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Derivatives and Hedging Activities | 9 Months Ended
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Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Derivatives and Hedging Activities | 14. Derivatives and Hedging Activities The Company is exposed to certain risks arising from both its business operations and economic conditions. The Company principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Company manages economic risks, including interest rate, liquidity, and credit risk primarily by managing the amount, sources, and duration of its assets and liabilities and the use of derivative financial instruments. Specifically, the Company enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and uncertain cash amounts, the value of which are determined by interest rates. These derivative financial instruments are reported at fair value in other assets or other liabilities and are not reported on a net basis. Derivatives Designated as Hedging Instruments Cash Flow Hedges of Interest Rate Risk The Company’s objectives in using interest rate derivatives are to add stability to interest income and expense and to manage its exposure to interest rate movements. To accomplish this objective, the Company primarily uses interest rate swaps as part of its interest rate risk management strategy. Interest rate swaps designated as cash flow hedges involve the receipt of variable amounts from a counterparty in exchange for the Company making fixed rate payments or the receipt of fixed rate amounts from a counterparty in exchange for the Company making variable rate payments over the life of the agreements without exchange of the underlying notional amount. On July 12, 2024, the Company entered into a two-year interest rate contract that was designated as cash flow hedge utilizing a pay fixed interest rate swap to hedge a portion of its index-based brokered deposits included in savings deposits and its change in fair value attributable to the movement in the one-month SOFR. The carrying amount of the hedged liability located in “savings deposits" includes the savings account balance used to designate hedging relationships in which the hedged items are the stated amount of liabilities anticipated to be outstanding for the designated hedged period. The carrying amount of the savings deposit used in the hedged relationship was $22.0 million and $22.1 million at September 30, 2025 and December 31, 2024, respectively. Under the "portfolio layer" approach, the Company designated a $10.0 million notional amount of portfolio liabilities that are not expected to be affected by prepayments, defaults and other factors affecting the timing and amount of cash flows of the designated hedged layer. At inception, this cash flow hedge had a pay fixed rate of 4.33% and a receive rate of 5.32% (4.38% as of September 30, 2025). The change in the fair value of the interest rate swap was reported in other comprehensive income and was subsequently reclassified into interest expense or income in the period that the hedged transaction affected earnings. The change in fair value for this derivative instrument for the three and nine months ended September 30, 2025 was $4,000 and $(8,000), respectively. For the three and nine months ended September 30, 2025, $-0- of interest income was reclassified from AOCI into expense. Fair Value Hedges of Interest Rate Risk The Company is exposed to changes in the fair value of certain pools of fixed-rate assets due to changes in benchmark interest rates. The Company uses interest rate swaps to manage its exposure to changes in fair value on these instruments attributable to changes in the designated benchmark interest rate. The Company's interest rate swaps designated as fair value hedges involve the payment of fixed-rate amounts to a counterparty in exchange for the Company receiving variable-rate payments over the life of the agreement without the exchange of the underlying notional amount. The hedging strategy effectively converts these fixed-rate assets to SOFR floating rate assets for the term of the swap starting on the effective date. For derivatives designated and that qualify as fair value hedges, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in interest income. In June 2023, the Company entered into a three-year $25 million notional amount interest rate contract that was designated as a fair value hedge utilizing a pay fixed interest rate swap to hedge a portion of the residential mortgage loan portfolio's change in fair value attributable to the movement in the one-month SOFR. On June 6, 2025, the Company terminated this