Derivatives (Tables)

3 Months Ended

Mar. 31, 2026

Derivatives [Abstract]

Schedule of Derivative Instruments

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:

	March 31, 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	$	319	$	1,838	$	300,000	$	—	$	4,043
Interest rate collars	1,000,000		45		—		1,000,000		—		22
Interest rate caps	380,000		5,454		—		—		—		—
Derivatives Not Designated as Hedging Instruments:
Interest rate contracts	148,798		4,154		4,106		150,652		4,124		4,079
Foreign exchange contracts	112,611		208		355		111,390		—		77
Equity warrant assets	13,435		3,363		—		14,086		3,437		—
Total contracts	$	2,334,844	$	13,543	$	6,299	$	1,576,128	$	7,561	$	8,221