DERIVATIVE HEDGING INSTRUMENTS (Tables)

12 Months Ended

Dec. 31, 2025

DERIVATIVE HEDGING INSTRUMENTS

Schedule of interest rate swap transactions

The following tables summarize the interest rate swap transactions that impacted the Company’s 2025 and 2024 performance (in thousands, except percentages).

	AT DECEMBER 31, 2025
							INCREASE
		AGGREGATE		WEIGHTED			(DECREASE)
		NOTIONAL		AVERAGE RATE		REPRICING	IN INTEREST
	HEDGE TYPE	AMOUNT		RECEIVED/(PAID)		FREQUENCY	INCOME
Swap assets	N/A	$	60,778	6.57	%	Monthly	$	1,180
Swap liabilities	N/A		(60,778)	(6.57)		Monthly		(1,180)
Net exposure		$	—	—	%		$	—

	AT DECEMBER 31, 2024
							INCREASE
		AGGREGATE		WEIGHTED			(DECREASE)
		NOTIONAL		AVERAGE RATE		REPRICING	IN INTEREST
	HEDGE TYPE	AMOUNT		RECEIVED/(PAID)		FREQUENCY	INCOME
Swap assets	N/A	$	66,476	7.52	%	Monthly	$	1,968
Swap liabilities	N/A		(66,476)	(7.52)		Monthly		(1,968)
Net exposure		$	—	—	%		$	—

Schedule of cash flow hedges accumulated other comprehensive loss

The following table summarizes the effect of the effective portion of the Company’s cash flow hedge accounting on accumulated other comprehensive loss for the years ended December 31, 2025 and 2024 (in thousands).

	YEAR ENDED DECEMBER 31, 2025
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS	AMOUNT RECOGNIZED IN OTHER COMPREHENSIVE INCOME (LOSS) ON DERIVATIVES		LOCATION ON CONSOLIDATED STATEMENTS OF OPERATIONS OF RECLASSIFICATION FROM ACCUMULATED OTHER COMPREHENSIVE LOSS	AMOUNT RECLASSIFIED FROM ACCUMULATED OTHER COMPREHENSIVE LOSS
Interest rate hedge	$	52	Interest expense - Deposits	$	(28)
Total	$	52		$	(28)

	YEAR ENDED DECEMBER 31, 2024
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS	AMOUNT RECOGNIZED IN OTHER COMPREHENSIVE INCOME (LOSS) ON DERIVATIVES		LOCATION ON CONSOLIDATED STATEMENTS OF OPERATIONS OF RECLASSIFICATION FROM ACCUMULATED OTHER COMPREHENSIVE LOSS	AMOUNT RECLASSIFIED FROM ACCUMULATED OTHER COMPREHENSIVE LOSS
Interest rate hedge	$	275	Interest expense - Deposits	$	(687)
Total	$	275		$	(687)