v3.26.3
Derivatives (Tables)
 9 Months Ended
Sep. 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 September 30, 2026 and December 31, 2025.
September 30, 2026December 31, 2025
Cash Flow Hedges:
Interest Rate Swaps:
  Gross notional amount$275,000 $380,000 
  Fair value in other assets5,584 2,989 
  Fair value in other liabilities(12)(1,040)
  Weighted-average floating rate received4.01 %3.98 %
  Weighted-average fixed rate paid3.25 %3.45 %
  Weighted-average maturity in years1.31.6
Interest Rate Collars:
  Gross notional amount
$150,000 $100,000 
  Fair value in other assets776 — 
  Fair value in other liabilities
(109)(80)
  Weighted-average maturity in years2.22.6
Non-Hedging Derivatives:
  Gross notional amount$274,344 $279,980 
  Fair value in other assets14,208 9,796 
  Fair value in other liabilities(14,208)(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 nine months ended September 30, 2026 and 2025.

Three Months Ended September 30,Nine Months Ended September 30,
2026202520262025
Pre-tax gain (loss) recognized in other comprehensive income$2,380 $374 $5,888 $(2,961)
Decrease in interest expense(559)(1,396)(1,517)(4,212)