Community Trust Bancorp - 10-Q quarterly report FY

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 March 31, 2026

☐	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 ✔

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 ✔

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 practical date.

Common stock – 18,163,721 shares outstanding at April 30, 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.

Community Trust Bancorp, Inc.

Condensed Consolidated Balance Sheets

(in thousands except share data)	(unaudited) March 31 2026			December 31 2025
Assets:
Cash and due from banks	$	91,572		$	62,851
Interest bearing deposits		267,083			300,833
Cash and cash equivalents		358,655			363,684

Certificates of deposit in other banks		245			245
Debt securities available-for-sale at fair value (amortized cost of $1,178,719 and $1,206,938, respectively)		1,088,205			1,120,719
Equity securities at fair value		3,666			4,154
Loans held for sale		73			211

Loans		4,990,821			4,894,942
Allowance for credit losses		(61,321	)		(60,169	)
Net loans		4,929,500			4,834,773

Premises and equipment, net		53,114			52,611
Operating right-of-use assets		11,146			11,543
Finance right-of-use assets		3,853			3,890
Federal Home Loan Bank stock		5,200			5,200
Federal Reserve Bank stock		4,887			4,887
Goodwill		65,490			65,490
Bank owned life insurance		123,482			123,274
Mortgage servicing rights		6,728			6,751
Other real estate owned		3,348			3,066
Deferred tax asset		20,980			20,856
Accrued interest receivable		25,591			25,957
Other assets		37,005			36,827
Total assets	$	6,741,168		$	6,684,138

Liabilities and shareholders’ equity:
Deposits:
Noninterest bearing	$	1,262,835		$	1,263,243
Interest bearing		4,171,385			4,125,815
Total deposits		5,434,220			5,389,058

Repurchase agreements		298,721			308,799
Federal funds purchased		500			500
Advances from Federal Home Loan Bank		288			293
Long-term debt		63,724			63,784
Operating lease liabilities		11,505			11,924
Finance lease liabilities		4,490			4,493
Accrued interest payable		11,567			8,535
Other liabilities		44,908			40,680
Total liabilities		5,869,923			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 – 18,155,771; 2025 – 18,115,847		90,781			90,581
Capital surplus		236,998			236,423
Retained earnings		611,510			593,888
Accumulated other comprehensive loss, net of tax		(68,044	)		(64,820	)
Total shareholders’ equity		871,245			856,072

Total liabilities and shareholders’ equity	$	6,741,168		$	6,684,138

See notes to condensed consolidated financial statements.

Community Trust Bancorp, Inc.

Condensed Consolidated Statements of Income and Comprehensive Income

(unaudited)

	Three Months Ended March 31
(in thousands except per share data)	2026			2025
Interest income:
Interest and fees on loans, including loans held for sale	$	77,851		$	72,736
Interest and dividends on securities
Taxable		6,782			5,775
Tax exempt		610			617
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock		171			188
Interest on Federal Reserve Bank deposits		2,242			2,648
Other, including interest on federal funds sold		99			90
Total interest income		87,755			82,054

Interest expense:
Interest on deposits		25,447			27,458
Interest on repurchase agreements and federal funds purchased		2,599			2,318
Interest on long-term debt		927			1,011
Total interest expense		28,973			30,787

Net interest income		58,782			51,267
Provision for credit losses		2,311			3,568
Net interest income after provision for credit losses		56,471			47,699

Noninterest income:
Deposit related fees		7,155			6,822
Gains on sales of loans, net		51			47
Trust and wealth management income		4,462			3,981
Loan related fees		1,039			965
Bank owned life insurance revenue		1,714			1,035
Brokerage revenue		520			494
Securities gains (losses)		(488	)		480
Other noninterest income		961			1,073
Total noninterest income		15,414			14,897

Noninterest expense:
Officer salaries and employee benefits		4,798			4,397
Other salaries and employee benefits		17,307			15,721
Occupancy, net		2,882			2,751
Equipment		817			689
Data processing		2,955			2,859
Taxes other than property and payroll		617			529
Legal fees		450			560
Professional fees		714			665
Advertising and marketing		700			673
FDIC insurance		744			689
Other real estate owned provision and expense		45			61
Repossession expense		378			193
Other noninterest expense		4,130			4,421
Total noninterest expense		36,537			34,208

Income before income taxes		35,348			28,388
Income taxes		8,156			6,416
Net income	$	27,192		$	21,972

Other comprehensive income (loss):
Unrealized holding gains (losses) arising during the period		(4,295	)		16,395
Tax expense (benefit)		(1,071	)		4,091
Other comprehensive income (loss), net of tax		(3,224	)		12,304
Comprehensive income	$	23,968		$	34,276

Basic earnings per share	$	1.51		$	1.22
Diluted earnings per share	$	1.50		$	1.22

Weighted average shares outstanding-basic		18,049			17,995
Weighted average shares outstanding-diluted		18,080			18,022

See notes to condensed consolidated financial statements.

Consolidated Statements of Changes in Shareholders’ Equity

(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											27,192						27,192
Other comprehensive income (loss)														(3,224	)		(3,224	)
Cash dividends declared ($0.53 per share)											(9,570	)					(9,570	)
Issuance of common stock		30,650			153			172									325
Issuance of restricted stock		34,175			172			(172	)								0
Vesting of restricted stock		(24,901	)		(125	)		125									0
Stock-based compensation								450									450
Balance, March 31, 2026		18,155,771		$	90,781		$	236,998		$	611,510		$	(68,044	)	$	871,245

(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											21,972						21,972
Other comprehensive income (loss)														12,304			12,304
Cash dividends declared ($0.47 per share)											(8,461	)					(8,461	)
Issuance of common stock		30,802			154			122									276
Issuance of restricted stock		38,538			193			(193	)								0
Vesting of restricted stock		(25,498	)		(127	)		127									0
Stock-based compensation								497									497
Balance, March 31, 2025		18,101,765		$	90,510		$	234,355		$	545,372		$	(86,065	)	$	784,172

See notes to condensed consolidated financial statements.

Community Trust Bancorp, Inc.

Condensed Consolidated Statements of Cash Flows

(unaudited)

	Three Months Ended March 31
(in thousands)	2026			2025
Cash flows from operating activities:
Net income	$	27,192		$	21,972
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation and amortization		1,087			957
Amortization of operating lease right-of-use assets		397			439
Deferred tax expense		947			433
Stock-based compensation		503			544
Provision for credit losses		2,311			3,568
Gains on sale of mortgage loans held for sale		(51	)		(47	)
Fair value adjustments in equity securities		488			(480	)
Losses on sale of assets, net		18			22
Proceeds from sale of mortgage loans held for sale		2,020			1,829
Funding of mortgage loans held for sale		(1,853	)		(1,618	)
Amortization of securities premiums and discounts, net		539			584
Change in cash surrender value of bank owned life insurance		(1,354	)		(701	)
Payment of operating lease liabilities		(419	)		(449	)
Interest expense on finance lease liabilities		54			40
Fair value adjustment in mortgage servicing rights:		45			284
Changes in:
Accrued interest receivable		366			726
Other assets		(178	)		555
Accrued interest payable		3,032			2,521
Other liabilities		4,335			5,403
Net cash provided by operating activities		39,479			36,582

Cash flows from investing activities:
Securities available-for-sale (AFS):
Purchase of AFS securities		(75,067	)		(52,786	)
Proceeds from prepayments, calls, and maturities of AFS securities		102,747			115,773
Change in loans, net		(97,522	)		(152,720	)
Purchase of premises and equipment		(1,553	)		(2,077	)
Purchase of Federal Home Loan Bank stock		0			0
Redemption of Federal Home Loan Bank stock		0			176
Proceeds from sale of other real estate owned and repossessed assets		25			101
Additional investment in bank owned life insurance		0			(13,548	)
Redemption of bank owned life insurance		604			440
Proceeds from settlement of bank owned life insurance		542			0
Net cash used in investing activities		(70,224	)		(104,641	)

Cash flows from financing activities:
Change in deposits, net		45,162			41,116
Change in repurchase agreements and federal funds purchased, net		(10,078	)		6,390
Payments on advances from Federal Home Loan Bank		(5	)		(5	)
Payment of finance lease liabilities		(57	)		(39	)
Repayment of long-term debt/other borrowings		(60	)		(58	)
Issuance of common stock		325			276
Dividends paid		(9,571	)		(8,461	)
Net cash provided by financing activities		25,716			39,219
Net decrease in cash and cash equivalents		(5,029	)		(28,840	)
Cash and cash equivalents at beginning of period		363,684			369,505
Cash and cash equivalents at end of period	$	358,655		$	340,665

Supplemental disclosures:
Income taxes paid	$	0		$	0
Interest paid		25,941			28,266
Non-cash activities:
Common stock dividends accrued, paid in subsequent quarter		323			277
Real estate acquired in settlement of loans		325			1,246
Right-of-use assets obtained in exchange for new operating lease liabilities		0			1,719

See notes to condensed consolidated financial statements.

