-for-sale securities $ 2,648 $ 0

Fixed-rate [Member]

Debt Securities, Available-for-sale [Line Items]

Amortized cost of available-for-sale securities 1,598

Variable-rate [Member]

Debt Securities, Available-for-sale [Line Items]

Amortized cost of available-for-sale securities $ 1,050

v3.22.0.1

Available-for-sale Securities Narrative (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Investments, Debt and Equity Securities [Abstract]

Proceeds from Sale of Available-for-sale Securities $ 0 $ 726 $ 0

Net realized gains from sale of available-for-sale securities $ 0 $ 82 $ 0

v3.22.0.1

Held-to-maturity Securities (Interest-rate Payment Terms) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities $ 15,074 $ 20,404

Held-to-maturity Securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Held-to -maturity Securities accrued interest receivable 6 9

Non-mortgage backed securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities 1,451 2,246

Mortgage-backed securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities 13,623 18,158

Fixed-rate [Member] | Non-mortgage backed securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities 551 1,101

Fixed-rate [Member] | Mortgage-backed securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities 1,888 2,526

Variable-rate [Member] | Non-mortgage backed securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities 900 1,145

Variable-rate [Member] | Mortgage-backed securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized cost of held-to-maturity securities $ 11,735 $ 15,632

v3.22.0.1

Held-to-maturity Securities Narrative (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2020

Dec. 31, 2021

Dec. 31, 2019

Investments, Debt and Equity Securities [Abstract]

Held-to-maturity, Amortized Cost $ 20,404 $ 15,074

Proceeds from Sale and Maturity of Held-to-maturity Securities 195

Held-to-maturity, Sold, Realized Gain $ 3

Held-to-maturity securities, amortized cost $ 192

v3.22.0.1

Advances (Redemption Terms) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Advances [Abstract]

Due in one year or less $ 21,819 $ 23,326

Due after one year through two years 3,247 3,803

Due after two years through three years 2,236 3,347

Due after three years through four years 3,145 2,643

Due after four years through five years 3,047 3,657

Due after five years 11,433 13,867

Federal Home Loan Bank Advances at par value 44,927 50,643

Deferred Prepayment Fees on Advances (70) (55)

Discount on AHP advances (2) (3)

Discount on EDGE advances (1) (1)

Hedging adjustments 561 1,584

Federal Home Loan Bank Advances ^[1] 45,415 52,168

Accrued Interest Receivable, Advances Disclosure $ 50 $ 77

[1] Carrying amounts exclude accrued interest receivable of $50 and $77 as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Advances (Advances by Year of Contractual Maturity or Next Call Date for Callable Advances) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Advances [Abstract]

Due or callable in one year or less $ 23,564 $ 25,106

Due or callable after one year through two years 2,927 3,768

Due or callable after two years through three years 1,976 3,027

Due or callable after three years through four years 3,125 2,383

Due or callable after four years through five years 2,177 3,637

Due or callable after five years 11,158 12,722

Federal Home Loan Bank Advances at par value $ 44,927 $ 50,643

v3.22.0.1

Advances (Advances by Year of Contracutal Maturity for Convertible Advances) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Advances [Abstract]

Due or convertible in one year or less $ 27,082 $ 28,258

Due or convertible after one year through two years 3,271 4,142

Due or convertible after two years through three years 2,215 3,321

Due or convertible after three years through four years 3,137 2,612

Due or convertible after four years through five years 2,976 3,620

Due or convertible after five years 6,246 8,690

Federal Home Loan Bank Advances at par value $ 44,927 $ 50,643

v3.22.0.1

Advances (Interest-rate Payment Terms) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Advances [Abstract]

Fixed-rate, due in one year or less $ 14,715 $ 15,304

Fixed-rate, due after one year 20,391 24,620

Total fixed-rate 35,106 39,924

Variable-rate, due in one year or less 7,104 8,022

Variable-rate, due after one year 2,717 2,697

Total variable-rate 9,821 10,719

Federal Home Loan Bank Advances at par value $ 44,927 $ 50,643

v3.22.0.1

Advances (Narrative) (Details)
$ in Millions

Dec. 31, 2021

USD ($)

Institutions

Dec. 31, 2020

USD ($)

Institutions

Advances (Textual) [Abstract]

Federal Home Loan Bank Advances at par value $ 44,927 $ 50,643

Number of Top Advances Borrowers | Institutions 10 10

Federal Home Loan Bank Advances to Ten Largest Borrowers $ 32,076 $ 36,259

Federal Home Loan Bank Advances Ten Largest Borrowers Percent of Total 71.40% 71.60%

Allowance for credit losses on advances $ 0

Advances past due 0

Federal Home Loan Bank, Advances, Callable Option [Member]

Advances (Textual) [Abstract]

Federal Home Loan Bank Advances at par value $ 1,755 1,800

Federal Home Loan Bank, Advances, Convertible Option [Member]

Advances (Textual) [Abstract]

Federal Home Loan Bank Advances at par value $ 5,307 $ 5,316

v3.22.0.1

Mortgage Loans Held for Portfolio (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Accounts, Notes, Loans and Financing Receivable [Line Items]

Unpaid principal balance $ 150 $ 219

Premiums 0 1

Discounts (1) (1)

Total mortgage loans held for portfolio ^[1] 149 219

Allowance for credit losses on mortgage loans 0 (1)

Mortgage loans held for portfolio, net 149 218

Accrued Interest on Mortgage Loans 1 1

Fixed-rate medium-term residential mortgage loans [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

Unpaid principal balance $ 2 $ 3

Mortgage loans on real estate, original contract terms 15 years 15 years

Fixed-rate long-term residential mortgage loans [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

Unpaid principal balance $ 148 $ 216

Conventional Mortgage Loans [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

Unpaid principal balance 137 203

Government-guaranteed or insured mortgage loans [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

Unpaid principal balance $ 13 $ 16

[1] Exclude accrued interest receivable of $1 as of December 31, 2021 and 2020

v3.22.0.1

Mortgage Loans Held for Portfolio Roll-forward of Allowance for Credit Losses (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Securities Borrowed, Allowance for Credit Loss [Line Items]

Balance, beginning of year $ 1

Reversal of provision for credit losses (1) $ 0 $ 0

Balance, end of year 0 1

Residential Portfolio Segment [Member] | Conventional Mortgage Loan [Member]

Securities Borrowed, Allowance for Credit Loss [Line Items]

Balance, beginning of year 1 1 1

Reversal of provision for credit losses (1) 0 0

Balance, end of year $ 0 $ 1 $ 1

v3.22.0.1

Mortgage Loans Held for Portfolio Forbearance COVID-19 (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Receivables [Abstract]

Unpaid principal balance of conventional mortgage loans in a forbearance plan due to COVID-19, 30 to 59 days past due $ 0 $ 1

Unpaid principal balance of conventional mortgage loans in a forbearance plan due to COVID-19, 60 to 89 days past due 0 1

Unpaid principal balance of conventional mortgage loans in a forbearance plan due to COVID-19, 90 days or more past due and nonaccrual ^[1] 2 9

Unpaid Principal Balance of Conventional Mortgage Loans in A Forbearance Plan Due to COVID-19, Past Due 2 11

Unpaid principal balance of conventional mortgage loans in a forbearance plan due to COVID-19, current payment status 0 6

Conventional mortgage loans in a forbearance plan due To COVID-19 unpaid principal balance ^[2] $ 2 $ 17

Ratio of conventional mortgage loans in a forbearance plan due to COVID-19 to total mortgage loans outstanding 1.42% 7.60%

[1] Represents mortgage loans on nonaccrual payment status.

