v3.25.3
Derivatives (Tables)
 9 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The table below identifies the balance sheet category and fair values of the Company's derivative instruments as of September 30, 2025 and December 31, 2024.

September 30, 2025December 31, 2024
Cash Flow Hedges:
Interest Rate Swaps:
  Gross notional amount$420,000 $420,000 
  Fair value in other assets3,691 9,897 
  Fair value in other liabilities(1,104)(270)
  Weighted-average floating rate received4.59 %4.84 %
  Weighted-average fixed rate paid3.30 %3.30 %
  Weighted-average maturity in years1.62.4
Interest Rate Collars:
  Gross notional amount
$100,000 $— 
  Fair value in other assets— — 
  Fair value in other liabilities
(133)— 
  Weighted-average maturity in years2.80.0
Non-Hedging Derivatives:
  Gross notional amount$281,828 $287,235 
  Fair value in other assets10,111 14,284 
  Fair value in other liabilities(10,111)(14,284)
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
The following table identifies the pre-tax gains or losses recognized on the Company's derivative instruments designated as cash flow hedges for the three and nine months ended September 30, 2025 and 2024.

Three Months Ended September 30,Nine Months Ended September 30,
2025202420252024
Pre-tax gain (loss) recognized in other comprehensive income$374 $(8,218)$(2,961)$1,635 
Decrease in interest expense(1,396)(2,697)(4,212)(8,510)