Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Offsetting Arrangements (Details)

v3.21.1
Derivatives - Offsetting Arrangements (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Liabilities:    
Derivative, net, gross amounts of assets/liabilities $ (70,201) $ (170,226)
Derivative assets, net amounts of assets/liabilities (70,201) (170,226)
Derivative, notional amount 2,161,397 2,345,001
Derivatives designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 21,998 4,293
Derivative asset, gross amounts offset (235) (6)
Derivative assets, net amounts of assets 21,763 4,287
Derivative asset, notional amount 323,303 191,737
Liabilities:    
Derivative liability, gross amounts of liabilities (84,940) (165,996)
Derivative liability, gross amounts offset 235 6
Derivative liabilities, net amounts of liabilities (84,705) (165,990)
Derivative liability, notional amount 1,320,017 1,796,596
Derivatives not designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 10,021 925
Derivative asset, gross amounts offset 0 (13)
Derivative assets, net amounts of assets 10,021 912
Derivative asset, notional amount 165,696 166,138
Liabilities:    
Derivative liability, gross amounts of liabilities (17,280) (9,448)
Derivative liability, gross amounts offset 0 13
Derivative liabilities, net amounts of liabilities (17,280) (9,435)
Derivative liability, notional amount $ 352,381 $ 190,530