Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Offsetting Arrangements (Details)

v3.22.2
Derivatives - Offsetting Arrangements (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Assets:    
Derivative assets, gross amounts of recognized assets $ 122,447 $ 26,673
Derivative asset, gross amounts offset (1,804) (1,815)
Derivative assets, net amounts of assets 120,643 24,858
Derivative asset, notional amount 2,165,709 766,539
Liabilities:    
Derivative liability, gross amounts of liabilities (4,393) (83,873)
Derivative liability, gross amounts offset 1,804 1,815
Derivative liabilities, net amounts of liabilities (2,589) (82,058)
Derivative liability, notional amount 482,091 1,732,613
Derivative, net, gross amounts of assets/liabilities 118,054 (57,200)
Derivative assets, net amounts of assets/liabilities 118,054 (57,200)
Derivative, notional amount 2,647,800 2,499,152
Derivatives designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 70,717 17,475
Derivative asset, gross amounts offset (799) (1,815)
Derivative assets, net amounts of assets 69,918 15,660
Derivative asset, notional amount 1,477,949 421,281
Liabilities:    
Derivative liability, gross amounts of liabilities (466) (54,017)
Derivative liability, gross amounts offset 799 1,815
Derivative liabilities, net amounts of liabilities 333 (52,202)
Derivative liability, notional amount 38,400 1,110,729
Derivatives not designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 51,730 9,198
Derivative asset, gross amounts offset (1,005) 0
Derivative assets, net amounts of assets 50,725 9,198
Derivative asset, notional amount 687,760 345,258
Liabilities:    
Derivative liability, gross amounts of liabilities (3,927) (29,856)
Derivative liability, gross amounts offset 1,005 0
Derivative liabilities, net amounts of liabilities (2,922) (29,856)
Derivative liability, notional amount $ 443,691 $ 621,884