Community Trust Bancorp Q3 profit rises to $25.9M

At September 30, 2026, 97.8% of debt securities had unrealized losses, alongside higher third-quarter net income.

Available on EDGAR 11/06/2026 - 08:32 AM EST Accepted by SEC EDGAR 11/06/2026 - 08:31 AM EST Learn about SEC filing dates

Rhea-AI Filing Summary

Community Trust Bancorp, Inc. (CTBI) reported third-quarter 2026 net income of $25.890 million, compared with $23.911 million in the same quarter of 2025. Net interest income was $61.056 million versus $55.554 million, while the provision for credit losses rose to $9.171 million from $3.866 million. For the first nine months of 2026, net income was $82.705 million compared with $70.782 million.

At September 30, 2026, loans were $5,302.868 million and deposits were $5,689.889 million, compared with $4,894.942 million and $5,389.058 million, respectively, at December 31, 2025. Nine-month operating cash flow was $117.223 million versus $90.051 million. Third-quarter comprehensive income was a loss of $2.373 million, including a $28.263 million other comprehensive loss. CTBI said unrealized losses on available-for-sale debt securities were attributable to changes in market interest rates and other non-credit-related factors; 97.8% of total debt securities had unrealized losses at quarter-end, versus 85.4% at year-end.

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Positive

• Moderate pointThird-quarter net income rose to $25.890 million from $23.911 million.

Negative

• Minor point97.8% of total debt securities had unrealized losses at September 30, 2026.

Filing Explained

Form 10-Q is CTBI’s unaudited quarterly update, reporting its financial position through September 30, 2026. At quarter-end, total nonperforming loans were $22,487 thousand, versus $19,162 thousand at December 31, 2025. The measure includes nonaccrual loans and loans 90 days past due that still accrue interest, showing a higher reported balance in those credit-status categories.

Key Figures

Net income: $25.890 million Net interest income: $61.056 million Provision for credit losses: $9.171 million +4 more

7 metrics

Net income $25.890 million Three months ended September 30, 2026; $23.911 million in the same period of 2025

Net interest income $61.056 million Three months ended September 30, 2026; $55.554 million in the same period of 2025

Provision for credit losses $9.171 million Three months ended September 30, 2026; $3.866 million in the same period of 2025

Net income $82.705 million Nine months ended September 30, 2026; $70.782 million in the same period of 2025

Net cash provided by operating activities $117.223 million Nine months ended September 30, 2026; $90.051 million in the same period of 2025

Loans $5,302.868 million At September 30, 2026; $4,894.942 million at December 31, 2025

Debt securities with unrealized losses 97.8% Percentage of total debt securities at September 30, 2026; 85.4% at December 31, 2025

Key Terms

allowance for credit losses, available-for-sale, nonaccrual loans, other comprehensive income (loss), +1 more

5 terms

allowance for credit losses financial

"Allowance for Credit Losses"

Allowance for credit losses is a reserve set aside by a financial institution to cover potential losses from borrowers who may not repay their loans. It acts like a safety net, helping the institution prepare for loans that might turn sour. For investors, it signals how cautious the institution is about the quality of its loans and potential risks to its financial health.

available-for-sale financial

"debt securities available-for-sale are summarized as follows"

A classification for bonds, stocks or other investments that a company plans to keep but might sell before they reach full term. Think of it like items a shop keeps on a shelf for potential sale: their market value can go up or down while the company holds them, and those unrealized gains or losses are shown separately from operating profit until they are sold. Investors watch this because large swings can change a company’s reported net worth and signal how much flexibility it has to raise cash quickly.

nonaccrual loans financial

"Nonaccrual loans and loans 90 days past due"

Nonaccrual loans are loans a lender has stopped counting toward interest income because the borrower is overdue or unlikely to pay; the lender only records cash payments received and may set aside extra funds to cover potential losses. For investors, a rising number or amount of nonaccrual loans signals weaker credit quality, lower future interest revenue and larger potential write-downs — similar to pausing expected subscription income when many customers stop paying.

other comprehensive income (loss) financial

"Other comprehensive income (loss), net of tax"

current expected credit loss (CECL) model financial

"amends the current expected credit loss (CECL) model"

FAQ

AI-generated questions and answers. How Rhea-AI works. Not financial advice.

How much did CTBI earn in the third quarter of 2026?

CTBI reported net income of $25.890 million for the three months ended September 30, 2026, compared with $23.911 million a year earlier. Basic earnings per share were $1.43, versus $1.33, and diluted earnings per share were $1.43, versus $1.32.

What happened to CTBI's unrealized securities losses?

At September 30, 2026, available-for-sale debt securities had amortized cost of $1,239.964 million and fair value of $1,111.268 million. Management said unrealized losses reflected changes in market interest rates and other non-credit-related factors; 97.8% of total debt securities had unrealized losses, versus 85.4% at December 31, 2025.

What was CTBI's allowance for credit losses?

CTBI's allowance for credit losses was $65.059 million at September 30, 2026, compared with $60.169 million at December 31, 2025. The third-quarter provision for credit losses was $9.171 million, compared with $3.866 million in the same quarter of 2025.

AI-generated analysis. How Rhea-AI works. Not financial advice.

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C.  20549

FORM 10-Q

☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended on September 30, 2026

Or

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from _____________ to _____________

Commission file number 001-31220

COMMUNITY TRUST BANCORP, INC.

(Exact name of registrant as specified in its charter)

Kentucky		61-0979818
(State or other jurisdiction of incorporation or organization)		(IRS Employer Identification No.)

346 North Mayo Trail P.O. Box 2947 Pikeville, Kentucky		41502
(Address of principal executive offices)		(Zip code)

 

(606) 432-1414

(Registrant’s telephone number)

Securities registered pursuant to Section 12(b) of the Act:

Common Stock

(Title of class)

CTBI	The NASDAQ Global Select Market
(Trading symbol)	(Name of exchange on which registered)

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports) and (2) has been subject to such filing requirements for the past 90 days.

Yes  ✔ No

Indicate by check mark whether the registrant has submitted electronically every interactive data file required to be submitted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).

Yes  ✔ No

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company.  See definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company,” and “emerging growth company” in Rule 12b-2 of the Exchange Act.

Large Accelerated Filer ✔	Accelerated Filer ☐	Non-accelerated Filer ☐
Smaller Reporting Company ☐	Emerging Growth Company ☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).

Yes    No ✔

Indicate the number of shares outstanding of each of the issuer’s classes of common stock, as of the latest practicable date.

Common stock –18,173,438 shares outstanding at October 31, 2026

CAUTIONARY STATEMENT

REGARDING FORWARD-LOOKING STATEMENTS

Certain of the statements contained herein that are not historical facts are forward-looking statements within the meaning of the Private Securities Litigation Reform Act. Community Trust Bancorp, Inc.’s (“CTBI”) actual results may differ materially from those included in the forward-looking statements. Forward-looking statements are typically identified by words or phrases such as “believe,” “expect,” “anticipate,” “intend,” “estimate,” “may increase,” “may fluctuate,” and similar expressions or future or conditional verbs such as “will,” “should,” “would,” and “could.”  These forward-looking statements involve risks and uncertainties including, but not limited to, economic conditions, portfolio growth, the credit performance of the portfolios, including bankruptcies, and seasonal factors; changes in general economic conditions including the performance of financial markets, prevailing inflation and interest rates, realized gains from sales of investments, gains from asset sales, and losses on commercial lending activities; the effects of epidemics, pandemics, or other infectious disease outbreaks; results of various investment activities; the effects of competitors’ pricing policies, changes in laws and regulations, competition, and demographic changes on target market populations’ savings and financial planning needs; industry changes in information technology systems on which we are highly dependent; failure of acquisitions to produce revenue enhancements or cost savings at levels or within the time frames originally anticipated or unforeseen integration difficulties; the resolution of legal proceedings and related matters; and such other factors as discussed throughout this quarterly report on Form 10-Q, CTBI’s annual report on Form 10-K for the year ended December 31, 2025, and other documents subsequently filed by CTBI with the Securities and Exchange Commission.  In addition, the banking industry in general is subject to various monetary, operational, and fiscal policies and regulations, which include, but are not limited to, those determined by the Federal Reserve Board, the Federal Deposit Insurance Corporation, the Consumer Financial Protection Bureau, and state regulators, whose policies, regulations, and enforcement actions could affect CTBI’s results.  These statements are representative only on the date hereof, and CTBI undertakes no obligation to update any forward-looking statements made.

PART I - FINANCIAL INFORMATION

Item 1. Condensed Consolidated Financial Statements

The accompanying information has not been audited by our independent registered public accountants; however, in the opinion of management such information reflects all adjustments necessary for a fair presentation of the results for the interim period.  All such adjustments are of a normal and recurring nature.

The accompanying condensed consolidated financial statements are presented in accordance with the requirements of Form 10-Q and consequently do not include all of the disclosures normally required by accounting principles generally accepted in the United States of America or those normally made in the Registrant’s annual report on Form 10-K.  Accordingly, the reader of the Form 10-Q should refer to the Registrant’s Form 10-K for the year ended December 31, 2025 for further information in this regard.

1

Community Trust Bancorp, Inc.

Condensed Consolidated Balance Sheets

(in thousands except share data)		(unaudited) September 30 2026				December 31 2025
Assets:
Cash and due from banks		$	59,170			$	62,851
Interest bearing deposits			272,398				300,833
Cash and cash equivalents			331,568				363,684
Certificates of deposit in other banks			245				245
Debt securities available-for-sale at fair value (amortized cost of $1,239,964 and $1,206,938, respectively)			1,111,268				1,120,719
Equity securities at fair value			5,093				4,154
Loans held for sale			150				211
Loans			5,302,868				4,894,942
Allowance for credit losses			(65,059	)			(60,169	)
Net loans			5,237,809				4,834,773
Premises and equipment, net			53,143				52,611
Operating right-of-use assets			10,752				11,543
Finance right-of-use assets			3,779				3,890
Federal Home Loan Bank stock			6,289				5,200
Federal Reserve Bank stock			4,887				4,887
Goodwill			65,490				65,490
Bank owned life insurance			125,180				123,274
Mortgage servicing rights			6,946				6,751
Other real estate owned			5,212				3,066
Deferred tax asset			31,869				20,856
Accrued interest receivable			26,458				25,957
Other assets			35,434				36,827
Total assets		$	7,061,572			$	6,684,138
Liabilities and shareholders’ equity:
Deposits:
Noninterest bearing		$	1,254,885			$	1,263,243
Interest bearing			4,435,004				4,125,815
Total deposits			5,689,889				5,389,058
Repurchase agreements			351,105				308,799
Federal funds purchased			500				500
Advances from Federal Home Loan Bank			279				293
Long-term debt			63,604				63,784
Operating lease liabilities			11,135				11,924
Finance lease liabilities			4,486				4,493
Accrued interest payable			20,728				8,535
Other liabilities			42,511				40,680
Total liabilities			6,184,237				5,828,066
Shareholders’ equity:
Preferred stock, 300,000 shares authorized and unissued			0				0
Common stock, $5.00 par value, shares authorized 25,000,000; shares issued and outstanding 2026 – 18,167,954; 2025 – 18,115,847			90,842				90,581
Capital surplus			238,572				236,423
Retained earnings			644,620				593,888
Accumulated other comprehensive loss, net of tax			(96,699	)			(64,820	)
Total shareholders’ equity			877,335				856,072
Total liabilities and shareholders’ equity		$	7,061,572			$	6,684,138

See notes to condensed consolidated financial statements.

2

Community Trust Bancorp, Inc.

Condensed Consolidated Statements of Income and Comprehensive Income

(unaudited)

		Three Months Ended								Nine Months Ended
		September 30								September 30
(in thousands except per share data)		2026				2025				2026				2025
Interest income:
Interest and fees on loans, including loans held for sale		$	82,430			$	77,707			$	240,609			$	226,271
Interest and dividends on securities
Taxable			8,257				5,762				22,293				17,246
Tax exempt			516				610				1,689				1,840
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock			168				190				508				559
Interest on Federal Reserve Bank deposits			3,430				4,194				8,489				9,984
Other, including interest on federal funds sold			92				99				298				287
Total interest income			94,893				88,562				273,886				256,187
Interest expense:
Interest on deposits			30,240				29,385				82,526				85,013
Interest on repurchase agreements and federal funds purchased			2,660				2,621				7,851				7,291
Interest on advances from Federal Home Loan Bank			11				0				11				13
Interest on long-term debt			926				1,002				2,771				3,009
Total interest expense			33,837				33,008				93,159				95,326
Net interest income			61,056				55,554				180,727				160,861
Provision for credit losses			9,171				3,866				14,253				9,528
Net interest income after provision for credit losses			51,885				51,688				166,474				151,333
Noninterest income:
Deposit related fees			8,579				8,131				23,391				22,303
Gains on sales of loans, net			33				89				145				213
Trust and wealth management income			4,885				4,277				14,071				12,350
Loan related fees			1,268				897				3,453				3,111
Bank owned life insurance revenue			1,227				1,144				4,129				3,281
Brokerage revenue			727				588				1,775				1,608
Securities gains (losses)			515				(449	)			951				181
Other noninterest income			1,414				1,269				3,746				3,967
Total noninterest income			18,648				15,946				51,661				47,014
Noninterest expense:
Officer salaries and employee benefits			5,048				4,337				15,140				14,344
Other salaries and employee benefits			16,695				17,437				51,928				49,202
Occupancy, net			2,599				2,468				8,045				7,608
Equipment			890				793				2,510				2,265
Data processing			3,077				3,575				8,883				9,760
Taxes other than property and payroll			667				564				1,903				1,666
Legal fees			572				378				1,352				1,257
Professional fees			705				667				2,173				2,014
Advertising and marketing			907				953				2,448				2,391
FDIC insurance			750				703				2,245				2,080
Other real estate owned provision and expense			52				99				135				224
Repossession expense			227				691				911				1,148
Other noninterest expense			4,291				4,079				12,714				12,656
Total noninterest expense			36,480				36,744				110,387				106,615
Income before income taxes			34,053				30,890				107,748				91,732
Income taxes			8,163				6,979				25,043				20,950
Net income		$	25,890			$	23,911			$	82,705			$	70,782
Other comprehensive income (loss):
Unrealized holding gains (losses) arising during the period			(37,658	)			12,665				(42,465	)			36,318
Less: Reclassification adjustments for realized gains included in net income			0				0				12				1
Tax expense (benefit)			(9,395	)			3,161				(10,598	)			9,061
Other comprehensive income (loss), net of tax			(28,263	)			9,504				(31,879	)			27,256
Comprehensive income (loss)		$	(2,373	)		$	33,415			$	50,826			$	98,038
Basic earnings per share		$	1.43			$	1.33			$	4.58			$	3.93
Diluted earnings per share		$	1.43			$	1.32			$	4.57			$	3.92
Weighted average shares outstanding-basic			18,069				18,019				18,061				18,009
Weighted average shares outstanding-diluted			18,114				18,053				18,098				18,037

See notes to condensed consolidated financial statements.

3

Community Trust Bancorp, Inc.

Condensed Consolidated Statements of Changes in Shareholders’ Equity

Quarterly

(unaudited)

(in thousands except per share and share amounts)		Common Shares				Common Stock				Capital Surplus				Retained Earnings				Accumulated Other Comprehensive Income (Loss), Net of Tax				Total
Balance, June 30, 2026			18,163,721			$	90,820			$	237,884			$	631,559			$	(68,436	)		$	891,827
Net income															25,890								25,890
Other comprehensive income (loss)																			(28,263	)			(28,263	)
Cash dividends declared ($0.71 per share)															(12,829	)							(12,829	)
Issuance of common stock			4,233				22				292												314
Stock-based compensation											396												396
Balance, September 30, 2026			18,167,954			$	90,842			$	238,572			$	644,620			$	(96,699	)		$	877,335

(in thousands except per share and share amounts)		Common Shares				Common Stock				Capital Surplus				Retained Earnings				Accumulated Other Comprehensive Income (Loss), Net of Tax				Total
Balance, June 30, 2025			18,105,371			$	90,527			$	235,154			$	561,805			$	(80,617	)		$	806,869
Net income															23,911								23,911
Other comprehensive income (loss)																			9,504				9,504
Cash dividends declared ($0.53 per share)															(9,551	)							(9,551	)
Issuance of common stock			5,277				26				263												289
Forfeiture of restricted stock			(315	)			(1	)			1												0
Stock-based compensation											351												351
Balance, September 30, 2025			18,110,333			$	90,552			$	235,769			$	576,165			$	(71,113	)		$	831,373

See notes to condensed consolidated financial statements.

4

Community Trust Bancorp, Inc.

Condensed Consolidated Statements of Changes in Shareholders’ Equity

Year-to-Date

(unaudited)

(in thousands except per share and share amounts)		Common Shares				Common Stock				Capital Surplus				Retained Earnings				Accumulated Other Comprehensive Income (Loss), Net of Tax				Total
Balance, December 31, 2025			18,115,847			$	90,581			$	236,423			$	593,888			$	(64,820	)		$	856,072
Net income															82,705								82,705
Other comprehensive income (loss)																			(31,879	)			(31,879	)
Cash dividends declared ($1.77 per share)															(31,973	)							(31,973	)
Issuance of common stock			43,459				218				923												1,141
Issuance of restricted stock			34,175				171				(171	)											0
Vesting of restricted stock			(25,527	)			(128	)			128												0
Stock-based compensation											1,269												1,269
Balance, September 30, 2026			18,167,954			$	90,842			$	238,572			$	644,620			$	(96,699	)		$	877,335

(in thousands except per share and share amounts)		Common Shares				Common Stock				Capital Surplus				Retained Earnings				Accumulated Other Comprehensive Income (Loss), Net of Tax				Total
Balance, December 31, 2024			18,057,923			$	90,290			$	233,802			$	531,861			$	(98,369	)		$	757,584
Net income															70,782								70,782
Other comprehensive income																			27,256				27,256
Cash dividends declared ($1.47 per share)															(26,478	)							(26,478	)
Issuance of common stock			47,855				239				782												1,021
Issuance of restricted stock			38,538				193				(193	)											0
Vesting of restricted stock			(28,106	)			(141	)			141												0
Forfeiture of restricted stock			(5,877	)			(29	)			29												0
Stock-based compensation											1,208												1,208
Balance, September 30, 2025			18,110,333			$	90,552			$	235,769			$	576,165			$	(71,113	)		$	831,373

See notes to condensed consolidated financial statements.

5

Community Trust Bancorp, Inc.

