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Derivative Financial Instruments (Tables) | 3 Months Ended
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Mar. 31, 2026
Derivative Financial Instruments |
Schedule of derivative financial instruments | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | March 31, 2026 | ​ | ​ | ​ | ​ | December 31, 2025
​ | ​ | Balance Sheet | ​ | Notional | ​ | Estimated Fair Value | ​ | Notional | ​ | Estimated Fair Value
(Dollars in thousands) | ​ | Location | ​ | Amount | ​ | Gain | ​ | Loss | ​ | Amount | ​ | Gain | ​ | Loss
Fair value hedge of interest rate risk: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Pay fixed rate swap with counterparty | ​ | Other Assets | ​ | $ | 2,615 | ​ | $ | 53 | ​ | $ | — | ​ | $ | 2,615 | ​ | $ | 44 | ​ | $ | —
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Not designated hedges of interest rate risk: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Customer related interest rate contracts: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Matched interest rate swaps with borrowers | ​ | Other Assets and Other Liabilities | ​ | ​ | 15,530,662 | ​ | ​ | 111,165 | ​ | ​ | 560,264 | ​ | ​ | 14,912,622 | ​ | ​ | 143,879 | ​ | ​ | 554,433
Matched interest rate swaps with counterparty (1) | ​ | Other Assets | ​ | ​ | 15,340,807 | ​ | ​ | 78,112 | ​ | ​ | — | ​ | ​ | 14,719,305 | ​ | ​ | 77,799 | ​ | ​ | —
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Economic hedges of interest rate risk: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Pay floating rate swap with counterparty | ​ | Other Assets | ​ | ​ | 2,663,000 | ​ | ​ | 25 | ​ | ​ | — | ​ | ​ | 2,519,000 | ​ | ​ | 113 | ​ | ​ | —
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Not designated hedges of interest rate risk – mortgage banking activities: | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Contracts used to hedge mortgage servicing rights | ​ | Other Assets and Other Liabilities | ​ | ​ | 271,000 | ​ | ​ | — | ​ | ​ | 2,142 | ​ | ​ | 192,000 | ​ | ​ | 69 | ​ | ​ | —
Contracts used to hedge mortgage pipeline | ​ | Other Assets and Other Liabilities | ​ | ​ | 128,500 | ​ | ​ | 1,977 | ​ | ​ | — | ​ | ​ | 81,000 | ​ | ​ | 982 | ​ | ​ | 315
Total derivatives | ​ | ​ | ​ | $ | 33,936,584 | ​ | $ | 191,332 | ​ | $ | 562,406 | ​ | $ | 32,426,542 | ​ | $ | 222,886 | ​ | $ | 554,748
| (1) | The fair value of the interest rate swap derivative assets was reduced by $373.2 million and $333.7 million at March 31, 2026, and December 31, 2025, respectively, in variation margin payments applicable to swaps centrally cleared through LCH and CME.
Schedule of derivative, offsetting assets and liabilities | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
​ | ​ | ​ | ​ | ​ | March 31, 2026 | ​ | ​ | ​ | ​ | December 31, 2025 | ​
​ | ​ | Notional | ​ | Estimated Fair Value | ​ | Notional | ​ | Estimated Fair Value | ​
(Dollars in thousands) | ​ | Amount | ​ | Gain | ​ | Loss | ​ | Amount | ​ | Gain | ​ | Loss | ​
Interest rate contracts subject to master netting agreements included in table above | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
Total gross derivative instruments, before netting | ​ | $ | 1,791,216 | ​ | $ | 83,072 | ​ | $ | 2,704 | ​ | $ | 1,844,842 | ​ | $ | 81,240 | ​ | $ | 3,781 | ​
Less: Netting adjustment | ​ | ​ | 192,450 | ​ | ​ | (2,704) | ​ | ​ | (2,704) | ​ | ​ | 221,941 | ​ | ​ | (3,781) | ​ | ​ | (3,781) | ​
Total gross derivative instruments, after netting | ​ | ​ | 1,791,216 | ​ | $ | 80,368 | ​ | $ | — | ​ | ​ | 1,844,842 | ​ | $ | 77,459 | ​ | $ | — | ​
| * | As of March 31, 2026, and December 31, 2025, counterparties provided $28.9 million and $25.9 million, respectively, of cash collateral to the Company to secure swap asset positions that were not centrally cleared, which is included in Interest-bearing Deposits within Total Liabilities on the Consolidated Balance Sheets. Counterparties also pledged $27.6 million and $28.1 million in investment securities to secure swap asset positions that were not centrally cleared. The Company provided $1.7 million to counterparties to secure swap positions that were not centrally cleared as of both March 31, 2026, and December 31, 2025.
Schedule of notional value of forward sale commitments and the fair value of those obligations along with the fair value of the mortgage pipeline | ​
​ | ​ | ​ | ​ | ​ | ​ | ​ | ​
(Dollars in thousands) | ​ ​ ​ | March 31, 2026 | ​ ​ ​ | December 31, 2025 | ​ ​ ​
Mortgage loan pipeline | ​ | $ | 120,258 | ​ | $ | 55,318 | ​
Expected closures | ​ |  | 107,610 | ​ |  | 48,106 | ​
Fair value of mortgage loan pipeline commitments | ​ |  | 1,199 | ​ |  | 982 | ​
Forward sales commitments | ​ |  | 128,500 | ​ |  | 81,000 | ​
Fair value of forward commitments | ​ |  | 778 | ​ |  | (315) | ​
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