{"url_path":"/sec/cbc/10-q/2026/cover-page","section_key":"cover-page","section_title":"Cover Page","topic":"sec","document":{"doc_type":"10-Q","doc_date":"2026-05-15","source_url":"https://www.sec.gov/Archives/edgar/data/2065601/0001628280-26-035492-index.html","accession_number":"0001628280-26-035492","cik":"0002065601","ticker":"CBC","issuer_name":"Central Bancompany, Inc.","edgar_url":"https://www.sec.gov/Archives/edgar/data/2065601/0001628280-26-035492-index.html","primary_entity_key":"0002065601","primary_entity_name":"Central Bancompany, Inc."},"word_count":12254,"has_tables":true,"body_markdown":"cbci-20260331\n0002065601falseQ12026--12-31http://fasb.org/us-gaap/2025#OtherAssetshttp://fasb.org/us-gaap/2025#OtherAssetsxbrli:sharesiso4217:USDiso4217:USDxbrli:sharesxbrli:purecbci:segmentcbci:branch00020656012026-01-012026-03-3100020656012026-05-1000020656012026-03-3100020656012025-12-310002065601us-gaap:CommonClassAMember2025-12-310002065601us-gaap:CommonClassAMember2026-03-310002065601us-gaap:CommonClassBMember2026-03-310002065601us-gaap:CommonClassBMember2025-12-3100020656012025-01-012025-03-310002065601us-gaap:DepositAccountMember2026-01-012026-03-310002065601us-gaap:DepositAccountMember2025-01-012025-03-310002065601us-gaap:CreditAndDebitCardMember2026-01-012026-03-310002065601us-gaap:CreditAndDebitCardMember2025-01-012025-03-310002065601us-gaap:InvestmentAdvisoryManagementAndAdministrativeServiceMember2026-01-012026-03-310002065601us-gaap:InvestmentAdvisoryManagementAndAdministrativeServiceMember2025-01-012025-03-310002065601us-gaap:FiduciaryAndTrustMember2026-01-012026-03-310002065601us-gaap:FiduciaryAndTrustMember2025-01-012025-03-310002065601us-gaap:CommonStockMember2024-12-310002065601us-gaap:AdditionalPaidInCapitalMember2024-12-310002065601us-gaap:RetainedEarningsMember2024-12-310002065601us-gaap:TreasuryStockCommonMember2024-12-310002065601us-gaap:AccumulatedOtherComprehensiveIncomeMember2024-12-3100020656012024-12-310002065601us-gaap:RetainedEarningsMember2025-01-012025-03-310002065601us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-01-012025-03-310002065601us-gaap:TreasuryStockCommonMember2025-01-012025-03-310002065601us-gaap:AdditionalPaidInCapitalMember2025-01-012025-03-310002065601us-gaap:CommonStockMember2025-03-310002065601us-gaap:AdditionalPaidInCapitalMember2025-03-310002065601us-gaap:RetainedEarningsMember2025-03-310002065601us-gaap:TreasuryStockCommonMember2025-03-310002065601us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-03-3100020656012025-03-310002065601us-gaap:CommonStockMember2025-12-310002065601us-gaap:AdditionalPaidInCapitalMember2025-12-310002065601us-gaap:RetainedEarningsMember2025-12-310002065601us-gaap:TreasuryStockCommonMember2025-12-310002065601us-gaap:AccumulatedOtherComprehensiveIncomeMember2025-12-310002065601us-gaap:RetainedEarningsMember2026-01-012026-03-310002065601us-gaap:AccumulatedOtherComprehensiveIncomeMember2026-01-012026-03-310002065601us-gaap:TreasuryStockCommonMember2026-01-012026-03-310002065601us-gaap:AdditionalPaidInCapitalMember2026-01-012026-03-310002065601us-gaap:CommonStockMember2026-03-310002065601us-gaap:AdditionalPaidInCapitalMember2026-03-310002065601us-gaap:RetainedEarningsMember2026-03-310002065601us-gaap:TreasuryStockCommonMember2026-03-310002065601us-gaap:AccumulatedOtherComprehensiveIncomeMember2026-03-310002065601cbci:VisaClassB2SharesMember2026-03-310002065601cbci:VisaClassB2SharesMemberus-gaap:SubsequentEventMember2026-05-150002065601cbci:ClassCCommonStockOwnedMemberus-gaap:SubsequentEventMember2026-04-012026-06-300002065601cbci:VisaClassASharesMemberus-gaap:SubsequentEventMember2026-05-080002065601cbci:VisaClassB3SharesMemberus-gaap:SubsequentEventMember2026-05-150002065601us-gaap:USTreasurySecuritiesMember2026-03-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMember2026-03-310002065601us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember2026-03-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMember2026-03-310002065601us-gaap:FinancialInstrumentOtherMember2026-03-310002065601us-gaap:USTreasurySecuritiesMember2025-12-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMember2025-12-310002065601us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember2025-12-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMember2025-12-310002065601us-gaap:FinancialInstrumentOtherMember2025-12-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember2026-03-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember2025-12-310002065601cbci:StandardPoorsMoodysNonRatedMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2026-03-310002065601cbci:StandardPoorsMoodysARatingMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2026-03-310002065601cbci:StandardPoorsMoodysAARatingMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2026-03-310002065601cbci:StandardPoorsMoodysAAARatingMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2026-03-310002065601cbci:StandardPoorsMoodysNonRatedMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2025-12-310002065601cbci:StandardPoorsMoodysARatingMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2025-12-310002065601cbci:StandardPoorsMoodysAARatingMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2025-12-310002065601cbci:StandardPoorsMoodysAAARatingMemberus-gaap:USStatesAndPoliticalSubdivisionsMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMember2025-12-310002065601us-gaap:CommercialPortfolioSegmentMember2