Condensed Consolidated Statements of Cash Flows

(unaudited)

		Nine Months Ended
		September 30
(in thousands)		2026				2025
Cash flows from operating activities:
Net income		$	82,705			$	70,782
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation and amortization			3,359				3,059
Amortization of operating lease right-of-use assets			791				1,185
Deferred tax benefit			(415	)			(1,743	)
Stock-based compensation			1,445				1,346
Provision for credit losses			14,253				9,528
Write-downs of other real estate owned and other repossessed assets			16				76
Gains on sale of mortgage loans held for sale			(145	)			(213	)
Securities gains			(12	)			(1	)
Fair value adjustments in equity securities			(939	)			(180	)
Gains on sale of assets, net			(22	)			(118	)
Proceeds from sale of mortgage loans held for sale			5,301				7,868
Funding of mortgage loans held for sale			(5,155	)			(8,039	)
Amortization of securities premiums and discounts, net			1,514				1,860
Change in cash surrender value of bank owned life insurance			(3,052	)			(2,262	)
Payment of operating lease liabilities			(789	)			(1,154	)
Interest expense on finance lease liabilities			165				132
Fair value adjustment in mortgage servicing rights			(135	)			568
Changes in:
Accrued interest receivable			(501	)			(374	)
Other assets			5,656				(1,698	)
Accrued interest payable			12,193				10,812
Other liabilities			990				(1,383	)
Net cash provided by operating activities			117,223				90,051
Cash flows from investing activities:
Securities available-for-sale (AFS):
Purchase of AFS securities			(250,990	)			(132,444	)
Proceeds from sales of AFS securities			45,568				0
Proceeds from prepayments, calls, and maturities of AFS securities			170,894				184,665
Change in loans, net			(427,407	)			(314,656	)
Purchase of premises and equipment			(3,780	)			(5,625	)
Proceeds from sale and retirement of premises and equipment			27				21
Purchase of Federal Home Loan Bank stock			(1,089	)			(4,675	)
Redemption of Federal Home Loan Bank stock			0				4,676
Proceeds from sale of other real estate owned and repossessed assets			4,264				560
Additional investment in bank owned life insurance			0				(19,116	)
Redemption of bank owned life insurance			604				438
Proceeds from settlement of bank owned life insurance			542				0
Net cash used in investing activities			(461,367	)			(286,156	)
Cash flows from financing activities:
Change in deposits, net			300,831				315,272
Change in repurchase agreements and federal funds purchased, net			42,306				44,697
Proceeds from Federal Home Loan Bank advances			100,000				100,000
Payments on advances from Federal Home Loan Bank			(100,014	)			(100,016	)
Payment of finance lease liabilities			(172	)			(128	)
Repayment of long-term debt/other borrowings			(180	)			(173	)
Issuance of common stock			1,141				1,021
Dividends paid			(31,884	)			(26,449	)
Net cash provided by financing activities			312,028				334,224
Net increase (decrease) in cash and cash equivalents			(32,116	)			138,119
Cash and cash equivalents at beginning of period			363,684				369,505
Cash and cash equivalents at end of period		$	331,568			$	507,624
Supplemental disclosures:
Income taxes paid		$	25,866			$	22,651
Interest paid			80,966				84,514
Non-cash activities:
Loans to facilitate the sale of other real estate owned and repossessed assets			291				2,472
Common stock dividends accrued, paid in subsequent quarter			413				304
Real estate acquired in settlement of loans			10,985				4,174
Right-of-use assets obtained in exchange for new operating lease liabilities			0				1,719
Right-of-use assets obtained in exchange for new finance lease liabilities			0				1,150

See notes to condensed consolidated financial statements.

6

Community Trust Bancorp, Inc.

Notes to Condensed Consolidated Financial Statements (unaudited)

Note 1 - Summary of Significant Accounting Policies

In the opinion of management, the unaudited condensed consolidated financial statements include all adjustments (which consist of normal recurring adjustments) necessary to present a fair statement of the results for the interim periods presented.  In accordance with accounting principles generally accepted in the United States of America (“GAAP”) for interim financial information, these statements do not include certain information and footnote disclosures required by GAAP for complete annual financial statements.  The results of operations, other comprehensive income (loss), the changes in shareholders’ equity, and the cash flows for the interim periods presented are not necessarily indicative of the results to be expected for the full year.  The condensed consolidated balance sheet as of December 31, 2025 has been derived from the audited consolidated financial statements of CTBI for that period.  For further information, refer to the consolidated financial statements and footnotes thereto for the year ended December 31, 2025, included in our annual report on Form 10-K.

Principles of Consolidation

The unaudited condensed consolidated financial statements include the accounts of CTBI and its separate and distinct, wholly owned subsidiaries Community Trust Bank, Inc. (“CTB”) and Community Trust and Investment Company.  All significant intercompany transactions have been eliminated in consolidation.

Use of Estimates

In preparing the consolidated financial statements, management must make certain estimates and assumptions.  These estimates and assumptions affect the amounts reported for assets, liabilities, revenues, and expenses, as well as the disclosures provided.  Future results could differ from the current estimates.  Such estimates include, but are not limited to, the allowance for credit losses (“ACL”), goodwill, and the valuation of financial instruments.  The accompanying financial statements have been prepared using values and information currently available to CTBI.  Given the volatility of current economic conditions, the values of assets and liabilities recorded in the financial statements could change rapidly, resulting in material future adjustments in asset values, the ACL, and capital.

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Emerging GAAP

Recently Issued Accounting Guidance, Not Yet Adopted as of September 30, 2026

Standard	Description	Date of Planned Adoption	Effect on Consolidated Financial Statements
ASU 2024-03, Income Statement—Reporting Comprehensive Income—Expense Disaggregation Disclosures (Subtopic 220-40): Disaggregation of Income Statement Expenses	In November 2024, the FASB issued ASU 2024-03 which is intended to improve disclosures by providing more detailed information about the types of expenses in commonly presented expense captions in the income statement.	For annual periods beginning in 2027 and interim periods beginning in 2028	This ASU will result in additional disclosures related to our noninterest expense, but CTBI does not expect it will have a material impact on our consolidated financial statements. Adoption of this ASU should be applied on a prospective basis, but retrospective application is permitted.
ASU 2025-08, Financial Instruments – Credit Losses (Topic 326):  Purchased Loans	In November 2025, the FASB issued ASU 2025-08 which amends the current expected credit loss (CECL) model in ASC 326-20 to: (1) expand the population of acquired financial assets subject to the “gross-up approach” for measuring credit losses to apply to “seasoned” purchased loans.	For interim and annual periods beginning in 2027	This ASU has no impact on CTBI’s financial statements at this time. Early adoption is permitted.

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Note 2 – Securities

The amortized cost and fair value of debt securities available-for-sale are summarized as follows:

		September 30, 2026
(in thousands)		Amortized Cost				Gross Unrealized Gains				Gross Unrealized Losses				Fair Value
U.S. Treasury and government agencies		$	203,744			$	40			$	(7,874	)		$	195,910
State and political subdivisions			288,203				0				(53,156	)			235,047
Agency mortgage-backed securities			733,357				19				(67,706	)			665,670
Asset-backed securities			14,660				8				(27	)			14,641
Total available-for-sale securities		$	1,239,964			$	67			$	(128,763	)		$	1,111,268

		December 31, 2025
(in thousands)		Amortized Cost				Gross Unrealized Gains				Gross Unrealized Losses				Fair Value
U.S. Treasury and government agencies		$	243,840			$	65			$	(8,146	)		$	235,759
State and political subdivisions			303,118				117				(36,344	)			266,891
Agency mortgage-backed securities			630,172				1,119				(43,029	)			588,262
Asset-backed securities			29,808				57				(58	)			29,807
Total available-for-sale securities		$	1,206,938			$	1,358			$	(87,577	)		$	1,120,719

The amounts reported in the preceding tables exclude accrued interest on securities of $4.5 million at September 30, 2026 and December 31, 2025, which is presented as a component of accrued interest receivable in the consolidated balance sheets.

The amortized cost and fair value of debt securities at September 30, 2026 by contractual maturity are shown below.  Expected maturities will differ from contractual maturities because issuers may have the right to call or prepay obligations with or without call or prepayment penalties.

		Available-for-Sale
(in thousands)		Amortized Cost				Fair Value
Due in one year or less		$	40,180			$	39,777
Due after one through five years			241,945				227,131
Due after five through ten years			109,478				89,499
Due after ten years			100,344				74,550
Agency mortgage-backed securities			733,357				665,670
Asset-backed securities			14,660				14,641
Total debt securities		$	1,239,964			$	1,111,268

During the three months ended September 30, 2026, we had a net securities gain of $515 thousand from the fair value adjustment of equity securities.  During the three months ended September 30, 2025, we had a net securities loss of $449 thousand from the fair value adjustment of equity securities.  During the nine months ended September 30, 2026, we had a net securities gain of $951 thousand, consisting of a pre-tax gain of $12 thousand realized on sales and calls of AFS securities and an unrealized gain of $939 thousand from the fair value adjustment of equity securities.  During the nine months ended September 30, 2025, we had a net securities gain of $181 thousand, consisting of a pre-tax gain of $1 thousand realized on calls of AFS securities and an unrealized gain of $180 thousand from the fair value adjustments of equity securities.

The amortized cost of securities pledged as collateral, to secure public deposits and for other purposes, was $566.0 million and $602.6 million at September 30, 2026 and December 31, 2025, respectively.  The fair value of securities pledged was $502.3 million and $556.9 million at September 30, 2026 and December 31, 2025, respectively.

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The amortized cost of securities sold under agreements to repurchase amounted to $451.0 million and $386.8 million at September 30, 2026 and December 31, 2025, respectively.  The fair value of securities pledged was $400.6 million and $358.1 million at September 30, 2026 and December 31, 2025, respectively.

The following tables provide the amortized cost, gross unrealized losses, and fair value of debt securities available-for-sale, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position as of the periods indicated where management did not record an allowance for credit losses.

		September 30, 2026
(in thousands)		Amortized Cost				Gross Unrealized Losses				Fair Value
Less Than 12 Months
U.S. Treasury and government agencies		$	49,882			$	(307	)		$	49,575
State and political subdivisions			20,701				(997	)			19,704
Agency mortgage-backed securities			379,330				(15,220	)			364,110
Asset-backed securities			2,017				(27	)			1,990
Total <12 months AFS securities with unrealized losses			451,930				(16,551	)			435,379
12 Months or More
U.S. Treasury and government agencies			151,170				(7,567	)			143,603
State and political subdivisions			267,468				(52,159	)			215,309
Agency mortgage-backed securities			344,725				(52,486	)			292,239
Asset-backed securities			0				0				0
Total ≥12 months AFS securities with unrealized losses			763,363				(112,212	)			651,151
Total
U.S. Treasury and government agencies			201,052				(7,874	)			193,178
State and political subdivisions			288,169				(53,156	)			235,013
Agency mortgage-backed securities			724,055				(67,706	)			656,349
Asset-backed securities			2,017				(27	)			1,990
Total AFS securities with unrealized losses		$	1,215,293			$	(128,763	)		$	1,086,530

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		December 31, 2025
(in thousands)		Amortized Cost				Gross Unrealized Losses				Fair Value
Less Than 12 Months
U.S. Treasury and government agencies		$	954			$	(2	)		$	952
State and political subdivisions			8,129				(1,232	)			6,897
Agency mortgage-backed securities			113,962				(633	)			113,329
Asset-backed securities			6,911				(2	)			6,909
Total <12 months AFS securities with unrealized losses			129,956				(1,869	)			128,087
12 Months or More
U.S. Treasury and government agencies			238,808				(8,144	)			230,664
State and political subdivisions			274,927				(35,112	)			239,815
Agency mortgage-backed securities			384,506				(42,396	)			342,110
Asset-backed securities			16,235				(56	)			16,179
Total ≥12 months AFS securities with unrealized losses			914,476				(85,708	)			828,768
Total
U.S. Treasury and government agencies			239,762				(8,146	)			231,616
State and political subdivisions			283,056				(36,344	)			246,712
Agency mortgage-backed securities			498,468				(43,029	)			455,439
Asset-backed securities			23,146				(58	)			23,088
Total AFS securities with unrealized losses		$	1,044,432			$	(87,577	)		$	956,855

CTBI evaluates its investment portfolio on a quarterly basis for impairment.  The analysis performed as of September 30, 2026 and December 31, 2025 indicates that the unrealized losses on available-for-sale debt securities were attributable to changes in market interest rates and other non-credit related factors.  The percentage of total debt securities with unrealized losses as of September 30, 2026 was 97.8% compared to 85.4% as of December 31, 2025.

Equity Securities at Fair Value

Equity securities at fair value as of September 30, 2026 were $5.1 million, as a result of a $515 thousand increase in the fair value during the quarter.  Equity securities at fair value as of December 31, 2025 were $4.2 million, as a result of a $373 thousand increase in the fair value in 2025.  No equity securities were sold during 2025 or the first nine months of 2026.

Note 3 – Loans

          Major classifications of loans, net of unearned income, deferred loan origination costs and fees, and net premiums on acquired loans, are summarized as follows:

(in thousands)		September 30 2026				December 31 2025
Hotel/motel		$	539,287			$	497,764
Commercial real estate residential			633,648				580,652
Commercial real estate nonresidential			1,061,605				959,915
Dealer floorplans			65,924				83,812
Commercial other			377,996				371,132
Commercial loans			2,678,460				2,493,275
Real estate mortgage			1,336,242				1,206,820
Home equity lines			201,192				186,798
Residential loans			1,537,434				1,393,618
Consumer direct			137,045				145,591
Consumer indirect			949,929				862,458
Consumer loans			1,086,974				1,008,049
Net loans		$	5,302,868			$	4,894,942

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Unearned fees included above totaled $197 thousand and $359 thousand as of September 30, 2026 and December 31, 2025, respectively, while the unamortized premiums on the indirect lending portfolio totaled $39.0 million and $34.5 million as of September 30, 2026 and December 31, 2025, respectively.

Loans identified to be sold into the secondary market are classified as held for sale and are not included in the loan balances above.  Loans held for sale are recorded at lower of cost or fair value.  There was $0.2 million in loans held for sale at September 30, 2026 and at December 31, 2025.

Accrued interest receivable from loans, which is excluded from loan balances, was $21.9 million and $19.7 million at September 30, 2026 and December 31, 2025, respectively.

CTBI has segregated and evaluates our loan portfolio through nine portfolio segments with similar risk characteristics. CTBI serves customers in small and mid-sized communities in eastern, northern, northeastern, central, and south central Kentucky, southern West Virginia, and northeastern Tennessee.  Therefore, CTBI’s exposure to credit risk is significantly affected by changes in these communities.

Allowance for Credit Losses

The balance in the allowance for credit losses increased during the quarter, primarily as a result of the change in loan volume with significant increases in the commercial real estate, residential, and consumer indirect loan portfolios.  The following tables present the activity in the ACL for loans for the periods indicated.

		Three Months Ended September 30, 2026
($ in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance				% of Total ACL
ACL
Hotel/motel		$	7,116			$	49			$	0			$	0			$	7,165				11.0	%
Commercial real estate residential			6,301				421				0				5				6,727				10.3
Commercial real estate nonresidential			11,517				770				(8	)			21				12,300				18.9
Dealer floorplans			855				(294	)			0				0				561				0.9
Commercial other			4,257				4,283				(5,108	)			109				3,541				5.4
Real estate mortgage			15,781				1,090				(62	)			19				16,828				25.9
Home equity			1,401				(39	)			0				0				1,362				2.1
Consumer direct			1,803				177				(338	)			56				1,698				2.6
Consumer indirect			13,970				2,153				(2,208	)			962				14,877				22.9
Total ACL		$	63,001			$	8,610			$	(7,724	)		$	1,172			$	65,059				100.0	%

		Nine Months Ended September 30, 2026
($ in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance				% of Total ACL
ACL
Hotel/motel		$	6,902			$	263			$	0			$	0			$	7,165				11.0	%
Commercial real estate residential			6,397				322				(7	)			15				6,727				10.3
Commercial real estate nonresidential			11,630				735				(92	)			27				12,300				18.9
Dealer floorplans			798				(237	)			0				0				561				0.9
Commercial other			3,620				5,595				(5,968	)			294				3,541				5.4
Real estate mortgage			14,047				3,000				(257	)			38				16,828				25.9
Home equity			1,276				98				(14	)			2				1,362				2.1
Consumer direct			1,971				358				(901	)			270				1,698				2.6
Consumer indirect			13,528				3,543				(5,283	)			3,089				14,877				22.9
Total ACL		$	60,169			$	13,677			$	(12,522	)		$	3,735			$	65,059				100.0	%

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		Three Months Ended September 30, 2025
($ in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance				% of Total ACL
ACL
Hotel/motel		$	5,604			$	20			$	0			$	0			$	5,624				9.5	%
Commercial real estate residential			6,480				60				(65	)			5				6,480				11.0
Commercial real estate nonresidential			11,457				1,905				(1,000	)			3				12,365				20.9
Dealer floorplans			507				107				0				0				614				1.0
Commercial other			3,711				(98	)			(191	)			79				3,501				5.9
Real estate mortgage			12,953				726				(162	)			8				13,525				22.9
Home equity			1,604				17				0				2				1,623				2.7
Consumer direct			2,131				115				(313	)			119				2,052				3.5
Consumer indirect			13,378				1,206				(2,293	)			1,060				13,351				22.6
Total ACL		$	57,825			$	4,058			$	(4,024	)		$	1,276			$	59,135				100	%

		Nine Months Ended September 30, 2025
($ in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance				% of Total ACL
ACL
Hotel/motel		$	5,208			$	416			$	0			$	0			$	5,624				9.5	%
Commercial real estate residential			5,467				1,122				(124	)			15				6,480				11.0
Commercial real estate nonresidential			10,307				3,049				(1,002	)			11				12,365				20.9
Dealer floorplans			682				(68	)			0				0				614				1.0
Commercial other			3,832				550				(1,146	)			265				3,501				5.9
Real estate mortgage			12,504				1,240				(242	)			23				13,525				22.9
Home equity			1,499				116				(7	)			15				1,623				2.7
Consumer direct			2,221				312				(780	)			299				2,052				3.5
Consumer indirect			13,248				3,106				(5,973	)			2,970				13,351				22.6
Total ACL		$	54,968			$	9,843			$	(9,274	)		$	3,598			$	59,135				100	%

Financial instrument credit losses apply to off-balance sheet credit exposures such as unfunded loan commitments and standby letters of credit.  A liability for expected credit losses for off-balance sheet exposures is recognized if the entity has a present contractual obligation to extend the credit and the obligation is not unconditionally cancellable by the entity.  Changes in this allowance are reflected in provision expense.  The total unfunded commitment off-balance sheet credit exposure is presented below.

		Three Months Ended September 30, 2026
(in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance
ACL for unfunded commitments:
Commercial		$	976			$	133			$	0			$	0			$	1,109
Real estate mortgage			278				436				0				0				714
Consumer			30				(8	)			0				0				22
Total unfunded commitment off-balance sheet credit exposure		$	1,284			$	561			$	0			$	0			$	1,845

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		Nine Months Ended September 30, 2026
(in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance
ACL for unfunded commitments:
Commercial		$	950			$	159			$	0			$	0			$	1,109
Real estate mortgage			298				416				0				0				714
Consumer			21				1				0				0				22
Total unfunded commitment off-balance sheet credit exposure		$	1,269			$	576			$	0			$	0			$	1,845

		Three Months Ended September 30, 2025
(in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance
ACL for unfunded commitments:
Commercial		$	899			$	(77	)		$	0			$	0			$	822
Real estate mortgage			420				(115	)			0				0				305
Consumer			23				0				0				0				23
Total unfunded commitment off-balance sheet credit exposure		$	1,342			$	(192	)		$	0			$	0			$	1,150

		Nine Months Ended September 30, 2025
(in thousands)		Beginning Balance				Provision Charged to Expense				Losses Charged Off				Recoveries				Ending Balance
ACL for unfunded commitments:
Commercial		$	1,071			$	(249	)		$	0			$	0			$	822
Real estate mortgage			372				(67	)			0				0				305
Consumer			22				1				0				0				23
Total unfunded commitment off-balance sheet credit exposure		$	1,465			$	(315	)		$	0			$	0			$	1,150

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Nonperforming loans

Nonaccrual loans and loans 90 days past due and still accruing, segregated by loan segment, were as follows:

		September 30, 2026
(in thousands)		Nonaccrual Loans with No ACL				Nonaccrual Loans with ACL				90+ and Still Accruing				Total Nonperforming Loans
Commercial real estate residential		$	0			$	926			$	2,114			$	3,040
Commercial real estate nonresidential			83				3,120				1,736				4,939
Commercial other			289				963				464				1,716
Total commercial loans			372				5,009				4,314				9,695
Real estate mortgage			0				3,844				7,322				11,166
Home equity lines			0				240				667				907
Total residential loans			0				4,084				7,989				12,073
Consumer direct			0				0				28				28
Consumer indirect			0				0				691				691
Total consumer loans			0				0				719				719
Loans and lease financing		$	372			$	9,093			$	13,022			$	22,487

		December 31, 2025
(in thousands)		Nonaccrual Loans with No ACL				Nonaccrual Loans with ACL				90+ and Still Accruing				Total Nonperforming Loans
Commercial real estate residential		$	0			$	867			$	2,085			$	2,952
Commercial real estate nonresidential			86				2,972				1,187				4,245
Commercial other			26				896				901				1,823
Total commercial loans			112				4,735				4,173				9,020
Real estate mortgage			0				3,429				5,098				8,527
Home equity lines			0				263				624				887
Total residential loans			0				3,692				5,722				9,414
Consumer direct			0				0				51				51
Consumer indirect			0				0				677				677
Total consumer loans			0				0				728				728
Loans and lease financing		$	112			$	8,427			$	10,623			$	19,162

Interest income recognized on nonaccrual loans for the three and nine months ended September 30, 2026 and for the year ended December 31, 2025 totaled $8.2 thousand, $150.4 thousand, and $66.2 thousand, respectively.

