XML 85 R75.htm IDEA: XBRL DOCUMENT v3.22.1
Financial Derivatives (Interest Rate Swaps) (Details) - Interest rate swaps - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Long    
Derivative [Line Items]    
Notional Amount $ 649,825 $ 474,741
Fair Value (9,347) (409)
Long | 2022 [Member]    
Derivative [Line Items]    
Notional Amount   53,974
Fair Value   475
Long | 2023 [Member]    
Derivative [Line Items]    
Notional Amount 159,299 241,407
Fair Value (2,952) (265)
Long | 2024 [Member]    
Derivative [Line Items]    
Notional Amount 258,488 37,142
Fair Value (5,210) 556
Long | 2026 [Member]    
Derivative [Line Items]    
Notional Amount 230,538 105,040
Fair Value (896) (907)
Long | 2031    
Derivative [Line Items]    
Notional Amount   35,678
Fair Value   (114)
Long | 2035    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value (79) (41)
Long | 2040    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value (95) (50)
Long | 2050    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value $ (115) $ (63)
Long | Weighted Average    
Derivative [Line Items]    
Pay Rate 1.48% 1.06%
Receive Rate 0.32% 0.15%
Remaining Years to Maturity 2 years 7 months 2 days 2 years 11 months 8 days
Long | Weighted Average | 2022 [Member]    
Derivative [Line Items]    
Pay Rate   1.85%
Receive Rate   0.17%
Remaining Years to Maturity   1 month 28 days
Long | Weighted Average | 2023 [Member]    
Derivative [Line Items]    
Pay Rate 0.88% 0.73%
Receive Rate 0.42% 0.15%
Remaining Years to Maturity 1 year 4 months 20 days 1 year 8 months 8 days
Long | Weighted Average | 2024 [Member]    
Derivative [Line Items]    
Pay Rate 1.22% 1.59%
Receive Rate 0.24% 0.13%
Remaining Years to Maturity 1 year 10 months 28 days 2 years 9 months 10 days
Long | Weighted Average | 2026 [Member]    
Derivative [Line Items]    
Pay Rate 2.19% 1.10%
Receive Rate 0.33% 0.18%
Remaining Years to Maturity 4 years 21 days 4 years 8 months 19 days
Long | Weighted Average | 2031    
Derivative [Line Items]    
Pay Rate   1.48%
Receive Rate   0.15%
Remaining Years to Maturity   9 years 9 months 3 days
Long | Weighted Average | 2035    
Derivative [Line Items]    
Pay Rate 0.74% 0.74%
Receive Rate 0.05% 0.05%
Remaining Years to Maturity 13 years 6 months 21 days 13 years 9 months 21 days
Long | Weighted Average | 2040    
Derivative [Line Items]    
Pay Rate 0.84% 0.84%
Receive Rate 0.08% 0.08%
Remaining Years to Maturity 18 years 6 months 25 days 18 years 9 months 25 days
Long | Weighted Average | 2050    
Derivative [Line Items]    
Pay Rate 0.90% 0.90%
Receive Rate 0.08% 0.08%
Remaining Years to Maturity 28 years 6 months 29 days 28 years 9 months 25 days
Short    
Derivative [Line Items]    
Notional Amount $ 1,821,991 $ 1,519,488
Fair Value 48,651 5,304
Short | 2022 [Member]    
Derivative [Line Items]    
Notional Amount   64,100
Fair Value   (282)
Short | 2023 [Member]    
Derivative [Line Items]    
Notional Amount 664,398 771,110
Fair Value 9,942 1,488
Short | 2024 [Member]    
Derivative [Line Items]    
Notional Amount 612,412 314,762
Fair Value 16,887 3,685
Short | 2025 [Member]    
Derivative [Line Items]    
Notional Amount 188,993 14,993
Fair Value 1,438 426
Short | 2026 [Member]    
Derivative [Line Items]    
Notional Amount 100 30,625
Fair Value (5) 481
Short | 2027 [Member]    
Derivative [Line Items]    
Notional Amount   14,732
Fair Value   448
Short | 2028 [Member]    
Derivative [Line Items]    
Notional Amount 149,524 149,524
Fair Value 9,187 470
Short | 2029 [Member]    
Derivative [Line Items]    
Notional Amount 19,152 19,152
Fair Value 488 (801)
Short | 2030 [Member]    
Derivative [Line Items]    
Notional Amount 8,900 9,585
Fair Value 901 291
Short | 2031    
Derivative [Line Items]    
Notional Amount 122,509 122,509
Fair Value 9,176 535
Short | 2035    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value 77 38
