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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
3 Months Ended
Mar. 31, 2025
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES [Abstract]  
Schedule of Derivative Instruments [Table Text Block]
As of March 31, 2025 and December 31, 2024, the Company had the following outstanding interest rate derivatives that are designated as cash flow hedges of interest rate risk:
NOTIONAL VALUE OF INTEREST RATE DERIVATIVESMarch 31,
2025
December 31,
2024
(In thousands)
Interest Rate Swap$100,000 100,000 
Interest Rate Swap100,000 100,000 
Interest Rate Swap 50,000 
Interest Rate Swap100,000 100,000 
Interest Rate Swap75,000 75,000 
Interest Rate Swap100,000 100,000 
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The table below presents the fair value of the Company’s derivative financial instruments as well as their classification on the Consolidated Balance Sheets as of March 31, 2025 and December 31, 2024. See Note 18 for additional information on the fair value of the Company’s interest rate swaps.
DERIVATIVES DESIGNATED AS CASH FLOW HEDGES AT FAIR VALUEMarch 31,
2025
December 31,
2024
(In thousands)
    Interest rate swap assets (1)
$16,452 21,953 
    Interest rate swap liabilities (2)
1,426 — 
(1)Included in Other assets on the Consolidated Balance Sheets.
(2)Included in Other liabilities on the Consolidated Balance Sheets.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
The table below presents the effect of the Company’s derivative financial instruments (interest rate swaps) on the Consolidated Statements of Income and Comprehensive Income for the three months ended March 31, 2025 and 2024:
Three Months Ended
March 31,
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS20252024
 (In thousands)
Amount of income (loss) recognized in Other comprehensive income (loss) on derivatives
$(3,876)10,640 
Amount of (income) reclassified from Accumulated other comprehensive income
      into Interest expense
(3,051)(4,746)