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The following tables present CTBI’s loan portfolio aging analysis, segregated by loan segment (including loans 90 days past due and still accruing):

		September 30, 2026
(in thousands)		30-59 Days Past Due				60-89 Days Past Due				90+ Days Past Due				Total Past Due				Current				Total Loans
Hotel/motel		$	0			$	0			$	0			$	0			$	539,287			$	539,287
Commercial real estate residential			727				419				2,289				3,435				630,213				633,648
Commercial real estate nonresidential			3,626				2,021				3,905				9,552				1,052,053				1,061,605
Dealer floorplans			0				0				0				0				65,924				65,924
Commercial other			872				567				1,018				2,457				375,539				377,996
Total commercial loans			5,225				3,007				7,212				15,444				2,663,016				2,678,460
Real estate mortgage			2,590				4,748				10,242				17,580				1,318,662				1,336,242
Home equity lines			1,596				1,011				829				3,436				197,756				201,192
Total residential loans			4,186				5,759				11,071				21,016				1,516,418				1,537,434
Consumer direct			798				200				28				1,026				136,019				137,045
Consumer indirect			3,960				1,031				691				5,682				944,247				949,929
Total consumer loans			4,758				1,231				719				6,708				1,080,266				1,086,974
Loans and lease financing		$	14,169			$	9,997			$	19,002			$	43,168			$	5,259,700			$	5,302,868

		December 31, 2025
(in thousands)		30-59 Days Past Due				60-89 Days Past Due				90+ Days Past Due				Total Past Due				Current				Total Loans
Hotel/motel		$	0			$	0			$	0			$	0			$	497,764			$	497,764
Commercial real estate residential			216				282				2,262				2,760				577,892				580,652
Commercial real estate nonresidential			2,010				2,814				4,005				8,829				951,086				959,915
Dealer floorplans			0				0				0				0				83,812				83,812
Commercial other			830				87				1,548				2,465				368,667				371,132
Total commercial loans			3,056				3,183				7,815				14,054				2,479,221				2,493,275
Real estate mortgage			2,543				4,063				7,594				14,200				1,192,620				1,206,820
Home equity lines			1,435				451				644				2,530				184,268				186,798
Total residential loans			3,978				4,514				8,238				16,730				1,376,888				1,393,618
Consumer direct			1,203				377				51				1,631				143,960				145,591
Consumer indirect			3,767				962				677				5,406				857,052				862,458
Total consumer loans			4,970				1,339				728				7,037				1,001,012				1,008,049
Loans and lease financing		$	12,004			$	9,036			$	16,781			$	37,821			$	4,857,121			$	4,894,942

Credit Quality Indicators and Profile

CTBI categorizes loans into risk categories based on relevant information about the ability of borrowers to service their debt such as: current financial information, historical payment experience, credit documentation, public information, and current economic trends, among other factors.  CTBI also considers the fair value of the underlying collateral and the strength and willingness of the guarantor(s).  CTBI analyzes commercial loans individually by classifying the loans as to credit risk.  Loans classified as loss, doubtful, substandard, or special mention are reviewed quarterly by CTBI for further deterioration or improvement to determine if appropriately classified and valued if deemed impaired.  All other commercial loan reviews are completed every 12 to 18 months.  In addition, during the renewal process of any loan, as well as if a loan becomes past due or if other information becomes available, CTBI will evaluate the loan grade.  CTBI uses the following definitions for risk ratings:

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➢ Pass grades include investment grade, low risk, moderate risk, and acceptable risk loans.  The loans range from loans that have no chance of resulting in a loss to loans that have a limited chance of resulting in a loss.  Customers in this grade have excellent to fair credit ratings.  The cash flows are adequate to meet required debt repayments.

➢ Watch graded loans are loans that warrant extra management attention but are not currently criticized.  Loans on the watch list may be potential troubled credits or may warrant “watch” status for a reason not directly related to the asset quality of the credit.  The watch grade is a management tool to identify credits which may be candidates for future classification or may temporarily warrant extra management monitoring.

➢ Other assets especially mentioned (OAEM) reflects loans that are currently protected but are potentially weak.  These loans constitute an undue and unwarranted credit risk but not to the point of justifying a classification of substandard.  The credit risk may be relatively minor yet constitute an unwarranted risk in light of circumstances surrounding a specific asset. Loans in this grade display potential weaknesses which may, if unchecked or uncorrected, inadequately protect CTBI’s credit position at some future date.  The loans may be adversely affected by economic or market conditions.

➢ Substandard grading indicates that the loan is inadequately protected by the current sound worth and paying capacity of the obligor or of the collateral pledged.  These loans have a well-defined weakness or weaknesses that jeopardize the orderly liquidation of the debt with the distinct possibility that CTBI will sustain some loss if the deficiencies are not corrected.

➢ Doubtful graded loans have the weaknesses inherent in the substandard grading with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently existing facts, conditions, and values, highly questionable and improbable.  The probability of loss is extremely high, but because of certain important and reasonably specific pending factors which may work to CTBI’s advantage or strengthen the asset(s), its classification as an estimated loss is deferred until its more exact status may be determined.  Pending factors include proposed merger, acquisition, or liquidation procedures, capital injection, perfecting liens on additional collateral, and refinancing plans.

17

The following tables present the credit risk profile of CTBI’s commercial loan portfolio based on rating category and payment activity, segregated by loan segment and based on last credit decision or year of origination:

Term Loans Amortized Cost Basis by Origination Year As of September 30, 2026
(in thousands)		2026				2025				2024				2023				2022				Prior				Revolving Loans				Total
Hotel/motel
Risk rating:
Pass		$	83,249			$	83,877			$	57,385			$	70,845			$	104,555			$	97,735			$	4,079			$	501,725
Watch			0				0				0				1,974				10,611				11,451				0				24,036
OAEM			0				0				0				0				0				6,634				0				6,634
Substandard			0				0				717				0				3,726				2,449				0				6,892
Doubtful			0				0				0				0				0				0				0				0
Total hotel/motel			83,249				83,877				58,102				72,819				118,892				118,269				4,079				539,287
Hotel/motel year-to-date gross charge-offs			0				0				0				0				0				0				0				0
Commercial real estate residential
Risk rating:
Pass			148,081				134,963				91,173				65,535				58,420				75,567				29,264				603,003
Watch			6,641				1,679				824				3,915				304				8,935				962				23,260
OAEM			0				0				0				0				0				47				0				47
Substandard			1,130				693				482				568				290				4,155				20				7,338
Doubtful			0				0				0				0				0				0				0				0
Total commercial real estate residential			155,852				137,335				92,479				70,018				59,014				88,704				30,246				633,648
Commercial real estate residential year-to-date gross charge-offs			0				0				0				0				0				(7	)			0				(7	)
Commercial real estate nonresidential
Risk rating:
Pass			222,448				167,964				127,145				74,527				88,702				230,944				68,225				979,955
Watch			4,181				4,924				6,324				10,009				6,032				19,742				987				52,199
OAEM			238				0				581				0				0				0				0				819
Substandard			9,023				1,406				457				1,729				2,351				13,475				191				28,632
Doubtful			0				0				0				0				0				0				0				0
Total commercial real estate nonresidential			235,890				174,294				134,507				86,265				97,085				264,161				69,403				1,061,605
Commercial real estate nonresidential year-to-date gross charge-offs			0				0				(3	)			(79	)			0				(10	)			0				(92	)
Dealer floorplans
Risk rating:
Pass			0				0				0				0				0				0				62,044				62,044
Watch			0				0				0				0				0				0				0				0
OAEM			0				0				0				0				0				0				0				0
Substandard			0				0				0				0				0				0				3,880				3,880
Doubtful			0				0				0				0				0				0				0				0
Total dealer floorplans			0				0				0				0				0				0				65,924				65,924
Dealer floorplans year-to-date gross charge-offs			0				0				0				0				0				0				0				0
Commercial other
Risk rating:
Pass			94,855				66,962				16,523				26,106				25,033				32,675				96,128				358,282
Watch			278				1,328				3,565				432				348				633				1,224				7,808
OAEM			416				0				0				0				0				17				4,700				5,133
Substandard			1,119				444				781				723				669				137				2,900				6,773
Doubtful			0				0				0				0				0				0				0				0
Total commercial other			96,668				68,734				20,869				27,261				26,050				33,462				104,952				377,996
Commercial other year-to-date gross charge-offs			(745	)			(4,972	)			(149	)			0				(22	)			(80	)			0				(5,968	)
Commercial loans
Risk rating:
Pass			548,633				453,766				292,226				237,013				276,710				436,921				259,740				2,505,009
Watch			11,100				7,931				10,713				16,330				17,295				40,761				3,173				107,303
OAEM			654				0				581				0				0				6,698				4,700				12,633
Substandard			11,272				2,543				2,437				3,020				7,036				20,216				6,991				53,515
Doubtful			0				0				0				0				0				0				0				0
Total commercial loans		$	571,659			$	464,240			$	305,957			$	256,363			$	301,041			$	504,596			$	274,604			$	2,678,460
Total commercial loans year-to-date gross charge-offs		$	(745	)		$	(4,972	)		$	(152	)		$	(79	)		$	(22	)		$	(97	)		$	0			$	(6,067	)

18

Term Loans Amortized Cost Basis by Origination Year As of December 31, 2025
(in thousands)		2025				2024				2023				2022				2021				Prior				Revolving Loans				Total
Hotel/motel
Risk rating:
Pass		$	83,005			$	58,850			$	79,857			$	116,984			$	24,564			$	86,215			$	5,604			$	455,079
Watch			0				0				2,010				18,679				0				11,022				0				31,711
OAEM			0				0				0				0				6,403				0				0				6,403
Substandard			0				748				0				3,823				0				0				0				4,571
Doubtful			0				0				0				0				0				0				0				0
Total hotel/motel			83,005				59,598				81,867				139,486				30,967				97,237				5,604				497,764
Hotel/motel year-to-date gross charge-offs			0				0				0				0				0				0				0				0
Commercial real estate residential
Risk rating:
Pass			174,717				100,517				91,321				63,970				50,454				44,689				22,447				548,115
Watch			9,182				937				4,018				489				3,543				5,512				174				23,855
OAEM			0				0				192				0				0				52				0				244
Substandard			2,074				511				490				598				1,835				2,881				49				8,438
Doubtful			0				0				0				0				0				0				0				0
Total commercial real estate residential			185,973				101,965				96,021				65,057				55,832				53,134				22,670				580,652
Commercial real estate residential year-to-date gross charge-offs			(160	)			(18	)			(125	)			0				0				(16	)			0				(319	)
Commercial real estate nonresidential
Risk rating:
Pass			180,461				163,870				98,249				106,344				99,628				169,989				55,839				874,380
Watch			3,840				6,849				12,112				6,839				17,310				10,136				1,011				58,097
OAEM			0				99				0				0				0				0				0				99
Substandard			3,889				431				2,127				2,390				2,379				16,122				0				27,338
Doubtful			0				0				0				0				0				1				0				1
Total commercial real estate nonresidential			188,190				171,249				112,488				115,573				119,317				196,248				56,850				959,915
Commercial real estate nonresidential year-to-date gross charge-offs			0				(1,375	)			0				0				0				(2	)			0				(1,377	)
Dealer floorplans
Risk rating:
Pass			0				0				0				0				0				0				73,240				73,240
Watch			0				0				0				0				0				0				10,293				10,293
OAEM			0				0				0				0				0				0				0				0
Substandard			0				0				0				0				0				0				279				279
Doubtful			0				0				0				0				0				0				0				0
Total dealer floorplans			0				0				0				0				0				0				83,812				83,812
Dealer floorplans year-to-date gross charge-offs			0				0				0				0				0				0				0				0
Commercial other
Risk rating:
Pass			97,104				37,248				35,594				29,023				21,350				19,299				86,954				326,572
Watch			1,713				1,017				813				515				149				419				14,035				18,661
OAEM			0				0				82				0				7,892				18				0				7,992
Substandard			11,973				1,219				3,071				466				94				320				657				17,800
Doubtful			107				0				0				0				0				0				0				107
Total commercial other			110,897				39,484				39,560				30,004				29,485				20,056				101,646				371,132
Commercial other year-to-date gross charge-offs			(892	)			(106	)			(260	)			(6	)			(268	)			(145	)			0				(1,677	)
Commercial loans
Risk rating:
Pass			535,287				360,485				305,021				316,321				195,996				320,192				244,084				2,277,386
Watch			14,735				8,803				18,953				26,522				21,002				27,089				25,513				142,617
OAEM			0				99				274				0				14,295				70				0				14,738
Substandard			17,936				2,909				5,688				7,277				4,308				19,323				985				58,426
Doubtful			107				0				0				0				0				1				0				108
Total commercial loans		$	568,065			$	372,296			$	329,936			$	350,120			$	235,601			$	366,675			$	270,582			$	2,493,275
Total commercial loans year-to-date gross charge-offs		$	(1,052	)		$	(1,499	)		$	(385	)		$	(6	)		$	(268	)		$	(163	)		$	0			$	(3,373	)

19

The following tables present the credit risk profile of CTBI’s residential real estate and consumer loan portfolios based on performing or nonperforming status, segregated by loan segment:

Term Loans Amortized Cost Basis by Origination Year As of September 30, 2026
(in thousands)		2026				2025				2024				2023				2022				Prior				Revolving Loans				Total
Home equity lines
Performing		$	0			$	0			$	0			$	0			$	0			$	5,639			$	194,646			$	200,285
Nonperforming			0				0				0				0				0				238				669				907
Total home equity lines			0				0				0				0				0				5,877				195,315				201,192
Home equity year-to-date gross charge-offs			0				0				(11	)			0				0				(3	)			0				(14	)
Real estate mortgage loans
Performing			251,385				282,150				145,392				144,322				109,165				392,662				0				1,325,076
Nonperforming			1,470				1,839				1,914				1,075				1,225				3,643				0				11,166
Total mortgage loans			252,855				283,989				147,306				145,397				110,390				396,305				0				1,336,242
Real estate mortgage loans year-to-date gross charge-offs			0				0				0				(121	)			(74	)			(62	)			0				(257	)
Residential loans
Performing			251,385				282,150				145,392				144,322				109,165				398,301				194,646				1,525,361
Nonperforming			1,470				1,839				1,914				1,075				1,225				3,881				669				12,073
Total residential loans			252,855				283,989				147,306				145,397				110,390				402,182				195,315				1,537,434
Total residential loans year-to-date gross charge-offs			0				0				(11	)			(121	)			(74	)			(65	)			0				(271	)
Consumer direct loans
Performing			40,618				33,114				19,273				13,624				9,074				21,314				0				137,017
Nonperforming			0				24				4				0				0				0				0				28
Total consumer direct loans			40,618				33,138				19,277				13,624				9,074				21,314				0				137,045
Consumer direct loans year-to-date gross charge-offs			(19	)			(246	)			(304	)			(109	)			(28	)			(195	)			0				(901	)
Consumer indirect loans
Performing			365,525				261,783				153,428				98,544				51,617				18,341				0				949,238
Nonperforming			34				170				114				172				164				37				0				691
Total consumer indirect loans			365,559				261,953				153,542				98,716				51,781				18,378				0				949,929
Consumer indirect loans year-to-date gross charge-offs			(297	)			(1,001	)			(1,095	)			(1,596	)			(993	)			(301	)			0				(5,283	)
Consumer loans
Performing			406,143				294,897				172,701				112,168				60,691				39,655				0				1,086,255
Nonperforming			34				194				118				172				164				37				0				719
Total consumer loans		$	406,177			$	295,091			$	172,819			$	112,340			$	60,855			$	39,692			$	0			$	1,086,974
Total consumer loans year-to-date gross charge-offs		$	(316	)		$	(1,247	)		$	(1,399	)		$	(1,705	)		$	(1,021	)		$	(496	)		$	0			$	(6,184	)

20

Term Loans Amortized Cost Basis by Origination Year As of December 31, 2025
(in thousands)		2025				2024				2023				2022				2021				Prior				Revolving Loans				Total
Home equity lines
Performing		$	0			$	0			$	0			$	0			$	0			$	5,744			$	180,167			$	185,911
Nonperforming			0				0				0				0				0				221				666				887
Total home equity lines			0				0				0				0				0				5,965				180,833				186,798
Home equity year-to-date gross charge-offs			0				0				0				0				0				(9	)			0				(9	)
Real estate mortgage loans
Performing			299,236				173,336				168,206				123,839				132,923				300,753				0				1,198,293
Nonperforming			708				1,387				1,213				1,905				547				2,767				0				8,527
Total mortgage loans			299,944				174,723				169,419				125,744				133,470				303,520				0				1,206,820
Real estate mortgage loans year-to-date gross charge-offs			0				0				0				(37	)			(16	)			(189	)			0				(242	)
Residential loans
Performing			299,236				173,336				168,206				123,839				132,923				306,497				180,167				1,384,204
Nonperforming			708				1,387				1,213				1,905				547				2,988				666				9,414
Total residential loans		$	299,944			$	174,723			$	169,419			$	125,744			$	133,470			$	309,485			$	180,833			$	1,393,618
Total residential loans year-to-date gross charge-offs		$	0			$	0			$	0			$	(37	)		$	(16	)		$	(198	)		$	0			$	(251	)
Consumer direct loans
Performing		$	54,669			$	28,377			$	21,704			$	12,833			$	11,667			$	16,290			$	0			$	145,540
Nonperforming			22				0				29				0				0				0				0				51
Total consumer direct loans			54,691				28,377				21,733				12,833				11,667				16,290				0				145,591
Consumer direct loans year-to-date gross charge-offs			(69	)			(291	)			(292	)			(202	)			(55	)			(60	)			0				(969	)
Consumer indirect loans
Performing			356,525				219,121				151,128				90,077				30,999				13,931				0				861,781
Nonperforming			83				104				233				122				107				28				0				677
Total consumer indirect loans			356,608				219,225				151,361				90,199				31,106				13,959				0				862,458
Consumer indirect loans year-to-date gross charge-offs			(245	)			(1,563	)			(3,283	)			(1,849	)			(503	)			(260	)			0				(7,703	)
Consumer loans
Performing			411,194				247,498				172,832				102,910				42,666				30,221				0				1,007,321
Nonperforming			105				104				262				122				107				28				0				728
Total consumer loans		$	411,299			$	247,602			$	173,094			$	103,032			$	42,773			$	30,249			$	0			$	1,008,049
Total consumer loans year-to-date gross charge-offs		$	(314	)		$	(1,854	)		$	(3,575	)		$	(2,051	)		$	(558	)		$	(320	)		$	0			$	(8,672	)

21

The total of consumer mortgage loans secured by real estate properties for which formal foreclosure proceedings are in process was $4.1 million and $3.1 million at September 30, 2026 and December 31, 2025, respectively.