[2] Represents 1.42 percent and 7.60 percent of the Bank’s mortgage loans held for portfolio as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Trouble Debt Restructuring (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Accounts, Notes, Loans and Financing Receivable [Line Items]

Troubled Debt Restructuring Amortized Cost $ 5 $ 6

Residential Portfolio Segment [Member] | Conventional Mortgage Loan [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

Troubled Debt Restructuring Modification Period 36 months

Target housing expense ratio 31.00%

Maximum loan reamortization period 40 years

Incremental interest rate reduction 0.125%

Interest rate floor on loan modifications 3.00%

Troubled Debt Restructuring Modification Interest Rate Reduction Period if Expense Ratio is Not Met 36 months

v3.22.0.1

Consolidated Obligations (Narrative) (Details)
$ in Millions
12 Months Ended

Dec. 31, 2021

USD ($)

bank

Dec. 31, 2020

USD ($)

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

Number of Federal Home Loan Banks | bank 11

Par Value FHLBanks' Outstanding Consolidated Obligations $ 652,862 $ 746,772

Unpledged qualifying assets held by the Bank 78,321 91,760

Federal Home Loan Bank, Consolidated Obligations $ 71,692 $ 84,764

Maximum contractual maturity period of discount notes (up to one year) 1 year

Other FHLBanks [Member]

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

Number of Federal Home Loan Banks | bank 10

v3.22.0.1

Consolidated Obligations (Interest-rate Payment Terms) (Details) - Consolidated Obligation Bonds [Member] - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]

Bonds par value $ 46,446 $ 59,332

Simple variable-rate [Member]

Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]

Bonds par value 16,400 52,935

Fixed-rate [Member]

Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]

Bonds par value 27,751 6,322

Step up/down [Member]

Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]

Bonds par value $ 2,295 $ 75

v3.22.0.1

Consolidated Obligations (Redemption Terms) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Debt Instrument [Line Items]

Federal Home Loan Bank, Consolidated Obligations, Bonds $ 46,186 $ 59,379

Consolidated Obligation Bonds [Member]

Debt Instrument [Line Items]

Bonds, Due in one year or less 16,640 43,788

Bonds, Due after one year through two years 2,110 11,205

Bonds, Due after two years through three years 10,700 340

Bonds, Due after three years through four years 4,720 1,719

Bonds, Due after four years through five years 7,829 1,090

Bonds, Due after five years 4,447 1,190

Bonds par value 46,446 59,332

Premiums 10 11

Discounts (17) (20)

Hedging adjustments (253) 56

Federal Home Loan Bank, Consolidated Obligations, Bonds $ 46,186 $ 59,379

Bonds, Due in one year or less, weighted average interest rate 0.16% 0.24%

Bonds, Due after one year through two years, weighted average interest rate 0.55% 0.25%

Bonds, Due after two years through three years, weighted average interest rate 0.81% 2.05%

Bonds, Due after three years through four years, weighted average interest rate 0.67% 2.33%

Bonds, Due after four years through five years, weighted average interest rate 0.94% 0.50%

Bonds, Due after five years, weighted average interest rate 1.76% 3.76%

Total, weighted average interest rate 0.67% 0.40%

v3.22.0.1

Consolidated Obligations (Bonds by Callable Feature) (Details) - Consolidated Obligation Bonds [Member] - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Debt Instrument [Line Items]

Bonds par value $ 46,446 $ 59,332

Noncallable [Member]

Debt Instrument [Line Items]

Bonds par value 22,053 59,247

Callable [Member]

Debt Instrument [Line Items]

Bonds par value $ 24,393 $ 85

v3.22.0.1

Consolidated Obligations (Bonds by Maturity or Call Date) (Details) - Consolidated Obligation Bonds [Member] - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Debt Instrument [Line Items]

Bonds, Due in one year or less $ 16,640 $ 43,788

Bonds, Due after one year through two years 2,110 11,205

Bonds, Due after two years through three years 10,700 340

Bonds, Due after three years through four years 4,720 1,719

Bonds, Due after four years through five years 7,829 1,090

Bonds, Due after five years 4,447 1,190

Bonds par value 46,446 59,332

Earlier of Contractual Maturity or Next Call Date [Member]

Debt Instrument [Line Items]

Bonds, Due in one year or less 40,712 43,873

Bonds, Due after one year through two years 1,778 11,205

Bonds, Due after two years through three years 1,674 315

Bonds, Due after three years through four years 1,090 1,659

Bonds, Due after four years through five years 3 1,090

Bonds, Due after five years $ 1,189 $ 1,190

v3.22.0.1

Consolidated Obligations (Discount Notes) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Short-term Debt [Line Items]

Discount notes $ 25,506 $ 25,385

Short-term Debt [Member]

Short-term Debt [Line Items]

Discount notes 25,506 25,385

Discount notes par value $ 25,507 $ 25,389

Discount notes weighted average interest rate 0.04% 0.11%

v3.22.0.1

Affordable Housing Program (Roll-forward) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Affordable Housing Program [Roll Forward]

AHP Obligation, beginning balance $ 82 $ 89 $ 85

AHP Assessments 15 28 41

Subsidy usage, net (36) (35) (37)

AHP Obligation, ending balance $ 61 $ 82 $ 89

v3.22.0.1

Affordable Housing Program (Narrative) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Assessments [Abstract]

Affordable Housing Program required aggregate contribution amount $ 100

Federal Home Loan Bank, Advances, Affordable Housing Program, Principal Outstanding $ 12 $ 16

Affordable Housing Program required contribution percentage 10.00%

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock (Narrative) (Details)
3 Months Ended 12 Months Ended 36 Months Ended

Jun. 30, 2021

USD ($)

Dec. 31, 2021

USD ($)

class

$ / shares

Dec. 31, 2020

USD ($)

$ / shares

Dec. 31, 2019

USD ($)

Dec. 31, 1989

USD ($)

Mar. 18, 2022

USD ($)

Capital and Mandatorily Redeemable Capital Stock (Textual) [Abstract]

Number of Finance Agency Regulatory Capital Requirements 3

Total regulatory capital ratio, Required 4.00% 4.00%

Required leverage ratio 5.00% 5.00%

Weight applied to permanent capital in computing leverage ratio 1.5

Number of subclasses of capital stock | class 3

Capital stock Class B putable par value (per share) | $ / shares $ 100 $ 100

Membership stock requirement percentage 0.05%

Membership stock requirement, maximum $ 16,200,000 $ 15,000,000

Activity based capital stock required by members as a percent of total advances and mortgage loans oustanding as disclosed in the statement of condition 3.75%

