Note 9 - Fair Value Measurements (Tables)
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6 Months Ended |
Jun. 30, 2026 |
| Notes Tables |
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| Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block] |
Financial Assets | | At June 30, 2026 | |
Securities available-for-sale: | | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
U.S. agency securities | | $ | — | | | $ | 18,032 | | | $ | — | | | $ | 18,032 | |
Corporate securities | | | — | | | | 15,498 | | | | — | | | | 15,498 | |
Municipal bonds | | | — | | | | 70,120 | | | | — | | | | 70,120 | |
Mortgage-backed securities | | | — | | | | 156,758 | | | | — | | | | 156,758 | |
Asset-backed securities | | | — | | | | 9,052 | | | | — | | | | 9,052 | |
Mortgage loans held for sale, at fair value | | | — | | | | 30,548 | | | | — | | | | 30,548 | |
Loans receivable, at fair value | | | — | | | | 13,159 | | | | — | | | | 13,159 | |
Derivatives: | | | | | | | | | | | | | | | | |
Mandatory and best effort forward commitments with investors | | | — | | | | — | | | | 7 | | | | 7 | |
Interest rate lock commitments with customers | | | — | | | | — | | | | 616 | | | | 616 | |
Interest rate swaps - cash flow and fair value hedges | | | — | | | | 4,362 | | | | — | | | | 4,362 | |
Interest rate swaps - dealer offsets to customer swap positions | | | — | | | | 49 | | | | — | | | | 49 | |
Total assets measured at fair value | | $ | — | | | $ | 317,578 | | | $ | 623 | | | $ | 318,201 | |
Financial Liabilities | | | | | | | | | | | | | | | | |
Derivatives: | | | | | | | | | | | | | | | | |
Interest rate swaps - customer swap positions | | $ | — | | | $ | (49 | ) | | $ | — | | | $ | (49 | ) |
Forward TBA mortgage-backed securities | | | — | | | | (39 | ) | | | — | | | | (39 | ) |
Total liabilities measured at fair value | | $ | — | | | $ | (88 | ) | | $ | — | | | $ | (88 | ) |
Financial Assets | | At December 31, 2025 | |
Securities available-for-sale: | | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
U.S. agency securities | | $ | — | | | $ | 18,127 | | | $ | — | | | $ | 18,127 | |
Corporate securities | | | — | | | | 15,386 | | | | — | | | | 15,386 | |
Municipal bonds | | | — | | | | 71,405 | | | | — | | | | 71,405 | |
Mortgage-backed securities | | | — | | | | 173,567 | | | | — | | | | 173,567 | |
Asset-backed securities | | | — | | | | 10,182 | | | | — | | | | 10,182 | |
Mortgage loans held for sale, at fair value | | | — | | | | 43,705 | | | | — | | | | 43,705 | |
Loans receivable, at fair value | | | — | | | | 13,183 | | | | — | | | | 13,183 | |
Derivatives: | | | | | | | | | | | | | | | | |
Mandatory and best effort forward commitments with investors | | | — | | | | — | | | | 8 | | | | 8 | |
Interest rate lock commitments with customers | | | — | | | | — | | | | 241 | | | | 241 | |
Interest rate swaps- cash flow and fair value hedges | | | — | | | | 1,894 | | | | — | | | | 1,894 | |
Interest rate swaps - dealer offsets to customer swap positions | | | — | | | | 36 | | | | — | | | | 36 | |
Total assets measured at fair value | | $ | — | | | $ | 347,485 | | | $ | 249 | | | $ | 347,734 | |
Financial Liabilities | | | | | | | | | | | | | | | | |
Derivatives: | | | | | | | | | | | | | | | | |
Interest rate swaps - cash flow and fair value hedges | | | — | | | | (36 | ) | | | — | | | | (36 | ) |
Interest rate swaps - customer swap positions | | $ | — | | | $ | (656 | ) | | $ | — | | | $ | (656 | ) |
Forward TBA mortgage-backed securities | | | — | | | | (146 | ) | | | — | | | | (146 | ) |
Total liabilities measured at fair value | | $ | — | | | $ | (838 | ) | | $ | — | | | $ | (838 | ) |
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| Fair Value Measurements, Nonrecurring [Table Text Block] |
| | June 30, 2026 | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
Collateral dependent loans | | $ | — | | | $ | — | | | $ | 7,164 | | | $ | 7,164 | |
MSRs | | | — | | | | — | | | | 23,202 | | | | 23,202 | |
| | December 31, 2025 | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
Collateral dependent loans | | $ | — | | | $ | — | | | $ | 9,236 | | | $ | 9,236 | |
MSRs | | | — | | | | — | | | | 21,800 | | | | 21,800 | |
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| Fair Value Measurements, Recurring and Nonrecurring [Table Text Block] |
Level 3 | | Significant | | | | | | Weighted Average Input | |
Fair Value | Valuation | Unobservable | | | | | | June 30, | | | December 31, | |
Instruments | Techniques | Inputs | | Range | | | 2026 | | | 2025 | |
RECURRING | | | | | | | | | | | | | | |
Interest rate lock commitments with customers | Quoted market prices | Pull-through expectations | | | 80% - 99% | | | | 94.0 | % | | | 93.7 | % |