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.

Emerging GAAP

Recently Issued Accounting Guidance, Not Yet Adopted as of March 31, 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 in response to stakeholders’ concerns about the accounting for acquired financial assets in accordance with ASC 326. The ASU 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—this approach allows entities to avoid recording a day-one credit loss expense in profit or loss but also reduces interest income recognized in later periods; and (2) introduce criteria for determining whether a purchased loan is considered “seasoned” and will be accounted for using the gross-up approach.	For interim and annual periods beginning in 2027	This ASU has no impact on CTBI’s financial statements at this time. Early adoption is allowed.

Note 2 – Securities

The amortized cost and fair value of debt securities available-for-sale at March 31, 2026 and December 31, 2025 are summarized as follows:

	March 31, 2026
(in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
U.S. Treasury and government agencies	$	168,047	$	58	$	(7,636	)	$	160,469
State and political subdivisions		302,785		75		(38,979	)		263,881
Agency mortgage-backed securities		685,399		682		(44,620	)		641,461
Asset-backed securities		22,488		24		(118	)		22,394
Total available-for-sale securities	$	1,178,719	$	839	$	(91,353	)	$	1,088,205

	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 $4.4 million and $4.5 million at March 31, 2026 and December 31, 2025, respectively, 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 March 31, 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	$	13,979	$	13,885
Due after one through five years		227,853		216,136
Due after five through ten years		122,634		107,884
Due after ten years		106,366		86,445
Agency mortgage-backed securities		685,399		641,461
Asset-backed securities		22,488		22,394
Total debt securities	$	1,178,719	$	1,088,205

During the three months ended March 31, 2026 and 2025, we had an unrealized loss of $488 thousand and an unrealized gain of $480 thousand, respectively, from the fair value adjustment of equity securities.

The amortized cost of securities pledged as collateral, to secure public deposits and for other purposes, was $592.8 million and $602.6 million at March 31, 2026 and December 31, 2025, respectively. The fair value of securities pledged was $545.1 million and $556.9 million at March 31, 2026 and December 31, 2025, respectively.

The amortized cost of securities sold under agreements to repurchase amounted to $397.5 million and $386.8 million at March 31, 2026 and December 31, 2025, respectively. The fair value of securities pledged was $365.6 million and $358.1 million at March 31, 2026 and December 31, 2025, respectively.

CTBI evaluates its investment portfolio on a quarterly basis for impairment. The analysis performed as of March 31, 2026 and December 31, 2025 indicates that all impairment is market and interest rate driven and not credit-related. The percentage of total debt securities with unrealized losses as of March 31, 2026 was 86.7% compared to 85.4% as of December 31, 2025. 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 that are not deemed to have credit losses.

	March 31, 2026
(in thousands)	Amortized Cost		Gross Unrealized Losses			Fair Value
Less Than 12 Months
U.S. Treasury and government agencies	$	823	$	(3	)	$	820
State and political subdivisions		25,176		(1,479	)		23,697
Agency mortgage-backed securities		186,784		(1,612	)		185,172
Asset-backed securities		8,516		(62	)		8,454
Total <12 months AFS securities with unrealized losses		221,299		(3,156	)		218,143

12 Months or More
U.S. Treasury and government agencies		163,641		(7,633	)		156,008
State and political subdivisions		265,604		(37,500	)		228,104
Agency mortgage-backed securities		372,343		(43,008	)		329,335
Asset-backed securities		11,953		(56	)		11,897
Total ≥12 months AFS securities with unrealized losses		813,541		(88,197	)		725,344

Total
U.S. Treasury and government agencies		164,464		(7,636	)		156,828
State and political subdivisions		290,780		(38,979	)		251,801
Agency mortgage-backed securities		559,127		(44,620	)		514,507
Asset-backed securities		20,469		(118	)		20,351
Total AFS securities with unrealized losses	$	1,034,840	$	(91,353	)	$	943,487

	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

Equity Securities at Fair Value

Equity securities at fair value as of March 31, 2026 were $3.7 million, as a result of a $488 thousand decrease 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 quarter 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)	March 31 2026		December 31 2025
Hotel/motel	$	507,243	$	497,764
Commercial real estate residential		596,948		580,652
Commercial real estate nonresidential		994,914		959,915
Dealer floorplans		76,888		83,812
Commercial other		364,092		371,132
Commercial loans		2,540,085		2,493,275

Real estate mortgage		1,245,759		1,206,820
Home equity lines		191,178		186,798
Residential loans		1,436,937		1,393,618

Consumer direct		139,819		145,591
Consumer indirect		873,980		862,458
Consumer loans		1,013,799		1,008,049

Net loans	$	4,990,821	$	4,894,942

Unearned fees included above totaled $386 thousand and $359 thousand as of March 31, 2026 and December 31, 2025, respectively, while the unamortized premiums on the indirect lending portfolio totaled $35.4 million and $34.5 million as of March 31, 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 loans balances above. Loans held for sale are recorded at lower of cost or fair value and were $0.1 million and $0.2 million at March 31, 2026 and December 31, 2025, respectively.

Accrued interest receivable from loans, which is excluded from loan balances, was $20.8 million and $19.7 million at March 31, 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, 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 following tables present the activity in the ACL for loans for the three months ended March 31, 2026 and 2025.

	Three Months Ended March 31, 2026
(in thousands)	Beginning Balance		Provision Charged to Expense			Losses Charged Off			Recoveries		Ending Balance		% of Total ACL
ACL
Hotel/motel	$	6,902	$	(125	)	$	0		$	0	$	6,777		11.1	%
Commercial real estate residential		6,397		71			(7	)		5		6,466		10.5
Commercial real estate nonresidential		11,630		548			(74	)		3		12,107		19.7
Dealer floorplans		798		39			0			0		837		1.4
Commercial other		3,620		729			(552	)		119		3,916		6.4
Real estate mortgage		14,047		820			(189	)		9		14,687		23.9
Home equity		1,276		38			(14	)		1		1,301		2.1
Consumer direct		1,971		(38	)		(225	)		106		1,814		3.0
Consumer indirect		13,528		388			(1,625	)		1,125		13,416		21.9
Total ACL	$	60,169	$	2,470		$	(2,686	)	$	1,368	$	61,321		100	%

	Three Months Ended March 31, 2025
(in thousands)	Beginning Balance		Provision Charged to Expense			Losses Charged Off			Recoveries		Ending Balance		% of Total ACL
ACL
Hotel/motel	$	5,208	$	386		$	0		$	0	$	5,594		9.8	%
Commercial real estate residential		5,467		605			(18	)		5		6,059		10.7
Commercial real estate nonresidential		10,307		1,072			(2	)		4		11,381		20.0
Dealer floorplans		682		(131	)		0			0		551		1.0
Commercial other		3,832		428			(404	)		80		3,936		6.9
Real estate mortgage		12,504		(116	)		(78	)		12		12,322		21.6
Home equity		1,499		(199	)		0			9		1,309		2.3
Consumer direct		2,221		93			(268	)		81		2,127		3.7
Consumer indirect		13,248		1,430			(1,952	)		956		13,682		24.0
Total ACL	$	54,968	$	3,568		$	(2,722	)	$	1,147	$	56,961		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 at March 31, 2026 and 2025 is presented below.

