XML 66 R49.htm IDEA: XBRL DOCUMENT v3.22.2
Securities - Scheduled Contractual Maturities of AFS (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Amortized cost    
Within One Year $ 128,731  
After One Year through Five Years 899,362  
After Five Years through Ten Years 848,386  
After Ten Years 5,015,043  
Amortized Cost 6,891,522 $ 10,087,179
Fair value    
Within One Year 128,401  
After One Year through Five Years 850,198  
After Five Years through Ten Years 785,477  
After Ten Years 4,491,428  
Total $ 6,255,504 9,965,353
Weighted Average Yield    
Within One Year 2.14%  
After One Year through Five Years 1.95%  
After Five Years through Ten Years 2.39%  
After Ten Years 2.15%  
Total 2.15%  
U.S. Treasury securities    
Amortized cost    
Within One Year $ 0  
After One Year through Five Years 576,626  
After Five Years through Ten Years 99,694  
After Ten Years 0  
Amortized Cost 676,320 1,049,238
Fair value    
Within One Year 0  
After One Year through Five Years 536,698  
After Five Years through Ten Years 87,988  
After Ten Years 0  
Total $ 624,686 1,032,681
Weighted Average Yield    
Within One Year 0.00%  
After One Year through Five Years 1.28%  
After Five Years through Ten Years 0.74%  
After Ten Years 0.00%  
Total 1.20%  
U.S. government-sponsored enterprises debt securities    
Amortized cost    
Within One Year $ 0  
After One Year through Five Years 29,193  
After Five Years through Ten Years 125,001  
After Ten Years 170,269  
Amortized Cost 324,463 1,333,984
Fair value    
Within One Year 0  
After One Year through Five Years 27,700  
After Five Years through Ten Years 110,199  
After Ten Years 147,346  
Total $ 285,245 1,301,971
Weighted Average Yield    
Within One Year 0.00%  
After One Year through Five Years 1.62%  
After Five Years through Ten Years 1.16%  
After Ten Years 2.09%  
Total 1.69%  
U.S. government agency and U.S. government sponsored enterprise mortgage-backed securities    
Amortized cost    
Within One Year $ 0  
After One Year through Five Years 13,289  
After Five Years through Ten Years 192,287  
After Ten Years 2,505,898  
Amortized Cost 2,711,474  
Fair value    
Within One Year 0  
After One Year through Five Years 13,205  
After Five Years through Ten Years 182,832  
After Ten Years 2,278,035  
Total $ 2,474,072  
Weighted Average Yield    
Within One Year 0.00%  
After One Year through Five Years 3.11%  
After Five Years through Ten Years 2.69%  
After Ten Years 2.11%  
Total 2.15%  
Municipal securities    
Amortized cost    
Within One Year $ 0  
After One Year through Five Years 39,712  
After Five Years through Ten Years 6,498  
After Ten Years 260,209  
Amortized Cost 306,419 519,381
Fair value    
Within One Year 0  
After One Year through Five Years 37,800  
After Five Years through Ten Years 5,758  
After Ten Years 223,175  
Total $ 266,733 523,158
Weighted Average Yield    
Within One Year 0.00%  
After One Year through Five Years 2.47%  
After Five Years through Ten Years 1.79%  
After Ten Years 2.23%  
Total 2.25%  
Non-agency mortgage-backed securities    
Amortized cost    
Within One Year $ 10,019  
After One Year through Five Years 196,136  
After Five Years through Ten Years 40,404  
After Ten Years 1,012,653  
Amortized Cost 1,259,212  
Fair value    
Within One Year 9,894  
After One Year through Five Years 189,963  
After Five Years through Ten Years 39,224  
After Ten Years 899,676  
Total $ 1,138,757  
Weighted Average Yield    
Within One Year 4.47%  
After One Year through Five Years 3.56%  
After Five Years through Ten Years 1.19%  
After Ten Years 2.23%  
Total 2.42%  
Corporate debt securities    
Amortized cost    
Within One Year $ 10,000  
After One Year through Five Years 0  
After Five Years through Ten Years 334,502  
After Ten Years 329,000  
Amortized Cost 673,502 657,516
Fair value    
Within One Year 9,847  
After One Year through Five Years 0  
After Five Years through Ten Years 309,395  
After Ten Years 240,051  
Total $ 559,293 649,665
Weighted Average Yield    
Within One Year 3.26%  
After One Year through Five Years 0.00%  
After Five Years through Ten Years 3.59%  
After Ten Years 1.98%  
Total 2.80%  
Foreign government bonds    
Amortized cost    
Within One Year $ 108,712  
After One Year through Five Years 44,406  
After Five Years through Ten Years 50,000  
After Ten Years 50,000  
Amortized Cost 253,118 260,447
Fair value    
Within One Year 108,660  
After One Year through Five Years 44,832  
After Five Years through Ten Years 50,081  
After Ten Years 39,424  
Total $ 242,997 257,733
Weighted Average Yield    
Within One Year 1.82%  
After One Year through Five Years 3.01%  
After Five Years through Ten Years 0.55%  
After Ten Years 1.50%  
Total 1.71%  
Asset-backed securities    
Amortized cost    
Within One Year $ 0  
After One Year through Five Years 0  
After Five Years through Ten Years 0  
After Ten Years 69,764  
Amortized Cost 69,764 74,674
Fair value    
Within One Year 0  
After One Year through Five Years 0  
After Five Years through Ten Years 0  
After Ten Years 67,350  
Total $ 67,350 74,558
Weighted Average Yield    
Within One Year 0.00%  
After One Year through Five Years 0.00%  
After Five Years through Ten Years 0.00%  
After Ten Years 2.74%  
Total 2.74%  
Collateralized loan obligations (“CLOs”)    
Amortized cost    
Within One Year $ 0  
After One Year through Five Years 0  
After Five Years through Ten Years 0  
After Ten Years 617,250  
Amortized Cost 617,250 592,250
Fair value    
Within One Year 0  
After One Year through Five Years 0  
After Five Years through Ten Years 0  
After Ten Years 596,371  
Total $ 596,371 $ 589,950
Weighted Average Yield    
Within One Year 0.00%  
After One Year through Five Years 0.00%  
After Five Years through Ten Years 0.00%  
After Ten Years 2.22%  
Total 2.22%