v3.26.1
Derivatives (Tables)
 6 Months Ended
Jun. 30, 2026
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 June 30, 2026 and December 31, 2025.

June 30, 2026December 31, 2025
Cash Flow Hedges:
Interest Rate Swaps:
  Gross notional amount$380,000 $380,000 
  Fair value in other assets4,225 2,989 
  Fair value in other liabilities(58)(1,040)
  Weighted-average floating rate received3.93 %3.98 %
  Weighted-average fixed rate paid3.45 %3.45 %
  Weighted-average maturity in years1.11.6
Interest Rate Collars:
  Gross notional amount
$100,000 $100,000 
  Fair value in other assets251 — 
  Fair value in other liabilities
— (80)
  Weighted-average maturity in years2.12.6
Non-Hedging Derivatives:
  Gross notional amount$276,225 $279,980 
  Fair value in other assets10,277 9,796 
  Fair value in other liabilities(10,277)(9,796)
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 six months ended June 30, 2026 and 2025.

Three Months Ended June 30,Six Months Ended June 30,
2026202520262025
Pre-tax gain (loss) recognized in other comprehensive income$1,454 $(1,021)$3,508 $(3,335)
Decrease in interest expense(348)(1,412)(958)(2,816)