Derivatives (Tables)

3 Months Ended

Mar. 31, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

(In thousands)	Notional Amount		Fair Value		Balance Sheet Category
March 31, 2026
Interest rate contracts1	$	1,143,202	$	21,106	Other assets and Other liabilities
Residential mortgage fair value hedges	100,000		41		Other liabilities
Residential mortgage fair value hedges	250,000		421		Other assets
Interest rate caps cash flow hedges	300,000		4,243		Other assets
IRLC	14,974		497		Other assets
Forward TBA mortgage-backed securities	15,273		269		Other assets
Forward loan sale commitment	3,349		42		Other liabilities
December 31, 2025
Interest rate contracts1	$	1,152,442	$	25,009	Other assets and Other liabilities
Residential mortgage fair value hedges	400,000		380		Other liabilities
Interest rate caps cash flow hedges	300,000		3,064		Other assets
IRLC	5,106		495		Other assets
Forward TBA mortgage-backed securities	5,122		94		Other liabilities
Forward loan sale commitment	285		51		Other assets
1Interest rate contracts include risk participation agreements with notional amounts of $65.1 million and $65.3 million at March 31, 2026, and December 31, 2025, respectively with nominal fair value in both periods.

The following table presents amounts recorded on the Consolidated Balance Sheet related to cumulative basis adjustments for fair value hedges.

	Carrying amount of the hedged items				Cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged items
(In thousands)	March 31, 2026		December 31, 2025		March 31, 2026		December 31, 2025
Loans, net 1	$	1,014,248	$	1,043,345	$	(339)	$	559
1 These amounts represent the amortized cost basis of closed portfolios used to designate hedging relationships in which the hedged item is the stated amount of assets in the closed portfolios anticipated to be outstanding for the designated hedge period. At March 31, 2026, the portfolio layer method was $350 million, of which $350 million was designated as hedged. At December 31, 2025, the portfolio layer method was $400 million, of which $400 million was designated as hedged.