Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Offsetting Arrangements (Details)

v3.21.2
Derivatives - Offsetting Arrangements (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Assets:    
Derivative assets, gross amounts of recognized assets $ 26,883 $ 5,218
Derivative asset, gross amounts offset (1,617) (19)
Derivative assets, net amounts of assets 25,266 5,199
Derivative asset, notional amount 692,522 357,875
Liabilities:    
Derivative liability, gross amounts of liabilities (88,273) (175,444)
Derivative liability, gross amounts offset 1,617 19
Derivative liabilities, net amounts of liabilities (86,656) (175,425)
Derivative liability, notional amount 1,521,551 1,987,126
Derivative, net, gross amounts of assets/liabilities (61,390) (170,226)
Derivative assets, net amounts of assets/liabilities (61,390) (170,226)
Derivative, notional amount 2,214,073 2,345,001
Derivatives designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 19,899 4,293
Derivative asset, gross amounts offset (1,617) (6)
Derivative assets, net amounts of assets 18,282 4,287
Derivative asset, notional amount 425,472 191,737
Liabilities:    
Derivative liability, gross amounts of liabilities (60,691) (165,996)
Derivative liability, gross amounts offset 1,617 6
Derivative liabilities, net amounts of liabilities (59,074) (165,990)
Derivative liability, notional amount 1,068,791 1,796,596
Derivatives not designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 6,984 925
Derivative asset, gross amounts offset 0 (13)
Derivative assets, net amounts of assets 6,984 912
Derivative asset, notional amount 267,050 166,138
Liabilities:    
Derivative liability, gross amounts of liabilities (27,582) (9,448)
Derivative liability, gross amounts offset 0 13
Derivative liabilities, net amounts of liabilities (27,582) (9,435)
Derivative liability, notional amount $ 452,760 $ 190,530