pay fixed interest rate swap which resulted in a swap termination fee of $-0- due to the counterparty. Also, $336,000 of cash posted to the counterparty as collateral for this interest rate swap contract was returned to the Company. The Company terminated this interest rate swap as it was determined that this derivative was no longer meeting the aims of the Company’s interest rate risk management strategy as it was probable that the hedged forecasted transaction – the potential interest rate risk/variability in fair value of the residential loan portfolio attributable to the movement in one-month SOFR – would not occur by the end of the original maturity date of the hedging instrument. In November 2023, the Company entered into a second three-year $25 million notional amount interest rate contract that was also designated as a fair value hedge utilizing a pay fixed interest rate swap to hedge a portion of the residential mortgage loan portfolio's change in fair value attributable to the movement in the one-month SOFR. On November 1, 2024, the Company terminated this pay fixed interest rate swap which resulted in a swap termination fee of $398,000 due to the counterparty. The $398,000 fee was recorded as a residential mortgage loan basis adjustment and included in 1-4 family residential loans as it is amortized over the remaining expected life of the original swap – 24 months. Also, $1.2 million of cash posted to the counterparty as collateral for this interest rate swap contract was returned to the Company. The Company terminated this interest rate swap as it was determined that this derivative was no longer meeting the aims of the Company’s interest rate risk management strategy as it was probable that the hedged forecasted transaction – the potential interest rate risk/variability in fair value of the residential loan portfolio attributable to the movement in one-month SOFR – would not occur by the end of the original maturity date of the hedging instrument. On June 23, 2025, the Company entered into an 18-month $25 million notional amount interest rate contract that was designated as a fair value hedge utilizing a pay fixed interest rate swap to hedge a portion of the residential mortgage loan portfolio's change in fair value attributable to the movement in the one-month SOFR. At inception, this fair value hedge had a pay fixed rate of 3.78% and a receive rate of 4.31% (4.38% as of September 30, 2025). On September 10, 2025, the Company entered into a 12-month $25 million notional amount interest rate contract that was designated as a fair value hedge utilizing a pay fixed interest rate swap to hedge a portion of the residential mortgage loan portfolio's change in fair value attributable to the movement in the one-month SOFR. At inception, this fair value hedge had a pay fixed rate of 3.62% and a receive rate of 4.37% (4.38% as of September 30, 2025). Additionally, in December 2023, the Company entered into a three-year $10 million notional amount interest rate contract that was designated as fair value hedge utilizing a pay fixed interest rate swap to hedge a portion of the securities available-for-sale municipal bond portfolio's change in fair value attributable to the movement in the one-month SOFR. On December 19, 2024 the Company terminated this pay fixed interest rate swap which resulted in a swap termination fee of $32,000 due to the counterparty. The $32,000 fee was recorded as a municipal bond basis adjustment and included in securities available-for-sale as it is amortized over a period consistent with the amortization of the discounts and premiums associated with the formerly hedged items. Also, $280,000 of cash posted to the counterparty as collateral for this interest rate swap contract was returned to the Company. The Company terminated this interest rate swap as it was determined that this derivative was no longer meeting the aims of the Company’s interest rate risk management strategy as it was probable that the hedged forecasted transaction – the potential interest rate risk/variability in fair value of the securities available-for-sale municipal bond portfolio attributable to the movement in one-month SOFR – would not occur by the end of the original maturity date of the hedging instrument. As of September 30, 2025 and December 31, 2024, the following amounts were recorded on the balance sheet related to cumulative basis adjustment for fair value hedges:
Location in Consolidated Balance Sheets |  | Carrying Amount of Hedged Assets/(Liabilities) |  |  | Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities) |
