v3.26.3
Derivative Instruments (Tables)
 9 Months Ended
Sep. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
At September 30, 2026 and December 31, 2025, the notional amounts and fair values of the Company’s derivative instruments were as follows:
September 30, 2026December 31, 2025
(in thousands)
Number of contracts
Notional Amounts
Other AssetsOther Liabilities
Number of contracts
Notional Amounts
Other AssetsOther Liabilities
Derivatives designated as hedging instruments
Interest rate swaps designated as cash flow hedges8 $314,178 $2,577 $3,297 6 $114,178 $486 $— 
Interest rate floor designated as cash flow hedges1100,000 615— — — — — 
9414,178 3,192 3,297 6 114,178 $486 $— 
Customer Derivatives not designated as hedging instruments
Interest rate swaps:
Customers140 1,337,518 418 43,309 145 1,438,417 17,343 18,546 
Third party broker140 1,337,518 43,309 418 145 1,438,417 18,546 17,343 
280 2,675,036 43,727 43,727 290 2,876,834 35,889 35,889 
Credit risk participation agreements43 121,182 — — 13 155,715 — — 
Interest rate caps:
Customers9 110,815 — 759 5 72,301 — 164 
Third party broker9 110,815 759 — 5 72,301 164 — 
18 221,630 759 759 10 144,602 164 164 
Total derivatives not designated as hedging instruments341 $3,017,848 $44,486 $44,486 313 $3,177,151 $36,053 $36,053 
Total derivative instruments350 $3,432,026 $47,678 $47,783 319 $3,291,329 $36,539 $36,053