June 30, 2019

June 30, 2018

Balance Sheet

Notional

Estimated Fair Value

Notional

Estimated Fair Value

(Dollars in thousands)

Location

Amount

Gain

Loss

Amount

Gain

Loss

Cash flow hedges of interest rate risk on Junior Subordinated Debt:

Pay fixed rate swap with counterparty

Other Liabilities

$

—

$

—

$

—

$

8,000

$

—

$

116

Cash flow hedges of interest rate risk on FHLB Advances:

Pay fixed rate swap with counterparty

Other Liabilities

$

700,000

$

—

$

14,334

$

—

$

—

$

—

Fair value hedge of interest rate risk:

Pay fixed rate swap with counterparty

Other Assets

$

2,784

$

—

$

197

$

2,824

$

8

$

—

Not designated hedges of interest rate risk:

Customer related interest rate contracts:

Matched interest rate swaps with borrowers

Other Assets and Other Liabilities

$

432,963

$

14,561

$

478

$

327,027

$

437

$

7,947

Matched interest rate swaps with counterparty

Other Assets and Other Liabilities

$

432,963

$

—

$

15,277

$

327,027

$

7,271

$

—

Not designated hedges of interest rate risk: Foreign Exchange

Matched foreign exchange swaps with borrower

Other Assets

$

—

$

—

$

—

$

2,521

$

—

$

34

Matched foreign exchange swaps with counterparty

Other Liabilities

$

—

$

—

$

—

$

2,521

$

34

$

—

Not designated hedges of interest rate risk - mortgage banking activities:

Contracts used to hedge mortgage servicing rights

Other Assets

$

139,500

$

1,834

$

—

$

63,500

$

291

$

—

Forward sales commitments used to hedge mortgage pipeline

Other Assets

$

93,949

$

1,192

$

—

$

92,584

807

$

—

Total derivatives

$

1,802,159

$

17,587

$

30,286

$

826,004

$

8,848

$

8,097