Activity based capital stock required by members as a percent of targeted debt or equity investments sold by member to the bank 8.00%

Activity based capital stock required by member as a percentage of outstanding balance of acquired member assets 0.00% 0.00%

Redemption period for excess capital stock (in years) 5 years

Total FICO distributions made by the FHLBanks $ 680,000,000

Partial recovery of prior capital distribution to Financing Corporation $ 29,000,000 $ 0 $ 29,000,000 $ 0

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock (Regulatory Capital Rules and Requirements) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Banking Regulation, Total Capital [Abstract]

Risk based capital, Required $ 814 $ 1,496

Risk based capital, Actual $ 4,612 $ 5,276

Total regulatory capital ratio, Required 4.00% 4.00%

Total regulatory capital ratio, Actual 5.86% 5.72%

Total regulatory capital, Required $ 3,150 $ 3,692

Total regulatory capital, Actual $ 4,612 $ 5,276

Leverage capital ratio, Required 5.00% 5.00%

Leverage capital ratio, Actual 8.79% 8.58%

Leverage Capital, Required $ 3,937 $ 4,615

Leverage Capital, Actual $ 6,918 $ 7,914

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock Schedule of Declared quarterly Cash Dividends (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended

Dec. 31, 2021

Sep. 30, 2021

Jun. 30, 2021

Mar. 31, 2021

Dec. 31, 2020

Sep. 30, 2020

Jun. 30, 2020

Mar. 31, 2020

Dec. 31, 2019

Sep. 30, 2019

Jun. 30, 2019

Mar. 31, 2019

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Schedule of Declared Quarterly Cash Dividends [Abstract]

Dividends, Common Stock, Cash $ 23 $ 23 $ 27 $ 30 $ 35 $ 58 $ 70 $ 76 $ 76 $ 82 $ 81 $ 85 $ 103 $ 239 $ 324

Common Stock Dividend-Annualized Rate 3.70% 3.67% 3.69% 3.72% 4.00% 4.35% 5.53% 5.93% 6.05% 6.36% 6.54% 6.47% 3.70% 5.03% 6.36%

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock (Mandatorily Redeemable Capital Stock Roll-forward) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Activity In Mandatorily Redeemable Capital Stock

Balance, beginning of year $ 0 $ 1 $ 1

Net reclassification from capital during the year 27 22 21

Repurchase/redemption of mandatorily redeemable capital stock (26) (23) (21)

Balance, end of year $ 1 $ 0 $ 1

v3.22.0.1

Capital and Mandatorily Redeemable Capital Stock (Mandatorily Redeemable Capital Stock by Year of Redemption) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Banking Regulation, Total Capital [Abstract]

Due in one year or less $ 1 $ 0

v3.22.0.1

Accumulated Other Comprehensive Income (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Dec. 31, 2018

Accumulated Other Comprehensive Income (Loss) [Line Items]

Accumulated Other Comprehensive (Loss) Income $ (16) $ (16)

Pension and postretirement benefits 9 3 $ 2

Reclassification of unrealized gains related to the sale of available-for-sale securities 0 (41) 0

Net unrealized losses on available-for-sale securities (9) 0 0

Pension and Postretirement Benefits [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Accumulated Other Comprehensive (Loss) Income (7) (16) (19) $ (21)

Net change in fair value 0 0

Actuarial (loss) gain (3) (2) (4)

Prior service cost 0

Pension and postretirement benefits 12 5 6

Net current period other comprehensive income (loss) 9 3 2

Adoption of ASU 2016-13 as amended 0

Noncredit Portion of Other Than Temporary Impairment Losses [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Accumulated Other Comprehensive (Loss) Income (9) 0 0 0

Net change in fair value 0

Actuarial (loss) gain 0 0 0

Pension and postretirement benefits 0

Net current period other comprehensive income (loss) (9) 0 0

Reclassification of unrealized gains related to the sale of available-for-sale securities (82)

Adoption of ASU 2016-13 as amended 41

Net unrealized losses on available-for-sale securities (9) 41

Total Accumulated Other Comprehensive Income (Loss) [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Accumulated Other Comprehensive (Loss) Income (16) (16) 22 51

Net change in fair value (44)

Actuarial (loss) gain (3) (2) (4)

Prior service cost 13

Pension and postretirement benefits 12 5 6 ^[1]

Net current period other comprehensive income (loss) 0 (38) (29)

Reclassification of unrealized gains related to the sale of available-for-sale securities (82)

Adoption of ASU 2016-13 as amended 0

Net unrealized losses on available-for-sale securities (9) 41

Available-for-sale Securities [Member] | Noncredit Portion of Other Than Temporary Impairment Losses [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Accumulated Other Comprehensive (Loss) Income 0 0 41 $ 72

Net change in fair value (44)

Actuarial (loss) gain 0 0 0

Prior service cost 13

Pension and postretirement benefits 0

Net current period other comprehensive income (loss) 0 (41) $ (31)

Available-for-sale Securities [Member] | Accumulated Other-than-Temporary Impairment Attributable to Parent [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Net change in fair value 0

Pension and postretirement benefits $ 0 0

Adoption of ASU 2016-13 as amended $ (41)

[1] Included in Noninterest expense - Other on the Statements of Income.

v3.22.0.1

Pension and Post Retirement Benefit Plans (Multi-employer Plan) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Jul. 01, 2021

Jul. 01, 2020

Jul. 01, 2019

Multiemployer Plans [Line Items]

Multiemployer plan number 333

Pentegra Defined Benefit Plan [Member]

Multiemployer Plans [Line Items]

Pension Cost (Reversal of Cost) $ 7 $ 31 $ 11

Pentegra Plan funded status as of July 1 129.62% 108.50% 108.62%

Bank's funded status as of the plan year end 157.71% 130.19% 119.41%

v3.22.0.1

Pension and Post Retirement Benefit Plans (Defined Contribution Plan) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Qualifed Defined Contribution Plan [Member]

Defined Contribution Plan Disclosures [Line Items]

Defined Contribution Plan, Cost $ 3 $ 3 $ 3

v3.22.0.1

Pension and Post Retirement Benefit Plans (Deferred Compensation) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2020

Dec. 31, 2019

Dec. 31, 2021

Retirement Benefits [Abstract]

Minimum obligation under deferred compensation plan $ 6 $ 6

Deferred compensation and accrued earnings included in operating expenses $ 1 $ 2

v3.22.0.1

Pension and Post Retirement Benefit Plans (Defined Benefit Plan) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Defined Benefit Plan Disclosure [Line Items]

Defined benefit plan amounts recognized in other liabilities $ 30 $ 64

v3.22.0.1

Pension and Post Retirement Benefit Plans (Net Periodic Benefit Costs) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]

Net pension cost charged to compensation and benefit expense for the year ended December 31 $ 1 $ 1 $ 2

