| Schedule of Fair Values of Derivative Instruments |
The table below presents the fair value of derivative financial instruments as well as their location on the unaudited Consolidated Statements of Financial Condition as of September 30, 2026. | | | | | | | | | | | | | | | | | | | | | | | | | | | | Fair Values of Derivative Instruments | | (Dollars in thousands) | | Count | | Notional | | Balance Sheet Location | | Derivatives
(Fair Value) | | Derivatives designated as hedging instruments: | | | | | | | | | | Interest rate options | | 23 | | $ | 2,100,000 | | | Other assets | | $ | 9,586 | | | Interest rate swaps and options | | 3 | | 300,000 | | | Other liabilities | | (8,097) | | | Total | | | | $ | 2,400,000 | | | | | $ | 1,489 | | | Derivatives not designated as hedging instruments: | | | | | | | | | | Interest rate swaps and options | | | | $ | 3,679,777 | | | Other assets | | $ | 193,207 | | | Interest rate swaps and options | | | | 3,679,777 | | | Other liabilities | | (193,217) | | | Interest rate lock commitments with Clients | | | | 27,871 | | | Other assets | | 550 | | | Interest rate lock commitments with Clients | | | | 8,495 | | | Other liabilities | | (107) | | | Forward sale commitments | | | | 23,942 | | | Other assets | | 431 | | | Forward sale commitments | | | | 18,690 | | | Other liabilities | | (36) | | | FX forwards | | | | 3,818 | | | Other assets | | 96 | | | FX forwards | | | | 3,614 | | | Other liabilities | | (80) | | | Risk participation agreements sold | | | | 102,206 | | | Other liabilities | | (28) | | | Risk participation agreements purchased | | | | 383,018 | | | Other assets | | 7 | | Financial derivatives related to
sales of certain Visa Class B shares | | | | 26,071 | | | Other liabilities | | (1,659) | | | Total derivatives | | | | $ | 10,357,279 | | | | | $ | 653 | |
The table below presents the fair value of derivative financial instruments as well as their location on the unaudited Consolidated Statements of Financial Condition as of December 31, 2025. | | | | | | | | | | | | | | | | | | | | | | | | | | | | Fair Values of Derivative Instruments | | (Dollars in thousands) | | Count | | Notional | | Balance Sheet Location | | Derivatives
(Fair Value) | | Derivatives designated as hedging instruments: | | | | | | | | | | Interest rate options | | 25 | | $ | 2,200,000 | | | Other assets | | $ | 24,209 | | | Total | | | | $ | 2,200,000 | | | | | $ | 24,209 | | | Derivatives not designated as hedging instruments: | | | | | | | | | | Interest rate swaps and options | | | | $ | 3,316,973 | | | Other assets | | $ | 119,699 | | | Interest rate swaps and options | | | | 3,298,973 | | | Other liabilities | | (119,706) | | | Interest rate lock commitments with Clients | | | | 54,789 | | | Other assets | | 824 | | | Interest rate lock commitments with Clients | | | | 448 | | | Other liabilities | | (1) | | | Forward sale commitments | | | | 3,225 | | | Other assets | | 5 | | | Forward sale commitments | | | | 56,179 | | | Other liabilities | | (118) | | | FX forwards | | | | 22,120 | | | Other assets | | 688 | | | FX forwards | | | | 22,490 | | | Other liabilities | | (607) | | | Risk participation agreements sold | | | | 115,059 | | | Other liabilities | | (122) | | | Risk participation agreements purchased | | | | 219,617 | | | Other assets | | 80 | | Financial derivatives related to
sales of certain Visa Class B shares | | | | 53,088 | | | Other liabilities | | (5,307) | | | Total derivatives | | | | $ | 9,362,961 | | | | | $ | 19,644 | |
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| Schedule of Effect of Derivative Instruments on the Income Statement |
The table below presents the effect of derivative financial instruments designated as hedging instruments on the unaudited Consolidated Statements of Income for the three and nine months ended September 30, 2026 and September 30, 2025. | | | | | | | | | | | | | | | | | | | | | | | | | | | | (Dollars in thousands) | | Amount of Gain (Loss) Recognized in OCI Included Component | | Amount of Gain (Loss) Recognized in OCI Excluded Component | | Amount of Gain (Loss) Recognized in OCI on Derivative | | Location of Gain (Loss) Reclassified from Accumulated OCI into Income | | Three months ended September 30, 2026 | | | | | | | | | | Interest rate options | | $ | (11,237) | | | $ | 1,658 | | | $ | (9,579) | | | Interest income | | Total | | $ | (11,237) | | | $ | 1,658 | | | $ | (9,579) | | | | | | | | | | | | | | Nine months ended September 30, 2026 | | | | | | | | | | Interest rate options | | $ | (23,120) | | | $ | 5,208 | | | $ | (17,912) | | | Interest income | | Total | | $ | (23,120) | | | $ | 5,208 | | | $ | (17,912) | | | | | | | | | | | | | | Three months ended September 30, 2025 | | | | | | | | | | Interest rate options | | $ | (1,806) | | | $ | 1,591 | | | $ | (215) | | | Interest income | | Total | | $ | (1,806) | | | $ | 1,591 | | | $ | (215) | | | | | | | | | | | | | | Nine months ended September 30, 2025 | | | | | | | | | | Interest rate options | | $ | (196) | | | $ | 4,296 | | | $ | 4,100 | | | Interest income | | Total | | $ | (196) | | | $ | 4,296 | | | $ | 4,100 | | | |
The table below presents the effect of derivative financial instruments not designated as hedging instruments on the unaudited Consolidated Statements of Income for the three and nine months ended September 30, 2026 and September 30, 2025. | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | Amount of Gain (Loss) Recognized in Income | | Amount of Gain (Loss) Recognized in Income | | Location of Gain (Loss) Recognized in Income | | (Dollars in thousands) | | Three Months Ended September 30, | | Nine Months Ended September 30, | | | | Derivatives not designated as hedging instruments | | 2026 | | 2025 | | 2026 | | 2025 | | | | Interest rate swaps and options | | $ | 1,378 | | | $ | 2,646 | | | $ | 5,582 | | | $ | 5,357 | | | Other income | | Interest rate lock commitments with Clients | | (274) | | | (201) | | | (400) | | | 455 | | | Mortgage banking activities, net | | Forward sale commitments | | 840 | | | (304) | | | 1,327 | | | $ | (1,063) | | | Mortgage banking activities, net | | FX forwards | | 56 | | | 70 | | | 81 | | | 80 | | | Other income | | Risk participation agreements | | 23 | | | (258) | | | 20 | | | (749) | | | Other income | | Total | | $ | 2,023 | | | $ | 1,953 | | | $ | 6,610 | | | $ | 4,080 | | | |
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