XML 64 R54.htm IDEA: XBRL DOCUMENT v3.24.2.u1
Derivatives - Schedule of Offsetting Arrangements (Details)
$ in Thousands
Jun. 30, 2024
USD ($)
derivative
Dec. 31, 2023
USD ($)
Assets:    
Derivative assets, gross amounts of recognized assets $ 145,869 $ 132,734
Derivative asset, gross amounts offset (3,062) (5,251)
Derivative assets, net amounts of assets 142,807 127,483
Derivative asset, notional amount 2,576,694 3,112,181
Liabilities:    
Derivative liability, gross amounts of liabilities (21,805) (60,401)
Derivative liability, gross amounts offset 3,062 5,251
Derivative liabilities, net amounts of liabilities (18,743) (55,150)
Derivative liability, notional amount 771,575 1,133,827
Derivative, net, gross amounts of assets/liabilities 124,064 72,333
Derivative assets, net amounts of assets/liabilities 124,064 72,333
Derivative, notional amount $ 3,348,269 4,246,008
Interest rate swaps    
Liabilities:    
Number of interest rate swaps | derivative 51  
Interest rate swaps | Minimum    
Liabilities:    
Interest rate 0.31%  
Interest rate swaps | Maximum    
Liabilities:    
Interest rate 4.53%  
Swaption    
Liabilities:    
Number of interest rate swaps | derivative 13  
Swaption | Minimum    
Liabilities:    
Interest rate 4.01%  
Swaption | Maximum    
Liabilities:    
Interest rate 4.46%  
Derivatives designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets $ 118,135 97,321
Derivative asset, gross amounts offset 0 (5)
Derivative assets, net amounts of assets 118,135 97,316
Derivative asset, notional amount 1,413,213 1,416,686
Liabilities:    
Derivative liability, gross amounts of liabilities 0 (5,963)
Derivative liability, gross amounts offset 0 5
Derivative liabilities, net amounts of liabilities 0 (5,958)
Derivative liability, notional amount 0 324,042
Derivatives not designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 27,734 35,413
Derivative asset, gross amounts offset (3,062) (5,246)
Derivative assets, net amounts of assets 24,672 30,167
Derivative asset, notional amount 1,163,481 1,695,495
Liabilities:    
Derivative liability, gross amounts of liabilities (21,805) (54,438)
Derivative liability, gross amounts offset 3,062 5,246
Derivative liabilities, net amounts of liabilities (18,743) (49,192)
Derivative liability, notional amount $ 771,575 $ 809,785