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DERIVATIVE INSTRUMENTS (Tables)
 9 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Values of Interest Rate Swaps
The fair values of the interest rate swaps as of September 30, 2025 and December 31, 2024, were as follows (in thousands):
Fair Value
Derivative Assets (Liabilities)
Derivative InstrumentAggregate Notional AmountEffective DateMaturity DateSeptember 30, 2025December 31, 2024
Interest rate swap$75,000 July 21, 2023January 10, 2025$— $14 
Interest rate swap50,000 July 21, 2023January 10, 2025— 9 
Interest rate swap100,000 January 10, 2025January 10, 2026(210)(624)
Interest rate swap50,000 January 10, 2025January 10, 2026(105)(312)
$(315)$(913)
Schedule of Net Unrealized Gains in/from AOCL The net unrealized gains and losses on the effective swaps were recognized in Other comprehensive income (loss), as follows (in thousands):
Three Months Ended September 30,Nine Months Ended September 30,
2025202420252024
Unrealized gain (loss) on interest rate hedges$175 $(2,181)$598 $(2,894)
The losses reclassified from Accumulated other comprehensive loss into interest expense for the three and nine months ended September 30, 2025 and 2024, were as follows (in thousands):
Three Months Ended September 30,Nine Months Ended September 30,
2025202420252024
Loss reclassified from accumulated other comprehensive loss into interest expense$510 $509 $1,529 $1,529