Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Offsetting Arrangements (Details)

v3.22.2.2
Derivatives - Offsetting Arrangements (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Assets:    
Derivative assets, gross amounts of recognized assets $ 241,516 $ 26,673
Derivative asset, gross amounts offset 0 (1,815)
Derivative assets, net amounts of assets 241,516 24,858
Derivative asset, notional amount 2,822,214 766,539
Liabilities:    
Derivative liability, gross amounts of liabilities 0 (83,873)
Derivative liability, gross amounts offset 0 1,815
Derivative liabilities, net amounts of liabilities 0 (82,058)
Derivative liability, notional amount 0 1,732,613
Derivative, net, gross amounts of assets/liabilities 241,516 (57,200)
Derivative assets, net amounts of assets/liabilities 241,516 (57,200)
Derivative, notional amount 2,822,214 2,499,152
Derivatives designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 128,921 17,475
Derivative asset, gross amounts offset 0 (1,815)
Derivative assets, net amounts of assets 128,921 15,660
Derivative asset, notional amount 1,647,224 421,281
Liabilities:    
Derivative liability, gross amounts of liabilities 0 (54,017)
Derivative liability, gross amounts offset 0 1,815
Derivative liabilities, net amounts of liabilities 0 (52,202)
Derivative liability, notional amount 0 1,110,729
Derivatives not designated as hedging instruments    
Assets:    
Derivative assets, gross amounts of recognized assets 112,595 9,198
Derivative asset, gross amounts offset 0 0
Derivative assets, net amounts of assets 112,595 9,198
Derivative asset, notional amount 1,174,990 345,258
Liabilities:    
Derivative liability, gross amounts of liabilities 0 (29,856)
Derivative liability, gross amounts offset 0 0
Derivative liabilities, net amounts of liabilities 0 (29,856)
Derivative liability, notional amount $ 0 $ 621,884