XML 99 R88.htm IDEA: XBRL DOCUMENT v3.24.1.1.u2
Financial Derivatives (Interest Rate Swaps) (Details) - Interest rate swaps - USD ($)
$ in Thousands
Mar. 31, 2024
Dec. 31, 2023
Long    
Derivative [Line Items]    
Notional Amount $ 2,220,729 $ 1,859,330
Fair Value (4,180) 13,557
Long | 2024    
Derivative [Line Items]    
Notional Amount 52,236 427,234
Fair Value (699) (578)
Long | 2025    
Derivative [Line Items]    
Notional Amount 143,183 143,183
Fair Value (360) 67
Long | 2026    
Derivative [Line Items]    
Notional Amount 503,256 461,658
Fair Value (580) (8,399)
Long | 2027    
Derivative [Line Items]    
Notional Amount 121,157 36,591
Fair Value (1,665) 30
Long | 2028    
Derivative [Line Items]    
Notional Amount 517,220 464,799
Fair Value 4,069 13,357
Long | 2029    
Derivative [Line Items]    
Notional Amount 372,044  
Fair Value (1,180)  
Long | 2030    
Derivative [Line Items]    
Notional Amount 116,000 67,000
Fair Value (267) 1,737
Long | 2031    
Derivative [Line Items]    
Notional Amount 35,000  
Fair Value (659)  
Long | 2033    
Derivative [Line Items]    
Notional Amount 225,931 198,265
Fair Value 843 7,701
Long | 2035    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value (154) (137)
Long | 2038    
Derivative [Line Items]    
Notional Amount 36,300 36,300
Fair Value (1,362) 131
Long | 2040    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value (192) (173)
Long | 2050    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value (242) (220)
Long | 2053    
Derivative [Line Items]    
Notional Amount 13,795 22,800
Fair Value (786) $ 41
Long | 2034    
Derivative [Line Items]    
Notional Amount 69,930  
Fair Value (640)  
Long | 2039    
Derivative [Line Items]    
Notional Amount 13,177  
Fair Value $ (306)  
Long | Weighted Average    
Derivative [Line Items]    
Pay Rate 4.19% 4.28%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 4 years 9 months 10 days 3 years 11 months 4 days
Long | Weighted Average | 2024    
Derivative [Line Items]    
Pay Rate 3.56% 5.17%
Receive Rate 5.43% 5.40%
Remaining Years to Maturity 7 months 2 days 2 months 26 days
Long | Weighted Average | 2025    
Derivative [Line Items]    
Pay Rate 4.87% 4.87%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 11 months 23 days 1 year 2 months 23 days
Long | Weighted Average | 2026    
Derivative [Line Items]    
Pay Rate 4.56% 3.58%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 1 year 11 months 23 days 2 years 3 months 10 days
Long | Weighted Average | 2027    
Derivative [Line Items]    
Pay Rate 3.88% 3.68%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 2 years 11 months 23 days 3 years 10 months 24 days
Long | Weighted Average | 2028    
Derivative [Line Items]    
Pay Rate 4.31% 4.33%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 4 years 4 months 6 days 4 years 7 months 20 days
Long | Weighted Average | 2029    
Derivative [Line Items]    
Pay Rate 3.95%  
Receive Rate 5.33%  
Remaining Years to Maturity 4 years 10 months 28 days  
Long | Weighted Average | 2030    
Derivative [Line Items]    
Pay Rate 3.94% 3.97%
Receive Rate 5.34% 5.39%
Remaining Years to Maturity 6 years 5 months 1 day 6 years 9 months 7 days
Long | Weighted Average | 2031    
Derivative [Line Items]    
Pay Rate 3.64%  
Receive Rate 5.33%  
Remaining Years to Maturity 6 years 9 months 14 days  
Long | Weighted Average | 2033    
Derivative [Line Items]    
Pay Rate 3.94% 3.96%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 9 years 7 months 20 days 9 years 10 months 17 days
Long | Weighted Average | 2035    
Derivative [Line Items]    
Pay Rate 0.74% 0.74%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 11 years 6 months 21 days 11 years 9 months 21 days