Short | 2036 [Member]    
Derivative [Line Items]    
Notional Amount 1,100 1,100
Fair Value 121 25
Short | 2040    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value 90 45
Short | 2049 [Member]    
Derivative [Line Items]    
Notional Amount 5,796 5,796
Fair Value (754) (1,599)
Short | 2050    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value 106 $ 54
Short | 2032    
Derivative [Line Items]    
Notional Amount 42,607  
Fair Value 1,115  
Short | 2052    
Derivative [Line Items]    
Notional Amount 5,000  
Fair Value $ (118)  
Short | Weighted Average    
Derivative [Line Items]    
Pay Rate 1.02% 0.75%
Receive Rate 0.42% 0.18%
Remaining Years to Maturity 3 years 18 days 3 years 1 month 9 days
Short | Weighted Average | 2022 [Member]    
Derivative [Line Items]    
Pay Rate   0.99%
Receive Rate   0.18%
Remaining Years to Maturity   2 months 4 days
Short | Weighted Average | 2023 [Member]    
Derivative [Line Items]    
Pay Rate 0.64% 0.58%
Receive Rate 0.56% 0.19%
Remaining Years to Maturity 1 year 1 month 17 days 1 year 6 months 7 days
Short | Weighted Average | 2024 [Member]    
Derivative [Line Items]    
Pay Rate 0.84% 0.43%
Receive Rate 0.27% 0.16%
Remaining Years to Maturity 1 year 11 months 1 day 2 years 2 months 23 days
Short | Weighted Average | 2025 [Member]    
Derivative [Line Items]    
Pay Rate 2.10% 0.49%
Receive Rate 0.25% 0.16%
Remaining Years to Maturity 3 years 14 days 3 years 9 months 21 days
Short | Weighted Average | 2026 [Member]    
Derivative [Line Items]    
Pay Rate 0.79% 0.89%
Receive Rate 0.30% 0.15%
Remaining Years to Maturity 4 years 3 months 29 days 4 years 5 months 23 days
Short | Weighted Average | 2027 [Member]    
Derivative [Line Items]    
Pay Rate   0.80%
Receive Rate   0.19%
Remaining Years to Maturity   5 years 7 months 6 days
Short | Weighted Average | 2028 [Member]    
Derivative [Line Items]    
Pay Rate 1.33% 1.33%
Receive Rate 0.55% 0.17%
Remaining Years to Maturity 6 years 3 months 18 days 6 years 6 months 18 days
Short | Weighted Average | 2029 [Member]    
Derivative [Line Items]    
Pay Rate 1.98% 1.98%
Receive Rate 0.44% 0.16%
Remaining Years to Maturity 7 years 3 months 18 days 7 years 6 months 18 days
Short | Weighted Average | 2030 [Member]    
Derivative [Line Items]    
Pay Rate 0.99% 1.09%
Receive Rate 0.57% 0.18%
Remaining Years to Maturity 7 years 11 months 4 days 8 years 2 months 23 days
Short | Weighted Average | 2031    
Derivative [Line Items]    
Pay Rate 1.45% 1.45%
Receive Rate 0.59% 0.17%
Remaining Years to Maturity 9 years 2 months 19 days 9 years 5 months 19 days
Short | Weighted Average | 2035    
Derivative [Line Items]    
Pay Rate 0.78% 0.78%
Receive Rate 0.08% 0.08%
Remaining Years to Maturity 13 years 6 months 21 days 13 years 9 months 21 days
Short | Weighted Average | 2036 [Member]    
Derivative [Line Items]    
Pay Rate 1.45% 1.45%
Receive Rate 0.49% 0.16%
Remaining Years to Maturity 13 years 10 months 20 days 14 years 1 month 17 days
Short | Weighted Average | 2040    
Derivative [Line Items]    
Pay Rate 0.90% 0.90%
Receive Rate 0.08% 0.08%
Remaining Years to Maturity 18 years 6 months 25 days 18 years 9 months 25 days
Short | Weighted Average | 2049 [Member]    
Derivative [Line Items]    
Pay Rate 2.89% 2.89%
Receive Rate 0.21% 0.13%
Remaining Years to Maturity 26 years 9 months 10 days 27 years 7 days
Short | Weighted Average | 2050    
Derivative [Line Items]    
Pay Rate 0.98% 0.98%
Receive Rate 0.08% 0.08%
Remaining Years to Maturity 28 years 6 months 29 days 28 years 9 months 25 days
Short | Weighted Average | 2032    
Derivative [Line Items]    
Pay Rate 1.80%  
Receive Rate 0.05%  
Remaining Years to Maturity 9 years 11 months 15 days  
Short | Weighted Average | 2052    
Derivative [Line Items]    
Pay Rate 2.07%  
Receive Rate 0.28%  
Remaining Years to Maturity 30 years 7 days