	Three Months Ended March 31, 2026
(in thousands)	Beginning Balance		Provision Charged to Expense			Losses Charged Off		Recoveries		Ending Balance
ACL for unfunded commitments:
Commercial	$	950	$	(118	)	$	0	$	0	$	832
Real estate mortgage		298		(38	)		0		0		260
Consumer		21		(3	)		0		0		18
Total unfunded commitment off-balance sheet credit exposure	$	1,269	$	(159	)	$	0	$	0	$	1,110

	Three Months Ended March 31, 2025
(in thousands)	Beginning Balance		Provision Charged to Expense			Losses Charged Off		Recoveries		Ending Balance
ACL for unfunded commitments:
Commercial	$	1,071	$	124		$	0	$	0	$	1,195
Real estate mortgage		372		(45	)		0		0		327
Consumer		22		1			0		0		23
Total unfunded commitment off-balance sheet credit exposure	$	1,465	$	80		$	0	$	0	$	1,545

Nonperforming loans

Nonaccrual loans and loans 90 days past due and still accruing, segregated by loan segment, as of March 31, 2026 and December 31, 2025 were as follows:

	March 31, 2026
(in thousands)	Nonaccrual Loans with No ACL		Nonaccrual Loans with ACL		90+ and Still Accruing		Total Nonperforming Loans

Commercial real estate residential	$	0	$	901	$	2,282	$	3,183
Commercial real estate nonresidential		160		3,985		1,187		5,332
Commercial other		0		1,704		184		1,888
Total commercial loans		160		6,590		3,653		10,403

Real estate mortgage		0		4,079		4,808		8,887
Home equity lines		0		303		711		1,014
Total residential loans		0		4,382		5,519		9,901

Consumer direct		0		0		56		56
Consumer indirect		0		0		371		371
Total consumer loans		0		0		427		427

Loans and lease financing	$	160	$	10,972	$	9,599	$	20,731

	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 quarter ended March 31, 2026 and for the year ended December 31, 2025 totaled $4.3 thousand and $66.2 thousand, respectively.

The following tables present CTBI’s loan portfolio aging analysis, segregated by loan segment, as of March 31, 2026 and December 31, 2025 (including loans 90 days past due and still accruing):

	March 31, 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	$	507,243	$	507,243
Commercial real estate residential		625		40		2,458		3,123		593,825		596,948
Commercial real estate nonresidential		1,328		522		4,043		5,893		989,021		994,914
Dealer floorplans		0		0		0		0		76,888		76,888
Commercial other		881		8,674		1,215		10,770		353,322		364,092
Total commercial loans		2,834		9,236		7,716		19,786		2,520,299		2,540,085

Real estate mortgage		1,293		4,242		8,084		13,619		1,232,140		1,245,759
Home equity lines		1,390		613		810		2,813		188,365		191,178
Total residential loans		2,683		4,855		8,894		16,432		1,420,505		1,436,937

Consumer direct		992		280		56		1,328		138,491		139,819
Consumer indirect		3,379		1,019		371		4,769		869,211		873,980
Total consumer loans		4,371		1,299		427		6,097		1,007,702		1,013,799

Loans and lease financing	$	9,888	$	15,390	$	17,037	$	42,315	$	4,948,506	$	4,990,821

	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:

➢

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.

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 March 31, 2026

(in thousands)	2026		2025		2024		2023			2022		Prior			Revolving Loans		Total
Hotel/motel
Risk rating:
Pass	$	18,749	$	83,364	$	58,515	$	79,283		$	110,250	$	107,846		$	5,972	$	463,979
Watch		0		0		0		2,001			18,575		11,760			0		32,336
OAEM		0		0		0		0			0		6,368			0		6,368
Substandard		0		0		738		0			3,822		0			0		4,560
Doubtful		0		0		0		0			0		0			0		0
Total hotel/motel		18,749		83,364		59,253		81,284			132,647		125,974			5,972		507,243

Hotel/motel year-to-date gross charge-offs		0		0		0		0			0		0			0		0

Commercial real estate residential
Risk rating:
Pass		28,177		165,263		100,546		92,479			62,955		89,753			27,720		566,893
Watch		4,403		3,249		917		3,998			357		8,715			185		21,824
OAEM		0		0		0		189			0		50			0		239
Substandard		725		985		482		487			597		4,666			50		7,992
Doubtful		0		0		0		0			0		0			0		0
Total commercial real estate residential		33,305		169,497		101,945		97,153			63,909		103,184			27,955		596,948

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		89,434		182,002		129,136		93,669			103,439		258,352			53,816		909,848
Watch		802		3,288		6,907		11,902			6,198		25,519			807		55,423
OAEM		0		0		99		0			0		0			0		99
Substandard		2,503		1,338		1,200		2,155			2,425		19,922			0		29,543
Doubtful		0		0		0		0			0		1			0		1
Total commercial real estate nonresidential		92,739		186,628		137,342		107,726			112,062		303,794			54,623		994,914

Commercial real estate nonresidential year-to-date gross charge-offs		0		0		0		(74	)		0		0			0		(74	)

Dealer floorplans
Risk rating:
Pass		0			0			0			0			0			0			65,434		65,434
Watch		0			0			0			0			0			0			11,454		11,454
OAEM		0			0			0			0			0			0			0		0
Substandard		0			0			0			0			0			0			0		0
Doubtful		0			0			0			0			0			0			0		0
Total dealer floorplans		0			0			0			0			0			0			76,888		76,888

Dealer floorplans year-to-date gross charge-offs		0			0			0			0			0			0			0		0

Commercial other
Risk rating:
Pass		34,819			82,172			22,944			31,143			27,783			39,204			82,194		320,259
Watch		86			1,417			1,015			696			366			590			5,075		9,245
OAEM		27			0			110			0			0			7,763			0		7,900
Substandard		992			10,521			1,092			3,084			478			378			10,036		26,581
Doubtful		0			107			0			0			0			0			0		107
Total commercial other		35,924			94,217			25,161			34,923			28,627			47,935			97,305		364,092

Commercial other year-to-date gross charge-offs		(204	)		(194	)		(119	)		0			(22	)		(13	)		0		(552	)

Commercial loans
Risk rating:
Pass		171,179			512,801			311,141			296,574			304,427			495,155			235,136		2,326,413
Watch		5,291			7,954			8,839			18,597			25,496			46,584			17,521		130,282
OAEM		27			0			209			189			0			14,181			0		14,606
Substandard		4,220			12,844			3,512			5,726			7,322			24,966			10,086		68,676
Doubtful		0			107			0			0			0			1			0		108
Total commercial loans	$	180,717		$	533,706		$	323,701		$	321,086		$	337,245		$	580,887		$	262,743	$	2,540,085

Total commercial loans year-to-date gross charge-offs	$	(204	)	$	(194	)	$	(119	)	$	(74	)	$	(22	)	$	(20	)	$	0	$	(633	)

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	)

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 March 31, 2026

(in thousands)	2026		2025			2024			2023			2022			Prior			Revolving Loans		Total
Home equity lines
Performing	$	0	$	0		$	0		$	0		$	0		$	5,962		$	184,202	$	190,164
Nonperforming		0		0			0			0			0			269			745		1,014
Total home equity lines		0		0			0			0			0			6,231			184,947		191,178

Home equity year-to-date gross charge-offs		0		0			(11	)		0			0			(3	)		0		(14	)

Mortgage loans
Performing		71,821		292,148			168,501			161,566			120,684			422,152			0		1,236,872
Nonperforming		41		1,440			990			1,429			1,603			3,384			0		8,887
Total mortgage loans		71,862		293,588			169,491			162,995			122,287			425,536			0		1,245,759

Mortgage loans year-to-date gross charge-offs		0		0			0			(108	)		(74	)		(7	)		0		(189	)

Residential loans
Performing		71,821		292,148			168,501			161,566			120,684			428,114			184,202		1,427,036
Nonperforming		41		1,440			990			1,429			1,603			3,653			745		9,901
Total residential loans	$	71,862	$	293,588		$	169,491		$	162,995		$	122,287		$	431,767		$	184,947	$	1,436,937

Total residential loans year-to-date gross charge-offs	$	0	$	0		$	(11	)	$	(108	)	$	(74	)	$	(10	)	$	0	$	(203	)

Consumer direct loans
Performing	$	13,881	$	45,063		$	25,136		$	19,021		$	11,255		$	25,407		$	0	$	139,763
Nonperforming		0		43			8			5			0			0			0		56
Total consumer direct loans		13,881		45,106			25,144			19,026			11,255			25,407			0		139,819

Consumer direct loans year-to-date gross charge-offs		0		(75	)		(67	)		(54	)		(14	)		(15	)		0		(225	)

Consumer indirect loans
Performing		112,121		321,663			196,327			133,420			76,001			34,077			0		873,609
Nonperforming		0		83			54			129			88			17			0		371
Total consumer indirect loans		112,121		321,746			196,381			133,549			76,089			34,094			0		873,980

