Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Offsetting Arrangements (Details)

v3.21.2
Derivatives - Offsetting Arrangements (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Assets:    
Derivative assets, gross amounts of recognized assets $ 17,084 $ 5,218
Derivative asset, gross amounts offset (1,528) (19)
Derivative assets, net amounts of assets 15,556 5,199
Derivative asset, notional amount 414,157 357,875
Liabilities:    
Derivative liability, gross amounts of liabilities (132,312) (175,444)
Derivative liability, gross amounts offset 1,528 19
Derivative liabilities, net amounts of liabilities (130,784) (175,425)
Derivative liability, notional amount 1,828,633 1,987,126
Derivative, net, gross amounts of assets/liabilities (115,228) (170,226)
Derivative assets, net amounts of assets/liabilities (115,228) (170,226)
Derivative, notional amount 2,242,790 2,345,001
Derivatives designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 17,084 4,293
Derivative asset, gross amounts offset (1,528) (6)
Derivative assets, net amounts of assets 15,556 4,287
Derivative asset, notional amount 414,157 191,737
Liabilities:    
Derivative liability, gross amounts of liabilities (107,726) (165,996)
Derivative liability, gross amounts offset 1,528 6
Derivative liabilities, net amounts of liabilities (106,198) (165,990)
Derivative liability, notional amount 1,394,502 1,796,596
Derivatives not designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 0 925
Derivative asset, gross amounts offset 0 (13)
Derivative assets, net amounts of assets 0 912
Derivative asset, notional amount 0 166,138
Liabilities:    
Derivative liability, gross amounts of liabilities (24,586) (9,448)
Derivative liability, gross amounts offset 0 13
Derivative liabilities, net amounts of liabilities (24,586) (9,435)
Derivative liability, notional amount $ 434,131 $ 190,530