v3.26.1
Derivatives and Hedging Activities (Tables)
 6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value and Location of the Interest Rate Swaps, and the Effect of Designating the Interest Rate Swaps as Cash Flow Hedges
The table below details the fair value and location of the interest rate swaps as of June 30, 2026 and December 31, 2025.
Fair Values of Derivative Instruments
(In thousands)June 30, 2026December 31, 2025
Derivative InstrumentBalance Sheet LocationFair ValueBalance Sheet LocationFair Value
Interest rate swapsOther Assets$2,469 Other Assets$1,350 
Schedule of Location in the Financial Statements of the Gain or Loss Recognized on Interest Rate Derivatives Designated as Cash Flow Hedges
The table below details the location in the financial statements of the gain or loss recognized on interest rate derivatives designated as cash flow hedges for the three and six months ended June 30, 2026 and 2025. All gains and losses reclassified from Other Comprehensive Income ("OCI") into income were recognized within interest expense, net and amortization of deferred debt costs for the periods presented.

The Effect of Hedge Accounting on Other Comprehensive Income (OCI)
Three Months Ended June 30,
Six Months Ended June 30,
(Dollars in thousands)2026202520262025
Amounts of gain (loss) recognized in OCI$839 $(545)$1,487 $(1,739)
Amounts of gain reclassified from OCI into income$(180)$(352)$(368)$(701)