Minimum obligation under deferred compensation plan $ 6 $ 6

v3.22.0.1

Pension and Post Retirement Benefit Plans (Pension Recognized in Other Comprehensive Income) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]

Total recognized in other comprehensive income (loss) $ 9 $ 3 $ 2

v3.22.0.1

Derivatives and Hedging Activities (Fair Value of Derivative Instruments) (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Derivative [Line Items]

Derivative, Notional Amount $ 50,404 $ 35,122

Derivative Liability, Collateral, Right to Reclaim Cash, Offset 759 878

Derivative Asset, Collateral, Obligation to Return Cash, Offset 0

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 4 7

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 455 504

Derivative Asset, Netting Adjustments and Cash Collateral ^[2] 327 ^[1] 384

Derivative Liability, Fair Value, Netting Adjustments and Cash Collateral ^[2] (433) ^[1] (493)

Derivative Asset 331 391

Derivative liabilities 22 11

Variation Margin for Daily Settled Contracts, Net 300 1,065

Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]

Derivative [Line Items]

Derivative, Notional Amount ^[3] 46,340 28,001

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement ^[3] 2 5

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement ^[3] 453 502

Not Designated as Hedging Instrument [Member]

Derivative [Line Items]

Derivative, Notional Amount 4,064 7,121

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 2 2

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 2 2

Not Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member]

Derivative [Line Items]

Derivative, Notional Amount ^[3] 64 121

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement ^[3] 1 1

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement ^[3] 1 1

Not Designated as Hedging Instrument [Member] | Interest Rate Caps or Floors [Member]

Derivative [Line Items]

Derivative, Notional Amount 4,000 7,000

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 1 1

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement $ 1 $ 1

[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 agents and/or counterparty.

[2] 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 agents and/or counterparty. Cash collateral posted, including accrued interest, was $759 and $878 as of December 31, 2021 and 2020, respectively. Cash collateral received, including accrued interest, was $0 as of December 31, 2021 and 2020.

[3] Includes variation margin for daily settled contracts of $300 and $1,065 as of December 31, 2021 and 2020, respectively.

v3.22.0.1

Derivatives and Hedging Activities (Narrative) (Details)
$ in Millions
12 Months Ended

Dec. 31, 2021

USD ($)

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Federal Home Loan Bank, Advances, Maximum Contractual Maturity Period 30 years

Derivative credit-risk-related contingent features net liability position aggregate fair value $ 5

v3.22.0.1

Commitments and Contingencies (Narrative) (Details) - USD ($)
$ in Millions
12 Months Ended

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Loss Contingencies [Line Items]

The FHLBank's outstanding consolidated obligations for which the Bank is jointly and severally liable $ 580,909 $ 662,051

Operating leases rent expense 1 1 $ 1

Carrying value guarantees related to standby letters of credit 249 135

Standby Letters of Credit [Member]

Loss Contingencies [Line Items]

Carrying value guarantees related to standby letters of credit $ 16 $ 30

v3.22.0.1

Transactions with Shareholders (Details) - USD ($)
$ in Millions

Dec. 31, 2021

Dec. 31, 2020

Minimum

RelatedPartyTransactionDefinitionOfRelatedPartyCapitalStockPercentage 10.00%

Definition of shareholder concentration, percentage 10.00%

Federal Home Loan Bank, Regulatory Capital, Actual $ 4,612 $ 5,276

Federal Home Loan Bank, Advances, Par Value 44,927 50,643

TIAA, FSB

Minimum

Federal Home Loan Bank, Regulatory Capital, Actual $ 277 $ 337

Percent of Total Regulatory Capital Stock Outstanding 11.61% 10.94%

Federal Home Loan Bank, Advances, Par Value $ 6,946 $ 7,571

Percent of Total Par Value Advances 15.46% 14.95%

Interest-bearing Deposits $ 1 $ 1

Percent of Total Interest-bearing Deposits 0.05% 0.07%

Bank of America [Member]

Minimum

Federal Home Loan Bank, Regulatory Capital, Actual $ 298 $ 334

Percent of Total Regulatory Capital Stock Outstanding 12.49% 10.85%

Federal Home Loan Bank, Advances, Par Value $ 7,506 $ 7,507

Percent of Total Par Value Advances 16.71% 14.82%

Interest-bearing Deposits $ 0 $ 0

Percent of Total Interest-bearing Deposits 0.02% 0.01%

v3.22.0.1

Transaction with Other FHLBanks (Details) - USD ($)
$ in Millions
1 Months Ended 12 Months Ended

Dec. 31, 2016

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Schedule of Other Transactions [Line Items]

Loans to Other Federal Home Loan Banks $ 0 $ 0

Percent of Total Master Commitment Acquired from a Member of FHLBank Indianapolis 90.00%

Dollar Value of Master Commitment Agreement Executed between An FHLBank and A Member $ 100

Loans to other FHLBanks (780) (500) $ (2,600)

Principal collected on loans to other FHLBanks 780 500 3,100

Increase (Decrease) in Loans to Federal Home Loan Banks 0 0 500

Proceeds from short-term borrowings from other FHLBanks 25 0 2,078

Payments of short-term borrowings from other FHLBanks (25) 0 (2,078)

Increase (Decrease) in Loans from Federal Home Loan Banks 0 0 $ 0

Outstanding Balance of Mortgage Loans Purchased under Master Commitment Agreement between A Member and An FHLBank 25 43

Loans from Other Federal Home Loan Banks $ 0 $ 0

v3.22.0.1

Subsequent Events (Details) - USD ($)
1 Months Ended 3 Months Ended 12 Months Ended

Feb. 22, 2022

Dec. 31, 2021

Sep. 30, 2021

Jun. 30, 2021

Mar. 31, 2021

Dec. 31, 2020

Sep. 30, 2020

Jun. 30, 2020

Mar. 31, 2020

Dec. 31, 2019

Sep. 30, 2019

Jun. 30, 2019

Mar. 31, 2019

Dec. 31, 2021

Dec. 31, 2020

Dec. 31, 2019

Mar. 18, 2022

Subsequent Event [Line Items]

Common Stock Dividend-Annualized Rate 3.70% 3.67% 3.69% 3.72% 4.00% 4.35% 5.53% 5.93% 6.05% 6.36% 6.54% 6.47% 3.70% 5.03% 6.36%

Membership stock requirement, maximum $ 16,200,000 $ 16,200,000 $ 15,000,000

Subsequent Event

Subsequent Event [Line Items]

