XML 186 R78.htm IDEA: XBRL DOCUMENT v3.22.0.1
Financial Derivatives (Interest Rate Swaps) (Details) - Interest rate swaps - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2021
Dec. 31, 2021
Dec. 31, 2020
Long      
Derivative [Line Items]      
Notional Amount   $ 474,741 $ 253,423
Fair Value   (409) 8,329
Long | 2021 [Member]      
Derivative [Line Items]      
Notional Amount     12,950
Fair Value     205
Long | 2022 [Member]      
Derivative [Line Items]      
Notional Amount   53,974 103,974
Fair Value   475 1,413
Long | 2023 [Member]      
Derivative [Line Items]      
Notional Amount   241,407 48,657
Fair Value   (265) 2,209
Long | 2024 [Member]      
Derivative [Line Items]      
Notional Amount   37,142 86,342
Fair Value   556 4,567
Long | 2026 [Member]      
Derivative [Line Items]      
Notional Amount   105,040  
Fair Value   (907)  
Long | 2031      
Derivative [Line Items]      
Notional Amount   35,678  
Fair Value   (114)  
Long | 2035      
Derivative [Line Items]      
Notional Amount   500 500
Fair Value   (41) (14)
Long | 2040      
Derivative [Line Items]      
Notional Amount   500 500
Fair Value   (50) (20)
Long | 2050      
Derivative [Line Items]      
Notional Amount   500 500
Fair Value   $ (63) $ (31)
Long | Weighted Average      
Derivative [Line Items]      
Pay Rate   1.06% 1.48%
Receive Rate   0.15% 0.22%
Remaining Years to Maturity 2 years 5 months 23 days 2 years 11 months 8 days  
Long | Weighted Average | 2021 [Member]      
Derivative [Line Items]      
Pay Rate     1.75%
Receive Rate     0.24%
Remaining Years to Maturity 8 months 15 days    
Long | Weighted Average | 2022 [Member]      
Derivative [Line Items]      
Pay Rate   1.85% 1.07%
Receive Rate   0.17% 0.22%
Remaining Years to Maturity 1 year 5 months 23 days 1 month 28 days  
Long | Weighted Average | 2023 [Member]      
Derivative [Line Items]      
Pay Rate   0.73% 2.00%
Receive Rate   0.15% 0.24%
Remaining Years to Maturity 2 years 3 months 3 days 1 year 8 months 8 days  
Long | Weighted Average | 2024 [Member]      
Derivative [Line Items]      
Pay Rate   1.59% 1.65%
Receive Rate   0.13% 0.22%
Remaining Years to Maturity 3 years 8 months 23 days 2 years 9 months 10 days  
Long | Weighted Average | 2026 [Member]      
Derivative [Line Items]      
Pay Rate   1.10%  
Receive Rate   0.18%  
Remaining Years to Maturity   4 years 8 months 19 days  
Long | Weighted Average | 2031      
Derivative [Line Items]      
Pay Rate   1.48%  
Receive Rate   0.15%  
Remaining Years to Maturity   9 years 9 months 3 days  
Long | Weighted Average | 2035      
Derivative [Line Items]      
Pay Rate   0.74% 0.74%
Receive Rate   0.05% 0.09%
Remaining Years to Maturity 14 years 9 months 21 days 13 years 9 months 21 days  
Long | Weighted Average | 2040      
Derivative [Line Items]      
Pay Rate   0.84% 0.84%
Receive Rate   0.08% 0.09%
Remaining Years to Maturity 19 years 9 months 25 days 18 years 9 months 25 days  
Long | Weighted Average | 2050      
Derivative [Line Items]      
Pay Rate   0.90% 0.90%
Receive Rate   0.08% 0.09%
Remaining Years to Maturity 29 years 9 months 25 days 28 years 9 months 25 days  
Short      
Derivative [Line Items]      
Notional Amount   $ 1,519,488 $ 408,295
Fair Value   5,304 (14,984)
Short | 2021 [Member]      
Derivative [Line Items]      
Notional Amount     17,500
Fair Value     (231)
Short | 2022 [Member]      
Derivative [Line Items]      
Notional Amount   64,100 96,533
Fair Value   (282) (1,535)
Short | 2023 [Member]      
Derivative [Line Items]      
Notional Amount   771,110 146,012
Fair Value   1,488 (4,770)
Short | 2024 [Member]      
Derivative [Line Items]      
Notional Amount   314,762  
Fair Value   3,685  
Short | 2025 [Member]      
Derivative [Line Items]      
Notional Amount   14,993 66,503
Fair Value   426 (1,034)
Short | 2026 [Member]      
Derivative [Line Items]      
Notional Amount   30,625 11,216
Fair Value   481 (458)
Short | 2027 [Member]      
Derivative [Line Items]      
Notional Amount   14,732 9,732
Fair Value   448 60
Short | 2028 [Member]      
Derivative [Line Items]      
Notional Amount   149,524 16,644
Fair Value   470 (2,169)
