The following table presents the U.S. dollar notional amounts and fair values of our derivative instruments included in the consolidated balance sheets as of the dates indicated:


	June 30, 2026						December 31, 2025
	Notional		Fair Value				Notional		Fair Value
	Amount		Asset		Liability		Amount		Asset		Liability
	(In thousands)
Derivatives Designated as Cash Flow Hedges:
Interest rate swaps	$	680,000	$	572	$	3,617	$	300,000	$	—	$	4,043
Interest rate collars	1,000,000		10		—		1,000,000		—		22
Interest rate caps	380,000		4,671		—		—		—		—
Derivatives Not Designated as Hedging Instruments:
Interest rate contracts	135,560		4,063		4,022		150,652		4,124		4,079
Foreign exchange contracts	111,161		483		384		111,390		—		77
Equity warrant assets	13,324		3,326		—		14,086		3,437		—
Total contracts	$	2,320,045	$	13,125	$	8,023	$	1,576,128	$	7,561	$	8,221