(Dollars in thousands) |  | September 30, 2025 |  |  | December 31, 2024 |  |  | September 30, 2025 |  |  | December 31, 2024 |
Total loans |  | $ | 50,080 |  |  | $ | 24,957 |  |  | $ | 80 |  |  | $ | (43 | )
The carrying amount of the hedged asset located in “total loans” includes the amortized cost basis of a closed portfolio of fixed-rate residential loans used to designate the hedging relationship in which the hedged item is the stated amount of assets anticipated to be outstanding for the designated hedged period. At September 30, 2025 and December 31, 2024, the amortized cost basis of the closed portfolio of fixed-rate residential loans used in the hedging relationship was in excess of the carrying amount of the hedged asset. At September 30, 2025 and December 31, 2024, the cumulative basis adjustments associated with this hedging relationship was $80,000 and $(43,000), respectively; and the notional amount of the designated hedged item was $25.0 million. Under the "portfolio layer" approach, the Company designated a notional amount of portfolio assets that are not expected to be affected by prepayments, defaults and other factors affecting the timing and amount of cash flows of the designated hedged layer. The notional amounts of these agreements do not represent amounts exchanged by the parties and, thus, are not a measure of potential loss exposure. At September 30, 2025 and December 31, 2024, the Company’s fair value hedges had a remaining maturity of 1.20 and 1.42 years, respectively, an average pay fixed rate of 3.70% and 3.99%, respectively, and an average receive rate of 4.38% and 5.19%. Derivatives not Designated as Hedging Instruments Customer Loan Swaps Derivatives not designated as hedges are not speculative and result from a service the Company provides to certain commercial banking customers. On May 19, 2023, the Company entered into an interest rate swap with a commercial loan borrower. The Company executes interest rate swaps with customers to facilitate their respective risk management strategies. The interest rate swap contract with the commercial loan borrower allows them to convert floating-rate loan payments based on SOFR to fixed-rate loan payments. This interest rate swap is simultaneously hedged by an offsetting derivative that the Company executes with a third party, such that the Company minimizes its net risk exposure resulting from such transactions. As the interest rate derivatives associated with this program do not meet hedge accounting requirements, changes in the fair value of both the customer derivative and the offsetting derivative are recognized directly in earnings. The following table presents the fair value of the Company’s derivative financial instruments as well as their classification on the consolidated balance sheets:
| Derivative Assets |  |  |  | Derivative Liabilities |
| Notional Amount |  |  | Location |  | Fair Value |  |  |  | Notional Amount |  |  | Location |  | Fair Value |
(Dollars in thousands) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
September 30, 2025 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivatives designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts - fair value hedge | $ | 50,000 |  |  | Other assets |  | $ | — |  |  |  | $ | — |  |  | Other liabilities |  | $ | 80 |
Interest rate contracts - cash flow hedge |  | 10,000 |  |  | Other assets |  |  | — |  |  |  |  | — |  |  | Other liabilities |  |  | 51 |
Total derivatives designated as hedging instruments | $ | 60,000 |  |  |  |  | $ | — |  |  |  | $ | — |  |  |  |  | $ | 131 |
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Customer loan swaps | $ | 4,523 |  |  | Other assets |  | $ | 76 |  | $ | 4 |  | $ | 4,523 |  |  | Other liabilities |  | $ | 76 |
December 31, 2024 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivatives designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts - fair value hedge | $ | 25,000 |  |  | Other assets |  | $ | 43 |  |  |  | $ | — |  |  |  |  | $ | — |
Interest rate contracts - cash flow hedge |  | 10,000 |  |  | Other assets |  |  | — |  |  |  |  | — |  |  | Other liabilities |  |  | 43 |
Total derivatives designated as hedging instruments | $ | 35,000 |  |  |  |  | $ | 43 |  |  |  | $ | — |  |  |  |  | $ | 43 |
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Customer loan swaps | $ | 4,630 |  |  | Other assets |  | $ | 71 |  |  |  | $ | 4,630 |  |  | Other liabilities |  | $ | 71 |