Payments of Dividends $ 22

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Document and Entity Information - USD ($)	12 Months Ended
Document and Entity Information - USD ($)	Dec. 31, 2021	Feb. 28, 2022	Jun. 30, 2021
Document and Entity Information [Abstract]
Entity Tax Identification Number	56-6000442
Entity File Number	000-51845
City Area Code	404
Entity Address, Address Line One	1475 Peachtree Street, NE
Local Phone Number	888-8000
Entity Address, City or Town	Atlanta
Entity Registrant Name	FEDERAL HOME LOAN BANK OF ATLANTA
Entity Central Index Key	0001331465
Document Type	10-K
Document Annual Report	true
Document Period End Date	Dec. 31, 2021
Document Transition Report	false
Amendment Flag	false
Document Fiscal Year Focus	2021
Document Fiscal Period Focus	FY
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		25,488,805
Entity Current Reporting Status	Yes
Entity Emerging Growth Company	false
Entity Small Business	false
Entity Voluntary Filing Status	No
Entity Well Known Seasoned Issuer	No
Entity Public Float			$ 0
Common Stock, Value, Outstanding			$ 2,448,594,700
Entity Shell Company	false
ICFR Auditor Attestation Flag	true
Entity Incorporation, State or Country Code	X1
Entity Address, State or Province	GA
Entity Address, Postal Zip Code	30309
Entity Interactive Data Current	Yes

Audit Information	12 Months Ended
Audit Information	Dec. 31, 2021
Audit Information [Abstract]
Auditor Name	PricewaterhouseCoopers LLP
Auditor Location	Atlanta, Georgia
Auditor Firm ID	238

Statements of Condition (Parenthetical) - USD ($) shares in Millions, $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Deposits with other FHLBanks	$ 3	$ 5
Amortized cost of available-for-sale securities	2,648	0
Held-to-maturity securities, fair value	$ 15,099	$ 20,489
Capital stock Class B putable par value (per share)	$ 100	$ 100
Subclass B1 [Member]
Capital stock, shares issued	7	10
Capital stock, shares outstanding	7	10
Subclass B2 [Member]
Capital stock, shares issued	17	21
Capital stock, shares outstanding	17	21

Statements of Income - USD ($) $ in Millions	12 Months Ended
Statements of Income - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Interest income
Advances	$ 306	$ 870	$ 2,451
Interest-bearing deposits	2	17	93
Securities purchased under agreements to resell	2	32	118
Federal funds sold	8	48	279
Trading securities	1	10	25
Available-for-sale securities	2	3	85
Held-to-maturity securities	118	284	671
Mortgage loans	9	13	18
Total interest income	448	1,277	3,740
Interest expense
Consolidated obligation discount notes	12	357	1,371
Consolidated obligation bonds	155	582	1,808
Interest-bearing deposits	0	5	26
Total interest expense	167	944	3,205
Net interest income	281	333	535
Reversal of provision for credit losses	(1)	0	0
Net interest income after reversal of provision for credit losses	282	333	535
Noninterest income (loss)
Net impairment losses recognized in earnings	0	0	(13)
Net (losses) gains on trading securities	(1)	4	3
Net realized gains from sale of available-for-sale securities	0	82	0
Net realized gains from sale of held-to-maturity securities	0	3	0
Net gains (losses) on derivatives	1	(6)	(4)
Standby letters of credit fees	11	19	24
Other	4	11	9
Total noninterest income	15	113	19
Noninterest expense
Compensation and benefits	80	102	77
Other operating expenses	38	36	39
Finance Agency	10	10	10
Office of Finance	7	7	8
Other	14	8	12
Total noninterest expense	149	163	146
Income before assessment	148	283	408
Affordable Housing Program assessment	15	28	41
Net income	$ 133	$ 255	$ 367

Statements of Comprehensive Income - USD ($) $ in Millions	12 Months Ended
Statements of Comprehensive Income - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Statement of Comprehensive Income [Abstract]
Net income	$ 133	$ 255	$ 367
Other comprehensive loss:
Net unrealized losses on available-for-sale securities	(9)	0	0
Reclassification of unrealized gains related to the sale of available-for-sale securities	0	(41)	0
Net noncredit portion of other-than-temporary impairment losses on available-for sale securities	0	0	(31)
Pension and postretirement benefits	9	3	2
Total other comprehensive loss	0	(38)	(29)
Total comprehensive income	$ 133	$ 217	$ 338

Statements of Stockholders' Equity - USD ($) shares in Millions, $ in Millions	Total	Capital Stock Class B Putable [Member]	Retained Earnings [Member]	Retained Earnings, Restricted [Member]	Retained Earnings, Unrestricted [Member]	Accumulated Other Comprehensive Income [Member]
Beginning balance (shares) at Dec. 31, 2018		55
Beginning balance at Dec. 31, 2018	$ 7,647	$ 5,486	$ 2,110	$ 463	$ 1,647	$ 51
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of capital stock (shares)		91
Issuance of capital stock	9,087	$ 9,087
Repurchase/redemption of capital stock (shares)		(96)
Repurchase/redemption of capital stock	(9,564)	$ (9,564)
Net shares reclassified to mandatorily redeemable capital stock (shares)		0
Net shares reclassified to mandatorily redeemable capital stock	(21)	$ (21)
Comprehensive income (loss)	338		367	74	293	(29)
Partial recovery of prior capital distribution to Financing Corporation	0
Cash dividends on capital stock	(324)		(324)		(324)
Ending balance (shares) at Dec. 31, 2019		50
Ending balance at Dec. 31, 2019	7,163	$ 4,988	2,153	537	1,616	22
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of capital stock (shares)		51
Issuance of capital stock	5,078	$ 5,078
Repurchase/redemption of capital stock (shares)		(70)
Repurchase/redemption of capital stock	(6,966)	$ (6,966)
Net shares reclassified to mandatorily redeemable capital stock (shares)		0
Net shares reclassified to mandatorily redeemable capital stock	(22)	$ (22)
Comprehensive income (loss)	217		255	51	204	(38)
Partial recovery of prior capital distribution to Financing Corporation	29		29		29
Cash dividends on capital stock	(239)		(239)	0	(239)
Ending balance (shares) at Dec. 31, 2020		31
Ending balance at Dec. 31, 2020	5,260	$ 3,078	2,198	588	1,610	(16)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of capital stock (shares)		13
Issuance of capital stock	1,325	$ 1,325
Repurchase/redemption of capital stock (shares)		(20)
Repurchase/redemption of capital stock	(1,993)	$ (1,993)
Net shares reclassified to mandatorily redeemable capital stock (shares)		0
Net shares reclassified to mandatorily redeemable capital stock	(27)	$ (27)
Comprehensive income (loss)	133		133	27	106	0
Partial recovery of prior capital distribution to Financing Corporation	0
Cash dividends on capital stock	(103)		(103)	0	(103)
Ending balance (shares) at Dec. 31, 2021		24
Ending balance at Dec. 31, 2021	$ 4,595	$ 2,383	$ 2,228	$ 615	$ 1,613	$ (16)