Consumer indirect loans year-to-date gross charge-offs		0		(222	)		(307	)		(482	)		(440	)		(174	)		0		(1,625	)

Consumer loans
Performing		126,002		366,726			221,463			152,441			87,256			59,484			0		1,013,372
Nonperforming		0		126			62			134			88			17			0		427
Total consumer loans	$	126,002	$	366,852		$	221,525		$	152,575		$	87,344		$	59,501		$	0	$	1,013,799

Total consumer loans year-to-date gross charge-offs	$	0	$	(297	)	$	(374	)	$	(536	)	$	(454	)	$	(189	)	$	0	$	(1,850	)

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	)

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

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	)

The total of consumer mortgage loans secured by real estate properties for which formal foreclosure proceedings are in process was $2.8 million and $3.1 million at March 31, 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:

	March 31, 2026
(in thousands)	Number of Loans		Recorded Investment		Specific Reserve
Hotel/motel		2	$	9,826	$	0
Commercial real estate residential		1		1,521		0
Commercial real estate nonresidential		7		18,422		725
Commercial other		6		27,854		0
Total collateral dependent loans		16	$	57,623	$	725

	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 March 31, 2026 is $0.7 million. This expected loss is tied to three 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 hotel/motel, commercial real estate residential, and commercial real estate nonresidential segments are all collateralized with real estate. The six loans listed in the commercial other segment at March 31, 2026 are collateralized by inventory, equipment, and accounts receivable. One evaluated credit is an ACH commitment that is unsecured, but it has no balance outstanding.

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 March 31, 2026:

	Amortized Cost at March 31, 2026
(in thousands)	Interest Rate Reduction		% of total			Term Extension		% of total
Commercial real estate residential	$	0		0.00	%	$	29		0.00	%
Commercial real estate nonresidential		7,254		0.73			0		0.00
Commercial other		0		0.00			215		0.06
Commercial loans		7,254		0.29			244		0.01

Real estate mortgage		1,121		0.09			2,137		0.17
Residential loans		1,121		0.08			2,137		0.15

Consumer indirect		0		0.00			83		0.01
Consumer loans		0					83		0.01

Loans and lease financing	$	8,375		0.17	%	$	2,464		0.05	%

	Amortized Cost at March 31, 2026
(in thousands)	Combination – Term Extension and Interest Rate Reduction		% of total			Payment Change		% of total
Commercial real estate residential	$	0		0.00	%	$	208		0.03	%
Commercial real estate nonresidential		0		0.00			2,373		0.24
Commercial other		27		0.01			124		0.03
Commercial loans		27		0.00			2,705		0.11

Real estate mortgage		98		0.01			0		0.00
Home equity lines		15		0.01			0		0.00
Residential loans		113		0.01			0		0.00

Loans and lease financing	$	140		0.00	%	$	2,705		0.05	%

	Amortized Cost at March 31, 2026
(in thousands)	Combination – Term Extension and Payment Change		% of total
Commercial real estate nonresidential	$	60		0.01	%
Commercial loans		60		0.00

Real estate mortgage		21		0.00
Residential loans		21		0.00

Consumer indirect		33		0.00
Consumer loans		33		0.00

Loans and lease financing	$	114		0.00	%

The following tables describe the financial effect of the modifications made to borrowers experiencing financial difficulty for the quarter ended March 31, 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	Increased weighted-average contractual interest rate from 2.0% to 2.5%

Commercial other		Added a weighted-average 0.9 years to life of the loans

Real estate mortgage	Reduced weighted-average contractual interest rate from 5.4% to 3.1%	Added a weighted-average 0.4 years to life of the loans

Consumer indirect		Added a weighted-average 0.7 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		Provided payment changes that will be added to the end of the original loan term.

Commercial other	Reduced weighted-average contractual interest rate from 11.3% to 9.5% and increased the weighted-average life by 2.4 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 3.1% to 3.0% and increased the weighted-average life by 4.2 years

Home equity lines	Weighted-average contractual interest rate remained at 6.8% and increased the weighted-average life by 7.1 years

Loan Type	Combination – Term Extension and Payment Change Financial Impact
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.

Real estate mortgage	Added a weighted-average 5.0 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term.

Consumer indirect	Added a weighted-average 2.1 years to life of the loans and provided payment changes with any deferred payments added to the end of the loan term.

These loans, segregated by loan segment and concession granted, are presented below for the three months ended March 31, 2025:

	Amortized Cost at March 31, 2025
(in thousands)	Interest Rate Reduction		% of total			Term Extension		% of total
Commercial real estate nonresidential	$	129		0.01	%	$	2,558		0.28	%
Commercial other		0		0.00			985		0.27
Commercial loans		129		0.01			3,543		0.15

Real estate mortgage		321		0.03			2,908		0.27
Home equity lines		0		0.00			216		0.13
Residential loans		321		0.03			3,124		0.25

Consumer direct		0		0.00			48		0.03
Consumer indirect		0		0.00			203		0.02
Consumer loans		0		0.00			251		0.02

Loans and lease financing	$	450		0.01	%	$	6,918		0.15	%

	Amortized Cost at March 31, 2025
(in thousands)	Combination – Term Extension and Interest Rate Reduction		% of total			Payment Change		% of total
Commercial real estate residential	$	460		0.09	%	$	250		0.05	%
Commercial real estate nonresidential		0		0.00			261		0.03
Commercial other		401		0.11			496		0.14
Commercial loans		861		0.04			1,007		0.04

Real estate mortgage		54		0.01			0		0.00
Residential loans		54		0.00			0		0.00

Consumer indirect		0		0.00			106		0.01
Consumer loans		0		0.00			106		0.01

Loans and lease financing	$	915		0.02	%	$	1,113		0.02	%

The following tables describe the financial effect of the modifications made to borrowers experiencing financial difficulty for the three months ended March 31, 2025:

Loan Type	Interest Rate Reduction Financial Impact	Term Extension Financial Impact
Commercial real estate residential	Weighted-average contractual interest rate remained at 9.5%

Commercial real estate nonresidential		Added a weighted-average 1.2 years to life of the loans

Commercial other		Added a weighted-average 4.8 years to life of the loans

Real estate mortgage	Reduced weighted-average contractual interest rate from 7.8% to 4.5%	Added a weighted-average 0.4 years to life of the loans

Home equity lines		Added a weighted-average 2.1 years to life of the loans

Consumer direct		Added a weighted-average 0.1 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 8.9% to 7.5% and increased the weighted-average life by 12.2 years	Provided payment changes that will be added to the end of the original loan term

Commercial real estate nonresidential		Provided payment changes that will be added to the end of the original loan term

Commercial other	Increased weighted-average contractual interest rate from 5.1% to 8.0% and increased the weighted-average life by 9.6 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 6.0% to 3.0% and increased the weighted-average life by 1.8 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 $5 thousand and $2 thousand at March 31, 2026 and 2025, respectively, on loans that were considered in financial difficulty.

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 March 31, 2026.

	Past Due Status (Amortized Cost Basis)
(in thousands)	Current		30-89 Days		90+ Days		Nonaccrual
Commercial real estate residential	$	1,231	$	0	$	50	$	0
Commercial real estate nonresidential		10,603		118		0		0
Commercial other		1,044		0		0		0
Real estate mortgage		12,014		834		465		82
Home equity lines		504		13		0		159
Consumer direct		18		5		0		0
Consumer indirect		497		28		0		0
Loans to borrowers experiencing financial difficulty	$	25,911	$	998	$	515	$	241

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 March 31, 2026, there were three 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 March 31, 2026
(in thousands)	Number of Loans		Recorded Balance
Commercial:
Commercial real estate residential		1	$	50
Residential:
Real estate mortgage		2		124
Loans to borrowers experiencing financial difficulty		3	$	174

	Three Months Ended March 31, 2025
(in thousands)	Number of Loans		Recorded Balance
Commercial:
Commercial real estate residential		1	$	18
Commercial real estate nonresidential		1		45
Commercial other		1		243
Residential:
Real estate mortgage		5		362
Loans to borrowers experiencing financial difficulty		8	$	668

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
March 31, 2026	$	298,721	$	298,842	$	309,054
December 31, 2025	$	308,799	$	291,512	$	308,799
March 31, 2025	$	246,556	$	233,470	$	246,556

At March 31, 2026 and December 31, 2025, we had amounts at risk under repurchase agreements for one customer exceeding 10% of shareholders’ equity with a balance of $148.0 million at each period end and weighted average maturities of 5.9 months and 4.6 months, respectively.