Individually Evaluated Loans

If a loan does not share risk characteristics with other pooled loans in determining the ACL, the loan is evaluated for expected credit losses on an individual basis.  Of the loans that CTBI has individually evaluated, the loans listed below by segment are those that are collateral dependent:

		September 30, 2026
($ in thousands)		Number of Loans				Recorded Investment				Specific Reserve
Hotel/motel			3			$	12,453			$	0
Commercial real estate residential			1				1,521				0
Commercial real estate nonresidential			6				19,836				525
Dealer floorplans			1				3,880				0
Commercial other			3				6,948				0
Total collateral dependent loans			14			$	44,638			$	525

		December 31, 2025
($ in thousands)		Number of Loans				Recorded Investment				Specific Reserve
Hotel/motel			2			$	9,861			$	0
Commercial real estate residential			1				1,521				0
Commercial real estate nonresidential			6				17,094				725
Commercial other			4				19,191				0
Total collateral dependent loans			13			$	47,667			$	725

Based on the quarterly evaluation of losses for these credits, the combined amount of expected loss at September 30, 2026 is $0.5 million.  This expected loss is tied to two unrelated loans that demonstrate a shortfall in collateral which is insufficient to repay the principal balance of the loans in the event of a liquidation of the collateral and after estimated selling costs.  All other evaluated credits show sufficient collateral to repay the entire loan balances after estimated selling costs.  The individually evaluated collateral-dependent loans shown above in the hotel/motel and commercial real estate classes are secured by real estate.  The three loans listed in the commercial other segment at September 30, 2026 are collateralized by inventory, equipment, and accounts receivable.  One evaluated credit is a dealer floorplan that is secured by individual vehicles.

22

Loan Modifications

Certain loans have been modified where the customer is facing financial difficulty and economic concessions were granted to borrowers, consisting of reductions in the interest rates, payment extensions, forgiveness of principal, and forbearances.

These loans, segregated by loan segment and concession granted, are presented below for the quarter ended September 30, 2026:

		Amortized Cost at September 30, 2026
($ in thousands)		Interest Rate Reduction				% of total				Term Extension				% of total
Commercial real estate nonresidential		$	0				0.00	%		$	238				0.02	%
Commercial other			0				0.00				416				0.11
Commercial loans			0				0.00				654				0.02
Real estate mortgage			0				0.00				2,387				0.18
Residential loans			0				0.00				2,387				0.16
Consumer direct			0				0.00				18				0.01
Consumer indirect			0				0.00				57				0.01
Consumer loans			0				0.00				75				0.01
Loans and lease financing		$	0				0.00	%		$	3,116				0.06	%

		Amortized Cost at September 30, 2026
($ in thousands)		Combination – Term Extension and Interest Rate Reduction				% of total				Payment Change				% of total
Commercial real estate residential		$	147				0.02	%		$	79				0.01	%
Commercial real estate nonresidential			197				0.02				140				0.01
Commercial other			0				0.00				64				0.02
Commercial loans			344				0.01				283				0.01
Real estate mortgage			161				0.01				0				0.00
Home equity lines			354				0.18				0				0.00
Residential loans			515				0.03				0				0.00
Loans and lease financing		$	859				0.02	%		$	283				0.01	%

23

		Amortized Cost at September 30, 2026
($ in thousands)		Combination – Term Extension and Payment Change				% of total				Combination – Interest Rate Reduction and Payment Change				% of total
Commercial other		$	19				0.01	%		$	0				0.00	%
Commercial loans			19				0.00				0				0.00
Real estate mortgage			31				0.00				978				0.07
Residential loans			31				0.00				978				0.06
Consumer indirect			50				0.01				0				0.00
Consumer loans			50				0.00				0				0.00
Loans and lease financing		$	100				0.00	%		$	978				0.02	%

The following tables describe the financial effect of the modifications made to borrowers experiencing financial difficulty for the quarter ended September 30, 2026:

Loan Type		Interest Rate Reduction Financial Impact		Term Extension Financial Impact
Commercial real estate nonresidential				Added a weighted-average 0.3 years to life of the loans
Commercial other				Added a weighted-average 0.2 years to life of the loans
Real estate mortgage				Added a weighted-average 0.3 years to life of the loans
Consumer direct				Added a weighted-average 0.3 years to life of the loans
Consumer indirect				Added a weighted-average 0.6 years to life of the loans

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Loan Type		Combination – Term Extension and Interest Rate Reduction Financial Impact		Payment Changes Financial Impact
Commercial real estate residential		Reduced weighted-average contractual interest rate from 8.8% to 6.8% and increased the weighted-average life by 20.3 years		Provided payment changes that will be added to the end of the original loan term
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 8.8% to 7.5% and increased the weighted-average life by 20.0 years		Provided payment changes that will be added to the end of the original loan term
Commercial other				Provided payment changes that will be added to the end of the original loan term
Real estate mortgage		Reduced weighted-average contractual interest rate from 5.1% to 3.0% and increased the weighted-average life by 4.1 years
Home equity lines		Reduced weighted-average contractual interest rate from 7.7% to 6.8% and increased the weighted-average life by 2.1 years

Loan Type		Combination – Term Extension and Payment Change Financial Impact		Combination – Interest Rate Reduction and Payment Change
Commercial other		Added a weighted-average 2.0 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term
Real estate mortgage		Added a weighted-average 4.8 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term		Reduced weighted-average contractual interest rate from 7.3% to 4.2% and provided payment changes with any deferred payments added to the end of the loan term
Consumer indirect		Added a weighted-average 1.9 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term

25

These loans, segregated by loan segment and concession granted, are presented below for the nine months ended September 30, 2026:

		Amortized Cost at September 30, 2026
($ in thousands)		Interest Rate Reduction				% of total				Term Extension				% of total
Commercial real estate residential		$	0				0.00	%		$	28				0.00	%
Commercial real estate nonresidential			7,253				0.68				531				0.05
Commercial other			0				0.00				881				0.23
Commercial loans			7,253				0.27				1,440				0.05
Real estate mortgage			1,381				0.10				7,547				0.56
Residential loans			1,381				0.09				7,547				0.49
Consumer direct			0				0.00				88				0.06
Consumer indirect			0				0.00				181				0.02
Consumer loans			0				0.00				269				0.02
Loans and lease financing		$	8,634				0.16	%		$	9,256				0.17	%

		Amortized Cost at September 30, 2026
($ in thousands)		Combination – Term Extension and Interest Rate Reduction				% of total				Payment Change				% of total
Commercial real estate residential		$	187				0.03	%		$	175				0.03	%
Commercial real estate nonresidential			198				0.02				3,081				0.29
Commercial other			170				0.04				416				0.11
Commercial loans			555				0.02				3,672				0.14
Real estate mortgage			688				0.05				0				0.00
Home equity lines			536				0.27				0				0.00
Residential loans			1,224				0.08				0				0.00
Consumer indirect			0				0.00				20				0.00
Consumer loans			0				0.00				20				0.00
Loans and lease financing		$	1,779				0.03	%		$	3,692				0.07	%

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		Amortized Cost at September 30, 2026
($ in thousands)		Combination – Term Extension and Payment Change				% of total				Combination – Interest Rate Reduction and Payment Change				% of total
Commercial real estate residential		$	58				0.01	%		$	0				0.00	%
Commercial other			19				0.01				0				0.00
Commercial loans			77				0.00				0				0.00
Real estate mortgage			51				0.00				1,461				0.11
Residential loans			51				0.00				1,461				0.10
Consumer indirect			143				0.02				0				0.00
Consumer loans			143				0.01				0				0.00
Loans and lease financing		$	271				0.01	%		$	1,461				0.03	%

The following tables describe the financial effect of the modifications made to borrowers experiencing financial difficulty for the nine months ended September 30, 2026:

Loan Type		Interest Rate Reduction Financial Impact		Term Extension Financial Impact
Commercial real estate residential				Added a weighted-average 1.0 years to life of the loans
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 6.75% to 2.5%		Added a weighted-average 0.7 years to life of the loans
Commercial other				Added a weighted-average 0.4 years to life of the loans
Real estate mortgage		Reduced weighted-average contractual interest rate from 5.6% to 3.2%		Added a weighted-average 0.4 years to life of the loans
Consumer direct				Added a weighted-average 0.4 years to life of the loans
Consumer indirect				Added a weighted-average 0.5 years to life of the loans

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Loan Type		Combination – Term Extension and Interest Rate Reduction Financial Impact		Payment Changes Financial Impact
Commercial real estate residential		Reduced weighted-average contractual interest rate from 9.0% to 7.0% and increased the weighted-average life by 18.7 years		Provided payment changes that will be added to the end of the original loan term
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 8.8% to 7.5% and increased the weighted-average life by 20.0 years		Provided payment changes that will be added to the end of the original loan term
Commercial other		Reduced weighted-average contractual interest rate from 8.9% to 8.0% and increased the weighted-average life by 6.9 years		Provided payment changes that will be added to the end of the original loan term
Real estate mortgage		Reduced weighted-average contractual interest rate from 3.8% to 3.0% and increased the weighted-average life by 6.2 years
Home equity lines		Reduced weighted-average contractual interest rate from 7.8% to 6.8% and increased the weighted-average life by 2.7 years
Consumer indirect				Provided payment changes that will be added to the end of the original loan term

Loan Type		Combination – Term Extension and Payment Change Financial Impact		Combination – Interest Rate Reduction and Payment Change
Commercial real estate nonresidential		Added a weighted-average 0.3 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term
Commercial other		Added a weighted-average 2.0 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term
Real estate mortgage		Added a weighted-average 4.9 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term		Reduced weighted-average contractual interest rate from 7.2% to 4.2% and provided payment changes with any deferred payments added to the end of the loan term
Consumer indirect		Added a weighted-average 1.7 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term

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These loans, segregated by loan segment and concession granted, are presented below for the quarter ended September 30, 2025:

		Amortized Cost at September 30, 2025
(in thousands)		Interest Rate Reduction				% of total				Term Extension				% of total
Commercial real estate residential		$	0				0.00	%		$	41				0.01	%
Commercial real estate nonresidential			7,254				0.79				124				0.01
Commercial other			0				0.00				169				0.05
Commercial loans			7,254				0.30				334				0.01
Real estate mortgage			435				0.04				2,780				0.24
Home equity lines			47				0.03				0				0.00
Residential loans			482				0.04				2,780				0.21
Consumer indirect			0				0.00				302				0.03
Consumer loans			0				0.00				302				0.03
Loans and lease financing		$	7,736				0.16	%		$	3,416				0.07	%

		Amortized Cost at September 30, 2025
(in thousands)		Combination – Term Extension and Interest Rate Reduction				% of total				Payment Change				% of total
Commercial real estate residential		$	0				0.00	%		$	121				0.02	%
Commercial real estate nonresidential			242				0.03				0				0.00
Commercial other			0				0.00				65				0.02
Commercial loans			242				0.01				186				0.01
Real estate mortgage			108				0.01				0				0.00
Home equity lines			95				0.05				0				0.00
Residential loans			203				0.02				0				0.00
Loans and lease financing		$	445				0.01	%		$	186				0.00	%

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The following tables describe the financial effect of the modifications made to borrowers experiencing financial difficulty for the three months ended September 30, 2025:

Loan Type		Interest Rate Reduction Financial Impact		Term Extension Financial Impact
Commercial real estate residential				Added a weighted-average 0.3 years to life of the loans
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 7.5% to 2.0%		Added a weighted-average 20.2 years to life of the loans
Commercial other				Added a weighted-average 0.3 years to life of the loans
Real estate mortgage		Reduced weighted-average contractual interest rate from 7.2% to 3.7%		Added a weighted-average 0.4 years to life of the loans
Home equity lines		Reduced weighted-average contractual interest rate from 8.9% to 7.5%
Consumer indirect				Added a weighted-average 1.1 years to life of the loans

Loan Type		Combination – Term Extension and Interest Rate Reduction Financial Impact		Payment Changes Financial Impact
Commercial real estate residential				Provided payment changes that will be added to the end of the original loan term
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 6.5% to 4.5% and increased the weighted-average life by 0.5 years
Commercial other				Provided payment changes that will be added to the end of the original loan term
Real estate mortgage		Reduced weighted-average contractual interest rate from 5.4% to 3.0% and increased the weighted-average life by 6.5 years
Home Equity Lines		Reduced weighted-average contractual interest rate from 8.7% to 7.5% and increased the weighted-average life by 9.0 years

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These loans, segregated by loan segment and concession granted, are presented below for the nine months ended September 30, 2025:

		Amortized Cost at September 30, 2025
(in thousands)		Interest Rate Reduction				% of total				Term Extension				% of total
Commercial real estate residential		$	0				0.00	%		$	340				0.06	%
Commercial real estate nonresidential			7,381				0.80				2,616				0.28
Commercial other			0				0.00				1,362				0.37
Commercial loans			7,381				0.30				4,318				0.18
Real estate mortgage			807				0.07				7,717				0.67
Home equity lines			47				0.03				320				0.17
Residential loans			854				0.06				8,037				0.60
Consumer direct			0				0.00				216				0.14
Consumer indirect			0				0.00				575				0.07
Consumer loans			0				0.00				791				0.08
Loans and lease financing		$	8,235				0.17	%		$	13,146				0.27	%

		Amortized Cost at September 30, 2025
(in thousands)		Combination – Term Extension and Interest Rate Reduction				% of total				Payment Change				% of total
Commercial real estate residential		$	1,065				0.19	%		$	121				0.02	%
Commercial real estate nonresidential			242				0.03				348				0.04
Commercial other			378				0.10				460				0.12
Commercial loans			1,685				0.07				929				0.04
Real estate mortgage			717				0.06				35				0.00
Home equity lines			142				0.08				0				0.00
Residential loans			859				0.06				35				0.00
Consumer indirect			0				0.00				149				0.02
Consumer loans			0				0.00				149				0.01
Loans and lease financing		$	2,544				0.05	%		$	1,113				0.02	%

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The following tables describe the financial effect of the modifications made to borrowers experiencing financial difficulty for the nine months ended September 30, 2025:

Loan Type		Interest Rate Reduction Financial Impact		Term Extension Financial Impact
Commercial real estate residential				Added a weighted-average 0.9 years to life of the loans
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 7.5% to 2.1%		Added a weighted-average 1.4 years to life of the loans
Commercial other				Added a weighted-average 3.8 years to life of the loans
Real estate mortgage		Reduced weighted-average contractual interest rate from 7.5% to 4.0%		Added a weighted-average 0.4 years to life of the loans
Home equity lines		Reduced weighted-average contractual interest rate from 8.9% to 7.5%		Added a weighted-average 2.9 years to life of the loans
Consumer direct				Added a weighted-average 0.3 years to life of the loans
Consumer indirect				Added a weighted-average 1.0 years to life of the loans

Loan Type		Combination – Term Extension and Interest Rate Reduction Financial Impact		Payment Changes Financial Impact
Commercial real estate residential		Reduced weighted-average contractual interest rate from 9.3% to 8.1% and increased the weighted-average life by 15.9 years		Provided payment changes that will be added to the end of the original loan term
Commercial real estate nonresidential		Reduced weighted-average contractual interest rate from 6.5% to 4.5% and increased the weighted-average life by 0.5 years		Provided payment changes that will be added to the end of the original loan term
Commercial other		Increased weighted-average contractual interest rate from 7.0% to 8.0% and increased the weighted-average life by 5.6 years		Provided payment changes that will be added to the end of the original loan term
Real estate mortgage		Reduced weighted-average contractual interest rate from 5.3% to 3.6% and increased the weighted-average life by 5.5 years		Provided payment changes that will be added to the end of the original loan term
Home equity lines		Reduced weighted-average contractual interest rate from 8.3% to 7.5% and increased the weighted-average life by 7.5 years
Consumer indirect				Provided payment changes that will be added to the end of the original loan term

No charge-offs have resulted from the presented modifications.  We had commitments to extend additional credit in the amount of $16.6 thousand at September 30, 2026, and no commitments to extend additional credit at September 30, 2025 on loans that were considered in financial difficulty.

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Loans retain their accrual status at the time of their modification.  As a result, if a loan is on nonaccrual at the time it is modified, it stays as nonaccrual, and if a loan is on accrual at the time of the modification, it generally stays on accrual.  Commercial and consumer loans modified due to a borrower’s financial difficulty are closely monitored for delinquency as an early indicator of possible future default.  If a loan to a borrower experiencing financial difficulty subsequently defaults, CTBI evaluates the loan for possible further impairment.  The table below represents the payment status of loans to borrowers experiencing financial difficulty for the past 12 months as of September 30, 2026.

		Past Due Status (Amortized Cost Basis)
(in thousands)		Current				30-89 Days				90+ Days				Nonaccrual
Commercial real estate residential		$	391			$	0			$	0			$	0
Commercial real estate nonresidential			9,838				1,931				0				0
Commercial other			1,249				185				49				146
Real estate mortgage			11,921				672				1,161				349
Home equity lines			521				118				65				0
Consumer direct			100				0				0				0
Consumer indirect			425				0				0				0
Loans to borrowers experiencing financial difficulty		$	24,445			$	2,906			$	1,275			$	495

The allowance for credit losses may be increased, adjustments may be made in the allocation of the allowance, or partial charge-offs may be taken to further write-down the carrying value of the loan.  During the quarter ended September 30, 2026, there were 7 loans to borrowers experiencing financial difficulty that subsequently defaulted.  CTBI considers a loan in default when it is 90 days or more past due or transferred to nonaccrual.  Presented below, segregated by segment, are loans to borrowers experiencing financial difficulty for which there was a payment default during the periods indicated and such default was within 12 months of the loan modification.

		Three Months Ended September 30, 2026
($ in thousands)		Number of Loans				Recorded Balance
Commercial other			1			$	49
Real estate mortgage			6				806
Loans to borrowers experiencing financial difficulty			7			$	855

		Nine Months Ended September 30, 2026
($ in thousands)		Number of Loans				Recorded Balance
Commercial other			2			$	123
Real estate mortgage			10				1,191
Home equity lines			1				65
Loans to borrowers experiencing financial difficulty			13			$	1,379

		Three Months Ended September 30, 2025
(in thousands)		Number of Loans				Recorded Balance
Commercial other			2			$	219
Real estate mortgage			8				845
Home equity lines			1				23
Loans to borrowers experiencing financial difficulty			11			$	1,087

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		Nine Months Ended September 30, 2025
(in thousands)		Number of Loans				Recorded Balance
Commercial other			3			$	314
Real estate mortgage			12				1,075
Home equity lines			1				23
Loans to borrowers experiencing financial difficulty			16			$	1,412

Note 4 – Repurchase Agreements

Repurchase agreements are accounted for as secured borrowings.  The following table presents information regarding the balances of our repurchase agreement borrowings as of and for the periods indicated:

(in thousands)		Balance Outstanding at Period End				Average Balance Outstanding For the Quarter Ended				Maximum Balance Outstanding During the Quarter Ended
September 30, 2026		$	351,105			$	300,339			$	351,105
December 31, 2025		$	308,799			$	291,512			$	308,799
September 30, 2025		$	284,863			$	258,292			$	284,863

At September 30, 2026, we had amounts at risk under repurchase agreements for one customer exceeding 10% of shareholders’ equity with a balance of $173.0 million and a weighted average maturity of 7.9 months compared to $148.0 million and 4.6 months, respectively, at December 31, 2025.

We monitor collateral levels on a continuous basis and maintain records of each transaction specifically describing the applicable security and the counterparty’s fractional interest in that security, and we segregate the security from our general assets in accordance with regulations governing custodial holdings of securities.  The primary risk with our repurchase agreements is market risk associated with the securities securing the transactions, as we may be required to provide additional collateral based on fair value changes of the underlying securities.  Securities pledged as collateral under repurchase agreements are maintained with our safekeeping agents.  The carrying value of investment securities available-for-sale pledged as collateral under repurchase agreements totaled $400.6 million and $358.1 million at September 30, 2026 and December 31, 2025, respectively.

