XML 56 R37.htm IDEA: XBRL DOCUMENT v3.22.0.1
Derivatives - Schedule of Interest Rate Swaptions (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]    
Fair Value $ 7,969 $ 11,342
Interest rate swaptions    
Derivative [Line Items]    
Cost   13,000
Fair Value   1,253
Notional Amount   $ 1,250,000
Average Fixed Pay Rate   1.07%
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge    
Derivative [Line Items]    
Fair Value 3,202 $ 1,360
Interest rate swaptions | 6-9 months    
Derivative [Line Items]    
Fair Value 3,202 92
Interest rate swaptions | 6-9 months | Not Designated as Hedging Instrument, Economic Hedge    
Derivative [Line Items]    
Cost 9,375 6,688
Notional Amount $ 500,000 $ 500,000
Average Fixed Pay Rate 1.60% 1.16%
Average Term in Years 10 years  
Interest rate swaptions | 6 months or less    
Derivative [Line Items]    
Fair Value   $ 1,161
Interest rate swaptions | 6 months or less | Not Designated as Hedging Instrument, Economic Hedge    
Derivative [Line Items]    
Cost   6,312
Notional Amount   $ 750,000
Average Fixed Pay Rate   1.02%
Average Term in Years 10 years