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 its 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 $365.6 million and $358.1 million at March 31, 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:

	March 31, 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	$	10,642	$	0	$	0	$	11,284	$	21,926
State and political subdivisions		108,461		0		0		15,754		124,215
Agency mortgage-backed securities		40,377		0		22,000		75,360		137,737
Asset-backed securities		3,868		0		0		10,975		14,843
Total repurchase agreements	$	163,348	$	0	$	22,000	$	113,373	$	298,721

	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 are reported to these arrangements on a gross basis. The following table presents information regarding repurchase agreements as if it was presented on a net basis.

							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
March 31, 2026:
Repurchase agreements	$	298,721	$	0	$	298,721	$	(298,721	)	$	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.

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 March 31, 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	$	160,469	$	0	$	160,469	$	0
State and political subdivisions		263,881		0		263,881		0
Agency mortgage-backed securities		641,461		0		641,461		0
Asset-backed securities		22,394		0		22,394		0
Equity securities at fair value		3,666		0		0		3,666
Mortgage servicing rights		6,728		0		0		6,728

			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 March 31, 2026 and December 31, 2025. There have been no significant changes in the valuation techniques during the quarter ended March 31, 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.

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 common stock, and the prevailing conversion rate at the conversion date. The most recent conversion rate of 1.5475 and the most recent dividend rate of 1.0368 were used to derive the fair value estimate. Significant increases (decreases) in either of those inputs in isolation would result in a significantly lower (higher) fair value measurement. Generally, a change in the assumption used for discount rate is accompanied by a directionally opposite change in the fair value estimate. 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. Generally, a change in the assumption used for prepayment speeds is accompanied by a directionally opposite change in the assumption for interest rates.

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 March 31
	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		(488	)		146			480		(113	)
Issues		0			22			0		20
Settlements		0			(191	)		0		(171	)
Ending balance	$	3,666		$	6,728		$	4,261	$	7,093

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	$	(488	)	$	146		$	480	$	(113	)

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 March 31
(in thousands)	2026			2025
Total gains (losses)	$	(533	)	$	196

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 as of March 31, 2026 and December 31, 2025 and indicate the level within the fair value hierarchy of the valuation techniques.

			Fair Value Measurements at March 31, 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
Other real estate owned	$	26	$	0	$	0	$	26

			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 was no fair value adjustment to collateral-dependent loans during the quarter ended March 31, 2026. Fair value adjustments for the year ended December 31, 2025 were $0.4 million.

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. There were no fair value adjustments to OREO disclosed above for the quarter ended March 31, 2026. 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 quarter ended March 31, 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 March 31, 2026		Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
Equity securities at fair value	$	3,666	Discounted cash flows	Discount rate	8.0% - 12.0% (10.0%)
				Conversion date	Dec 2027 - Dec 2029 (Dec 2028)

Mortgage servicing rights	$	6,728	Discounted cash flows	Constant prepayment rate	5.5% - 28.9% (6.5%)
				Cost to service	$66 - $450 ($77)
				Probability of default	0.0% - 100.0% (1.5%)
				Discount rate	9.00% - 12.82% (9.7%)

Other real estate owned	$	26	Market comparable properties	Comparability adjustments	10.34% - 10.34% (10.34%)

	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%)

Fair Value of Financial Instruments

The following tables present estimated fair value of CTBI’s financial instruments as of March 31, 2026 and December 31, 2025 and indicate the level within the fair value hierarchy of the valuation techniques.

			Fair Value Measurements at March 31, 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	$	358,655	$	358,655	$	0	$	0
Certificates of deposit in other banks		245		0		245		0
Debt securities available-for-sale		1,088,205		0		1,088,205		0
Equity securities at fair value		3,666		0		0		3,666
Loans held for sale		73		74		0		0
Loans, net		4,929,500		0		0		4,976,103
Federal Home Loan Bank stock		5,200		0		5,200		0
Federal Reserve Bank stock		4,887		0		4,887		0
Mortgage servicing rights		6,728		0		0		6,728
Accrued interest receivable		25,591		0		25,591		0

Financial liabilities:
Deposits	$	5,434,220	$	1,262,835	$	3,966,881	$	0
Repurchase agreements		298,721		0		298,686		0
Federal funds purchased		500		0		500		0
Advances from Federal Home Loan Bank		288		0		299		0
Long-term debt		63,724		0		57,716		0
Accrued interest payable		11,567		0		11,567		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

			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 March 31, 2026. Restricted stock expense for the three months ended March 31, 2026 was $503 thousand, including $53 thousand in dividends paid. As of March 31, 2026, there was a total of $4.1 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 3.2 years.

The following table shows restricted stock activity for the three months ended March 31, 2026:

	Grants			Weighted Average Fair Value at Grant
Outstanding at beginning of period		90,176		$	47.27
Granted		34,175			61.39
Vested		(24,901	)		46.79
Forfeited		0			-
Outstanding at end of period		99,450		$	52.24

The restricted stock awards granted in the first quarter 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 March 31
(in thousands except per share data)	2026		2025
Numerator:
Net income	$	27,192	$	21,972

Denominator:
Basic earnings per share:
Weighted average shares		18,049		17,995
Diluted earnings per share:
Dilutive effect of equity grants		31		27
Adjusted weighted average shares		18,080		18,022

Earnings per share:
Basic earnings per share	$	1.51	$	1.22
Diluted earnings per share	$	1.50	$	1.22

There were no options to purchase common shares that were excluded from the diluted calculations above for the quarters ended March 31, 2026 and 2025. Unvested restricted stock grants were used in the calculation of diluted earnings per share based on the treasury method.

Note 8 – Accumulated Other Comprehensive Income (Loss)

The following table shows the reconciliation of accumulated other comprehensive income (loss) (“AOCI”) for the three months ended March 31, 2026 and 2025. There were no amounts reclassified to earnings during these periods.

	Three Months Ended March 31
(in thousands)	2026			2025
Beginning balance	$	(64,820	)	$	(98,369	)

Unrealized holding gains (losses) on debt securities AFS		(4,295	)		16,395
Tax expense (benefit)		(1,071	)		4,091
Unrealized holding gains (losses) on debt securities AFS, net of tax		(3,224	)		12,304

Ending balance	$	(68,044	)	$	(86,065	)

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 March 31, 2026	Community Banking Services			Holding Company			Eliminations			Consolidated
Interest income:
Interest and fees on loans, including loans held for sale	$	77,851		$	0		$	0		$	77,851
Interest and dividends on securities:
Taxable		6,782			0			0			6,782
Tax exempt		610			0			0			610
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock		171			0			0			171
Interest on Federal Reserve Bank deposits		2,242			0			0			2,242
Other, including interest on federal funds sold		73			26			0			99
Total interest income		87,729			26			0			87,755

Interest expense:
Interest on deposits		25,447			0			0			25,447
Interest on repurchase agreements and federal funds purchased		2,599			0			0			2,599
Interest on long-term debt		108			869			(50	)		927
Total interest expense		28,154			869			(50	)		28,973

Net interest income		59,575			(843	)		50			58,782
Provision for credit losses		2,311			0			0			2,311
Net interest income after provision for credit losses		57,264			(843	)		50			56,471

Noninterest income:
Deposit related fees		7,155			0			0			7,155
Gains on sales of loans, net		51			0			0			51
Trust and wealth management income		4,609			0			(147	)		4,462
Loan related fees		1,039			0			0			1,039
Bank owned life insurance		1,714			0			0			1,714
Brokerage revenue		520			0			0			520
Securities gains (losses)		(488	)		0			0			(488	)
Dividend and undistributed income from subsidiaries		0			28,545			(28,545	)		0
Other noninterest income		1,285			349			(673	)		961
Total noninterest income		15,885			28,894			(29,365	)		15,414

