v3.26.3
DERIVATIVES AND HEDGING ACTIVITIES (Tables)
 9 Months Ended
Sep. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives
The following is a summary of our interest rate swap that was designated as a cash flow hedge of interest rate risk as of December 31, 2025 (dollars in thousands):
December 31, 2025
Count1 
Notional amount$200,000 
Fixed SOFR
3.4%
Maturity date
2026
Weighted-average term (in years)0.7
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
The table below details the nature of the gain and loss recognized on interest rate derivatives designated as cash flow hedges in the consolidated statements of operations (in thousands):
Three Months Ended September 30,Nine Months Ended September 30,
  2026202520262025
Amount of (loss) gain recognized in Other Comprehensive Income$(17)$217 $198 $246 
Amount of gain reclassified from AOCI into Interest Expense, Net(100)(1,329)(396)(3,920)