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Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Fair Value and Notional Amount of Derivative Financial Instruments
The following table presents the fair value and notional amount of our derivative financial instruments at September 30, 2022 and December 31, 2021.
Table 12.1 – Fair Value and Notional Amount of Derivative Financial Instruments
September 30, 2022December 31, 2021
Fair
Value		Notional
Amount		Fair
Value		Notional
Amount
(In Thousands)
Assets - Risk Management Derivatives
Interest rate swaps$24,626 $459,000 $611 $161,500 
TBAs13,568 565,000 2,880 2,440,000 
Interest rate futures26,275 681,500 25 9,000 
Swaptions— — 18,318 1,660,000 
Assets - Other Derivatives
Loan purchase and interest rate lock commitments744 87,157 4,633 971,631 
Total Assets$65,213 $1,792,657 $26,467 $5,242,131 
Liabilities - Risk Management Derivatives
Interest rate swaps$(23)$10,000 $(1,251)$283,100 
TBAs(6,545)255,000 (658)870,000 
Interest rate futures(2)300 (905)62,500 
Liabilities - Other Derivatives
Loan purchase and interest rate lock commitments(212)58,544 (503)404,190 
Total Liabilities$(6,782)$323,844 $(3,317)$1,619,790 
Total Derivative Financial Instruments, Net$58,431 $2,116,501 $23,150 $6,861,921 
Impact on Interest Expense of Interest Rate Agreements Accounted for as Cash Flow Hedges
The following table illustrates the impact on interest expense of our interest rate agreements accounted for as cash flow hedges for the three and nine months ended September 30, 2022 and 2021.
Table 12.2 – Impact on Interest Expense of Interest Rate Agreements Accounted for as Cash Flow Hedges
Three Months Ended September 30,Nine Months Ended September 30,
(In Thousands)2022202120222021
Net interest expense on cash flows hedges$— $— $— $— 
Realized net losses reclassified from other comprehensive income(1,040)(1,041)(3,086)(3,086)
Total Interest Expense$(1,040)$(1,041)$(3,086)$(3,086)