XML 56 R46.htm IDEA: XBRL DOCUMENT v3.23.1
Financial Derivatives - Schedule of Derivative Instruments in Statement of Financial Position (Details) - USD ($)
$ / shares in Units, $ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Notional Disclosures [Abstract]    
Notional Amount $ 25,020,668 $ 23,878,611
Asset    
Financial derivatives 25,099 37,409
Gross Amounts offset in the Consolidated Balance Sheet (9,800) (5,212)
(Liability)    
Derivative liability (166,963) (175,326)
Gross Amounts offset in the Consolidated Balance Sheet 9,800 5,212
Designated as hedge | Fair value hedges: | Receive fixed non-callable    
Notional Disclosures [Abstract]    
Notional Amount 10,227,735 8,149,871
Asset    
Financial derivatives 9,431 13,689
(Liability)    
Derivative liability $ (48) $ (366)
Weighted- Average Pay Rate 4.86% 2.23%
Weighted- Average Receive Rate 2.28% 4.33%
Weighted- Average Remaining Term (in years) 1 year 6 months 25 days 10 years 9 months 3 days
Designated as hedge | Fair value hedges: | Pay fixed non-callable    
Notional Disclosures [Abstract]    
Notional Amount $ 8,344,447 $ 10,033,750
Asset    
Financial derivatives 48 19
(Liability)    
Derivative liability $ (31,690) $ (4,686)
Weighted- Average Pay Rate 2.25% 4.31%
Weighted- Average Receive Rate 4.84% 2.03%
Weighted- Average Remaining Term (in years) 10 years 7 months 24 days 1 year 7 months 20 days
Designated as hedge | Fair value hedges: | Receive fixed callable    
Notional Disclosures [Abstract]    
Notional Amount $ 3,065,577 $ 2,764,577
Asset    
Financial derivatives 1,380 461
(Liability)    
Derivative liability $ (142,980) $ (174,757)
Weighted- Average Pay Rate 4.75% 4.21%
Weighted- Average Receive Rate 2.28% 1.98%
Weighted- Average Remaining Term (in years) 2 years 10 months 6 days 3 years 2 months 4 days
Designated as hedge | Cash flow hedges: | Pay fixed non-callable    
Notional Disclosures [Abstract]    
Notional Amount $ 575,000 $ 588,000
Asset    
Financial derivatives 22,436 27,275
(Liability)    
Derivative liability $ (1,078) $ 0
Weighted- Average Pay Rate 1.93% 1.93%
Weighted- Average Receive Rate 5.23% 4.72%
Weighted- Average Remaining Term (in years) 4 years 10 months 28 days 5 years 18 days
No hedge designation | Receive fixed non-callable    
Notional Disclosures [Abstract]    
Notional Amount $ 763,753 $ 287,750
Asset    
Financial derivatives 298 0
(Liability)    
Derivative liability $ (10) $ (130)
Weighted- Average Pay Rate 4.87% 4.31%
Weighted- Average Receive Rate 3.40% 1.16%
Weighted- Average Remaining Term (in years) 8 months 8 days 1 year 9 months 3 days
No hedge designation | Pay fixed non-callable    
Notional Disclosures [Abstract]    
Notional Amount $ 182,072 $ 187,479
Asset    
Financial derivatives 578 1,065
(Liability)    
Derivative liability $ (460) $ (1)
Weighted- Average Pay Rate 3.00% 3.05%
Weighted- Average Receive Rate 4.82% 4.09%
Weighted- Average Remaining Term (in years) 4 years 4 months 20 days 4 years 6 months 7 days
No hedge designation | Receive fixed callable    
Notional Disclosures [Abstract]    
Notional Amount $ 1,845,384  
Asset    
Financial derivatives 114  
(Liability)    
Derivative liability $ (497)  
Weighted- Average Pay Rate 4.82%  
Weighted- Average Receive Rate 4.89%  
Weighted- Average Remaining Term (in years) 2 years 2 months 26 days  
No hedge designation | Basis swaps    
Notional Disclosures [Abstract]    
Notional Amount $ 16,700 $ 1,860,384
Asset    
Financial derivatives 614 112
(Liability)    
Derivative liability 0 $ (456)
Weighted- Average Pay Rate   4.40%
Weighted- Average Receive Rate   4.42%
Weighted- Average Remaining Term (in years)   2 years 5 months 15 days
No hedge designation | Treasury futures    
Notional Disclosures [Abstract]    
Notional Amount   $ 6,800
Asset    
Financial derivatives   0
Gross Amounts offset in the Consolidated Balance Sheet (9,800) (5,212)
(Liability)    
Derivative liability   (142)
Gross Amounts offset in the Consolidated Balance Sheet $ 9,800 $ 5,212
Weighted- Average Forward Price (in dollars per share) $ 111.25 $ 114.38