Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Balances and Fair Value of Derivative Positions

The following table provides the outstanding notional balances and fair values of outstanding derivative positions at March 31, 2026, and December 31, 2025.


		March 31, 2026												December 31, 2025
		Outstanding Notional Balance				Asset Derivative Fair Value				Liability Derivative Fair Value				Outstanding Notional Balance				Asset Derivative Fair Value				Liability Derivative Fair Value
		(Dollars in thousands)
Interest rate lock commitments		$	9,318			$	195			$	7			$	7,837			$	192			$	—
Forward mortgage-backed securities trades			24,000				175				18				19,250				6				50
Commercial loan interest rate swaps and caps:
Loan customer counterparty			67,263				739				185				40,795				—				782
Financial institution counterparty			67,263				182				739				40,795				778				—

Schedule of Weighted Average Received and Paid Interest Rates for Interest Rate Swaps Outstanding

The commercial loan customer counterparty weighted average received and paid interest rates for interest rate swaps outstanding at March 31, 2026, and December 31, 2025, are presented in the following table.


		Weighted-Average Interest Rate
		March 31, 2026								December 31, 2025
		Received				Paid				Received				Paid
Loan customer counterparty			4.93	%			4.10	%			4.52	%			4.78	%

Schedule of Income (Loss) from Derivatives Not Designated as Hedging Instruments

Income (loss) for the three months ended March 31, 2026, and 2025, was as follows:


		Three Months Ended March 31,
Derivatives not designated as hedging instruments		2026				2025
		(Dollars in thousands)
Interest rate lock commitments		$	(4	)		$	168
Forward mortgage-backed securities trades			145				(230	)