
	Three Months Ended				Nine Months Ended
	September 30,				September 30,
(in thousands)	2025		2024		2025		2024

Losses recognized in OCI on derivative (effective portion)	$	51	$	(3,134)	$	(2,122)	$	(3,580)

Losses reclassified from OCI on derivative (effective portion)		(47)		289		(138)		380

Gains (losses) recognized in income on derivative (ineffective portion)		—		—		—		—


		September 30, 2025				December 31, 2024
		Notional				Notional
(in thousands)	Bank Position	Amount		Fair Value		Amount		Fair Value

Interest rate swaps on FHLB advances - Other liabilities and accrued interest payable	Pay fixed/receive variable	$	100,000	$	(2,907)	$	100,000	$	(647)

September 30, 2025

December 31, 2024

Unrealized

Notional

Pay

Receive

Assets /

Gain (Loss)

Assets /

Gain (Loss)

(dollars in thousands)

Amount

Rate

Term

Bank Position

(Liabilities)

in AOCI

(Liabilities)

in AOCI

Interest rate swaps on FHLB advances - Other liabilities and accrued interest payable

$

100,000

4.14

%

1M SOFR

5/2024 - 6/2029

Pay fixed/receive variable

$

100,000

$

(2,180)

$

100,000

$

(647)


	Three Months Ended				Nine Months Ended
	September 30,				September 30,
(in thousands)	2025		2024		2025		2024

Interest rate swaps on FHLB advances	$	(47)	$	(289)	$	(138)	$	(380)
Total interest (benefit) expense on swap transactions	$	(47)	$	(289)	$	(138)	$	(380)


		September 30, 2025				December 31, 2024
		Notional				Notional
(in thousands)	Bank Position	Amount		Fair Value		Amount		Fair Value

Interest rate swaps with Bank clients - Other assets and accrued interest receivable	Pay variable/receive fixed	$	165,550	$	4,159	$	103,707	$	1,070
Interest rate swaps with Bank clients - Other liabilities and accrued interest payable	Pay variable/receive fixed		74,436		(2,586)		128,621		(5,518)
Interest rate swaps with Bank clients - Total	Pay variable/receive fixed	$	239,986	$	1,573	$	232,328	$	(4,448)

Offsetting interest rate swaps with institutional swap dealer - Other assets and accrued interest receivable	Pay fixed/receive variable		74,436		2,586		128,621		5,518
Offsetting interest rate swaps with institutional swap dealer - Other liabilities and accrued interest payable	Pay fixed/receive variable		165,550		(4,159)		103,707		(1,070)
Offsetting interest rate swaps with institutional swap dealer - Total	Pay fixed/receive variable	$	239,986	$	(1,573)	$	232,328	$	4,448

Total		$	479,972	$	—	$	464,656	$	—