Borrowed Funds	6 Months Ended
Mar. 31, 2026
Debt Disclosure [Abstract]
Borrowed Funds	BORROWED FUNDS At March 31, 2026 and September 30, 2025, the Bank had an interest rate swap agreement with a notional amount of $100.0 million in order to hedge the variable cash flows associated with $100.0 million of adjustable-rate FHLB advances. At March 31, 2026 and September 30, 2025, the interest rate swap agreement had an average remaining term to maturity of 2.2 years and 2.7 years, respectively. The interest rate swap was designated as a cash flow hedge and involved the receipt of variable amounts from a counterparty in exchange for the Bank making fixed-rate payments over the life of the interest rate swap agreement. At March 31, 2026 and September 30, 2025, the interest rate swap was in a gain position with a fair value of $1.3 million and $926 thousand, respectively, which was reported in other assets on the consolidated balance sheet. During the six months ended March 31, 2026 and 2025, $342 thousand and $1.3 million, respectively, was reclassified from AOCI as a decrease to interest expense. At March 31, 2026, the Company estimated that $693 thousand of interest expense associated with the interest rate swap would be reclassified from AOCI as a decrease to interest expense on FHLB borrowings during the next 12 months. The Bank has minimum collateral posting thresholds with its derivative counterparties and posts collateral on a daily basis. The Bank held cash collateral of $1.6 million at March 31, 2026 and $920 thousand at September 30, 2025. During the six months ended March 31, 2026, the Bank prepaid $425.0 million of fixed-rate advances with a weighted average effective rate of 4.32% and a weighted average life ("WAL") of 0.8 years and replaced them with $425.0 million of fixed-rate advances with a weighted average effective rate of 3.79% and a WAL of 2.3 years. This transaction resulted in prepayment fees of $2.1 million which will be recognized in interest expense over the life of the new FHLB advances.

Borrowed Funds

6 Months Ended

Mar. 31, 2026

BORROWED FUNDS

At March 31, 2026 and September 30, 2025, the Bank had an interest rate swap agreement with a notional amount of $100.0 million in order to hedge the variable cash flows associated with $100.0 million of adjustable-rate FHLB advances. At March 31, 2026 and September 30, 2025, the interest rate swap agreement had an average remaining term to maturity of 2.2 years and 2.7 years, respectively. The interest rate swap was designated as a cash flow hedge and involved the receipt of variable amounts from a counterparty in exchange for the Bank making fixed-rate payments over the life of the interest rate swap agreement. At March 31, 2026 and September 30, 2025, the interest rate swap was in a gain position with a fair value of $1.3 million and $926 thousand, respectively, which was reported in other assets on the consolidated balance sheet. During the six months ended March 31, 2026 and 2025, $342 thousand and $1.3 million, respectively, was reclassified from AOCI as a decrease to interest expense. At March 31, 2026, the Company estimated that $693 thousand of interest expense associated with the interest rate swap would be reclassified from AOCI as a decrease to interest expense on FHLB borrowings during the next 12 months. The Bank has minimum collateral posting thresholds with its derivative counterparties and posts collateral on a daily basis. The Bank held cash collateral of $1.6 million at March 31, 2026 and $920 thousand at September 30, 2025.

During the six months ended March 31, 2026, the Bank prepaid $425.0 million of fixed-rate advances with a weighted average effective rate of 4.32% and a weighted average life ("WAL") of 0.8 years and replaced them with $425.0 million of fixed-rate advances with a weighted average effective rate of 3.79% and a WAL of 2.3 years. This transaction resulted in prepayment fees of $2.1 million which will be recognized in interest expense over the life of the new FHLB advances.