Statements of Cash Flows - USD ($) $ in Millions	12 Months Ended
Statements of Cash Flows - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Operating activities
Net income	$ 133	$ 255	$ 367
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation and amortization (accretion)	4	(118)	(149)
Reversal of provision for credit losses	(1)	0	0
Net change in derivative and hedging activities	673	(482)	(456)
Net impairment losses recognized in earnings	0	0	13
Available-for-sale Securities, Gross Realized Gain (Loss), Excluding Other than Temporary Impairments	0	(82)	0
Debt Securities, Held-to-maturity, Sold, Realized Gain (Loss), Excluding Other-than-temporary Impairment	0	(3)	0
Net change in:
Accrued interest receivable	31	171	36
Other assets	50	83	(29)
Affordable Housing Program payable	(23)	(8)	3
Accrued interest payable	27	(166)	8
Other liabilities	(50)	(87)	10
Total adjustments	712	(696)	(567)
Net cash provided (used in) by operating activities	845	(441)	(200)
Investing activities
Interest-bearing deposits	1,074	1,831	2,860
Securities purchased under agreements to resell	2,500	(700)	(5,050)
Federal funds sold	(3,150)	6,556	(848)
Loan to other FHLBanks	0	0	500
Trading securities:
Proceeds from sale	61	0	0
Proceeds from sale	1,500	0	0
Purchases of long-term	0	0	(1,499)
Available-for-sale securities [Abstract]
Proceeds from Sale of Available-for-sale Securities	0	726	0
Proceeds from principal collected	0	0	188
Payments to Acquire Debt Securities, Available-for-sale	(2,647)	0	0
Held-to-maturity securities:
Proceeds from Sale of Held-to-maturity Securities	0	195	0
Proceeds from principal collected	6,038	11,583	9,062
Purchases of long-term	(556)	(6,280)	(11,087)
Advances:
Proceeds from principal collected	87,878	241,287	363,655
Made	(82,129)	(195,421)	(351,691)
Mortgage loans:
Proceeds from principal collected	70	78	63
Proceeds from sale of foreclosed assets	0	1	2
Purchases of premises, equipment, and software	(5)	(7)	(4)
Net cash provided by investing activities	10,634	59,849	6,151
Financing activities
Net change in interest-bearing deposits	56	480	332
Net payments on derivatives containing a financing element	(6)	(5)	(3)
Proceeds from issuance of consolidated obligations:
Discount notes	594,148	387,299	845,332
Bonds	40,803	70,127	115,627
Payments for debt issuance costs	(2)	(8)	(10)
Payments for maturing and retiring consolidated obligations:
Discount notes	(594,018)	(413,915)	(859,116)
Bonds	(53,689)	(99,271)	(106,415)
Proceeds from issuance of capital stock	1,325	5,078	9,087
Payments for repurchase/redemption of capital stock	(1,993)	(6,966)	(9,564)
Payments for repurchase/redemption of mandatorily redeemable capital stock	(26)	(23)	(21)
Partial recovery of prior capital distribution to Financing Corporation	0	29	0
Cash dividends paid	(103)	(239)	(324)
Net cash used in provided by financing activities	(13,505)	(57,414)	(5,075)
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents, Period Increase (Decrease), Excluding Exchange Rate Effect	(2,026)	1,994	876
Cash and due from banks at beginning of the year	2,905	911	35
Cash and due from banks at end of the year	879	2,905	911
Cash paid for:
Interest	146	1,233	3,294
Affordable Housing Program assessments, net	36	35	37
Noncash investing and financing activities:
Net shares reclassified to mandatorily redeemable capital stock	27	22	21
Held-to-maturity securities acquired with accrued liabilities	162	0	35
Transfers of mortgage loans to real estate owned	0	0	1
Net change in fair value adjustment on trading securities	$ 1	$ (4)	$ (3)

Nature of Operations	12 Months Ended
Nature of Operations	Dec. 31, 2021
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Nature of Operations	Nature of Operations The Federal Home Loan Bank of Atlanta (Bank) is a federally chartered corporation and is one of 11 district Federal Home Loan Banks (FHLBanks). Each FHLBank operates as a separate entity within a defined geographic district and has its own management, employees, and board of directors. The Bank’s defined geographic district includes Alabama, Florida, Georgia, Maryland, North Carolina, South Carolina, Virginia, and the District of Columbia. The FHLBanks are government-sponsored enterprises that were organized under the Federal Home Loan Bank Act of 1932, as amended (FHLBank Act), to serve the public by enhancing the availability of credit for residential mortgages and targeted community developments. The primary function of the Bank is to provide readily available, competitively priced funding to its member institutions. The Bank is a cooperative whose member institutions own substantially all of the capital stock of the Bank. Former members and certain non-members, which own the Bank’s capital stock as a result of a merger or acquisition of a member of the Bank, own the remaining capital stock to support business transactions still carried on the Bank’s Statements of Condition. All holders of the Bank’s capital stock are entitled to receive dividends on their capital stock, to the extent declared by the Bank’s board of directors. Federally-insured depository institutions, insurance companies, privately-insured state-chartered credit unions, and community development financial institutions that are located in the Bank’s defined geographic district and engaged in residential housing finance are eligible to apply for membership. All members must purchase and hold capital stock of the Bank. A member’s stock requirement is based on the amount of its total assets, as well as the amount of certain of its business activities with the Bank. Housing associates (including state and local housing authorities) that meet certain statutory criteria may also borrow from the Bank. While they are eligible to borrow, housing associates are not members of the Bank and are not allowed to hold capital stock. The Bank does not sponsor any special purpose entities or any other types of off-balance sheet conduits. The Federal Housing Finance Agency (Finance Agency), an independent agency in the executive branch of the U.S. government, supervises and regulates the FHLBanks and is responsible for ensuring that the FHLBanks (1) operate in a safe and sound manner, including that they maintain adequate capital and internal controls; (2) foster liquid, efficient, competitive, and resilient national housing finance markets through their operations and activities; (3) comply with applicable laws and regulations; and (4) carry out their housing finance mission through authorized activities that are consistent with the public interest. The Finance Agency also establishes policies and regulations covering the operations of the FHLBanks. The Federal Home Loan Banks Office of Finance (Office of Finance), a joint office of the FHLBanks, facilitates the issuance and servicing of the FHLBanks’ debt instruments, known as consolidated obligations, and prepares the combined quarterly and annual financial reports of the FHLBanks. As provided by the FHLBank Act and applicable regulations, the Bank’s consolidated obligations are backed only by the financial resources of the FHLBanks. Consolidated obligations are the primary source of funds for the Bank in addition to deposits, other borrowings, and capital stock issued to members. The Bank primarily uses these funds to provide advances to members. The Bank also provides members and non-members with correspondent banking services, such as safekeeping, wire transfer, and cash management services.

Cash and Due from Banks	12 Months Ended
Cash and Due from Banks	Dec. 31, 2021
Cash and Cash Equivalents [Abstract]
Cash and Due from Banks	Cash and Due from BanksThe Bank maintains a collected cash balance with a commercial bank, which is a member, in return for certain services, and the average collected cash balance was $8 and $11 for the years ended December 31, 2021 and 2020, respectively. There are no legal restrictions regarding the withdrawal of these funds.

Subsequent Events	12 Months Ended
Subsequent Events	Dec. 31, 2021
Subsequent Events [Abstract]
Subsequent Events [Text Block]	Subsequent Events On January 28, 2022, the Bank’s board of directors approved a fourth quarter 2021 cash dividend at an annualized rate of 3.70% percent. The Bank paid the fourth quarter 2021 dividend on February 2, 2022, in the amount of $22. On January 28, 2022, the Bank’s board of directors approved an adjustment to the membership stock requirement cap from $16.20 to $15. It is expected that the amendment will be effective March 18, 2022. The Bank cannot estimate the impact of this change at this time.