Noninterest expense:
Officer salaries and employee benefits		4,256			811			(269	)		4,798
Other salaries and employee benefits		17,307			251			(251	)		17,307
Occupancy, net		2,882			0			0			2,882
Equipment		828			51			(62	)		817
Data processing		3,398			11			(454	)		2,955
Taxes other than property and payroll		617			0			0			617
Legal fees		404			46			0			450
Professional fees		1,368			114			(768	)		714
Advertising and marketing		689			11			0			700
FDIC insurance		744			0			0			744
Other real estate owned provision and expense		45			0			0			45
Repossession expense		378			0			0			378
Other noninterest expense		4,037			231			(138	)		4,130
Total noninterest expense		36,953			1,526			(1,942	)		36,537

Income before income taxes		36,196			26,525			(27,373	)		35,348
Income taxes		8,823			(667	)		0			8,156
Net income	$	27,373		$	27,192		$	(27,373	)	$	27,192

(in thousands) Three Months Ended March 31, 2025	Community Banking Services		Holding Company			Eliminations			Consolidated
Interest income:
Interest and fees on loans, including loans held for sale	$	72,736	$	0		$	0		$	72,736
Interest and dividends on securities:
Taxable		5,775		0			0			5,775
Tax exempt		617		0			0			617
Interest and dividends on Federal Reserve Bank and Federal Home Loan Bank stock		188		0			0			188
Interest on Federal Reserve Bank deposits		2,648		0			0			2,648
Other, including interest on federal funds sold		61		29			0			90
Total interest income		82,025		29			0			82,054

Interest expense:
Interest on deposits		27,458		0			0			27,458
Interest on repurchase agreements and federal funds purchased		2,318		0			0			2,318
Interest on long-term debt		92		975			(56	)		1,011
Total interest expense		29,868		975			(56	)		30,787

Net interest income		52,157		(946	)		56			51,267
Provision for credit losses		3,568		0			0			3,568
Net interest income after provision for credit losses		48,589		(946	)		56			47,699

Noninterest income:
Deposit related fees		6,822		0			0			6,822
Gains on sales of loans, net		47		0			0			47
Trust and wealth management income		4,119		0			(138	)		3,981
Loan related fees		965		0			0			965
Bank owned life insurance		1,035		0			0			1,035
Brokerage revenue		494		0			0			494
Securities gains (losses)		480		0			0			480
Dividend and undistributed income from subsidiaries		0		23,469			(23,469	)		0
Other noninterest income		1,370		309			(606	)		1,073
Total noninterest income		15,332		23,778			(24,213	)		14,897

Noninterest expense:
Officer salaries and employee benefits		3,805		813			(221	)		4,397
Other salaries and employee benefits		15,721		230			(230	)		15,721
Occupancy, net		2,751		0			0			2,751
Equipment		706		51			(68	)		689
Data processing		3,297		6			(444	)		2,859
Taxes other than property and payroll		529		0			0			529
Legal fees		493		67			0			560
Professional fees		1,346		101			(782	)		665
Advertising and marketing		665		8			0			673
FDIC insurance		689		0			0			689
Other real estate owned provision and expense		61		0			0			61
Repossession expense		193		0			0			193
Other noninterest expense		4,315		256			(150	)		4,421
Total noninterest expense		34,571		1,532			(1,895	)		34,208

Income before income taxes		29,350		21,300			(22,262	)		28,388
Income taxes		7,088		(672	)		0			6,416
Net income	$	22,262	$	21,972		$	(22,262	)	$	21,972

The following tables present other segment disclosures:

(in thousands) Three Months Ended March 31, 2026	Community Banking Services		Holding Company		Eliminations		Consolidated
Depreciation and amortization	$	1,036	$	51	$	0	$	1,087
Amortization of operating lease right-of-use assets		397		0		0		397
Significant non-cash items:
Provision for credit losses		2,311		0		0		2,311
Change in cash surrender value of bank owned life insurance		1,354		0		0		1,354
Expenditures for long-lived assets		1,404		149		0		1,553

(in thousands) Three Months Ended March 31, 2025	Community Banking Services		Holding Company		Eliminations		Consolidated
Depreciation and amortization	$	906	$	51	$	0	$	957
Amortization of operating lease right-of-use assets		439		0		0		439
Significant non-cash items:
Provision for credit losses		3,568		0		0		3,568
Change in cash surrender value of bank owned life insurance		701		0		0		701
Expenditures for long-lived assets		2,011		66		0		2,077

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

(in thousands)	March 31 2026			December 31 2025
Assets
Community banking services assets	$	6,733,087		$	6,677,134
Holding company assets		935,624			921,950
Elimination of subsidiary and parent cash and intercompany receivables		(3,045	)		(3,706	)
Elimination of investment in subsidiaries		(924,498	)		(911,240	)
Consolidated total assets	$	6,741,168		$	6,684,138

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 March 31, 2026, we had total consolidated assets of $6.7 billion and total consolidated deposits, including repurchase agreements, of $5.7 billion. Total shareholders’ equity at March 31, 2026 was $871.2 million. Trust assets under management at March 31, 2026 were $4.3 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 first quarter 2026 of $27.2 million, or $1.51 per basic earnings per share, compared to $27.3 million, or $1.51 per basic share, earned during the fourth quarter 2025 and $22.0 million, or $1.22 per basic share, earned during the first quarter 2025. Total revenue for the quarter was $0.5 million below prior quarter but $8.0 million above prior year same quarter. Net interest income for the quarter increased $0.7 million compared to prior quarter and $7.5 million compared to prior year same quarter, and noninterest income decreased $1.2 million compared to prior quarter but increased $0.5 million compared to prior year same quarter. Our provision for credit losses for the quarter decreased $0.6 million from prior quarter and $1.3 million from prior year same quarter. Noninterest expense increased $0.1 million compared to prior quarter and $2.3 million compared to prior year same quarter.

Quarterly Highlights

❖	Net interest income for the quarter of $58.8 million was $0.7 million, or 1.1%, above prior quarter and $7.5 million, or 14.7%, above prior year same quarter, as our net interest margin increased 12 basis points from prior quarter and 22 basis points from prior year same quarter.

❖	Provision for credit losses at $2.3 million for the quarter decreased $0.6 million from prior quarter and $1.3 million from prior year same quarter.

❖	Noninterest income for the quarter of $15.4 million was $1.2 million, or 7.2%, below prior quarter but $0.5 million, or 3.5%, above prior year same quarter.

❖	Noninterest expense for the quarter of $36.5 million was $0.1 million, or 0.2%, above prior quarter and $2.3 million, or 6.8%, above prior year same quarter.

❖	Our loan portfolio at $5.0 billion increased $95.9 million, an annualized 7.9%, for the quarter and $354.3 million, or 7.6%, from March 31, 2025.

❖	We had net loan charge-offs of $1.3 million, an annualized 0.11% of average loans, for the quarter compared to $1.8 million, an annualized 0.14% of average loans, for prior quarter and $1.6 million, an annualized 0.14% of average loans, for the first quarter 2025.

❖	Our total nonperforming loans at $20.7 million at March 31, 2026 increased $1.6 million for the quarter but decreased $5.8 million from March 31, 2025. Nonperforming assets at $24.1 million increased $1.9 million for the quarter but decreased $7.2 million from March 31, 2025.

❖	Deposits, including repurchase agreements, at $5.7 billion increased $35.1 million, an annualized 2.5%, for the quarter and $375.1 million, or 7.0%, from March 31, 2025.

❖	Shareholders’ equity at $871.2 million increased $15.2 million, an annualized 7.2%, for the quarter and $87.1 million, or 11.1%, from March 31, 2025.