The remaining contractual maturity of the securities sold under agreements to repurchase by class of collateral pledged included in the accompanying consolidated balance sheets is presented in the following tables:

		September 30, 2026
		Remaining Contractual Maturity of the Agreements
(in thousands)		Overnight and Continuous				Up to 30 days				30-90 days				Greater Than 90 days				Total
Repurchase agreements and repurchase-to-maturity transactions:
U.S. Treasury and government agencies		$	8,388			$	0			$	5			$	10,763			$	19,156
State and political subdivisions			96,653				0				1,934				14,319				112,906
Agency mortgage-backed securities			81,083				0				231				129,307				210,621
Asset-backed securities			4,653				0				0				3,769				8,422
Total repurchase agreements		$	190,777			$	0			$	2,170			$	158,158			$	351,105

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		December 31, 2025
		Remaining Contractual Maturity of the Agreements
(in thousands)		Overnight and Continuous				Up to 30 days				30-90 days				Greater Than 90 days				Total
Repurchase agreements and repurchase-to-maturity transactions:
U.S. Treasury and government agencies		$	18,035			$	7			$	1,404			$	10,042			$	29,488
State and political subdivisions			113,867				493				9,878				6,936				131,174
Agency mortgage-backed securities			36,373				0				31,020				65,272				132,665
Asset-backed securities			4,377				0				6,998				4,097				15,472
Total repurchase agreements		$	172,652			$	500			$	49,300			$	86,347			$	308,799

Repurchase agreements are subject to underlying agreements with master netting or similar arrangements, which provide for the right of setoff in the event of default or in the event of bankruptcy of either party to the transactions. Repurchase agreements subject to these arrangements are presented on a gross basis on the condensed consolidated balance sheets.  The following table presents the recognized repurchase agreement liabilities, amounts offset in the balance sheet, and amounts subject to enforceable master netting arrangements or related collateral that were not offset.

														Gross Amount Not Offset in the Balance Sheet
(in thousands)		Gross Amount of Recognized Liabilities				Gross Amount Offset in the Balance Sheet				Net Amount of Liabilities Presented in the Balance Sheet				Financial Instruments Posted as Collateral				Cash Posted as Collateral				Net Amount
September 30, 2026:
Repurchase agreements		$	351,105			$	0			$	351,105			$	(351,105	)		$	0			$	0
December 31, 2025:
Repurchase agreements		$	308,799			$	0			$	308,799			$	(308,799	)		$	0			$	0

Amounts disclosed for collateral received or posted include cash and securities up to and not exceeding the net amount of the repurchase agreement liability presented in the balance sheet. The fair value of the total collateral may exceed the amounts presented.  Refer to Note 2 above for the total fair value of financial instruments pledged as collateral for repurchase agreements.

Note 5 – Fair Value of Financial Assets and Liabilities

Fair Value Measurements

Fair value is defined as the price that would be received upon sale of an asset or the price paid to transfer a liability, in an orderly transaction between market participants at the measurement date (i.e., the “exit price”).  CTBI uses a fair value hierarchy that prioritizes the inputs used in valuation techniques to measure fair value into three broad levels.  The following is a brief description of each level:

Level 1 Inputs – Quoted prices in active markets for identical assets or liabilities.

Level 2 Inputs – Inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly.  These might include quoted prices for similar assets and liabilities in active markets, and inputs other than quoted prices that are observable for the asset or liability, such as interest rates and yield curves that are observable at commonly quoted intervals.

36

Level 3 Inputs – Unobservable inputs for determining the fair values of assets or liabilities that reflect an entity’s own assumptions about the assumptions that market participants would use in determining an exit price for the assets or liabilities.

A financial instrument’s categorization within the above valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.  CTBI’s assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and CTBI considers factors specific to the assets or liabilities.  The following is a description of the valuation methodologies used for CTBI’s assets and liabilities measured at fair value on a recurring basis.

Recurring Measurements

The following tables present the fair value measurements of assets recognized in the accompanying balance sheets measured at fair value on a recurring basis and indicate the level within the fair value hierarchy of the valuation techniques.

						Fair Value Measurements at September 30, 2026 Using
(in thousands)		Fair Value				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)
Assets measured – recurring basis
Available-for-sale securities:
U.S. Treasury and government agencies		$	195,910			$	0			$	195,910			$	0
State and political subdivisions			235,047				0				235,047				0
Agency mortgage-backed securities			665,670				0				665,670				0
Asset-backed securities			14,641				0				14,641				0
Equity securities at fair value			5,093				0				0				5,093
Mortgage servicing rights			6,946				0				0				6,946

						Fair Value Measurements at December 31, 2025 Using
(in thousands)		Fair Value				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)
Assets measured – recurring basis
Available-for-sale securities:
U.S. Treasury and government agencies		$	235,759			$	0			$	235,759			$	0
State and political subdivisions			266,891				0				266,891				0
Agency mortgage-backed securities			588,262				0				588,262				0
Asset-backed securities			29,807				0				29,807				0
Equity securities at fair value			4,154				0				0				4,154
Mortgage servicing rights			6,751				0				0				6,751

Following is a description of the valuation methodologies and inputs used for assets measured at fair value on a recurring basis and recognized in the accompanying balance sheets, as well as the general classification of such assets pursuant to the valuation hierarchy.  These valuation methodologies were applied to all of CTBI’s financial assets carried at fair value.  CTBI had no liabilities measured and recorded at fair value as of September 30, 2026 and December 31, 2025.  There have been no significant changes in the valuation techniques during the nine months ended September 30, 2026 or the year ended December 31, 2025.  For assets classified within Level 3 of the fair value hierarchy, the process used to develop the reported fair value is described below.

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Uncertainty of Fair Value Measurements

The following is a discussion of the uncertainty of fair value measurements, the interrelationships between those inputs and other unobservable inputs used in recurring fair value measurement, and how those inputs might magnify or mitigate the effect of changes in the unobservable inputs on the fair value measurement.

• Available-for-Sale Securities

If quoted market prices are not available, the fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information, and the bond’s terms and conditions, among other factors.  U.S. Treasury and government agencies, state and political subdivisions, agency mortgage-backed securities, and asset-backed securities are classified as Level 2 inputs.

• Equity Securities at Fair Value

Fair value for equity securities is derived based on unobservable inputs, such as the discount rate, quarterly dividends payable to the Visa Class B-3 and Class C common stock, and the prevailing conversion rate at the conversion date.  The most recent conversion rate for Class B-3 common stock of 1.4773 and the most recent dividend rate of 0.9898 were used to derive the fair value estimate for Class B-3.  The most recent conversion rate for Class C common stock of 4.0000 and the most recent dividend rate of 2.68 were used to derive the fair value estimate for Class C.  Significant increases (decreases) in either of those inputs in isolation would result in a significantly lower (higher) fair value measurement.  An increase in the discount rate would generally decrease estimated fair value, while a decrease would generally increase estimated fair value.  The effect of a change in the expected conversion date should be evaluated based on the timing and amount of the projected cash flows.  The weighted averages presented in the tables below are determined by taking the median of the estimates in conversion dates and discount rate.

• Mortgage Servicing Rights

In determining fair value, CTBI utilizes assumptions about factors such as mortgage interest rates, discount rates, mortgage loan prepayment speeds, market trends, and industry demand.  Due to the nature of the valuation inputs, mortgage servicing rights (“MSRs”) are classified within Level 3 of the hierarchy.  We have determined these assumptions, processes, and conclusions to be reasonable and appropriate in determining the fair value of this asset.  See the table below for inputs and valuation techniques used for Level 3 MSRs.

Fair value for MSRs is derived based on unobservable inputs, such as prepayment speeds of the underlying loans generated using the Andrew Davidson Prepayment Model, FHLMC/FNMA guidelines, the weighted average life of the loan, the discount rate, the weighted average coupon, and the weighted average default rate.  Significant increases (decreases) in either of those inputs in isolation would result in a significantly lower (higher) fair value measurement.  Higher prepayment speeds, servicing costs, default assumptions, or discount rates would generally reduce estimated fair value, while lower assumptions would generally increase estimated fair value, subject to interactions among the assumptions.

38

Level 3 Reconciliation

Following is a reconciliation of the beginning and ending balances of recurring fair value measurements, for the periods indicated, using significant unobservable (Level 3) inputs:

		Three Months Ended September 30
		2026								2025
(in thousands)		Equity Securities at Fair Value				Mortgage Servicing Rights				Equity Securities at Fair Value				Mortgage Servicing Rights
Beginning balance		$	4,578			$	6,759			$	4,410			$	7,096
Total unrealized gains (losses)
Included in net income			515				400				(449	)			(65	)
Issuances			0				14				0				36
Settlements			0				(227	)			0				(193	)
Ending balance		$	5,093			$	6,946			$	3,961			$	6,874
Total gains (losses) for the period included in net income attributable to the change in unrealized gains or losses related to assets still held at the reporting date		$	515			$	400			$	(449	)		$	(65	)

		Nine Months Ended September 30
		2026								2025
(in thousands)		Equity Securities at Fair Value				Mortgage Servicing Rights				Equity Securities at Fair Value				Mortgage Servicing Rights
Beginning balance		$	4,154			$	6,751			$	3,781			$	7,357
Total unrealized gains (losses)
Included in net income			939				747				180				(20	)
Issuances			0				60				0				85
Settlements			0				(612	)			0				(548	)
Ending balance		$	5,093			$	6,946			$	3,961			$	6,874
Total gains (losses) for the period included in net income attributable to the change in unrealized gains or losses related to assets still held at the reporting date		$	939			$	747			$	180			$	(20	)

Realized and unrealized gains and losses for items reflected in the tables above are included in net income in the consolidated statements of income as follows:

Noninterest Income		Three Months Ended September 30								Nine Months Ended September 30
(in thousands)		2026				2025				2026				2025
Total gains (losses)		$	688			$	(707	)		$	1,074			$	(388	)

39

Nonrecurring Measurements

The following tables present the fair value measurements of assets recognized in the accompanying balance sheets measured at fair value on a nonrecurring basis and indicate the level within the fair value hierarchy of the valuation techniques.

						Fair Value Measurements at September 30, 2026 Using
(in thousands)		Fair Value				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)
Assets measured – nonrecurring basis
Collateral dependent loans		$	7,253			$	0			$	0			$	7,253
Other real estate owned			172				0				0				172

						Fair Value Measurements at December 31, 2025 Using
(in thousands)		Fair Value				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)
Assets measured – nonrecurring basis
Collateral dependent loans		$	697			$	0			$	0			$	697
Other real estate owned			13				0				0				13

Following is a description of the valuation methodologies and inputs used for assets measured at fair value on a nonrecurring basis and recognized in the accompanying balance sheet.

Collateral Dependent Loans

The estimated fair value of collateral-dependent loans is based on the appraised fair value of the collateral, less estimated cost to sell.  Collateral-dependent loans are classified within Level 3 of the fair value hierarchy.

CTBI considers the appraisal or evaluation as the starting point for determining fair value and then considers other factors and events in the environment that may affect the fair value.  Appraisals of the collateral underlying collateral-dependent loans are obtained when the loan is determined to be collateral-dependent and subsequently as deemed necessary by the Chief Credit Officer.  The appraised values are reduced by discounts to consider lack of marketability and estimated cost to sell if repayment or satisfaction of the loan is dependent on the sale of the collateral.  These discounts and estimates are developed by the Chief Credit Officer by comparison to historical results.

Loans considered collateral-dependent are loans for which the repayment is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty.  There were no fair value adjustments to collateral-dependent loans during the three months ended September 30, 2026.  For the nine months ended September 30, 2026 there was a $0.2 million improvement in fair value with additional collateral taken on a fair valued loan during the second quarter.  Fair value adjustments for the year ended December 31, 2025 were $0.4 million.

40

Other Real Estate Owned

Estimated fair value of other real estate owned (“OREO”) is based on appraisals or evaluations.  OREO is classified within Level 3 of the fair value hierarchy.  Long-lived assets are subject to nonrecurring fair value adjustments to reflect subsequent partial write-downs that are based on the observable market price or current appraised value of the collateral.  Fair value adjustments to OREO disclosed above for the three and nine months ended September 30, 2026 were $1 thousand and $16 thousand, respectively.  Fair value adjustments to OREO disclosed above for the year ended December 31, 2025 were $38 thousand.

Our policy for determining the frequency of periodic reviews is based upon consideration of the specific properties and the known or perceived market fluctuations in a particular market and is typically between 12 and 18 months but generally not more than 24 months.  Appraisers are selected from the list of approved appraisers maintained by management.

Unobservable (Level 3) Inputs

Unobservable inputs for mortgage servicing rights were weighted by loan amount.  Unobservable inputs for equity securities were weighted by security value.  Unobservable inputs for OREO were weighted by estimated cost to sell.  There were no transfers in or out of Level 3 during the nine months ended September 30, 2026.  The following tables present quantitative information about unobservable inputs used in recurring and nonrecurring Level 3 fair value measurements for the periods indicated.

		Quantitative Information about Level 3 Fair Value Measurements
(in thousands)		Fair Value at September 30, 2026			Valuation Technique(s)	Unobservable Input		Range (Weighted Average)
Equity securities at fair value		$	5,093		Discounted cash flows	Discount rate			8.0% - 12.0% (10.0%)
						Conversion date		Dec 2027 - Dec 2029 (Dec 2028)
Mortgage servicing rights		$	6,946		Discounted cash flows	Constant prepayment rate			5.5% - 19.6% (6.0%)
						Cost to service		$	47 - $817 ($77)
						Probability of default			0.0% - 100.0% (1.3%)
						Discount rate			9.0% - 16.2% (9.5%)
Collateral-dependent loans		$	7,253		Market comparable properties	Marketability discount			0.0% - 0.0% (0.0%)
Other real estate owned		$	172		Market comparable properties	Comparability adjustments			16.0% - 27.6% (17.6%)

41

		Quantitative Information about Level 3 Fair Value Measurements
(in thousands)		Fair Value at December 31, 2025			Valuation Technique(s)	Unobservable Input		Range (Weighted Average)
Equity securities at fair value		$	4,154		Discounted cash flows	Discount rate			8.0% - 12.0% (10.0%)
						Conversion date		Dec 2027 - Dec 2029 (Dec 2028)
Mortgage servicing rights		$	6,751		Discounted cash flows	Constant prepayment rate			5.5% - 30.4% (6.5%)
						Cost to service		$	67 - $817 ($77)
						Probability of default			0.0% - 100.0% (1.5%)
						Discount rate			9.0% - 11.5% (9.7%)
Collateral-dependent loans		$	697		Market comparable properties	Marketability discount			24.2% - 24.2% (24.2%)
Other real estate owned		$	13		Market comparable properties	Comparability adjustments			0.0% - 0.0% (0.0%)

42

Fair Value of Financial Instruments

The following tables present estimated fair value of CTBI’s financial instruments and indicate the level within the fair value hierarchy of the valuation techniques.

						Fair Value Measurements at September 30, 2026 Using
(in thousands)		Carrying Amount				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)
Financial assets:
Cash and cash equivalents		$	331,568			$	331,568			$	0			$	0
Certificates of deposit in other banks			245				0				245				0
Debt securities available-for-sale			1,111,268				0				1,111,268				0
Equity securities at fair value			5,093				0				0				5,093
Loans held for sale			150				152				0				0
Loans, net			5,237,809				0				0				5,280,922
Federal Home Loan Bank stock			6,289				0				6,289				0
Federal Reserve Bank stock			4,887				0				4,887				0
Mortgage servicing rights			6,946				0				0				6,946
Accrued interest receivable			26,458				0				26,458				0
Financial liabilities:
Deposits		$	5,689,889			$	1,254,885			$	4,154,372			$	0
Repurchase agreements			351,105				0				351,381				0
Federal funds purchased			500				0				500				0
Advances from Federal Home Loan Bank			279				0				288				0
Long-term debt			63,604				0				59,520				0
Accrued interest payable			20,728				0				20,728				0
Unrecognized financial instruments:
Letters of credit		$	0			$	0			$	0			$	0
Commitments to extend credit			0				0				0				0
Forward sale commitments			0				0				0				0

43

						Fair Value Measurements at December 31, 2025 Using
(in thousands)		Carrying Amount				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)
Financial assets:
Cash and cash equivalents		$	363,684			$	363,684			$	0			$	0
Certificates of deposit in other banks			245				0				245				0
Debt securities available-for-sale			1,120,719				0				1,120,719				0
Equity securities at fair value			4,154				0				0				4,154
Loans held for sale			211				214				0				0
Loans, net			4,834,773				0				0				4,918,385
Federal Home Loan Bank stock			5,200				0				5,200				0
Federal Reserve Bank stock			4,887				0				4,887				0
Mortgage servicing rights			6,751				0				0				6,751
Accrued interest receivable			25,957				0				25,957				0
Financial liabilities:
Deposits		$	5,389,058			$	1,263,243			$	3,896,447			$	0
Repurchase agreements			308,799				0				308,769				0
Federal funds purchased			500				0				500				0
Advances from Federal Home Loan Bank			293				0				304				0
Long-term debt			63,784				0				60,483				0
Accrued interest payable			8,535				0				8,535				0
Unrecognized financial instruments:
Letters of credit		$	0			$	0			$	0			$	0
Commitments to extend credit			0				0				0				0
Forward sale commitments			0				0				0				0

Note 6 – Stock-Based Compensation

There were no stock option awards outstanding and no unrecognized expense related to stock option grants as of September 30, 2026.  Restricted stock expense for the three and nine months ended September 30, 2026 was $0.5 million and $1.4 million, respectively, including $71 thousand and $176 thousand, respectively, in dividends paid during those periods.  As of September 30, 2026, there was a total of $3.3 million of unrecognized compensation expense related to restricted stock grants that will be recognized as expense as the awards vest over a weighted average period of 2.8 years.

The following table shows restricted stock activity for the periods indicated.

		Three Months Ended September 30, 2026								Nine Months Ended September 30, 2026
		Grants				Weighted Average Fair Value at Grant				Grants				Weighted Average Fair Value at Grant
Outstanding at beginning of period			98,824			$	52.23				90,176			$	47.27
Granted			0				-				34,175				61.39
Vested			0				-				(25,527	)			46.95
Outstanding at end of period			98,824			$	52.23				98,824			$	52.23

44

The restricted stock awards granted during 2026 were issued pursuant to the terms of CTBI’s 2025 Stock Ownership Incentive Plan.  The restrictions on these shares of restricted stock will lapse ratably over four years, subject to such employee’s continued employment, except for 5,000 shares granted in March 2026 pursuant to a management retention restricted stock award which will cliff vest at the end of five years.  However, in the event of certain participant employee termination events occurring within 24 months of a change in control of CTBI or the death of the participant, the restrictions will lapse, and in the event of the participant’s disability, the restrictions will lapse on a pro rata basis.  The Compensation Committee will have discretion to review and revise restrictions applicable to a participant’s restricted stock in the event of the participant’s retirement.  CTBI recognizes forfeitures when they occur.

Note 7 – Earnings Per Share

The following table sets forth the computation of basic and diluted earnings per share.

		Three Months Ended September 30								Nine Months Ended September 30
(in thousands except per share data)		2026				2025				2026				2025
Numerator:
Net income		$	25,890			$	23,911			$	82,705			$	70,782
Denominator:
Basic earnings per share:
Weighted average shares			18,069				18,019				18,061				18,009
Diluted earnings per share:
Dilutive effect of equity grants			45				34				37				28
Adjusted weighted average shares			18,114				18,053				18,098				18,037
Earnings per share:
Basic earnings per share		$	1.43			$	1.33			$	4.58			$	3.93
Diluted earnings per share		$	1.43			$	1.32			$	4.57			$	3.92

There were no options to purchase common shares that were excluded from the diluted calculations above for the three and nine months ended September 30, 2026 and 2025.  Unvested restricted stock grants were used in the calculation of diluted earnings per share based on the treasury method.

45

Note 8 – Accumulated Other Comprehensive Income (Loss)

          The following table shows the reconciliation of accumulated other comprehensive income (loss) (“AOCI”) and amounts reclassified to earnings during the periods indicated.

		Three Months Ended September 30								Nine Months Ended September 30
(in thousands)		2026				2025				2026				2025
Beginning balance		$	(68,436	)		$	(80,617	)		$	(64,820	)		$	(98,369	)
Unrealized holding gains (losses) on debt securities AFS			(37,658	)			12,665				(42,465	)			36,318
Tax expense (benefit)			(9,395	)			3,161				(10,595	)			9,061
Unrealized holding gains (losses) on debt securities AFS, net of tax			(28,263	)			9,504				(31,870	)			27,257
Reclassification adjustments for realized gains (losses) included in securities			0				0				12				1
Tax expense (benefit)			0				0				3				0
Reclassification adjustments for realized gains (losses) included in securities, net of tax			0				0				9				1
Other comprehensive income (loss)			(28,263	)			9,504				(31,879	)			27,256
Ending balance		$	(96,699	)		$	(71,113	)		$	(96,699	)		$	(71,113	)

46

Note 9 – Segment Reporting

The following tables present the reconciliations of reportable segment revenues and measures of profit or loss and line item reconciliation to CTBI’s consolidated financial statement totals for the periods indicated.

