Borrowed Funds
Borrowed funds may consist of Discount Window borrowings from the FRB, advances from the FHLB and securities sold under agreements to repurchase with customers. Pursuant to collateral agreements, FHLB advances are collateralized by all stock in FHLB, qualifying first mortgage loans, U.S. Government and Agency securities not pledged to others, and funds on deposit with FHLB. All FHLB advances as of December 31, 2025 had fixed rates of interest until their respective maturity dates. Securities sold under agreements to repurchase include U.S. agencies securities and other securities. Repurchase agreements have maturity dates ranging from one day to one year. The Bank also has in place $101,000,000 in credit lines with correspondent banks and a credit facility of $313,000,000 with the FRBB using securities, commercial loans and home equity loans as collateral. Of the correspondent bank and FRB credit lines, none were in use as of December 31, 2025.

Borrowed funds at December 31, 2025 and 2024 have the following range of interest rates and maturity dates:
As of December 31, 2025
Federal Home Loan Bank Advances
2026
3.20% - 3.87%
$42,000,000 
20274.12%35,000,000 
20283.86%35,000,000 
20290.00%— 
2030 and thereafter
0.00% - 3.20%
25,500,000 
137,500,000 
Repurchase agreements
Municipal and commercial customers
0.05% - 4.03%
50,321,000 
$187,821,000 
As of December 31, 2024
Federal Home Loan Bank Advances
20250.00%$— 
20260.00%— 
2027
3.97% - 4.12%
70,000,000 
20280.00%— 
2029 and thereafter2.89%25,000,000 
95,000,000 
Repurchase agreements
Municipal and commercial customers
0.05% - 5.00%
51,278,000 
$146,278,000 

Historical Timeline

Fiscal YearFiled
2025Mar 6, 2026Showing above
2024Mar 7, 2025

About Debt Disclosures

Debt disclosures detail a company's borrowing structure — the types of instruments, interest rates, maturity schedule, and covenant restrictions that define its financial obligations and flexibility. This section is essential for assessing refinancing risk, interest rate exposure, and the margin of safety against financial distress.

Key signals: the maturity schedule reveals concentration risk — large maturities within 1-2 years during tight credit markets can force dilutive refinancing or asset sales. Compare the fair value of debt against carrying amount to gauge whether the market views the company's credit risk differently than the balance sheet suggests. Watch covenant compliance disclosures for tightening cushions, especially leverage and interest coverage ratios. Variable-rate debt exposure quantifies sensitivity to interest rate changes. Secured versus unsecured mix affects recovery rates and future borrowing capacity. Compare net debt-to-EBITDA against industry peers and covenant limits to assess financial health.