XML 74 R62.htm IDEA: XBRL DOCUMENT v3.21.2
FAIR VALUE OF FINANCIAL INSTRUMENTS (Unobservable Inputs Reconciliation) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Jun. 30, 2021
Dec. 31, 2020
Jun. 30, 2020
Dec. 31, 2019
Interest rate swaps [Member] | Recurring [Member]                
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                
Derivative assets $ 25,627   $ 25,627     $ 5,641    
Interest rate swaps [Member] | Fair Value, Inputs, Level 3 [Member] | Recurring [Member]                
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                
Assets gains (losses), including OTTI (1,179) $ 2,638 (3,826) $ 7,663        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                
Derivative assets 0 8,454 0 8,454 $ 2,574 $ 5,221 $ 5,816 $ 791
Junior Subordinated Debt [Member]                
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                
Beginning balance 117,520 109,613 116,974 119,304        
Liabilities (gains) losses 7,333 208 7,879 (9,483)        
Ending balance 124,853 109,821 124,853 109,821        
TPS Securities [Member]                
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                
Beginning balance 25,097 23,239            
Assets gains (losses), including OTTI 1,778 37            
Ending balance 26,875 23,276 26,875 23,276        
TPS and TRUP CDOs [Member]                
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]                
Beginning balance     24,980 25,636        
Assets gains (losses), including OTTI     1,895 (2,360)        
Ending balance $ 26,875 $ 23,276 $ 26,875 $ 23,276