Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2022

Derivative Financial Instruments

Schedule of non-qualifying derivative financial instruments

A summary of our non-qualifying derivative financial instruments in our Agency Business is as follows ($ in thousands):

	September 30, 2022
					Fair Value
		Notional		Balance Sheet	Derivative		Derivative
Derivative	Count	Value		Location	Assets		Liabilities
Rate lock commitments	5	$	117,575	Other assets/other liabilities	$	1,554	$	(2,454)
Forward sale commitments	46		534,013	Other assets/other liabilities		2,652		(20,785)
Swaps	1,163		116,300			—		—
		$	767,888		$	4,206	$	(23,239)

	December 31, 2021
Rate lock commitments	2	$	11,250	Other assets/other liabilities	$	295	$	(33)
Forward sale commitments	55		571,220	Other assets/other liabilities		1,370		(1,449)
Swaps	3,882		388,200			—		—
		$	970,670		$	1,665	$	(1,482)