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v3.20.4

Derivative Financial Instruments (Details 4) - USD ($) $ in Thousands | Dec. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Offsetting Liabilities |  |
Gross Amounts of Recognized Liabilities | $ 197,463 | $ 143,115
Gross Amounts Offset in the Statement of Financial Condition | 6,218 | 304
Net Amounts Offset in the Statement of Financial Condition | 191,245 | 142,811
Gross Amounts Not Offset in the Statement of Financial Condition |  |
Financial instruments | 190,542 | 143,941
Cash Collateral Pledged | 0 | 0
Net Amount | 703 | (1,130)
Interest rate swap contracts |  |
Offsetting Liabilities |  |
Gross Amounts of Recognized Liabilities | 53,899 | 22,656
Gross Amounts Offset in the Statement of Financial Condition | 6,218 | 304
Net Amounts Offset in the Statement of Financial Condition | 47,681 | 22,352
Gross Amounts Not Offset in the Statement of Financial Condition |  |
Financial instruments | 46,978 | 23,482
Cash Collateral Pledged | 0 | 0
Net Amount | 703 | (1,130)
Repurchase agreements |  |
Offsetting Liabilities |  |
Gross Amounts of Recognized Liabilities | 143,564 | 120,459
Gross Amounts Offset in the Statement of Financial Condition | 0 | 0
Net Amounts Offset in the Statement of Financial Condition | 143,564 | 120,459
Gross Amounts Not Offset in the Statement of Financial Condition |  |
Financial instruments | 143,564 | 120,459
Net Amount | 0 | 0
Repurchase agreements |  |
Gross Amounts Not Offset in the Statement of Financial Condition |  |
Cash Collateral Pledged | $ 0 | $ 0

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