Nature of Operations (Details)	Dec. 31, 2021 bank
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of Federal Home Loan Banks	11

Cash and Due from Banks (Details) - USD ($) $ in Millions	12 Months Ended
Cash and Due from Banks (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Cash and Cash Equivalents [Line Items]
Average collected cash balances	$ 8	$ 11

Trading Securities (Trading Securities by Major Security Type) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Trading Securities [Line Items]
Trading securities	$ 0	$ 1,562
US Treasury Securities [Member]
Trading Securities [Line Items]
Trading securities	0	1,500
Government-sponsored enterprises debt obligations [Member]
Trading Securities [Line Items]
Trading securities	$ 0	$ 62

Available-for-sale Securities (Available-for-sale by Major Security Type) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Debt Securities, Available-for-sale [Line Items]
Amortized cost of available-for-sale securities	$ 2,648	$ 0
Available-for-sale Securities	2,639	$ 0
Mortgage-backed Securities, Private-label residential [Member]
Debt Securities, Available-for-sale [Line Items]
Amortized cost of available-for-sale securities	2,648
Gross unrealized gains on available-for-sale securities	0
Gross unrealized losses on available-for-sale securities	(9)
Available-for-sale Securities	$ 2,639

Available-for-sale Securities (Summary of Available-for-sale Securities in a Continuous Unrealized Loss Position) (Details) - US Treasury Securities [Member] $ in Millions	Dec. 31, 2021 USD ($)
Debt Securities, Available-for-sale [Line Items]
Estimated fair value of available-for-sale securities in unrealized loss position for less than 12 months	$ 1,589
Available For Sale Securities Continuous Unrealized Loss Position Less Than 12 Months Aggregate Losses Accumulated In Investments	$ (9)

Available-for-sale Securities (Redemption Terms) (Details) - US Treasury Securities [Member] $ in Millions	Dec. 31, 2021 USD ($)
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-Sale, Amortized Cost, Maturity, Allocated and Single Maturity Date, after Year One Through Five	$ 2,648
Debt Securities, Available-for-Sale, Fair Value, Maturity, Allocated and Single Maturity Date, after Year One Through Five	$ 2,639

Held-to-maturity Securities (Held-to-maturity by Major Security Type) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity, Amortized Cost	$ 15,074	$ 20,404
Held-to-maturity securities Gross Unrealized Gains	68	101
Gross Unrealized Losses on held-to-maturity securities	(43)	(16)
Held-to-maturity securities, fair value	15,099	20,489
Held-to-maturity Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to -maturity Securities accrued interest receivable	6	9
State or local housing agency debt obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity, Amortized Cost	1	1
Held-to-maturity securities Gross Unrealized Gains	0	0
Gross Unrealized Losses on held-to-maturity securities	0	0
Held-to-maturity securities, fair value	1	1
Government-sponsored enterprises debt obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity, Amortized Cost	1,450	2,245
Held-to-maturity securities Gross Unrealized Gains	6	6
Gross Unrealized Losses on held-to-maturity securities	(6)	0
Held-to-maturity securities, fair value	1,450	2,251
Residential [Member] \| U.S. agency obligations-guaranteed residential [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity, Amortized Cost	221	295
Held-to-maturity securities Gross Unrealized Gains	0	2
Gross Unrealized Losses on held-to-maturity securities	(3)	0
Held-to-maturity securities, fair value	218	297
Residential [Member] \| Government-sponsored enterprises [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity, Amortized Cost	4,927	7,283
Held-to-maturity securities Gross Unrealized Gains	43	62
Gross Unrealized Losses on held-to-maturity securities	(9)	(6)
Held-to-maturity securities, fair value	4,961	7,339
Commercial [Member] \| Government-sponsored enterprises [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity, Amortized Cost	8,475	10,580
Held-to-maturity securities Gross Unrealized Gains	19	31
Gross Unrealized Losses on held-to-maturity securities	(25)	(10)
Held-to-maturity securities, fair value	$ 8,469	$ 10,601

Held-to-maturity Securities (Redemption Terms) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Schedule of Held-to-maturity Securities [Line Items]
Amortized cost of held-to-maturity securities	$ 15,074	$ 20,404
Estimated fair value of held-to-maturity securites	15,099	20,489
Held-to-maturity Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to -maturity Securities accrued interest receivable	6	9
Non-mortgage backed securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized cost of held -to-maturity securities due in one year or less	435	245
Amortized cost of held-to-maturity securities due after one year through five years	856	1,740
Amortized Cost of held-to-maturity securities due after five years through ten years	100	201
Amortized Cost of held-to-maturity securities due after 10 years	60	60
Amortized cost of held-to-maturity securities	1,451	2,246
Estimated fair value of held-to-maturity securities due in one year or less	435	245
Estimated fair value of held-to-maturity securities due after one year through five years	853	1,742
Estimated fair value of Held-to-maturity securities due after five years through ten years	101	204
Estimated fair value of Held-to-maturity securities due after 10 Years, Fair Value	62	61
Estimated fair value of held-to-maturity securites	1,451	2,252
Mortgage-backed securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized cost of held-to-maturity securities	13,623	18,158
Estimated fair value of held-to-maturity securites	$ 13,648	$ 18,237

Advances (Advances by Year of Contractual Maturity or Next Call Date for Callable Advances) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Advances [Abstract]
Due or callable in one year or less	$ 23,564	$ 25,106
Due or callable after one year through two years	2,927	3,768
Due or callable after two years through three years	1,976	3,027
Due or callable after three years through four years	3,125	2,383
Due or callable after four years through five years	2,177	3,637
Due or callable after five years	11,158	12,722
Federal Home Loan Bank Advances at par value	$ 44,927	$ 50,643

Advances (Advances by Year of Contracutal Maturity for Convertible Advances) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Advances [Abstract]
Due or convertible in one year or less	$ 27,082	$ 28,258
Due or convertible after one year through two years	3,271	4,142
Due or convertible after two years through three years	2,215	3,321
Due or convertible after three years through four years	3,137	2,612
Due or convertible after four years through five years	2,976	3,620
Due or convertible after five years	6,246	8,690
Federal Home Loan Bank Advances at par value	$ 44,927	$ 50,643

Advances (Interest-rate Payment Terms) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Advances [Abstract]
Fixed-rate, due in one year or less	$ 14,715	$ 15,304
Fixed-rate, due after one year	20,391	24,620
Total fixed-rate	35,106	39,924
Variable-rate, due in one year or less	7,104	8,022
Variable-rate, due after one year	2,717	2,697
Total variable-rate	9,821	10,719
Federal Home Loan Bank Advances at par value	$ 44,927	$ 50,643