Short | 2029 [Member]      
Derivative [Line Items]      
Notional Amount   19,152 22,744
Fair Value   (801) (2,289)
Short | 2030 [Member]      
Derivative [Line Items]      
Notional Amount   9,585 13,015
Fair Value   291 (369)
Short | 2031      
Derivative [Line Items]      
Notional Amount   122,509  
Fair Value   535  
Short | 2035      
Derivative [Line Items]      
Notional Amount   500 500
Fair Value   38 15
Short | 2036 [Member]      
Derivative [Line Items]      
Notional Amount   1,100 1,100
Fair Value   25 (47)
Short | 2040      
Derivative [Line Items]      
Notional Amount   500 500
Fair Value   45 20
Short | 2049 [Member]      
Derivative [Line Items]      
Notional Amount   5,796 5,796
Fair Value   (1,599) (2,208)
Short | 2050      
Derivative [Line Items]      
Notional Amount   500 500
Fair Value   $ 54 $ 31
Short | Weighted Average      
Derivative [Line Items]      
Pay Rate   0.75% 1.39%
Receive Rate   0.18% 0.23%
Remaining Years to Maturity 3 years 9 months 25 days 3 years 1 month 9 days  
Short | Weighted Average | 2021 [Member]      
Derivative [Line Items]      
Pay Rate     2.75%
Receive Rate     0.24%
Remaining Years to Maturity 2 months 19 days    
Short | Weighted Average | 2022 [Member]      
Derivative [Line Items]      
Pay Rate   0.99% 1.19%
Receive Rate   0.18% 0.22%
Remaining Years to Maturity 1 year 1 month 20 days 2 months 4 days  
Short | Weighted Average | 2023 [Member]      
Derivative [Line Items]      
Pay Rate   0.58% 1.50%
Receive Rate   0.19% 0.23%
Remaining Years to Maturity 2 years 5 months 1 day 1 year 6 months 7 days  
Short | Weighted Average | 2024 [Member]      
Derivative [Line Items]      
Pay Rate   0.43%  
Receive Rate   0.16%  
Remaining Years to Maturity   2 years 2 months 23 days  
Short | Weighted Average | 2025 [Member]      
Derivative [Line Items]      
Pay Rate   0.49% 0.73%
Receive Rate   0.16% 0.21%
Remaining Years to Maturity 4 years 9 months 3 years 9 months 21 days  
Short | Weighted Average | 2026 [Member]      
Derivative [Line Items]      
Pay Rate   0.89% 1.23%
Receive Rate   0.15% 0.25%
Remaining Years to Maturity 5 years 6 months 4 years 5 months 23 days  
Short | Weighted Average | 2027 [Member]      
Derivative [Line Items]      
Pay Rate   0.80% 0.49%
Receive Rate   0.19% 0.24%
Remaining Years to Maturity 6 years 5 months 23 days 5 years 7 months 6 days  
Short | Weighted Average | 2028 [Member]      
Derivative [Line Items]      
Pay Rate   1.33% 2.39%
Receive Rate   0.17% 0.24%
Remaining Years to Maturity 7 years 3 months 25 days 6 years 6 months 18 days  
Short | Weighted Average | 2029 [Member]      
Derivative [Line Items]      
Pay Rate   1.98% 1.94%
Receive Rate   0.16% 0.23%
Remaining Years to Maturity 8 years 7 months 9 days 7 years 6 months 18 days  
Short | Weighted Average | 2030 [Member]      
Derivative [Line Items]      
Pay Rate   1.09% 1.13%
Receive Rate   0.18% 0.22%
Remaining Years to Maturity 9 years 3 months 14 days 8 years 2 months 23 days  
Short | Weighted Average | 2031      
Derivative [Line Items]      
Pay Rate   1.45%  
Receive Rate   0.17%  
Remaining Years to Maturity   9 years 5 months 19 days  
Short | Weighted Average | 2035      
Derivative [Line Items]      
Pay Rate   0.78% 0.78%
Receive Rate   0.08% 0.09%
Remaining Years to Maturity 14 years 9 months 21 days 13 years 9 months 21 days  
Short | Weighted Average | 2036 [Member]      
Derivative [Line Items]      
Pay Rate   1.45% 1.45%
Receive Rate   0.16% 0.25%
Remaining Years to Maturity 15 years 1 month 17 days 14 years 1 month 17 days  
Short | Weighted Average | 2040      
Derivative [Line Items]      
Pay Rate   0.90% 0.90%
Receive Rate   0.08% 0.09%
Remaining Years to Maturity 19 years 9 months 25 days 18 years 9 months 25 days  
Short | Weighted Average | 2049 [Member]      
Derivative [Line Items]      
Pay Rate   2.89% 2.89%
Receive Rate   0.13% 0.23%
Remaining Years to Maturity 28 years 7 days 27 years 7 days  
Short | Weighted Average | 2050      
Derivative [Line Items]      
Pay Rate   0.98% 0.98%
Receive Rate   0.08% 0.09%
Remaining Years to Maturity 29 years 9 months 25 days 28 years 9 months 25 days