Gross Amounts Recognized in the Condensed

Gross Amounts Offset in the Condensed

Net Amounts Presented in the Condensed

Gross Amounts Not Offset
in the Condensed Consolidated Balance Sheets

Consolidated Balance Sheets

Consolidated Balance Sheets

Consolidated Balance Sheets

Financial Instruments

Collateral Pledged

Net Amount

(Dollars in thousands)

June 30, 2026

Financial assets:

Derivatives assets

$

29,141

$

—

$

29,141

$

—

$

(25,289

)

$

3,852

Total

$

29,141

$

—

$

29,141

$

—

$

(25,289

)

(2)

$

3,852

Financial liabilities:

Derivatives liabilities

$

25,735

$

—

$

25,735

$

(414

)

$

—

$

25,321

Repurchase agreements

563,405

—

563,405

(563,405

)

—

—

Total

$

589,140

$

—

$

589,140

$

(563,819

)

(1)

$

—

$

25,321

December 31, 2025

Financial assets:

Derivatives assets

$

161

$

—

$

161

$

—

$

—

$

161

Total

$

161

$

—

$

161

$

—

$

—

$

161

Financial liabilities:

Derivatives liabilities

$

38,549

$

(27,119

)

$

11,430

$

27,119

$

14,376

$

52,925

Repurchase agreements

490,601

—

490,601

—

(521,878

)

(31,277

)

Total

$

529,150

$

(27,119

)

$

502,031

$

27,119

$

(507,502

)

$

21,648