(in thousands) Three Months Ended September 30, 2026		Community Banking Services				Holding Company				Eliminations				Consolidated
Interest income:
Interest and fees on loans, including loans held for sale		$	82,430			$	0			$	0			$	82,430
Interest and dividends on securities:
Taxable			8,257				0				0				8,257
Tax exempt			516				0				0				516
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock			168				0				0				168
Interest on Federal Reserve Bank deposits			3,430				0				0				3,430
Other, including interest on federal funds sold			66				26				0				92
Total interest income			94,867				26				0				94,893
Interest expense:
Interest on deposits			30,240				0				0				30,240
Interest on repurchase agreements and federal funds purchased			2,660				0				0				2,660
Interest on advances from Federal Home Loan Bank			11				0				0				11
Interest on long-term debt			110				866				(50	)			926
Total interest expense			33,021				866				(50	)			33,837
Net interest income			61,846				(840	)			50				61,056
Provision for credit losses			9,171				0				0				9,171
Net interest income after provision for credit losses			52,675				(840	)			50				51,885
Noninterest income:
Deposit related fees			8,579				0				0				8,579
Gains on sales of loans, net			33				0				0				33
Trust and wealth management income			5,048				0				(163	)			4,885
Loan related fees			1,268				0				0				1,268
Bank owned life insurance			1,227				0				0				1,227
Brokerage revenue			727				0				0				727
Securities gains (losses)			515				0				0				515
Dividend and undistributed income from subsidiaries			0				27,540				(27,540	)			0
Other noninterest income			1,714				361				(661	)			1,414
Total noninterest income			19,111				27,901				(28,364	)			18,648
Noninterest expense:
Officer salaries and employee benefits			4,505				811				(268	)			5,048
Other salaries and employee benefits			16,695				251				(251	)			16,695
Occupancy, net			2,599				0				0				2,599
Equipment			893				48				(51	)			890
Data processing			3,520				11				(454	)			3,077
Taxes other than property and payroll			667				0				0				667
Legal fees			572				0				0				572
Professional fees			1,361				128				(784	)			705
Advertising and marketing			901				6				0				907
FDIC insurance			750				0				0				750
Other real estate owned provision and expense			52				0				0				52
Repossession expense			227				0				0				227
Other noninterest expense			4,168				261				(138	)			4,291
Total noninterest expense			36,910				1,516				(1,946	)			36,480
Income before income taxes			34,876				25,545				(26,368	)			34,053
Income taxes			8,508				(345	)			0				8,163
Net income		$	26,368			$	25,890			$	(26,368	)		$	25,890

47

(in thousands) Nine Months Ended September 30, 2026		Community Banking Services				Holding Company				Eliminations				Consolidated
Interest income:
Interest and fees on loans, including loans held for sale		$	240,609			$	0			$	0			$	240,609
Interest and dividends on securities:
Taxable			22,293				0				0				22,293
Tax exempt			1,689				0				0				1,689
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock			508				0				0				508
Interest on Federal Reserve Bank deposits			8,489				0				0				8,489
Other, including interest on federal funds sold			220				78				0				298
Total interest income			273,808				78				0				273,886
Interest expense:
Interest on deposits			82,526				0				0				82,526
Interest on repurchase agreements and federal funds purchased			7,851				0				0				7,851
Interest on advances from Federal Home Loan Bank			11				0				0				11
Interest on long-term debt			326				2,594				(149	)			2,771
Total interest expense			90,714				2,594				(149	)			93,159
Net interest income			183,094				(2,516	)			149				180,727
Provision for credit losses			14,253				0				0				14,253
Net interest income after provision for credit losses			168,841				(2,516	)			149				166,474
Noninterest income:
Deposit related fees			23,391				0				0				23,391
Gains on sales of loans, net			145				0				0				145
Trust and wealth management income			14,531				0				(460	)			14,071
Loan related fees			3,453				0				0				3,453
Bank owned life insurance			4,129				0				0				4,129
Brokerage revenue			1,775				0				0				1,775
Securities gains (losses)			951				0				0				951
Dividend and undistributed income from subsidiaries			0				87,294				(87,294	)			0
Other noninterest income			4,695				1,052				(2,001	)			3,746
Total noninterest income			53,070				88,346				(89,755	)			51,661
Noninterest expense:
Officer salaries and employee benefits			13,503				2,443				(806	)			15,140
Other salaries and employee benefits			51,928				754				(754	)			51,928
Occupancy, net			8,045				0				0				8,045
Equipment			2,525				154				(169	)			2,510
Data processing			10,212				32				(1,361	)			8,883
Taxes other than property and payroll			1,903				0				0				1,903
Legal fees			1,274				78				0				1,352
Professional fees			4,122				373				(2,322	)			2,173
Advertising and marketing			2,422				26				0				2,448
FDIC insurance			2,245				0				0				2,245
Other real estate owned provision and expense			135				0				0				135
Repossession expense			911				0				0				911
Other noninterest expense			12,227				903				(416	)			12,714
Total noninterest expense			111,452				4,763				(5,828	)			110,387
Income before income taxes			110,459				81,067				(83,778	)			107,748
Income taxes			26,681				(1,638	)			0				25,043
Net income		$	83,778			$	82,705			$	(83,778	)		$	82,705

48

(in thousands) Three Months Ended September 30, 2025		Community Banking Services				Holding Company				Eliminations				Consolidated
Interest income:
Interest and fees on loans, including loans held for sale		$	77,707			$	0			$	0			$	77,707
Interest and dividends on securities:
Taxable			5,762				0				0				5,762
Tax exempt			610				0				0				610
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock			190				0				0				190
Interest on Federal Reserve Bank deposits			4,194				0				0				4,194
Other, including interest on federal funds sold			70				29				0				99
Total interest income			88,533				29				0				88,562
Interest expense:
Interest on deposits			29,385				0				0				29,385
Interest on repurchase agreements and federal funds purchased			2,621				0				0				2,621
Interest on advances from Federal Home Loan Bank			0				0				0				0
Interest on long-term debt			102				954				(54	)			1,002
Total interest expense			32,108				954				(54	)			33,008
Net interest income			56,425				(925	)			54				55,554
Provision for credit losses			3,866				0				0				3,866
Net interest income after provision for credit losses			52,559				(925	)			54				51,688
Noninterest income:
Deposit related fees			8,131				0				0				8,131
Gains on sales of loans, net			89				0				0				89
Trust and wealth management income			4,419				0				(142	)			4,277
Loan related fees			897				0				0				897
Bank owned life insurance			1,144				0				0				1,144
Brokerage revenue			588				0				0				588
Securities gains (losses)			(449	)			0				0				(449	)
Dividend and undistributed income from subsidiaries			0				25,331				(25,331	)			0
Other noninterest income			1,565				310				(606	)			1,269
Total noninterest income			16,384				25,641				(26,079	)			15,946
Noninterest expense:
Officer salaries and employee benefits			3,908				650				(221	)			4,337
Other salaries and employee benefits			17,437				230				(230	)			17,437
Occupancy, net			2,468				0				0				2,468
Equipment			810				51				(68	)			793
Data processing			4,009				10				(444	)			3,575
Tax other than property and payroll			564				0				0				564
Legal fees			335				43				0				378
Professional fees			1,349				104				(786	)			667
Advertising and marketing			922				31				0				953
FDIC insurance			703				0				0				703
Other real estate owned provision and expense			99				0				0				99
Repossession expense			691				0				0				691
Other noninterest expense			3,984				245				(150	)			4,079
Total noninterest expense			37,279				1,364				(1,899	)			36,744
Income before income taxes			31,664				23,352				(24,126	)			30,890
Income taxes			7,538				(559	)			0				6,979
Net income		$	24,126			$	23,911			$	(24,126	)		$	23,911

49

(in thousands) Nine Months Ended September 30, 2025		Community Banking Services				Holding Company				Eliminations				Consolidated
Interest income:
Interest and fees on loans, including loans held for sale		$	226,271			$	0			$	0			$	226,271
Interest and dividends on securities:
Taxable			17,246				0				0				17,246
Tax exempt			1,840				0				0				1,840
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock			559				0				0				559
Interest on Federal Reserve Bank deposits			9,984				0				0				9,984
Other, including interest on federal funds sold			200				87				0				287
Total interest income			256,100				87				0				256,187
Interest expense:
Interest on deposits			85,013				0				0				85,013
Interest on repurchase agreements and federal funds purchased			7,291				0				0				7,291
Interest on advances from Federal Home Loan Bank			13				0				0				13
Interest on long-term debt			284				2,890				(165	)			3,009
Total interest expense			92,601				2,890				(165	)			95,326
Net interest income			163,499				(2,803	)			165				160,861
Provision for credit losses			9,528				0				0				9,528
Net interest income after provision for credit losses			153,971				(2,803	)			165				151,333
Noninterest income:
Deposit related fees			22,303				0				0				22,303
Gains on sales of loans, net			213				0				0				213
Trust and wealth management income			12,764				0				(414	)			12,350
Loan related fees			3,111				0				0				3,111
Bank owned life insurance			3,281				0				0				3,281
Brokerage revenue			1,608				0				0				1,608
Securities gains (losses)			181				0				0				181
Dividend and undistributed income from subsidiaries			0				75,445				(75,445	)			0
Other noninterest income			4,855				931				(1,819	)			3,967
Total noninterest income			48,316				76,376				(77,678	)			47,014
Noninterest expense:
Officer salaries and employee benefits			12,637				2,370				(663	)			14,344
Other salaries and employee benefits			49,202				690				(690	)			49,202
Occupancy, net			7,608				0				0				7,608
Equipment			2,317				154				(206	)			2,265
Data processing			11,065				27				(1,332	)			9,760
Tax other than property and payroll			1,666				0				0				1,666
Legal fees			1,043				214				0				1,257
Professional fees			4,052				309				(2,347	)			2,014
Advertising and marketing			2,376				15				0				2,391
FDIC insurance			2,080				0				0				2,080
Other real estate owned provision and expense			224				0				0				224
Repossession expense			1,148				0				0				1,148
Other noninterest expense			12,192				914				(450	)			12,656
Total noninterest expense			107,610				4,693				(5,688	)			106,615
Income before income taxes			94,677				68,880				(71,825	)			91,732
Income taxes			22,852				(1,902	)			0				20,950
Net income		$	71,825			$	70,782			$	(71,825	)		$	70,782

50

The following tables present other segment disclosures:

(in thousands) Three Months Ended September 30, 2026		Community Banking Services				Holding Company				Eliminations				Consolidated
Depreciation and amortization		$	1,117			$	48			$	0			$	1,165
Amortization of operating lease right-of-use assets			389				0				0				389
Significant non-cash items:
Provision for credit losses			9,171				0				0				9,171
Change in cash surrender value of bank owned life insurance			866				0				0				866
Expenditures for long-lived assets			1,206				0				0				1,206

(in thousands) Nine Months Ended September 30, 2026		Community Banking Services				Holding Company				Eliminations				Consolidated
Depreciation and amortization		$	3,205			$	154			$	0			$	3,359
Amortization of operating lease right-of-use assets			791				0				0				791
Significant non-cash items:
Provision for credit losses			14,253				0				0				14,253
Change in cash surrender value of bank owned life insurance			3,052				0				0				3,052
Expenditures for long-lived assets			3,596				184				0				3,780

51

(in thousands) Three Months Ended September 30, 2025		Community Banking Services				Holding Company				Eliminations				Consolidated
Depreciation and amortization		$	1,025			$	51			$	0			$	1,076
Amortization of operating lease right-of-use assets			350				0				0				350
Significant non-cash items:
Provision for credit losses			3,866				0				0				3,866
Change in cash surrender value of bank owned life insurance			808				0				0				808
Expenditures for long-lived assets			1,153				35				0				1,188

(in thousands) Nine Months Ended September 30, 2025		Community Banking Services				Holding Company				Eliminations				Consolidated
Depreciation and amortization		$	2,905			$	154			$	0			$	3,059
Amortization of operating lease right-of-use assets			1,185				0				0				1,185
Significant non-cash items:
Provision for credit losses			9,528				0				0				9,528
Change in cash surrender value of bank owned life insurance			2,262				0				0				2,262
Expenditures for long-lived assets			5,523				102				0				5,625

Below is a reconciliation of our reportable segment assets to CTBI’s consolidated total assets:

(in thousands)		September 30 2026				December 31 2025
Assets
Community banking services assets		$	7,056,081			$	6,677,134
Holding company assets			944,583				921,950
Elimination of subsidiary and parent cash and intercompany receivables			(3,641	)			(3,706	)
Elimination of investment in subsidiaries			(935,451	)			(911,240	)
Consolidated total assets		$	7,061,572			$	6,684,138

52

Item 2.  Management’s Discussion and Analysis of Financial Condition and Results of Operations

Overview

The following Management’s Discussion and Analysis of Financial Condition and Results of Operations (“MD&A”) is intended to help the reader understand Community Trust Bancorp, Inc. (“CTBI”), our operations, and our present business environment.  The MD&A is provided as a supplement to, and should be read in conjunction with, our condensed consolidated financial statements and the accompanying notes thereto contained in Part I, Item 1 of this quarterly report, as well as our consolidated financial statements, the accompanying notes thereto, and the related Management’s Discussion and Analysis of Financial Condition and Results of Operations in our annual report on Form 10-K for the year ended December 31, 2025.

Our Business

Community Trust Bancorp, Inc. (“CTBI”) is a bank holding company headquartered in Pikeville, Kentucky.  Currently, we own one commercial bank, Community Trust Bank, Inc. (“CTB”) and one trust company, Community Trust and Investment Company.  Through our subsidiaries, we have seventy-eight banking locations in eastern, northern, northeastern, central, and south central Kentucky, southern West Virginia, and northeastern Tennessee, four trust offices across Kentucky, and one trust office in northeastern Tennessee.  At September 30, 2026, we had total consolidated assets of $7.1 billion and total consolidated deposits, including repurchase agreements, of $6.0 billion.  Total shareholders’ equity at September 30, 2026 was $877.3 million.  Trust assets under management at September 30, 2026 were $4.5 billion, including CTB’s investment portfolio totaling $1.1 billion.

Through our subsidiaries, CTBI engages in a wide range of commercial and personal banking and trust and wealth management activities, which include accepting time and demand deposits; making secured and unsecured loans to corporations, individuals, and others; providing cash management services to corporate and individual customers; issuing letters of credit; renting safe deposit boxes; and providing funds transfer services.  The lending activities of CTB include making commercial, construction, mortgage, and personal loans.  Lines of credit, revolving lines of credit, term loans, and other specialized loans, including asset-based financing, are also available.  Our corporate subsidiaries act as trustees of personal trusts, as executors of estates, as trustees for employee benefit trusts, as paying agents for bond and stock issues, as investment agent, as depositories for securities, and as providers of full-service brokerage and insurance services.  For further information, see Item 1 of our annual report on Form 10-K for the year ended December 31, 2025.

Results of Operations and Financial Condition

We reported earnings for the third quarter 2026 of $25.9 million, or $1.43 per basic share, compared to $29.6 million, or $1.64 per basic share, earned during the second quarter 2026 and $23.9 million, or $1.33 per basic share, earned during the third quarter 2025.  Total revenue for the quarter was $1.2 million above prior quarter and $8.2 million above prior year same quarter.  Net interest income for the quarter increased $0.2 million compared to prior quarter and $5.5 million compared to prior year same quarter, and noninterest income increased $1.0 million compared to prior quarter and $2.7 million compared to prior year same quarter.  Our provision for credit losses for the quarter increased $6.4 million from prior quarter and $5.3 million from prior year same quarter.  Noninterest expense decreased $0.9 million compared to prior quarter and $0.3 million compared to prior year same quarter.  Earnings for the nine months ended September 30, 2026 were $82.7 million, or $4.58 per basic share, compared to $70.8 million, or $3.93 per basic share, for the same period prior year.

53

Quarterly Highlights

❖ Net interest income for the quarter of $61.1 million was $0.2 million, or 0.3%, above prior quarter and $5.5 million, or 9.9%, above prior year same quarter, as our net interest margin decreased 17 basis points from prior quarter but increased 3 basis points from prior year same quarter.

❖ Provision for credit losses at $9.2 million for the quarter increased $6.4 million from prior quarter and $5.3 million from prior year same quarter.

❖ Noninterest income for the quarter of $18.6 million was $1.0 million, or 6.0%, above prior quarter and $2.7 million, or 16.9%, above prior year same quarter.

❖ Noninterest expense for the quarter of $36.5 million was $0.9 million, or 2.4%, below prior quarter and $0.3 million, or 0.7%, below prior year same quarter.

❖ Our loan portfolio at $5.3 billion increased $177.9 million, an annualized 13.8%, for the quarter and $407.9 million, or 8.3%, from December 31, 2025.

❖ We had net loan charge-offs of $6.6 million, an annualized 0.50% of average loans, for the quarter compared to $0.9 million, an annualized 0.07% of average loans, for prior quarter and $2.7 million, an annualized 0.23% of average loans, for the third quarter 2025.

❖ Our total nonperforming loans at $22.5 million at September 30, 2026 decreased $7.3 million for the quarter but increased $3.3 million from December 31, 2025.  Nonperforming assets at $27.7 million decreased $5.6 million for the quarter but increased $5.5 million from December 31, 2025.

❖ Deposits, including repurchase agreements, at $6.0 billion increased $86.1 million, an annualized 5.7%, for the quarter and $343.1 million, or 6.0%, from December 31, 2025.

❖ Shareholders’ equity at $877.3 million decreased $14.5 million, an annualized 6.4%, for the quarter but increased $21.3 million, or 2.5%, from December 31, 2025.

Income Statement Review

Nine Months Ended September 30										Change
($ in thousands)		2026				2025				Amount				Percent
Net interest income		$	180,727			$	160,861			$	19,866				12.3	%
Provision for credit losses			14,253				9,528				4,725				49.6
Noninterest income			51,661				47,014				4,647				9.9
Noninterest expense			110,387				106,615				3,772				3.5
Income taxes			25,043				20,950				4,093				19.5
Net income		$	82,705			$	70,782			$	11,923				16.8	%

54

Consolidated Average Balance Sheets and Taxable Equivalent Income/Expense and Yields/Rates

		Three Months Ended
		September 30, 2026												September 30, 2025
($ in thousands)		Average Balances				Interest				Average Rate				Average Balances				Interest				Average Rate
Earning assets:
Loans (1)(2)(3)		$	5,175,712			$	82,541				6.33	%		$	4,736,104			$	77,799				6.52	%
Loans held for sale			65				2				12.21				194				7				14.32
Securities:
U.S. Treasury and agencies			869,097				7,114				3.25				707,479				4,156				2.33
Tax exempt state and political subdivisions (3)			85,436				687				3.19				97,935				813				3.29
Other securities			176,409				1,143				2.57				205,250				1,605				3.10
Federal Reserve Bank and Federal Home Loan Bank stock			12,540				168				5.32				10,581				190				7.16
Federal funds sold			76				1				5.22				261				3				4.56
Interest bearing deposits			383,550				3,494				3.61				391,229				4,260				4.32
Other investments			245				1				1.62				245				1				1.62
Investment in unconsolidated subsidiaries			1,855				26				5.56				1,856				29				6.20
Total earning assets		$	6,704,985			$	95,177				5.63	%		$	6,151,134			$	88,863				5.73	%
Allowance for credit losses			(63,436	)											(58,150	)
Total earning assets, net of allowance for credit losses			6,641,549												6,092,984
Nonearning assets:
Cash and due from banks			59,798												56,847
Premises and equipment and right of use assets, net			68,034												67,848
Other assets			280,400												270,138
Total assets		$	7,049,781											$	6,487,817
Interest bearing liabilities:
Deposits:
Savings and demand deposits		$	2,610,626			$	13,354				2.03	%		$	2,483,470			$	14,478				2.31	%
Time deposits			1,850,620				16,886				3.62				1,542,244				14,907				3.83
Repurchase agreements and federal funds purchased			302,012				2,660				3.49				259,571				2,621				4.01
Advances from Federal Home Loan Bank			1,367				11				3.19				301				0				0.00
Long-term debt			63,635				870				5.42				63,872				950				5.90
Finance lease liabilities			4,487				56				4.95				3,855				52				5.35
Total interest bearing liabilities		$	4,832,747			$	33,837				2.78	%		$	4,353,313			$	33,008				3.01	%
Noninterest bearing liabilities:
Demand deposits			1,246,521												1,247,455
Other liabilities			76,242												64,033
Total liabilities			6,155,510												5,664,801
Shareholders’ equity			894,271												823,016
Total liabilities and shareholders’ equity		$	7,049,781											$	6,487,817
Net interest income, tax equivalent						$	61,340											$	55,855
Less tax equivalent interest income							284												301
Net interest income						$	61,056											$	55,554
Net interest spread											2.85	%											2.72	%
Benefit of interest free funding											0.78												0.88
Net interest margin											3.63	%											3.60	%

(1) Interest includes fees on loans of $0.6 million and $0.5 million for the three months ended September 30, 2026 and September 30, 2025, respectively.

