The table below presents the effect of the cash flow hedge accounting on accumulated other comprehensive loss as of December 31, 2021, 2020 and 2019.



	Year Ended December 31,
(In thousands)	2021		2020		2019
Gain (loss) recognized in other comprehensive income	$	5,277	$	(24,449)	$	(8,254)
Gain recognized on termination of derivatives		16,505		6,596		—
(Loss) gain reclassified from other comprehensive income into interest expense		(940)		(6,127)		955


	December 31, 2021
		Notional		Fair Value		Fair Value
(In thousands)	Count	Amount		Assets		Liabilities
Included in derivative assets/(liabilities):
Loan level interest rate swaps with borrower	111	$	604,529	$	28,291	$	—
Loan level interest rate swaps with borrower	74		620,459		—		(11,865)
Loan level interest rate floors with borrower	45		392,764		—		(5,644)
Loan level interest rate swaps with third-party counterparties	111		604,529		—		(28,291)
Loan level interest rate swaps with third-party counterparties	74		620,459		11,865		—
Loan level interest rate floors with third-party counterparties	45		392,764		5,644		—


	December 31, 2020
		Notional		Fair Value		Fair Value
(In thousands)	Count	Amount		Assets		Liabilities
Included in derivative assets/(liabilities):
Loan level interest rate swaps with borrower	65	$	570,277	$	24,764	$	—
Loan level interest rate floors with borrower	41		364,643		—		(5,832)
Loan level interest rate swaps with third-party counterparties	65		570,277		—		(24,764)
Loan level interest rate floors with third-party counterparties	41		364,643		5,832		—