XML 72 R63.htm IDEA: XBRL DOCUMENT v3.23.2
Derivative Financial Instruments - The Components Of Derivative Financial Instruments (Details)
$ in Thousands
Mar. 31, 2023
USD ($)
transaction
Dec. 31, 2022
USD ($)
transaction
Interest Rate Products    
Liabilities:    
Outstanding Notional $ 79,234 $ 52,533
Estimated Fair Value $ (417) $ 60
Interest Rate Products | Derivative financial instruments designated as hedging instruments:    
Assets    
Number of Transactions | transaction 32 32
Outstanding Notional $ 201,369 $ 201,906
Estimated Fair Value $ 12,073 $ 15,636
Interest Rate Products | Derivative financial instruments not designated as hedging instruments:    
Assets    
Number of Transactions | transaction 44 41
Outstanding Notional $ 387,326 $ 338,770
Estimated Fair Value $ 20,325 $ 24,615
Liabilities:    
Number of Transactions | transaction 44 41
Outstanding Notional $ 387,326 $ 338,770
Estimated Fair Value $ 20,277 $ 24,242
Other Derivative Financial Instruments | Derivative financial instruments not designated as hedging instruments:    
Assets    
Number of Transactions | transaction 1 1
Outstanding Notional $ 14,638 $ 14,638
Estimated Fair Value 28 0
Forward MBS trades    
Assets    
Outstanding Notional 45,300 85,000
Estimated Fair Value 1,225 36
Liabilities:    
Outstanding Notional 103,000 21,800
Estimated Fair Value $ 976 $ 225