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Note 6 - Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2026

Notes Tables

Schedule of Derivative Instruments [Table Text Block]

		As of June 30, 2026												As of December 31, 2025
		Notional				Fair Value of Assets				Fair Value of Liabilities				Notional				Fair Value of Assets				Fair Value of Liabilities
Cash flow hedges:
Interest rate swaps		$	500,000			$	10,405			$	—			$	600,000			$	6,006			$	346
Interest rate collars			200,000				4,445				—				200,000				3,344				—
Forward interest rate swap			—				—				—				150,000				490				—
Total		$	700,000			$	14,850			$	—			$	950,000			$	9,840			$	346

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- Definition

Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

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