Income Statement Review

Three Months Ended March 31					Change
($ in thousands)	2026		2025		Amount			Percent
Net interest income	$	58,782	$	51,267	$	7,515			14.7	%
Provision for credit losses		2,311		3,568		(1,257	)		(35.2	)
Noninterest income		15,414		14,897		517			3.5
Noninterest expense		36,537		34,208		2,329			6.8
Income taxes		8,156		6,416		1,740			27.1
Net income	$	27,192	$	21,972	$	5,220			23.8	%

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

	Three Months Ended
	March 31, 2026								March 31, 2025
(in thousands)	Average Balances			Interest		Average Rate			Average Balances			Interest		Average Rate
Earning assets:
Loans (1)(2)(3)	$	4,934,257		$	77,962		6.41	%	$	4,533,091		$	72,800		6.51	%
Loans held for sale		97			3		12.54			106			3		11.48
Securities:
U.S. Treasury and agencies		819,748			5,464		2.70			739,512			4,054		2.22
Tax exempt state and political subdivisions (3)		102,336			813		3.22			99,047			822		3.37
Other securities		196,052			1,318		2.73			211,179			1,721		3.31
Federal Reserve Bank and Federal Home Loan Bank stock		10,087			171		6.88			9,853			188		7.74
Federal funds sold		111			0		0.00			0			0		0.00
Interest bearing deposits		262,541			2,313		3.57			253,202			2,708		4.34
Other investments		245			1		1.66			245			1		1.66
Investment in unconsolidated subsidiaries		1,855			27		5.90			1,857			29		6.33
Total earning assets	$	6,327,329		$	88,072		5.65	%	$	5,848,092		$	82,326		5.71	%
Allowance for credit losses		(60,592	)							(55,423	)
Total earnings assets, net of allowance for credit losses		6,266,737								5,792,669
Nonearning assets:
Cash and due from banks		57,952								54,677
Premises and equipment and right of use assets, net		68,316								65,011
Other assets		276,396								264,032
Total assets	$	6,669,401							$	6,176,389

Interest bearing liabilities:
Deposits:
Savings and demand deposits	$	2,585,432		$	12,131		1.90	%	$	2,479,835		$	14,400		2.35	%
Time deposits		1,541,297			13,316		3.50			1,356,907			13,058		3.90
Repurchase agreements and federal funds purchased		299,563			2,599		3.52			233,970			2,318		4.02
Advances from Federal Home Loan Bank		289			0		0.00			311			0		0.00
Long-term debt		63,756			873		5.55			63,989			971		6.15
Finance lease liability		4,492			54		4.88			3,439			40		4.72
Total interest bearing liabilities	$	4,494,829		$	28,973		2.61	%	$	4,138,451		$	30,787		3.02	%

Noninterest bearing liabilities:
Demand deposits		1,236,396								1,206,681
Other liabilities		64,450								56,350
Total liabilities		5,795,675								5,401,482

Shareholders’ equity		873,726								774,907
Total liabilities and shareholders’ equity	$	6,669,401							$	6,176,389

Net interest income, tax equivalent				$	59,099							$	51,539
Less tax equivalent interest income					317								272
Net interest income				$	58,782							$	51,267
Net interest spread							3.04	%							2.69	%
Benefit of interest free funding							0.75								0.88
Net interest margin							3.79	%							3.57	%

(1) Interest includes fees on loans of $0.6 million for each of the three months ended March 31, 2026 and March 31, 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.

Net Interest Differential

The following table illustrates the approximate effect of volume and rate changes on net interest differentials between the three months ended March 31, 2026 and March 31, 2025.

Three Months Ended March 31	Total Change			Change Due to
(in thousands)		2026/2025		Volume			Rate
Interest income:
Loans	$	5,162		$	104,517		$	(99,355	)
Loans held for sale		0			(4	)		4
U.S. Treasury and agencies		1,410			7,757			(6,347	)
Tax exempt state and political subdivisions		(9	)		441			(450	)
Other securities		(403	)		(2,131	)		1,728
Federal Reserve Bank and Federal Home Loan Bank stock		(17	)		72			(89	)
Federal funds sold		0			0			0
Interest bearing deposits		(395	)		1,593			(1,988	)
Other investments		0			0			0
Investment in unconsolidated subsidiaries		(2	)		(1	)		(1	)
Total interest income		5,746			112,244			(106,498	)

Interest expense:
Savings and demand deposits		(2,269	)		9,734			(12,003	)
Time deposits		258			27,483			(27,225	)
Repurchase agreements and federal funds purchased		281			9,768			(9,487	)
Advances from Federal Home Loan Bank		0			0			0
Long-term debt		(98	)		(58	)		(40	)
Finance lease liability		14			208			(194	)
Total interest expense		(1,814	)		47,135			(48,949	)

Net interest income	$	7,560		$	65,109		$	(57,549	)

For purposes of the above table, 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 $58.8 million was $0.7 million, or 1.1%, above prior quarter and $7.5 million, or 14.7%, above prior year same quarter, as our net interest margin, on a fully tax equivalent basis, increased 12 basis points from prior quarter and 22 basis points from prior year same quarter. Our quarterly average earning assets increased $5.4 million, an annualized 0.3%, from prior quarter and $479.2 million, or 8.2%, from prior year same quarter. Our yield on average earning assets increased 1 basis point from prior quarter but decreased 6 basis points from prior year same quarter, while our cost of funds decreased 17 basis points from prior quarter and 41 basis points from prior year same quarter. Our ratio of average loans to deposits, including repurchase agreements, was 87.2% for the quarter compared to 84.9% for prior quarter and 85.9% for same quarter prior year.

Provision for Credit Losses

Our provision for credit losses at $2.3 million for the quarter decreased $0.6 million from prior quarter and $1.3 million from prior year same quarter. Of the provision for the quarter, $2.5 million was attributable to the allowance for credit losses, with an expense recovery of $0.2 million recognized in the provision for unfunded commitments.

Noninterest Income

							Percent Change
							1Q 2026 Compared to:
($ in thousands)	1Q 2026		4Q 2025		1Q 2025		4Q 2025			1Q 2025
Deposit related fees	$	7,155	$	7,537	$	6,822		(5.1	)%		4.9	%
Trust and wealth management income		4,462		4,422		3,981		0.9			12.1
Gains on sales of loans		51		107		47		(52.4	)		8.4
Loan related fees		1,039		932		965		11.5			7.7
Bank owned life insurance revenue		1,714		1,179		1,035		45.4			65.6
Brokerage revenue		520		522		494		(0.5	)		5.2
Other		473		1,904		1,553		(75.2	)		(69.6	)
Total noninterest income	$	15,414	$	16,603	$	14,897		(7.2	)%		3.5	%

The variance quarter over quarter was primarily the result of decreases in deposit related fees ($0.4 million) and other noninterest income, including net securities gains ($0.7 million) and net gains on the sale of fixed assets ($0.5 million), partially offset by an increase in bank owned life insurance revenue ($0.5 million). The decrease in net gains on the sale of fixed assets is the result of a $0.5 million gain taken in the fourth quarter 2025 from the sale of one of our branch locations. Year over year increases for the quarter in bank owned life insurance revenue ($0.7 million), trust and wealth management income ($0.5 million), and deposit related fees ($0.3 million) were partially offset by a $1.0 million decrease in securities gains. The variances in securities gains resulted primarily from changes in the valuation of our equity securities.

Noninterest Expense

							Percent Change
							1Q 2026 Compared to:
($ in thousands)	1Q 2026		4Q 2025		1Q 2025		4Q 2025			1Q 2025
Salaries	$	13,629	$	13,981	$	13,269		(2.5	)%		2.7	%
Employee benefits		8,476		7,952		6,849		6.6			23.8
Net occupancy and equipment		3,699		3,373		3,440		9.7			7.5
Data processing		2,955		2,877		2,859		2.7			3.4
Legal and professional fees		1,164		1,019		1,225		14.2			(5.0	)
Advertising and marketing		700		776		673		(9.8	)		4.0
Taxes other than property and payroll		617		687		529		(10.2	)		16.6
Other		5,297		5,787		5,364		(8.5	)		(1.2	)
Total noninterest expense	$	36,537	$	36,452	$	34,208		0.2	%		6.8	%

Quarter over quarter increases in occupancy and equipment expense ($0.3 million) and repossession expense ($0.4 million) were partially offset by decreases in contribution expense ($0.4 million) and operating losses ($0.2 million). The decrease in contribution expense resulted from the $0.4 million expense associated with the donation of one of our branch locations in the fourth quarter 2025. The year over year increase for the quarter primarily resulted from an increase in salaries ($0.4 million) and other employee benefits, including bonuses ($0.5 million), and the cost of group medical and life insurance expense ($1.3 million).

Balance Sheet Review

CTBI’s total assets at $6.7 billion increased $57.0 million, or 3.5% annualized, for the quarter and $464.6 million, or 7.4%, from March 31, 2025. Loans outstanding at $5.0 billion increased $95.9 million, an annualized 7.9%, for the quarter and $354.3 million, or 7.6%, from March 31, 2025. The increase in loans for the quarter included a $46.8 million increase in the commercial loan portfolio, a $43.3 million increase in the residential loan portfolio, and an $11.5 million increase in the consumer indirect loan portfolio, partially offset by a $5.7 million decrease in the consumer direct loan portfolio. CTBI’s investment portfolio at $1.1 billion decreased $33.0 million, an annualized 11.9%, for the quarter as management allocated investment maturities into the loan portfolio but increased $79.1 million, or 7.8%, from March 31, 2025. Deposits in other banks decreased $33.8 million for the quarter and $5.1 million from March 31, 2025.

