XML 85 R75.htm IDEA: XBRL DOCUMENT v3.21.2
Fair Value of Assets and Liabilities - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Fair Value, Mortgage Servicing Rights, Beginning Balance $ 919 $ 1,101 $ 958 $ 1,126
Fair Value, Mortgage Servicing Rights, Realized and Unrealized Net Gains (Losses) Included in Net Income (44) (33) (83) (58)
Fair Value, Mortgage Servicing Rights, Ending Balance 875 1,068 875 1,068
Fair Value, Mortgage Service Rights, Total Unrealized Net Gains (Losses) Included in Net Income Related to Assets Still Held 0 0 0 0
Fair Value Net Derivative Asset Liability Measured On Recurring Basis Unobservable Input Reconciliation Roll Forward        
Fair Value, Net Derivative Assets and Liabilities, Beginning Balance 15,482 80,680 77,880 22,573
Fair Value, Net Derivative Assets and Liabilities, Realized and Unrealized Net Gains (Losses) Included in Net Income 4,038 4,290 4,913 10,462
Fair Value, Net Derivative Assets and Liabilities, Transfers to Loans Held for Sale (4,568) (5,625) (7,584) (9,278)
Variation margin payments for swap liabilities 23,005 9,650 (37,252) 65,238
Fair Value, Net Derivative Assets and Liabilities, Ending Balance 37,957 88,995 37,957 88,995
Fair Value, Net Derivative Assets and Liabilities,Total Unrealized Net Gains (Losses) Included in Net Income Related to Assets Still Held $ 37,957 $ 88,995 $ 37,957 $ 88,995