Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2020

Derivative Instruments

Schedule of amounts recorded in the Company’s consolidated balance sheets for derivatives not designated as hedging instruments

		September 30, 2020				December 31, 2019
		Fair		Notional		Fair		Notional
(dollars in thousands)		Value		Amount		Value		Amount
Asset Derivatives	Consolidated Balance Sheet Location
Interest rate lock commitments	Accrued interest and Other assets	$	13,133	$	401,313	$	1,228	$	45,715
Forward loan sales commitments	Accrued interest and Other assets		1,545		54,310		393		12,784
Total asset derivatives		$	14,678	$	455,623	$	1,621	$	58,499
Liability Derivatives
TBA mortgage backed securities	Accrued expenses and other liabilities	$	1,960	$	380,063	$	109	$	68,500
Total liability derivatives		$	1,960	$	380,063	$	109	$	68,500

Schedule of gain (loss) recognized on derivatives instruments

		Three months ended				Nine months ended
	Consolidated Statements of	September 30,		September 30,		September 30,		September 30,
(dollars in thousands)	of Income Location	2020		2019		2020		2019
Interest rate lock commitments	Mortgage banking/Other noninterest income	$	5,647	$	(257)	$	11,226	$	2,024
Forward loan sales commitments	Mortgage banking		369		(199)		1,152		454
TBA mortgage backed securities	Mortgage banking		(3,747)		680		(9,099)		(104)
Total gain/(loss) from derivative instruments		$	2,269	$	224	$	3,279	$	2,374