Advances (Narrative) (Details) $ in Millions	Dec. 31, 2021 USD ($) Institutions	Dec. 31, 2020 USD ($) Institutions
Advances (Textual) [Abstract]
Federal Home Loan Bank Advances at par value	$ 44,927	$ 50,643
Number of Top Advances Borrowers \| Institutions	10	10
Federal Home Loan Bank Advances to Ten Largest Borrowers	$ 32,076	$ 36,259
Federal Home Loan Bank Advances Ten Largest Borrowers Percent of Total	71.40%	71.60%
Allowance for credit losses on advances		$ 0
Advances past due		0
Federal Home Loan Bank, Advances, Callable Option [Member]
Advances (Textual) [Abstract]
Federal Home Loan Bank Advances at par value	$ 1,755	1,800
Federal Home Loan Bank, Advances, Convertible Option [Member]
Advances (Textual) [Abstract]
Federal Home Loan Bank Advances at par value	$ 5,307	$ 5,316

Trouble Debt Restructuring (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled Debt Restructuring Amortized Cost	$ 5	$ 6
Residential Portfolio Segment [Member] \| Conventional Mortgage Loan [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Troubled Debt Restructuring Modification Period	36 months
Target housing expense ratio	31.00%
Maximum loan reamortization period	40 years
Incremental interest rate reduction	0.125%
Interest rate floor on loan modifications	3.00%
Troubled Debt Restructuring Modification Interest Rate Reduction Period if Expense Ratio is Not Met	36 months

Consolidated Obligations (Narrative) (Details) $ in Millions	12 Months Ended
	Dec. 31, 2021 USD ($) bank	Dec. 31, 2020 USD ($)
Schedule of Short-term and Long-term Debt [Line Items]
Number of Federal Home Loan Banks \| bank	11
Par Value FHLBanks' Outstanding Consolidated Obligations	$ 652,862	$ 746,772
Unpledged qualifying assets held by the Bank	78,321	91,760
Federal Home Loan Bank, Consolidated Obligations	$ 71,692	$ 84,764
Maximum contractual maturity period of discount notes (up to one year)	1 year
Other FHLBanks [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Number of Federal Home Loan Banks \| bank	10

Consolidated Obligations (Interest-rate Payment Terms) (Details) - Consolidated Obligation Bonds [Member] - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]
Bonds par value	$ 46,446	$ 59,332
Simple variable-rate [Member]
Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]
Bonds par value	16,400	52,935
Fixed-rate [Member]
Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]
Bonds par value	27,751	6,322
Step up/down [Member]
Consolidated Obligation Bonds by Interest-Rate Payment [Line Items]
Bonds par value	$ 2,295	$ 75

Consolidated Obligations (Redemption Terms) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Debt Instrument [Line Items]
Federal Home Loan Bank, Consolidated Obligations, Bonds	$ 46,186	$ 59,379
Consolidated Obligation Bonds [Member]
Debt Instrument [Line Items]
Bonds, Due in one year or less	16,640	43,788
Bonds, Due after one year through two years	2,110	11,205
Bonds, Due after two years through three years	10,700	340
Bonds, Due after three years through four years	4,720	1,719
Bonds, Due after four years through five years	7,829	1,090
Bonds, Due after five years	4,447	1,190
Bonds par value	46,446	59,332
Premiums	10	11
Discounts	(17)	(20)
Hedging adjustments	(253)	56
Federal Home Loan Bank, Consolidated Obligations, Bonds	$ 46,186	$ 59,379
Bonds, Due in one year or less, weighted average interest rate	0.16%	0.24%
Bonds, Due after one year through two years, weighted average interest rate	0.55%	0.25%
Bonds, Due after two years through three years, weighted average interest rate	0.81%	2.05%
Bonds, Due after three years through four years, weighted average interest rate	0.67%	2.33%
Bonds, Due after four years through five years, weighted average interest rate	0.94%	0.50%
Bonds, Due after five years, weighted average interest rate	1.76%	3.76%
Total, weighted average interest rate	0.67%	0.40%

Consolidated Obligations (Bonds by Maturity or Call Date) (Details) - Consolidated Obligation Bonds [Member] - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Debt Instrument [Line Items]
Bonds, Due in one year or less	$ 16,640	$ 43,788
Bonds, Due after one year through two years	2,110	11,205
Bonds, Due after two years through three years	10,700	340
Bonds, Due after three years through four years	4,720	1,719
Bonds, Due after four years through five years	7,829	1,090
Bonds, Due after five years	4,447	1,190
Bonds par value	46,446	59,332
Earlier of Contractual Maturity or Next Call Date [Member]
Debt Instrument [Line Items]
Bonds, Due in one year or less	40,712	43,873
Bonds, Due after one year through two years	1,778	11,205
Bonds, Due after two years through three years	1,674	315
Bonds, Due after three years through four years	1,090	1,659
Bonds, Due after four years through five years	3	1,090
Bonds, Due after five years	$ 1,189	$ 1,190

Consolidated Obligations (Discount Notes) (Details) - USD ($) $ in Millions	Dec. 31, 2021	Dec. 31, 2020
Short-term Debt [Line Items]
Discount notes	$ 25,506	$ 25,385
Short-term Debt [Member]
Short-term Debt [Line Items]
Discount notes	25,506	25,385
Discount notes par value	$ 25,507	$ 25,389
Discount notes weighted average interest rate	0.04%	0.11%

Affordable Housing Program (Narrative) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020
Assessments [Abstract]
Affordable Housing Program required aggregate contribution amount	$ 100
Federal Home Loan Bank, Advances, Affordable Housing Program, Principal Outstanding	$ 12	$ 16
Affordable Housing Program required contribution percentage	10.00%

Capital and Mandatorily Redeemable Capital Stock (Narrative) (Details)	3 Months Ended	12 Months Ended			36 Months Ended
	Jun. 30, 2021 USD ($)	Dec. 31, 2021 USD ($) class $ / shares	Dec. 31, 2020 USD ($) $ / shares	Dec. 31, 2019 USD ($)	Dec. 31, 1989 USD ($)	Mar. 18, 2022 USD ($)
Capital and Mandatorily Redeemable Capital Stock (Textual) [Abstract]
Number of Finance Agency Regulatory Capital Requirements		3
Total regulatory capital ratio, Required		4.00%	4.00%
Required leverage ratio		5.00%	5.00%
Weight applied to permanent capital in computing leverage ratio		1.5
Number of subclasses of capital stock \| class		3
Capital stock Class B putable par value (per share) \| $ / shares		$ 100	$ 100
Membership stock requirement percentage		0.05%
Membership stock requirement, maximum		$ 16,200,000				$ 15,000,000
Activity based capital stock required by members as a percent of total advances and mortgage loans oustanding as disclosed in the statement of condition		3.75%
Activity based capital stock required by members as a percent of targeted debt or equity investments sold by member to the bank		8.00%
Activity based capital stock required by member as a percentage of outstanding balance of acquired member assets		0.00%	0.00%
Redemption period for excess capital stock (in years)		5 years
Total FICO distributions made by the FHLBanks					$ 680,000,000
Partial recovery of prior capital distribution to Financing Corporation	$ 29,000,000	$ 0	$ 29,000,000	$ 0