v3.26.1
Derivatives - Summary of Interest Rate Derivatives Designated as Cash Flow Hedges (Details)
$ in Thousands
 6 Months Ended
Jun. 30, 2026
USD ($)
Instrument
Forward Swap  
Offsetting Assets [Line Items]  
Aggregate Notional Amount $ 400,000
Estimated Fair Value $ 5,854 [1]
Fixed Rate Paid 3.30% [2]
Forward Swaps 3  
Offsetting Assets [Line Items]  
Number of Interest Rate Derivatives | Instrument 1
Aggregate Notional Amount $ 100,000 [3]
Estimated Fair Value $ 1,147 [1],[3]
Fixed Rate Paid 3.43% [2],[3]
Effective Date Jun. 15, 2026 [3]
Maturity Date Feb. 15, 2029 [3]
Forward Swaps 2  
Offsetting Assets [Line Items]  
Number of Interest Rate Derivatives | Instrument 1 [3]
Aggregate Notional Amount $ 100,000 [3]
Estimated Fair Value $ 1,436 [1],[3]
Fixed Rate Paid 3.32% [2],[3]
Effective Date Feb. 13, 2026 [3]
Maturity Date Feb. 15, 2029 [3]
Forward Swap 1  
Offsetting Assets [Line Items]  
Number of Interest Rate Derivatives | Instrument 2 [3]
Aggregate Notional Amount $ 200,000 [3]
Estimated Fair Value $ 3,271 [1],[3]
Fixed Rate Paid 3.22% [2],[3]
Effective Date Jan. 15, 2026 [3]
Maturity Date Jan. 15, 2029 [3]
[1]

Included in other assets and other comprehensive income on the Condensed Consolidated Balance Sheets (see "Note 8 – Fair value of Financial Instruments").
[2] Fixed rate paid is average of strike price for the associated hedges
[3]

No hedge ineffectiveness was recognized during the six months ended June 30, 2026.