Long | Weighted Average | 2038    
Derivative [Line Items]    
Pay Rate 3.54% 3.54%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 14 years 8 months 23 days 14 years 11 months 23 days
Long | Weighted Average | 2040    
Derivative [Line Items]    
Pay Rate 0.84% 0.84%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 16 years 6 months 25 days 16 years 9 months 25 days
Long | Weighted Average | 2050    
Derivative [Line Items]    
Pay Rate 0.90% 0.90%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 26 years 6 months 25 days 26 years 9 months 25 days
Long | Weighted Average | 2053    
Derivative [Line Items]    
Pay Rate 3.33% 3.33%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 29 years 8 months 26 days 29 years 11 months 26 days
Long | Weighted Average | 2034    
Derivative [Line Items]    
Pay Rate 3.74%  
Receive Rate 5.33%  
Remaining Years to Maturity 9 years 10 months 24 days  
Long | Weighted Average | 2039    
Derivative [Line Items]    
Pay Rate 3.65%  
Receive Rate 5.33%  
Remaining Years to Maturity 14 years 9 months 29 days  
Short    
Derivative [Line Items]    
Notional Amount $ 3,307,192 $ 3,129,277
Fair Value 122,642 83,937
Short | 2024    
Derivative [Line Items]    
Notional Amount 482,811 629,547
Fair Value 6,294 9,097
Short | 2025    
Derivative [Line Items]    
Notional Amount 414,561 412,701
Fair Value 8,473 6,304
Short | 2026    
Derivative [Line Items]    
Notional Amount 189,287 189,287
Fair Value 2,219 (573)
Short | 2027    
Derivative [Line Items]    
Notional Amount 228,250 174,841
Fair Value 13,283 8,970
Short | 2028    
Derivative [Line Items]    
Notional Amount 582,656 650,990
Fair Value 15,885 7,516
Short | 2029    
Derivative [Line Items]    
Notional Amount 220,788 53,011
Fair Value 7,247 4,378
Short | 2030    
Derivative [Line Items]    
Notional Amount 199,817 150,817
Fair Value 5,477 1,122
Short | 2031    
Derivative [Line Items]    
Notional Amount 157,766 157,766
Fair Value 25,740 24,131
Short | 2032    
Derivative [Line Items]    
Notional Amount 181,867 181,867
Fair Value 14,883 11,069
Short | 2033    
Derivative [Line Items]    
Notional Amount 465,285 437,619
Fair Value 16,540 6,960
Short | 2035    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value 150 132
Short | 2036    
Derivative [Line Items]    
Notional Amount 1,102 1,102
Fair Value 281 280
Short | 2037    
Derivative [Line Items]    
Notional Amount 45,000 45,000
Fair Value 5,498 3,780
Short | 2038    
Derivative [Line Items]    
Notional Amount 32,500 32,500
Fair Value (373) (1,727)
Short | 2040    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value 186 165
Short | 2049    
Derivative [Line Items]    
Notional Amount   5,729
Fair Value   845
Short | 2050    
Derivative [Line Items]    
Notional Amount 500 500
Fair Value 232 207
Short | 2052    
Derivative [Line Items]    
Notional Amount   5,000
Fair Value   $ 1,281
Short | 2053    
Derivative [Line Items]    
Notional Amount 1,600  
Fair Value 91  
Short | 2034    
Derivative [Line Items]    
Notional Amount 89,710  
Fair Value 429  
Short | 2039    
Derivative [Line Items]    
Notional Amount 12,292  
Fair Value 114  
Short | 2054    
Derivative [Line Items]    
Notional Amount 400  
Fair Value $ (7)  
Short | Weighted Average    
Derivative [Line Items]    
Pay Rate 3.44% 3.34%
Receive Rate 5.34% 5.33%
Remaining Years to Maturity 4 years 10 months 6 days 4 years 8 months 4 days
Short | Weighted Average | 2024    
Derivative [Line Items]    
Pay Rate 3.97% 3.18%
Receive Rate 5.35% 5.41%
Remaining Years to Maturity 6 months 10 days 7 months 9 days
Short | Weighted Average | 2025    
Derivative [Line Items]    