Credit-risk-related Contingent Features By entering into derivative transactions, the Company is exposed to credit risk to the extent that counterparties to the derivative contracts do not perform as required. Should a counterparty fail to perform under the terms of a derivative contract, the Company’s credit exposure on interest rate swaps is limited to the net positive fair value and accrued interest of all swaps with each counterparty. The Company seeks to minimize counterparty credit risk through credit approvals, limits, and other monitoring procedures. Institutional counterparties must have an investment grade credit rating and be approved by the Company’s board of directors. As such, management believes the risk of incurring credit losses on derivative contracts with institutional counterparties is remote. As of September 30, 2025 and December 31, 2024, the Company posted $450,000 and $781,000, respectively, of cash to the counterparties as collateral on its interest rate swap contracts and customer loan swaps, which was presented within cash and due from banks on the consolidated balance sheets. Balance Sheet Offsetting Certain financial instruments may be eligible for offset in the consolidated balance sheet and/or subject to master netting arrangements or similar agreements. The Company’s derivative transactions with institutional counterparties are generally executed under International Swaps and Derivative Association (“ISDA”) master agreements which include “right of set-off” provisions. In such cases there is generally a legally enforceable right to offset recognized amounts and there may be an intention to settle such amounts on a net basis. Generally, the Company does not offset such financial instruments for financial reporting purposes. The following tables present the information about derivative positions that are eligible for offset in the consolidated balance sheets as of September 30, 2025 and December 31, 2024:
(Dollars in thousands) |  | Gross Amounts Recognized |  |  | Gross Amounts Offset |  |  | Net Amounts Recognized |  |  | Financial Instruments Pledged (Received) |  |  | Cash Collateral Pledged (Received) (1) |  |  | Net Amount |
September 30, 2025 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivative Assets: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contract - fair value hedge(2) |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Interest rate contract - cash flow hedge(2) |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |
Customer loan swap - dealer bank(3) |  |  | 76 |  |  |  | — |  |  |  | 76 |  |  |  | — |  |  |  | 76 |  |  |  | — |
Total |  | $ | 76 |  |  | $ | — |  |  | $ | 76 |  |  | $ | — |  |  | $ | 76 |  |  | $ | — |
Derivative Liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contract - fair value hedge(2) |  | $ | 80 |  |  | $ | — |  |  | $ | 80 |  |  | $ | — |  |  | $ | 80 |  |  | $ | — |
Interest rate contract - cash flow hedge(2) |  |  | 51 |  |  |  | — |  |  |  | 51 |  |  |  | — |  |  |  | 51 |  |  |  | — |
Customer loan swap - dealer bank(3) |  |  | 76 |  |  |  | — |  |  |  | 76 |  |  |  | — |  |  |  | — |  |  |  | 76 |
Total |  | $ | 207 |  |  | $ | — |  |  | $ | 207 |  |  | $ | — |  |  | $ | 131 |  |  | $ | 76 |
December 31, 2024 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivative Assets: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contract - fair value hedge(2) |  | $ | 43 |  |  | $ | — |  |  | $ | 43 |  |  | $ | — |  |  | $ | 43 |  |  | $ | — |
Interest rate contract - cash flow hedge(2) |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | — |
Customer loan swap - dealer bank(3) |  |  | 71 |  |  |  | — |  |  |  | 71 |  |  |  | — |  |  |  | 71 |  |  |  | — |
Total |  | $ | 114 |  |  | $ | — |  |  | $ | 114 |  |  | $ | — |  |  | $ | 114 |  |  | $ | — |
Derivative Liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contract - fair value hedge(2) |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Interest rate contract - cash flow hedge(2) |  |  | 43 |  |  |  | — |  |  |  | 43 |  |  |  | — |  |  |  | 43 |  |  |  | — |
Customer loan swap - dealer bank(3) |  |  | 71 |  |  |  | — |  |  |  | 71 |  |  |  | — |  |  |  | — |  |  |  | 71 |
Total |  | $ | 114 |  |  | $ | — |  |  | $ | 114 |  |  | $ | — |  |  | $ | 43 |  |  | $ | 71 |
(1) The amount presented was the lesser of the amount pledged (received) or the net amount presented in the consolidated balance sheets. (2) Interest rate swap contracts were completed with the same dealer bank. The Company maintains a master netting arrangement with the counterparty and settles collateral on a net basis for all contracts. (3) The Company manages its net exposure on its commercial customer loan swaps by obtaining collateral as part of the normal loan policy and underwriting practices. The Company does not post collateral to its commercial customers as part of its contract.

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