(2) Loan balances include deferred loan origination costs and principal balances on nonaccrual loans.

(3) Tax exempt income on securities and loans is reported on a fully taxable equivalent basis using a 24.95% rate.

55

		Nine Months Ended
		September 30, 2026												September 30, 2025
($ in thousands)		Average Balances				Interest				Average Rate				Average Balances				Interest				Average Rate
Earning assets:
Loans (1)(2)(3)		$	5,054,596			$	240,943				6.37	%		$	4,646,475			$	226,501				6.52	%
Loans held for sale			100				10				13.37				142				16				15.06
Securities:
U.S. Treasury and agencies			830,724				18,618				3.00				714,525				12,226				2.29
Tax exempt state and political subdivisions (3)			94,363				2,250				3.19				98,008				2,452				3.34
Other securities			186,349				3,675				2.64				209,683				5,020				3.20
Federal Reserve Bank and Federal Home Loan Bank stock			10,990				508				6.18				10,251				559				7.29
Federal funds sold			128				4				4.18				163				5				4.10
Interest bearing deposits			320,966				8,701				3.62				313,868				10,174				4.33
Other investments			245				4				2.18				245				4				2.18
Investment in unconsolidated subsidiaries			1,854				78				5.62				1,856				87				6.27
Total earning assets		$	6,500,315			$	274,791				5.65	%		$	5,995,216			$	257,044				5.73	%
Allowance for credit losses			(61,975	)											(56,889	)
Total earning assets, net of allowance for credit losses			6,438,340												5,938,327
Nonearning assets:
Cash and due from banks			63,541												56,077
Premises and equipment and right of use assets, net			68,228												66,579
Other assets			276,814												266,201
Total assets		$	6,846,923											$	6,327,184
Interest bearing liabilities:
Deposits:
Savings and demand deposits		$	2,606,741			$	38,262				1.96	%		$	2,485,324			$	43,606				2.35	%
Time deposits			1,670,697				44,264				3.54				1,440,460				41,407				3.84
Repurchase agreements and federal funds purchased			300,976				7,851				3.49				242,601				7,291				4.02
Advances from Federal Home Loan Bank			651				11				2.26				672				13				2.59
Long-term debt			63,695				2,607				5.47				63,930				2,877				6.02
Finance lease liabilities			4,489				164				4.88				3,579				132				4.93
Total interest bearing liabilities		$	4,647,249			$	93,159				2.68	%		$	4,236,566			$	95,326				3.01	%
Noninterest bearing liabilities:
Demand deposits			1,245,102												1,232,161
Other liabilities			69,526												59,461
Total liabilities			5,961,877												5,528,188
Shareholders’ equity			885,046												798,996
Total liabilities and shareholders’ equity		$	6,846,923											$	6,327,184
Net interest income, tax equivalent						$	181,632											$	161,718
Less tax equivalent interest income							905												857
Net interest income						$	180,727											$	160,861
Net interest spread											2.97	%											2.72	%
Benefit of interest free funding											0.77												0.89
Net interest margin											3.74	%											3.61	%

(1) Interest includes fees on loans of $1.7 million for each of the nine months ended September 30, 2026 and September 30, 2025.

(2) Loan balances include deferred loan origination costs and principal balances on nonaccrual loans.

(3) Tax exempt income on securities and loans is reported on a fully taxable equivalent basis using a 24.95% rate.

56

Net Interest Differential

The following tables illustrate the approximate effect of volume and rate changes on net interest differentials.

Three Months Ended September 30		Total Change				Change Due to
(in thousands)			2026/2025			Volume				Rate
Interest income:
Loans		$	4,742			$	111,143			$	(106,401	)
Loans held for sale			(5	)			(82	)			77
U.S. Treasury and agencies			2,958				17,104				(14,146	)
Tax exempt state and political subdivisions			(126	)			(1,674	)			1,548
Other securities			(462	)			(3,824	)			3,362
Federal Reserve Bank and Federal Home Loan Bank stock			(22	)			494				(516	)
Federal funds sold			(2	)			(29	)			27
Interest bearing deposits			(766	)			(1,339	)			573
Other investments			0				0				0
Investment in unconsolidated subsidiaries			(3	)			0				(3	)
Total interest income			6,314				121,793				(115,479	)
Interest expense:
Savings and demand deposits			(1,124	)			11,247				(12,371	)
Time deposits			1,979				44,864				(42,885	)
Repurchase agreements and federal funds purchased			39				6,262				(6,223	)
Advances from Federal Home Loan Bank			11				0				11
Long-term debt			(80	)			(56	)			(24	)
Finance lease liabilities			4				127				(123	)
Total interest expense			829				62,444				(61,615	)
Net interest income		$	5,485			$	59,349			$	(53,864	)

57

Nine Months Ended September 30		Total Change				Change Due to
(in thousands)			2026/2025			Volume				Rate
Interest income:
Loans		$	14,442			$	103,663			$	(89,221	)
Loans held for sale			(6	)			(27	)			21
U.S. Treasury and agencies			6,392				11,671				(5,279	)
Tax exempt state and political subdivisions			(202	)			(494	)			292
Other securities			(1,345	)			(3,165	)			1,820
Federal Reserve Bank and Federal Home Loan Bank stock			(51	)			203				(254	)
Federal funds sold			(1	)			(6	)			5
Interest bearing deposits			(1,473	)			1,196				(2,669	)
Other investments			0				0				0
Investment in unconsolidated subsidiaries			(9	)			0				(9	)
Total interest income			17,747				113,041				(95,294	)
Interest expense:
Savings and demand deposits			(5,344	)			10,875				(16,219	)
Time deposits			2,857				33,261				(30,404	)
Repurchase agreements and federal funds purchased			560				8,512				(7,952	)
Advances from Federal Home Loan Bank			(2	)			(2	)			0
Long-term debt			(270	)			(56	)			(214	)
Finance lease liabilities			32				176				(144	)
Total interest expense			(2,167	)			52,766				(54,933	)
Net interest income		$	19,914			$	60,275			$	(40,361	)

For purposes of the above tables, changes which are due to both rate and volume are allocated based on a percentage basis, using the absolute values of rate and volume variance as a basis for percentages.  Income is stated at a fully taxable equivalent basis, using a 24.95% tax rate.

Net interest income for the quarter of $61.1 million was $0.2 million, or 0.3%, above prior quarter and $5.5 million, or 9.9%, above prior year same quarter, as our net interest margin, on a fully tax equivalent basis, decreased 17 basis points from prior quarter but increased 3 basis points from prior year same quarter.  Our quarterly average earning assets increased $240.5 million, an annualized 3.7%, from prior quarter and $553.9 million, or 9.0%, from prior year same quarter.  Our yield on average earning assets decreased 5 basis points from prior quarter and 10 basis points from prior year same quarter, while our cost of funds increased 14 basis points from prior quarter but decreased 23 basis points from prior year same quarter.  Our ratio of average loans to deposits, including repurchase agreements, for the quarter was 86.2% compared to 87.2% for prior quarter and 85.6% for same quarter prior year.  Net interest income for the nine months ended September 30, 2026 at $180.7 million was $19.9 million, or 12.3%, above same period prior year.

Provision for Credit Losses

Our provision for credit losses at $9.2 million for the quarter increased $6.4 million from prior quarter and $5.3 million from prior year same quarter.  Of the provision for the quarter, $8.6 million was attributable to the allowance for credit losses, with an additional expense of $0.6 million recognized in the provision for unfunded commitments.  The increase in the provision was the result of the increase in net charge-offs during the quarter in addition to the significant loan growth we experienced during the first nine months of this year.  Provision for credit losses for the nine months ended September 30, 2026 at $14.3 million was $4.7 million above same period prior year.

58

Noninterest Income

														Percent Change
														3Q 2026 Compared to:
($ in thousands)		3Q 2026				2Q 2026				3Q 2025				2Q 2026				3Q 2025				YTD 2026				YTD 2025				Percent Change
Deposit related fees		$	8,579			$	7,657			$	8,131				12.0	%			5.5	%		$	23,391			$	22,303				4.9	%
Trust and wealth management income			4,885				4,724				4,277				3.4	%			14.2	%			14,071				12,350				13.9	%
Gains on sales of loans			33				61				89				(46.2	)%			(63.5	)%			145				213				(31.8	)%
Loan related fees			1,268				1,146				897				10.7	%			41.3	%			3,453				3,111				11.0	%
Bank owned life insurance revenue			1,227				1,188				1,144				3.2	%			7.3	%			4,129				3,281				25.9	%
Brokerage revenue			727				528				588				37.8	%			23.6	%			1,775				1,608				10.4	%
Other			1,929				2,295				820				(16.0	)%			135.2	%			4,697				4,148				13.2	%
Total noninterest income		$	18,648			$	17,599			$	15,946				6.0	%			16.9	%		$	51,661			$	47,014				9.9	%

Noninterest income for the quarter of $18.6 million was $1.0 million, or 6.0%, above prior quarter and $2.7 million, or 16.9%, above prior year same quarter.  The variance quarter over quarter was primarily the result of a $0.9 million increase in deposit related fees.  Increases in trust and wealth management income ($0.2 million) and brokerage revenue ($0.2 million) were offset by a $0.4 million decline in net securities gains, included in Other in the table above.  Year over year increases for the quarter included net securities gains ($1.0 million), trust and wealth management income ($0.6 million), deposit related fees ($0.4 million), and loan related fees ($0.4 million).  The variances in securities gains resulted primarily from changes in the valuation of our equity securities.  Noninterest income for the nine months ended September 30, 2026 of $51.7 million was $4.6 million, or 9.9%, above prior year same period.

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Noninterest Expense

														Percent Change
														3Q 2026 Compared to:
($ in thousands)		3Q 2026				2Q 2026				3Q 2025				2Q 2026				3Q 2025				YTD 2026				YTD 2025				Percent Change
Salaries		$	14,252			$	13,923			$	13,913				2.4	%			2.4	%		$	41,804			$	40,849				2.3	%
Employee benefits			7,491				9,297				7,861				(19.4	)%			(4.7	)%			25,264				22,697				11.3	%
Net occupancy and equipment			3,489				3,367				3,261				3.6	%			7.0	%			10,555				9,873				6.9	%
Data processing			3,077				2,851				3,575				7.9	%			(13.9	)%			8,883				9,760				(9.0	)%
Legal and professional fees			1,277				1,084				1,045				17.8	%			22.1	%			3,525				3,271				7.8	%
Advertising and marketing			907				841				953				7.9	%			(4.8	)%			2,448				2,391				2.4	%
Taxes other than property and payroll			667				619				564				7.9	%			18.3	%			1,903				1,666				14.2	%
Other			5,320				5,388				5,572				(1.3	)%			(4.5	)%			16,005				16,108				(0.6	)%
Total noninterest expense		$	36,480			$	37,370			$	36,744				(2.4	)%			(0.7	)%		$	110,387			$	106,615				3.5	%

Noninterest expense for the quarter of $36.5 million was $0.9 million, or 2.4%, below prior quarter and $0.3 million, or 0.7%, below prior year same quarter.  The quarter over quarter decrease primarily resulted from a $1.7 million decrease in the cost of our group medical and life insurance, included in employee benefits, partially offset by increases in salaries ($0.3 million), data processing expense ($0.2 million), and legal and professional fees ($0.2 million).  The year over year decrease for the quarter primarily resulted from a $0.5 million decrease in data processing expense offset by a $0.2 million increase in legal fees.  The decrease in the cost of group medical and life insurance year over year was offset by increases in salaries and bonuses.  Noninterest expense for the nine months ended September 30, 2026 of $110.4 million was $3.8 million, or 3.5%, above prior year same period.

Balance Sheet Review

CTBI’s total assets at $7.1 billion increased $72.2 million, or 4.1% annualized, for the quarter and $377.4 million, or 7.5% annualized, from December 31, 2025.  Loans outstanding at $5.3 billion increased $177.9 million, an annualized 13.8%, for the quarter and $407.9 million, or 11.1% annualized, from December 31, 2025.  The increase in loans for the quarter included a $80.9 million increase in the commercial loan portfolio, a $53.0 million increase in the residential loan portfolio, a $46.8 million increase in the consumer indirect loan portfolio, partially offset by a $2.8 million decrease in the consumer direct loan portfolio.  CTBI’s investment portfolio at $1.1 billion increased $60.1 million, an annualized 22.6%, for the quarter but decreased $9.5 million, or 1.1% annualized, from December 31, 2025.  Deposits in other banks decreased $178.1 million for the quarter and $28.4 million from December 31, 2025.

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Loans

($ in thousands)		September 30, 2026
Loan Category		Balance				Variance from Prior Year-End				Net (Charge- Offs)/ Recoveries				Nonperforming				ACL
Commercial:
Hotel/motel		$	539,287				8.3	%		$	0			$	0			$	7,165
Commercial real estate residential			633,648				9.1	%			8				3,040				6,727
Commercial real estate nonresidential			1,061,605				10.6	%			(65	)			4,939				12,300
Dealer floorplans			65,924				(21.3	)%			0				0				561
Commercial other			377,996				1.8	%			(5,674	)			1,716				3,541
Total commercial			2,678,460				7.4	%			(5,731	)			9,695				30,294
Residential:
Real estate mortgage			1,336,242				10.7	%			(219	)			11,166				16,828
Home equity			201,192				7.7	%			(12	)			907				1,362
Total residential			1,537,434				10.3	%			(231	)			12,073				18,190
Consumer:
Consumer direct			137,045				(5.9	)%			(631	)			28				1,698
Consumer indirect			949,929				10.1	%			(2,194	)			691				14,877
Total consumer			1,086,974				7.8	%			(2,825	)			719				16,575
Total loans		$	5,302,868				8.3	%		$	(8,787	)		$	22,487			$	65,059

Total Deposits and Repurchase Agreements

														Percent Change 3Q 2026 Compared to:
($ in thousands)		3Q 2026				2Q 2026				3Q 2025				2Q 2026				3Q 2025
Noninterest bearing deposits		$	1,254,885			$	1,259,364			$	1,248,573				(0.4	)%			0.5	%
Interest bearing deposits
Interest checking			193,714				188,978				194,327				2.5	%			(0.3	)%
Money market savings			1,862,607				1,963,115				1,815,111				(5.1	)%			2.6	%
Savings accounts			488,796				497,390				501,189				(1.7	)%			(2.5	)%
Time deposits			1,889,887				1,748,916				1,626,261				8.1	%			16.2	%
Repurchase agreements			351,105				297,094				284,863				18.2	%			23.3	%
Total interest bearing deposits and repurchase agreements			4,786,109				4,695,493				4,421,751				1.9	%			8.2	%
Total deposits and repurchase agreements		$	6,040,994			$	5,954,857			$	5,670,324				1.4	%			6.5	%

Deposits, including repurchase agreements, at $6.0 billion increased $86.1 million, an annualized 5.7%, for the quarter and $343.1 million, or 8.1% annualized, from December 31, 2025.  CTBI is not dependent on any one customer or group of customers for its source of deposits.  As of September 30, 2026, two customers accounted for over 3% each (3.8% and 3.7%) of our $5.7 billion in deposits.  Only these two customer relationships accounted for more than 1% each of our deposits.

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Deposit Maturities

Maturities of uninsured certificates of deposit and other time deposits are presented below:

		Maturities by Period at September 30, 2026
(in thousands)		Total				Within 1 Year				2 Years				3 Years				4 Years				5 Years				After 5 Years
Uninsured certificates of deposits and other time deposits greater than $250,000		$	592,814			$	569,025			$	19,259			$	2,444			$	952			$	1,134			$	0

As of September 30, 2026, we had approximately $1.6 billion in uninsured deposits.  CTBI has no brokered deposits.

Shareholders’ equity at $877.3 million decreased $14.5 million, an annualized 6.4%, for the quarter but increased $21.3 million, or 3.3% annualized, from December 31, 2025.  Net unrealized losses on securities, net of deferred taxes, were $96.7 million at September 30, 2026, compared to $68.4 million at June 30, 2026 and $64.8 million at December 31, 2025.

Asset Quality

Our total nonperforming loans at $22.5 million at September 30, 2026 decreased $7.3 million for the quarter but increased $3.3 million from December 31, 2025.  Nonaccrual loans at $9.5 million decreased $1.3 million from prior quarter but increased $0.9 million from December 31, 2025.  Accruing loans 90+ days past due at $13.0 million decreased $5.9 million from prior quarter but increased $2.4 million from December 31, 2025.  Accruing loans 30-89 days past due at $23.1 million increased $2.8 million from prior quarter and $3.0 million from December 31, 2025.  Our loan portfolio management processes focus on the immediate identification, management, and resolution of problem loans to maximize recovery and minimize loss.  Our loan portfolio risk management processes include weekly delinquent loan review meetings at the market levels and monthly delinquent loan review meetings involving senior corporate management to review all nonaccrual loans and loans 30 days or more past due.  Any activity regarding a criticized/classified loan (i.e. problem loan) must be approved by CTB’s Watch List Asset Committee (i.e. Problem Loan Committee).  CTB’s Watch List Asset Committee also meets on a quarterly basis and reviews every criticized/classified loan of $100,000 or greater.  CTB’s Loan Portfolio Risk Management Committee also meets quarterly focusing on the overall asset quality and risk metrics of the loan portfolio.  We also have a Loan Review Department that reviews every market within CTB annually and performs extensive testing of the loan portfolio to assure the accuracy of loan grades and classifications for delinquency, loan modifications for borrowers experiencing financial difficulty, nonaccrual status, and adequate loan loss reserves.  The Loan Review Department has annually reviewed on average 97% of the outstanding commercial loan portfolio for the past three years.  The average annual review percentage of the consumer and residential loan portfolio for the past three years was 82% based on the loan production during the number of months included in the review scope.  The review scope is generally four to six months of production.  CTBI generally does not offer high risk loans such as option ARM products, high loan to value ratio mortgages, interest-only loans, loans with initial teaser rates, or loans with negative amortizations, and therefore, CTBI would have no significant exposure to these products.  For further information regarding nonperforming loans, see Note 3 to the condensed consolidated financial statements contained herein.

We had net loan charge-offs of $6.6 million, an annualized 0.50% of average loans, for the quarter compared to $0.9 million, an annualized 0.07% of average loans, for prior quarter and $2.7 million, an annualized 0.23% of average loans, for the third quarter 2025.  The increase in net loan charge-offs was primarily attributable to an $8.7 million commercial relationship previously reported as an accruing loan 90+ days past due and in the process of collection.  At June 30, 2026, management's analysis suggested that this loan was well secured.  During September, the collateral was sold at auction, and we received a significantly lower amount at bid, resulting in a $4.3 million charge-off.  Of the net charge-offs for the quarter, $5.0 million were in commercial loans, $1.3 million were in consumer indirect loans, and $0.3 million were in consumer direct loans.  Net loan charge-offs for the nine months ended September 30, 2026 were $8.8 million, or an annualized 0.23% of average loans, compared to $5.7 million, or an annualized 0.16% of average loans, for the same period prior year.