Individual forward sale commitments with investors | Quoted market prices | Pull-through expectations | | | 80% - 99% | | | | 94.0 | % | | | 93.7 | % |
NONRECURRING | | | | | | | | | | | | | | |
Collateral dependent loans | Fair value of underlying collateral | Discount applied to the obtained appraisal | | | 0% - 25% | | | | 15.0 | % | | | — | % |
MSRs | Industry sources | Prepayment speeds | | | 0% - 50% | | | | 7.9 | % | | | 8.5 | % |
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| Fair Value, Assets (Liabilities) Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block] |
| | | | | | Purchases | | | | | | | | | | | Net change in | | | Net change in | |
Three Months Ended | | Beginning | | | and | | | Sales and | | | Ending | | | fair value for | | | fair value for | |
June 30, 2026 | | Balance | | | Issuances | | | Settlements | | | Balance | | | gains/(losses) (1) | | | gains/(losses) (2) | |
Interest rate lock commitments with customers | | $ | 313 | | | $ | 1,626 | | | $ | (1,323 | ) | | $ | 616 | | | $ | 303 | | | $ | — | |
Individual forward sale commitments with investors | | | 353 | | | | 55 | | | | (401 | ) | | | 7 | | | | (346 | ) | | | — | |
June 30, 2025 | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate lock commitments with customers | | $ | 439 | | | $ | 1,099 | | | $ | (1,129 | ) | | $ | 409 | | | $ | (30 | ) | | $ | — | |
Individual forward sale commitments with investors | | | (60 | ) | | | (169 | ) | | | 67 | | | | (162 | ) | | | (102 | ) | | | — | |
| | | | | | Purchases | | | | | | | | | | | Net change in | | | Net change in | |
Six Months Ended | | Beginning | | | and | | | Sales and | | | Ending | | | fair value for | | | fair value for | |
June 30, 2026 | | Balance | | | Issuances | | | Settlements | | | Balance | | | gains/(losses) (1) | | | gains/(losses) (2) | |
Interest rate lock commitments with customers | | $ | 241 | | | $ | 3,056 | | | $ | (2,681 | ) | | $ | 616 | | | $ | 375 | | | $ | — | |
Individual forward sale commitments with investors | | | 8 | | | | 494 | | | | (495 | ) | | | 7 | | | | (1 | ) | | | — | |
June 30, 2025 | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate lock commitments with customers | | $ | 103 | | | $ | 2,240 | | | $ | (1,934 | ) | | $ | 409 | | | $ | 306 | | | $ | — | |
Individual forward sale commitments with investors | | | 31 | | | | (253 | ) | | | 60 | | | | (162 | ) | | | (193 | ) | | | — | |
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| Fair Value, by Balance Sheet Grouping [Table Text Block] |
| | June 30, 2026 | | | December 31, 2025 | |
Financial Assets | | Carrying | | | Fair | | | Carrying | | | Fair | |
Level 1 inputs: | | Amount | | | Value | | | Amount | | | Value | |
Cash and cash equivalents | | $ | 29,710 | | | $ | 29,710 | | | $ | 28,219 | | | $ | 28,219 | |
Level 2 inputs: | | | | | | | | | | | | | | | | |
Securities available-for-sale, at fair value | | | 269,460 | | | | 269,460 | | | | 288,667 | | | | 288,667 | |
Securities held-to-maturity, gross | | | 35,122 | | | | 35,183 | | | | 33,501 | | | | 34,396 | |
Loans held for sale, at fair value | | | 30,548 | | | | 30,548 | | | | 43,705 | | | | 43,705 | |
Loans receivable, at fair value | | | 13,159 | | | | 13,159 | | | | 13,183 | | | | 13,183 | |
Interest rate swaps - cash flow and fair value hedges | | | 4,362 | | | | 4,362 | | | | 1,894 | | | | 1,894 | |
Interest rate swaps - dealer offsets to customer swap positions | | | 49 | | | | 49 | | | | 36 | | | | 36 | |
Level 3 inputs: | | | | | | | | | | | | | | | | |
Loans receivable, gross | | | 2,646,998 | | | | 2,592,028 | | | | 2,641,926 | | | | 2,578,744 | |
MSRs, held at lower of cost or fair value | | | 8,912 | | | | 23,202 | | | | 8,608 | | | | 21,800 | |
Mandatory and best effort forward commitments with investors | | | 7 | | | | 7 | | | | 8 | | | | 8 | |
Fair value interest rate locks with customers | | | 616 | | | | 616 | | | | 241 | | | | 241 | |
Financial Liabilities | | | | | | | | | | | | | | | | |
Level 2 inputs: | | | | | | | | | | | | | | | | |
Time deposits | | | 957,087 | | | | 953,560 | | | | 1,130,396 | | | | 1,129,892 | |
Borrowings | | | 324,500 | | | | 321,465 | | | | 129,305 | | | | 128,360 | |
Subordinated notes, excluding unamortized debt issuance costs | | | 50,000 | | | | 49,241 | | | | 50,000 | | | | 48,856 | |
Interest rate swaps - cash flow and fair value hedges | | | — | | | | — | | | | 656 | | | | 656 | |
Forward TBA mortgage-backed securities | | | 39 | | | | 39 | | | | 146 | | | | 146 | |
Interest rate swaps - customer swap positions | | | 49 | | | | 49 | | | | 36 | | | | 36 | |
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