Pay Rate 3.69% 3.69%
Receive Rate 5.33% 5.06%
Remaining Years to Maturity 1 year 4 months 28 days 1 year 7 months 28 days
Short | Weighted Average | 2026    
Derivative [Line Items]    
Pay Rate 4.13% 4.13%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 2 years 4 months 28 days 2 years 7 months 28 days
Short | Weighted Average | 2027    
Derivative [Line Items]    
Pay Rate 2.91% 4.04%
Receive Rate 5.34% 5.04%
Remaining Years to Maturity 3 years 1 month 24 days 3 years 4 months 6 days
Short | Weighted Average | 2028    
Derivative [Line Items]    
Pay Rate 3.51% 3.48%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 4 years 3 months 18 days 4 years 6 months 14 days
Short | Weighted Average | 2029    
Derivative [Line Items]    
Pay Rate 3.36% 2.19%
Receive Rate 5.33% 5.38%
Remaining Years to Maturity 4 years 10 months 13 days 5 years 3 months 25 days
Short | Weighted Average | 2030    
Derivative [Line Items]    
Pay Rate 3.60% 3.50%
Receive Rate 5.34% 5.39%
Remaining Years to Maturity 6 years 3 months 25 days 6 years 7 months 2 days
Short | Weighted Average | 2031    
Derivative [Line Items]    
Pay Rate 1.51% 1.51%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 7 years 2 months 15 days 7 years 5 months 15 days
Short | Weighted Average | 2032    
Derivative [Line Items]    
Pay Rate 2.80% 2.80%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 8 years 3 months 21 days 8 years 6 months 21 days
Short | Weighted Average | 2033    
Derivative [Line Items]    
Pay Rate 3.42% 3.40%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 9 years 2 months 12 days 9 years 5 months 1 day
Short | Weighted Average | 2035    
Derivative [Line Items]    
Pay Rate 0.78% 0.78%
Receive Rate 5.33% 5.33%
Remaining Years to Maturity 11 years 6 months 21 days 11 years 9 months 21 days
Short | Weighted Average | 2036    
Derivative [Line Items]    
Pay Rate 1.19% 1.19%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 11 years 10 months 17 days 12 years 1 month 17 days
Short | Weighted Average | 2037    
Derivative [Line Items]    
Pay Rate 2.81% 2.81%
Receive Rate 5.34% 5.38%
Remaining Years to Maturity 13 years 4 months 28 days 13 years 7 months 28 days
Short | Weighted Average | 2038    
Derivative [Line Items]    
Pay Rate 4.01% 4.01%
Receive Rate 5.33% 5.39%
Remaining Years to Maturity 14 years 5 months 1 day 14 years 8 months 1 day
Short | Weighted Average | 2040    
Derivative [Line Items]    
Pay Rate 0.90% 0.90%
Receive Rate 5.33% 5.33%
Remaining Years to Maturity 16 years 6 months 25 days 16 years 9 months 25 days
Short | Weighted Average | 2049    
Derivative [Line Items]    
Pay Rate   2.63%
Receive Rate   5.38%
Remaining Years to Maturity   25 years 7 days
Short | Weighted Average | 2050    
Derivative [Line Items]    
Pay Rate 0.98% 0.98%
Receive Rate 5.33% 5.33%
Remaining Years to Maturity 26 years 6 months 25 days 26 years 9 months 25 days
Short | Weighted Average | 2052    
Derivative [Line Items]    
Pay Rate   2.07%
Receive Rate   5.38%
Remaining Years to Maturity   28 years 3 months 7 days
Short | Weighted Average | 2053    
Derivative [Line Items]    
Pay Rate 3.32%  
Receive Rate 5.33%  
Remaining Years to Maturity 29 years 9 months  
Short | Weighted Average | 2034    
Derivative [Line Items]    
Pay Rate 3.80%  
Receive Rate 5.33%  
Remaining Years to Maturity 9 years 10 months 20 days  
Short | Weighted Average | 2039    
Derivative [Line Items]    
Pay Rate 3.77%  
Receive Rate 5.33%  
Remaining Years to Maturity 14 years 10 months 6 days  
Short | Weighted Average | 2054    
Derivative [Line Items]    
Pay Rate 3.72%  
Receive Rate 5.33%  
Remaining Years to Maturity 29 years 11 months 1 day