Deposits, including repurchase agreements, at $5.7 billion increased $35.1 million, an annualized 2.5%, for the quarter and $375.1 million, or 7.0%, from March 31, 2025. CTBI is not dependent on any one customer or group of customers for their source of deposits. As of March 31, 2026, two customers accounted for over 3% each (3.7% and 3.2%) of our $5.4 billion in deposits. Only these two customer relationships accounted for more than 1% each of our deposits.

Shareholders’ equity at $871.2 million increased $15.2 million, an annualized 7.2%, for the quarter and $87.1 million, or 11.1%, from March 31, 2025. Net unrealized losses on securities, net of deferred taxes, were $68.0 million at March 31, 2026, compared to $64.8 million at December 31, 2025 and $86.1 million at March 31, 2025.

Loans

($ in thousands)	March 31, 2026
Loan Category	Balance		Variance from Prior Year (%)			Net (Charge- Offs)/ Recoveries			Nonperforming		ACL
Commercial:
Hotel/motel	$	507,243		1.9	%	$	0		$	0	$	6,777
Commercial real estate residential		596,948		2.8			(2	)		3,183		6,466
Commercial real estate nonresidential		994,914		3.6			(71	)		5,332		12,107
Dealer floorplans		76,888		(8.3	)		0			0		837
Commercial other		364,092		(1.9	)		(433	)		1,888		3,916
Total commercial		2,540,085		1.9			(506	)		10,403		30,103

Residential:
Real estate mortgage		1,245,759		3.2			(180	)		8,887		14,687
Home equity		191,178		2.3			(13	)		1,014		1,301
Total residential		1,436,937		3.1			(193	)		9,901		15,988

Consumer:
Consumer direct		139,819		(4.0	)		(119	)		56		1,814
Consumer indirect		873,980		1.3			(500	)		371		13,416
Total consumer		1,013,799		0.6			(619	)		427		15,230

Total loans	$	4,990,821		2.0	%	$	(1,318	)	$	20,731	$	61,321

Total Deposits and Repurchase Agreements

							Percent Change
							1Q 2026 Compared to:
($ in thousands)	1Q 2026		4Q 2025		1Q 2025		4Q 2025			1Q 2025
Noninterest bearing deposits	$	1,262,835	$	1,263,243	$	1,235,544		0.0	%		2.2	%
Interest bearing deposits
Interest checking		190,769		195,458		158,968		(2.4	)		20.0
Money market savings		1,917,509		1,877,815		1,828,051		2.1			4.9
Savings accounts		508,553		499,276		516,379		1.9			(1.5	)
Time deposits		1,554,554		1,553,266		1,372,363		0.1			13.3
Repurchase agreements		298,721		308,799		246,556		(3.3	)		21.2
Total interest bearing deposits and repurchase agreements		4,470,106		4,434,614		4,122,317		0.8			8.4
Total deposits and repurchase agreements	$	5,732,941	$	5,697,857	$	5,357,861		0.6	%		7.0	%

Deposit Maturities

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

	Maturities by Period at March 31, 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	$	458,991	$	436,851	$	18,014	$	1,273	$	1,958	$	895	$	0

As of March 31, 2026, we had approximately $1.6 million in uninsured deposits. CTBI has no brokered deposits.

Asset Quality

Our total nonperforming loans at $20.7 million at March 31, 2026 increased $1.6 million for the quarter but decreased $5.8 million from March 31, 2025. Nonaccrual loans at $11.1 million increased $2.6 million from prior quarter but decreased $4.6 million from March 31, 2025. Accruing loans 90+ days past due at $9.6 million decreased $1.0 million from prior quarter and $1.2 million from March 31, 2025. Accruing loans 30-89 days past due at $24.8 million increased $4.6 million from prior quarter and $10.3 million from March 31, 2025. 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 $1.3 million, an annualized 0.11% of average loans, for the quarter compared to $1.8 million, an annualized 0.14% of average loans, for prior quarter and $1.6 million, an annualized 0.14% of average loans, for the first quarter 2025. Of the net charge-offs for the quarter, $0.5 million were in commercial loans, $0.2 million were in residential loans, $0.5 million were in consumer indirect loans, and $0.1 million were in consumer direct loans.

Allowance for Credit Losses

Our reserve coverage (allowance for credit losses to nonperforming loans) at March 31, 2026 was 295.8% compared to 314.0% at December 31, 2025 and 214.7% at March 31, 2025. Nonaccrual loans to totals loans were 0.2% at March 31, 2026 and December 31, 2025. The allowance for credit losses to nonaccrual loans were 550.9% at March 31, 2026 compared to 704.6% at December 31, 2025. Our loan loss reserve as a percentage of total loans outstanding at March 31, 2026 remained at 1.23% from December 31, 2025 and March 31, 2025. The table below shows the changes in components of the allowance for credit losses during the first quarter 2026:

(in thousands)
Beginning balance, January 1, 2026	$	60,169
New loan volume		4,608
Changes in existing loan balances		(658	)
Loan exiting		(2,767	)
Historical loss rate		(124	)
Qualitative factors		188
Other changes		(95	)
Ending balance, March 31, 2026	$	61,321

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
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
April 1, 2025	March 15, 2025	$	0.47
January 1, 2025	December 15, 2024	$	0.47

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 March 31, 2026, we had approximately $358.7 million in cash and cash equivalents and approximately $146.8 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 March 31, 2026 and December 31, 2025. As of March 31, 2026, we had a $559.7 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 March 31, 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 March 31, 2026 were deposits with the Federal Reserve of $177.9 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 March 31, 2026, available-for-sale (“AFS”) securities comprised 99.7% of the total investment portfolio, and the AFS portfolio was 125% of equity capital. Eighty-eight 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.

Capital Resources

We continue to grow our shareholders’ equity while also providing an annual dividend yield to shareholders for the quarter ended March 31, 2026 of 3.49%. Shareholders’ equity increased 1.8% for the quarter and 11.1% from March 31, 2025. Our primary source of capital growth is the retention of earnings. Cash dividends were $0.53 per share for the first quarter 2026 compared to $0.47 per share for the first quarter 2025. We retained 64.9% of our earnings for the three months ended March 31, 2026 compared to 61.5% for the three months ended March 31, 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 ratio as of March 31, 2026 was 13.91%. CTB’s CBLR ratio as of March 31, 2026 was 13.42%.

As of March 31, 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 March 31, 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.

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 estimates:

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.

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.

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.

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 2.18% over one year and 5.00% over two years. A 200 basis point decrease in the yield curve would decrease net interest income by an estimated 1.76% over one year and 3.82% 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 March 31, 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 March 31, 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 March 31, 2026 that have materially affected, or are reasonably likely to materially affect, CTBI’s internal control over financial reporting.

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 March 31, 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) Senior Management Incentive Compensation Plan (2026) {incorporated by reference to Exhibit 10.1 of current report on Form 8-K filed January 28, 2026}	Exhibit 10.1*
	(5) Employee Incentive Compensation Plan (2026) {incorporated by reference to Exhibit 10.2 of current report on Form 8-K filed January 28, 2026}	Exhibit 10.2*
	(6) Community Trust Bancorp, Inc. 2026 Executive Committee Long-Term Incentive Compensation Plan {incorporated by reference to Exhibit 10.3 of current report on Form 8-K filed January 28, 2026}	Exhibit 10.3*
	(7) 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
	(8) 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
	(9) 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
	(10) XBRL Taxonomy Extension Schema Document	Exhibit 101.SCH
	(11) XBRL Taxonomy Extension Calculation Linkbase	Exhibit 101.CAL
	(12) XBRL Taxonomy Extension Definition Linkbase	Exhibit 101.DEF
	(13) XBRL Taxonomy Extension Label Linkbase	Exhibit 101.LAB
	(14 XBRL Taxonomy Extension Presentation Linkbase	Exhibit 101.PRE
	(15) Cover Page Interactive Data File (formatted as inline XBRL and contained in Exhibit 101)	Exhibit 104

* Management contract or compensatory plan.

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: May 8, 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

COMMUNITY TRUST BANCORP, 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Community Trust Bancorp - 10-Q quarterly report FY

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