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While our energy loans fall below our threshold for concentrations of 5% of Tier 1 capital plus ACL, we continue to monitor this concentration which totaled $19.3 million as of September 30, 2026.  Of that total, only one $26.0 thousand loan was 30-89 days past due.  Our energy loan concentration is comprised of 98.7% pass graded loans.  We have commitments to extend additional credit to loans in this concentration totaling $37.7 million.

Allowance for Credit Losses

Our reserve coverage (allowance for credit losses to nonperforming loans) at September 30, 2026 was 289.3% compared to 314.0% at December 31, 2025 and 239.5% at September 30, 2025.  Nonaccrual loans to totals loans was 0.18% at September 30, 2026 compared to 0.02% at December 31, 2025.  The allowance for credit losses to nonaccrual loans was 687.4% at September 30, 2026 compared to 704.6% at December 31, 2025.  Our allowance for credit losses as a percentage of total loans outstanding at September 30, 2026 remained at 1.23% from December 31, 2025 and September 30, 2025.  The table below shows the changes in components of the allowance for credit losses during the three months ended September 30, 2026:

(in thousands)
Beginning balance, July 1, 2026		$	63,001
New loan volume			6,146
Changes in existing loan balances			(882	)
Loan exiting			(2,969	)
Historical loss rate			(381	)
Qualitative factors			240
Other changes			(96	)
Ending balance, September 30, 2026		$	65,059

See Note 3 to our condensed consolidated financial statements contained herein for additional information regarding our allowance for credit losses.

Dividends

The following schedule shows the quarterly cash dividends paid for the past six quarters:

Pay Date	Record Date		Amount Per Share
October 1, 2026*	September 15, 2026		$	0.71
July 1, 2026	June 15, 2026		$	0.53
April 1, 2026	March 15, 2026		$	0.53
January 1, 2026	December 15, 2025		$	0.53
October 1, 2025	September 15, 2025		$	0.53
July 1, 2025	June 15, 2025		$	0.47

*The October 1, 2026 distribution reflected a $0.12 per share increase in the regular quarterly dividend alongside a special cash dividend of $0.06 per share.

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Liquidity and Market Risk

The objective of CTBI’s Asset/Liability management function is to maintain consistent growth in net interest income within our policy limits. This objective is accomplished through management of our consolidated balance sheet composition, liquidity, and interest rate risk exposures arising from changing economic conditions, interest rates, and customer preferences. The goal of liquidity management is to provide adequate funds to meet changes in loan and lease demand or deposit withdrawals. This is accomplished by maintaining liquid assets in the form of cash and cash equivalents and investment securities, sufficient unused borrowing capacity, and growth in core deposits.  As of September 30, 2026, we had approximately $331.6 million in cash and cash equivalents and approximately $180.3 million in unpledged securities valued at estimated fair value designated as available-for-sale and available to meet liquidity needs on a continuing basis compared to $363.7 million and $174.7 million, respectively, at December 31, 2025.  Additional asset-driven liquidity is provided by the remainder of the securities portfolio and the repayment of loans.  In addition to core deposit funding, we also have a variety of other short-term and long-term funding sources available.  We also rely on Federal Home Loan Bank advances for both liquidity and management of our asset/liability position.  Federal Home Loan Bank advances were $0.3 million at September 30, 2026 and December 31, 2025.  As of September 30, 2026, we had a $553.6 million available borrowing position with the Federal Home Loan Bank, compared to $546.9 million at December 31, 2025.  We generally rely upon net inflows of cash from financing activities, supplemented by net inflows of cash from operating activities, to provide cash for our investing activities.  As is typical of many financial institutions, significant financing activities include deposit gathering, use of short-term borrowing facilities such as repurchase agreements and federal funds purchased, and issuance of long-term debt.  At September 30, 2026 and December 31, 2025, we had $50 million in lines of credit with various correspondent banks available to meet any future cash needs.  Our primary investing activities include purchases of securities and loan originations.  We do not rely on any one source of liquidity and manage availability in response to changing consolidated balance sheet needs.  Included in our cash and cash equivalents at September 30, 2026 were deposits with the Federal Reserve of $262.4 million, compared to $288.1 million at December 31, 2025.  Additionally, we project cash flows from our investment portfolio to generate additional liquidity over the next 90 days.

The investment portfolio consists of investment grade short-term issues suitable for bank investments.  The majority of the investment portfolio is in U.S. government and government sponsored agency issuances.  At September 30, 2026, available-for-sale (“AFS”) securities comprised 99.5% of the total investment portfolio, and the AFS portfolio was 127% of equity capital.  Eighty-five percent of the pledge-eligible portfolio was pledged.

Interest Rate Risk

We consider interest rate risk one of our most significant market risks.  Interest rate risk is the exposure to adverse changes in net interest income due to changes in interest rates.  Consistency of our net interest revenue is largely dependent upon the effective management of interest rate risk.  We employ a variety of measurement techniques to identify and manage our interest rate risk, including the use of an earnings simulation model to analyze net interest income sensitivity to changing interest rates.  The model is based on actual cash flows and repricing characteristics for on and off-balance sheet instruments and incorporates market-based assumptions regarding the effect of changing interest rates on the prepayment rates of certain assets and liabilities.  Assumptions based on the historical behavior of deposit rates and balances in relation to changes in interest rates are also incorporated into the model.  These assumptions are inherently uncertain, and as a result, the model cannot precisely measure net interest income or precisely predict the impact of fluctuations in interest rates on net interest income.  Actual results will differ from simulated results due to timing, magnitude, and frequency of interest rate changes as well as changes in market conditions and management strategies.

CTBI’s Asset/Liability Management Committee (ALCO), which includes executive and senior management representatives and reports to the Board of Directors, monitors and manages interest rate risk within Board-approved policy limits.  Our current exposure to interest rate risks is determined by measuring the anticipated change in net interest income spread evenly over the twelve-month period.

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Capital Resources

We continue to grow our shareholders’ equity while also providing an annual dividend yield to shareholders for the quarter ended September 30, 2026 of 3.83%.  Shareholders’ equity decreased 1.6% for the quarter but increased 2.5% from December 31, 2025.  Our primary source of capital growth is the retention of earnings.  Cash dividends were $1.77 per share for the first nine months of 2026 compared to $1.47 per share for the first nine months of 2025.  We retained 61.4% of our earnings for the nine months ended September 30, 2026 compared to 62.6% for the nine months ended September 30, 2025.

Insured depository institutions are required to meet certain capital level requirements.  Management elected to use the community bank leverage ratio (“CBLR”) framework for CTBI and CTB.  The CBLR is the ratio of a banking organization’s Tier 1 capital to its average total consolidated assets, both as reported on the banking organization’s applicable regulatory filings.  A CBLR greater than 9% is considered to have met: (i) the risk-based and leverage capital requirements of the generally applicable capital rules; (ii) the capital ratio requirements in order to be considered well-capitalized under the prompt corrective action framework; and (iii) any other applicable capital or leverage requirements.  CTBI’s CBLR as of September 30, 2026 was 13.60%.  CTB’s CBLR as of September 30, 2026 was 13.20%.

As of September 30, 2026, we are not aware of any current recommendations by banking regulatory authorities which, if they were to be implemented, would have, or are reasonably likely to have, a material adverse impact on our liquidity, capital resources, or operations.

Impact of Inflation, Changing Prices, and Economic Conditions

The majority of our assets and liabilities are monetary in nature.  Therefore, CTBI differs greatly from most commercial and industrial companies that have significant investment in nonmonetary assets, such as fixed assets and inventories.  However, inflation does have an important impact on the growth of assets in the banking industry and on the resulting need to increase equity capital at higher than normal rates in order to maintain an appropriate equity to assets ratio.  Inflation also affects other expenses, which tend to rise during periods of general inflation.

We believe one of the most significant impacts on financial and operating results is our ability to react to changes in interest rates.  We seek to maintain an essentially balanced position between interest rate sensitive assets and liabilities in order to protect against the effects of wide interest rate fluctuations.

Stock Repurchase Program

CTBI’s stock repurchase program began in December 1998 with the authorization to acquire up to 500,000 shares and was increased by an additional 1,000,000 shares in each of July 2000, May 2003, and March 2020.  As of September 30, 2026, a total of 2,465,294 shares have been repurchased through this program, leaving 1,034,706 shares remaining under our current repurchase authorization.

Critical Accounting Estimates

The preparation of consolidated financial statements in conformity with accounting principles generally accepted in the United States of America (“GAAP”) requires the appropriate application of certain accounting policies, many of which require us to make estimates and assumptions about future events and their impact on amounts reported in our consolidated financial statements and related notes.  Since future events and their impact cannot be determined with certainty, the actual results will inevitably differ from our estimates.  Such differences could be material to the consolidated financial statements.

We believe the application of accounting policies and the estimates required therein are reasonable.  These accounting policies and estimates are constantly reevaluated, and adjustments are made when facts and circumstances dictate a change.  Historically, we have found our application of accounting estimates to be appropriate, and actual results have not differed materially from those determined using necessary estimates.

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Our accounting policies are described in Note 1 to our consolidated financial statements included in our annual report on Form 10-K for the year ended December 31, 2025.  We have identified the following critical accounting estimate:

Allowance for Credit Losses – We disaggregate our portfolio loans into portfolio segments for purposes of determining the ACL.  Our loan portfolio segments include commercial, residential mortgage, and consumer.  We further disaggregate our portfolio segments into classes for purposes of monitoring and assessing credit quality based on certain risk characteristics.  For an analysis of CTBI’s ACL by portfolio segment and credit quality information by class, refer to Note 3 to the condensed consolidated financial statements contained herein. There have been no material changes to significant assumptions, forecast periods, reversion approach, or estimation from prior year.

The ACL is maintained at a level CTBI considers to be adequate and is based on ongoing quarterly assessments and evaluations of the collectability of loans, including historical credit loss experience, current and forecasted market and economic conditions, and consideration of various qualitative factors that, in management’s judgment, deserve consideration in estimating expected credit losses.  Provisions for credit losses are recorded for the amounts necessary to adjust the ACL to CTBI’s current estimate of expected credit losses on portfolio loans.  CTBI’s strategy for credit risk management includes a combination of conservative exposure limits significantly below legal lending limits and conservative underwriting, documentation, and collection standards.  The strategy also emphasizes diversification on a geographic, industry, and customer level, regular credit examinations, and quarterly management reviews of large credit exposures and loans experiencing deterioration of credit quality.

CTBI’s methodology for determining the ACL requires significant management judgment and includes an estimate of expected credit losses on a collective basis for groups of loans with similar risk characteristics and specific allowances for loans which are individually evaluated.

Larger commercial loans with balances exceeding $1 million that exhibit probable or observed credit weaknesses and (i) have a criticized risk rating, (ii) are on nonaccrual status, (iii) have a borrower experiencing financial difficulty with significant payment delay, or (iv) are 90 days or more past due, are individually evaluated for an ACL.  CTBI considers the current value of collateral, credit quality of any guarantees, the guarantor’s liquidity and willingness to cooperate, the loan structure and other factors when determining the amount of the ACL.  Other factors may include the borrower’s susceptibility to risks presented by the forecasted macroeconomic environment, the industry and geographic region of the borrower, size and financial condition of the borrower, cash flow and leverage of the borrower, and our evaluation of the borrower’s management.  Significant management judgment is required when evaluating which of these factors are most relevant in individual circumstances, and when estimating the amount of expected credit losses based on those factors.  When loans are individually evaluated, allowances are determined based on management’s estimate of the borrower’s ability to repay the loan given the availability of collateral and other sources of cash flow, as well as an evaluation of legal options available to CTBI.  Allowances for individually evaluated loans that are collateral-dependent are typically measured based on the fair value of the underlying collateral, less expected costs to sell where applicable.  For collateral-dependent financial assets, the credit loss expected may be zero if the fair value less costs to sell exceeds the amortized cost of the loan.  Loans shall not be included in both collective assessments and individual assessments.  Individually evaluated loans that are not collateral-dependent are measured based on the present value of expected future cash flows discounted at the loan’s effective interest rate.  Specific allowances on individually evaluated commercial loans, including loans to borrowers experiencing financial difficulty, are reviewed quarterly and adjusted as necessary based on changing borrower and/or collateral conditions and actual collection and charge-off experience.  Regardless of an initial measurement method, once it is determined that foreclosure is probable, the ACL is measured based on the fair value of the collateral as of the measurement date.  As a practical expedient, the fair value of the collateral may be used for a loan when determining the ACL for which the repayment is expected to be provided substantially through the operation or sale of the collateral when the borrower is experiencing financial difficulty.  The fair value shall be adjusted for selling costs when foreclosure is probable.

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Expected credit losses are estimated on a collective basis for loans that are not individually evaluated.  These include commercial loans that do not meet the criteria for individual evaluation as well as homogeneous loans in the residential mortgage and consumer portfolio segments.  CTBI uses a discounted cash flow (“DCF”) model for all loan segments.  The primary reasons that contributed to this decision were: DCF models allow for the effective incorporation of a reasonable and supportable forecast in a directionally consistent and objective manner; the analysis aligns well with other calculations outside of the ACL estimation which will mitigate model risk in other areas; and peer data is available for certain inputs if first party data is not available or meaningful.  See Note 3 to the condensed consolidated financial statements contained herein for information on CTBI’s risk rating system.

CTBI’s expected credit loss models consider historical credit loss experience, peer data, current market and economic conditions, and forecasted changes in market and economic conditions if such forecasts are considered reasonable and supportable.  Generally, CTBI considers our forecasts to be reasonable and supportable for a period of up to one year from the estimation date.  For periods beyond the reasonable and supportable forecast period, expected credit losses are estimated by reverting to historical loss information on an input basis.  CTBI reverts to a long-run average of the modeled economic factors over four quarters to derive a long-run average probability of default/loss given default.  CTBI evaluates the length of our reasonable and supportable forecast period, our reversion period, and reversion methodology at least annually, or more often if warranted by economic conditions or other circumstances.

Other qualitative factors are used by CTBI in determining the ACL. These considerations inherently require significant management judgment to determine the appropriate factors to be considered and the extent of their impact on the ACL estimate.  Qualitative factors are used to capture characteristics in the portfolio that impact expected credit losses but that are not fully captured within CTBI’s expected credit loss models.  These include adjustments for changes in policies or procedures in underwriting, monitoring or collections, lending and risk management personnel, and results of internal audit and quality control reviews.  These may also include adjustments, when deemed necessary, for specific idiosyncratic risks such as geopolitical events, natural disasters and their effects on regional borrowers, and changes in product structures.  Qualitative factors may also be used to address the impacts of unforeseen events on key inputs and assumptions within CTBI’s expected credit loss models, such as the reasonable and supportable forecast period, changes to historical loss information, or changes to the reversion period or methodology.

Overall, the collective evaluation process requires significant management judgment when determining the estimation methodology and inputs into the models, as well as in evaluating the reasonableness of the modeled results and the appropriateness of qualitative adjustments.  CTBI’s forecasts of market and economic conditions and the internal risk grades assigned to loans in the commercial portfolio segment are examples of inputs to the expected credit loss models that require significant management judgment.  These inputs have the potential to drive significant variability in the resulting ACL.

The reserve for unfunded commitments is maintained at a level believed by management to be sufficient to absorb estimated expected credit losses related to unfunded credit facilities and is included in other liabilities in the consolidated balance sheets.  The determination of the adequacy of the reserve is based upon expected credit losses over the remaining contractual life of the commitments, taking into consideration the current funded balance and estimated exposure over the reasonable and supportable forecast period.  This process takes into consideration the same risk elements that are analyzed in the determination of the adequacy of CTBI’s ACL, as previously discussed.

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Item 3.  Quantitative and Qualitative Disclosures About Market Risk

Interest rate risk management focuses on maintaining consistent growth in net interest income within Board-approved policy limits.  CTBI uses an earnings simulation model to analyze net interest income sensitivity to movements in interest rates.  Given a 200 basis point increase to the yield curve used in the simulation model, it is estimated net interest income for CTBI would increase by 4.16% over one year and 7.70% over two years.  A 200 basis point decrease in the yield curve would decrease net interest income by an estimated 3.14% over one year and 5.06% over two years.  For further discussion of CTBI’s market risk, see the Management’s Discussion and Analysis of Financial Condition and Results of Operations—Liquidity and Market Risk included in the annual report on Form 10-K for the year ended December 31, 2025.

Item 4.  Controls and Procedures

EVALUATION OF DISCLOSURE CONTROLS AND PROCEDURES

CTBI’s management is responsible for establishing and maintaining effective disclosure controls and procedures, as defined under Rules 13a-15(e) and 15d-15(e) of the Securities Exchange Act of 1934.  As of September 30, 2026, an evaluation was carried out by CTBI’s management, with the participation of our Chief Executive Officer and our Chief Financial Officer, of the effectiveness of the design and operation of our disclosure controls and procedures.  Based on this evaluation, management concluded that disclosure controls and procedures as of September 30, 2026 were effective in ensuring material information required to be disclosed in this quarterly report on Form 10-Q was recorded, processed, summarized, and reported on a timely basis.

CHANGES IN INTERNAL CONTROL OVER FINANCIAL REPORTING

There were no changes in CTBI’s internal control over financial reporting that occurred during the three months ended September 30, 2026 that have materially affected, or are reasonably likely to materially affect, CTBI’s internal control over financial reporting.

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PART II - OTHER INFORMATION

Item 1.	Legal Proceedings		None
Item 1A.	Risk Factors		None
Item 2.	Unregistered Sales of Equity Securities and Use of Proceeds		None
Item 3.	Defaults Upon Senior Securities		None
Item 4.	Mine Safety Disclosure		Not applicable
Item 5.	Other Information:
	(a)        Information required to be disclosed in a report on Form 8-K		None
	(b)        Changes to director nomination procedures		None
	(c)        Insider trading arrangements
	During the three months ended September 30, 2026, no director or officer of CTBI adopted or terminated a “Rule 10b5-1 trading arrangement” or “non-Rule 10b5-1 trading arrangement,” as each term is defined in Item 408(a) of Regulation S-K.
Item 6.	Exhibits:
	(1)    Articles of Incorporation and all amendments thereto {incorporated by reference to registration statement no. 33-35138}		Exhibit 3.1
	(2)    By-laws of CTBI as amended July 25, 1995 {incorporated by reference to registration statement no. 33-61891}		Exhibit 3.2
	(3)    By-laws of CTBI as amended January 29, 2008 {incorporated by reference to Exhibit 3.1 of current report on Form 8-K filed January 30, 2008}		Exhibit 3.3
	(4)    Certifications Pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002		Exhibit 31.1 Exhibit 31.2
	(5)    Certifications Pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002		Exhibit 32.1 Exhibit 32.2
	(6)    XBRL Instance Document – the instance document does not appear in the Interactive Data File because its XBRL tags are embedded within the Inline XBRL		Exhibit 101.INS
	(7)    XBRL Taxonomy Extension Schema Document		Exhibit 101.SCH
	(8)    XBRL Taxonomy Extension Calculation Linkbase		Exhibit 101.CAL
	(9)    XBRL Taxonomy Extension Definition Linkbase		Exhibit 101.DEF
	(10)  XBRL Taxonomy Extension Label Linkbase		Exhibit 101.LAB
	(11)  XBRL Taxonomy Extension Presentation Linkbase		Exhibit 101.PRE
	(12)  Cover Page Interactive Data File (formatted as inline XBRL and contained in Exhibit 101)		Exhibit 104

69

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, CTBI has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

	COMMUNITY TRUST BANCORP, INC.
Date:  November 6, 2026	By:
	/s/ Mark A. Gooch
	Mark A. Gooch
	Chairman, President, and Chief Executive Officer
	/s/ Kevin J. Stumbo
	Kevin J. Stumbo
	Executive Vice President, Chief Financial Officer,
	and Treasurer

70

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