026-03-310002065601us-gaap:CommercialPortfolioSegmentMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2025-12-310002065601cbci:ResidentialAndConsumerPortfolioSegmentMember2026-03-310002065601cbci:ResidentialAndConsumerPortfolioSegmentMember2025-12-3100020656012025-01-012025-12-310002065601us-gaap:RelatedPartyMember2026-03-310002065601srt:MinimumMembercbci:MeasurementInputUnemploymentRateMember2026-01-012026-03-310002065601srt:MaximumMembercbci:MeasurementInputUnemploymentRateMember2026-01-012026-03-310002065601cbci:MeasurementInputGDPGrowthMember2026-01-012026-03-310002065601srt:MaximumMembercbci:MeasurementInputPrimeRateMember2026-01-012026-03-310002065601srt:MinimumMembercbci:MeasurementInputPrimeRateMember2026-01-012026-03-310002065601srt:MinimumMembercbci:MeasurementInputUnemploymentRateMember2025-01-012025-12-310002065601srt:MaximumMembercbci:MeasurementInputUnemploymentRateMember2025-01-012025-12-310002065601cbci:MeasurementInputGDPGrowthMember2025-01-012025-12-310002065601srt:MaximumMembercbci:MeasurementInputPrimeRateMember2025-01-012025-12-310002065601srt:MinimumMembercbci:MeasurementInputPrimeRateMember2025-01-012025-12-310002065601us-gaap:CommercialPortfolioSegmentMemberus-gaap:MeasurementInputPrepaymentRateMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:MeasurementInputPrepaymentRateMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:MeasurementInputPrepaymentRateMember2026-01-012026-03-310002065601us-gaap:CommercialPortfolioSegmentMemberus-gaap:MeasurementInputPrepaymentRateMember2025-01-012025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:MeasurementInputPrepaymentRateMember2025-01-012025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:MeasurementInputPrepaymentRateMember2025-01-012025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2024-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2024-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2024-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2024-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2024-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2024-12-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2024-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2024-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialPortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:CommercialPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601cbci:ResidentialAndConsumerPortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601cbci:ResidentialAndConsumerPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601cbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2026-03-310002065601cbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialPortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:CommercialPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601cbci:ResidentialAndConsumerPortfolioSegmentMembercbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601cbci:ResidentialAndConsumerPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601cbci:FinancialAssetCurrentOrLessThan30DaysPastDueAccruingMember2025-12-310002065601cbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:PassMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:WatchMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:SubstandardMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:NonAccrualMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:PassMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:WatchMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:SubstandardMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:NonAccrualMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:PassMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:WatchMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:SubstandardMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:NonAccrualMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:PassMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:WatchMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:SubstandardMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:NonAccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:AccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:NonAccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:AccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:NonAccrualMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMembercbci:FinancialAssetEqualToOrGreaterThan90DaysPastDueAccruingMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAssetEqualToOrGreaterThan90DaysPastDueAccruingMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:NonAccrualMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:PassMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:WatchMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:SubstandardMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:NonAccrualMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMember2025-01-012025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:PassMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:WatchMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:SubstandardMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:NonAccrualMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMember2025-01-012025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:PassMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:WatchMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:SubstandardMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:NonAccrualMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMember2025-01-012025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:PassMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:WatchMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:SubstandardMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:NonAccrualMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMember2025-01-012025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:AccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:NonAccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMember2025-01-012025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:AccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:NonAccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMember2025-01-012025-12-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMembercbci:FinancialAssetEqualToOrGreaterThan90DaysPastDueAccruingMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMembercbci:ConsumerCreditCardMember2025-01-012025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAssetEqualToOrGreaterThan90DaysPastDueAccruingMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:NonAccrualMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMember2025-01-012025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:RealEstateMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:BusinessAssetsMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:CollateralPledgedMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:RealEstateMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:BusinessAssetsMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:CollateralPledgedMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:RealEstateMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:BusinessAssetsMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:CollateralPledgedMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:RealEstateMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:BusinessAssetsMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:CollateralPledgedMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:RealEstateMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:BusinessAssetsMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:CollateralPledgedMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:RealEstateMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:BusinessAssetsMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:CollateralPledgedMember2026-03-310002065601us-gaap:RealEstateMember2026-03-310002065601cbci:BusinessAssetsMember2026-03-310002065601us-gaap:CollateralPledgedMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:RealEstateMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:BusinessAssetsMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:CollateralPledgedMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:RealEstateMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:BusinessAssetsMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:CollateralPledgedMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:RealEstateMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:BusinessAssetsMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:CollateralPledgedMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:RealEstateMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:BusinessAssetsMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:CollateralPledgedMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:RealEstateMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:BusinessAssetsMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:CollateralPledgedMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:RealEstateMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:BusinessAssetsMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:CollateralPledgedMember2025-12-310002065601us-gaap:RealEstateMember2025-12-310002065601cbci:BusinessAssetsMember2025-12-310002065601us-gaap:CollateralPledgedMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:InterestFeesForgivenMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601us-gaap:ExtendedMaturityMember2026-01-012026-03-310002065601us-gaap:PaymentDeferralMember2026-01-012026-03-310002065601us-gaap:ContractualInterestRateReductionMember2026-01-012026-03-310002065601cbci:InterestFeesForgivenMember2026-01-012026-03-310002065601cbci:OtherLoanRestructuringMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:InterestFeesForgivenMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601us-gaap:ExtendedMaturityMember2025-01-012025-03-310002065601us-gaap:PaymentDeferralMember2025-01-012025-03-310002065601us-gaap:ContractualInterestRateReductionMember2025-01-012025-03-310002065601cbci:InterestFeesForgivenMember2025-01-012025-03-310002065601cbci:OtherLoanRestructuringMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601us-gaap:InterestRateBelowMarketReductionMember2026-01-012026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601us-gaap:InterestRateBelowMarketReductionMember2025-01-012025-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:ResidentialPortfolioSegmentMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAssetNonAccrualMember2026-03-310002065601us-gaap:FinancialAssetNotPastDueMember2026-03-310002065601us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2026-03-310002065601cbci:FinancialAssetNonAccrualMember2026-03-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601cbci:ConstructionAndDevelopmentPortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601cbci:CommercialFinancialAndAgriculturePortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateNonOwnerOccupiedMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:CommercialRealEstateOwnerOccupiedMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:CommercialRealEstatePortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:FinancialAsset30To89DaysPastDueAccruingMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:HomeEquityLoanMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:ResidentialPortfolioSegmentMemberus-gaap:ResidentialMortgageMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMemberus-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601us-gaap:ConsumerPortfolioSegmentMemberus-gaap:ConsumerOtherMembercbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:FinancialAssetNotPastDueMember2025-12-310002065601us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember2025-12-310002065601cbci:FinancialAssetNonAccrualMember2025-12-310002065601us-gaap:CoreDepositsMember2026-03-310002065601us-gaap:CoreDepositsMember2025-12-310002065601us-gaap:CustomerListsMember2026-03-310002065601us-gaap:CustomerListsMember2025-12-310002065601cbci:CommercialSegmentMember2026-03-310002065601cbci:CommercialSegmentMember2025-12-310002065601cbci:ConsumerSegmentMember2026-03-310002065601cbci:ConsumerSegmentMember2025-12-310002065601cbci:WealthManagementSegmentMember2026-03-310002065601cbci:WealthManagementSegmentMember2025-12-310002065601us-gaap:USTreasuryAndGovernmentMemberus-gaap:MaturityOvernightMember2026-03-310002065601us-gaap:USTreasuryAndGovernmentMemberus-gaap:Maturity30To90DaysMember2026-03-310002065601us-gaap:USTreasuryAndGovernmentMemberus-gaap:MaturityOver90DaysMember2026-03-310002065601us-gaap:USTreasuryAndGovernmentMember2026-03-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:MaturityOvernightMember2026-03-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:Maturity30To90DaysMember2026-03-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:MaturityOver90DaysMember2026-03-310002065601us-gaap:MortgageBackedSecuritiesMemberus-gaap:MaturityOvernightMember2026-03-310002065601us-gaap:MortgageBackedSecuritiesMemberus-gaap:Maturity30To90DaysMember2026-03-310002065601us-gaap:MortgageBackedSecuritiesMemberus-gaap:MaturityOver90DaysMember2026-03-310002065601us-gaap:MortgageBackedSecuritiesMember2026-03-310002065601us-gaap:MaturityOvernightMember2026-03-310002065601us-gaap:Maturity30To90DaysMember2026-03-310002065601us-gaap:MaturityOver90DaysMember2026-03-310002065601us-gaap:USTreasuryAndGovernmentMemberus-gaap:MaturityOvernightMember2025-12-310002065601us-gaap:USTreasuryAndGovernmentMemberus-gaap:Maturity30To90DaysMember2025-12-310002065601us-gaap:USTreasuryAndGovernmentMemberus-gaap:MaturityOver90DaysMember2025-12-310002065601us-gaap:USTreasuryAndGovernmentMember2025-12-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:MaturityOvernightMember2025-12-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:Maturity30To90DaysMember2025-12-310002065601us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMemberus-gaap:MaturityOver90DaysMember2025-12-310002065601us-gaap:MortgageBackedSecuritiesMemberus-gaap:MaturityOvernightMember2025-12-310002065601us-gaap:MortgageBackedSecuritiesMemberus-gaap:Maturity30To90DaysMember2025-12-310002065601us-gaap:MortgageBackedSecuritiesMemberus-gaap:MaturityOver90DaysMember2025-12-310002065601us-gaap:MortgageBackedSecuritiesMember2025-12-310002065601us-gaap:MaturityOvernightMember2025-12-310002065601us-gaap:Maturity30To90DaysMember2025-12-310002065601us-gaap:MaturityOver90DaysMember2025-12-310002065601us-gaap:RestrictedStockMember2025-12-310002065601us-gaap:RestrictedStockMember2026-01-012026-03-310002065601us-gaap:RestrictedStockMember2026-03-310002065601us-gaap:RestrictedStockMember2025-01-012025-03-310002065601us-gaap:LoanPurchaseCommitmentsMember2026-03-310002065601us-gaap:LoanPurchaseCommitmentsMember2025-12-310002065601us-gaap:StandbyLettersOfCreditMember2026-03-310002065601us-gaap:StandbyLettersOfCreditMember2025-12-310002065601us-gaap:LetterOfCreditMember2026-03-310002065601us-gaap:LetterOfCreditMember2025-12-310002065601us-gaap:OtherCreditDerivativesMember2026-03-310002065601us-gaap:OtherCreditDerivativesMember2025-12-310002065601us-gaap:FairValueMeasurementsRecurringMember2026-03-310002065601us-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-03-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMember2026-03-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2026-03-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:FairValueMeasurementsRecurringMember2025-12-310002065601us-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember2025-12-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:FairValueMeasurementsNonrecurringMember2026-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMember2025-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel1Member2025-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel2Member2025-03-310002065601us-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:FairValueInputsLevel3Member2025-03-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMemberus-gaap:CashMember2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:CashMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:CashMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:CashMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMemberus-gaap:InterestBearingDepositsMember2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:InterestBearingDepositsMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:InterestBearingDepositsMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:InterestBearingDepositsMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMemberus-gaap:BankTimeDepositsMember2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:BankTimeDepositsMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:BankTimeDepositsMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:BankTimeDepositsMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMember2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMember2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel1Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel2Member2026-03-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel3Member2026-03-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMemberus-gaap:CashMember2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:CashMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:CashMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:CashMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMemberus-gaap:InterestBearingDepositsMember2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:InterestBearingDepositsMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:InterestBearingDepositsMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:InterestBearingDepositsMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMemberus-gaap:BankTimeDepositsMember2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:BankTimeDepositsMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:BankTimeDepositsMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:BankTimeDepositsMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMember2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMembercbci:FederalFundsSoldAndSecuritiesPurchasedUnderAgreementsToResellMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:CarryingReportedAmountFairValueDisclosureMember2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel1Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel2Member2025-12-310002065601us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel3Member2025-12-310002065601us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-12-310002065601us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember2025-12-310002065601us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2026-01-012026-03-310002065601us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember2026-01-012026-03-310002065601us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2026-03-310002065601us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember2026-03-310002065601us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2024-12-310002065601us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember2024-12-310002065601us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-01-012025-03-310002065601us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember2025-01-012025-03-310002065601us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember2025-03-310002065601us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember2025-03-310002065601us-gaap:OperatingSegmentsMembercbci:ConsumerSegmentMember2026-01-012026-03-310002065601us-gaap:OperatingSegmentsMembercbci:CommercialSegmentMember2026-01-012026-03-310002065601us-gaap:OperatingSegmentsMembercbci:WealthManagementSegmentMember2026-01-012026-03-310002065601cbci:CorporateAndEliminationsMember2026-01-012026-03-310002065601us-gaap:OperatingSegmentsMembercbci:ConsumerSegmentMember2026-03-310002065601us-gaap:OperatingSegmentsMembercbci:CommercialSegmentMember2026-03-310002065601us-gaap:OperatingSegmentsMembercbci:WealthManagementSegmentMember2026-03-310002065601cbci:CorporateAndEliminationsMember2026-03-310002065601us-gaap:OperatingSegmentsMembercbci:ConsumerSegmentMember2025-01-012025-03-310002065601us-gaap:OperatingSegmentsMembercbci:CommercialSegmentMember2025-01-012025-03-310002065601us-gaap:OperatingSegmentsMembercbci:WealthManagementSegmentMember2025-01-012025-03-310002065601cbci:CorporateAndEliminationsMember2025-01-012025-03-310002065601us-gaap:OperatingSegmentsMembercbci:ConsumerSegmentMember2025-03-310002065601us-gaap:OperatingSegmentsMembercbci:CommercialSegmentMember2025-03-310002065601us-gaap:OperatingSegmentsMembercbci:WealthManagementSegmentMember2025-03-310002065601cbci:CorporateAndEliminationsMember2025-03-31\n\nUNITED STATES\n\nSECURITIES AND EXCHANGE COMMISSION\n\nWashington, D.C. 20549\n\n_________________________\n\nFORM 10-Q\n\n_________________________\n\n(Mark One)\n\n☒\n\nQUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934\n\nFor the quarterly period ended March 31, 2026\n\nOR\n\no\n\nTRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934\n\nFor the transition period from to\n\nCommission file number 001-42965\n\n_________________________\n\nCentral Bancompany, Inc.\n\n(Exact name of registrant as specified in its charter)\n\n_________________________\n\nMissouri\n43-0959114\n\n(State or other jurisdiction of\n\nincorporation or organization)\n\n(I.R.S. Employer Identification No.)\n\n238 Madison Street\n\nJefferson City, MO\n65101\n\n(Address of Principal Executive Offices)\n\n(Zip Code)\n\n(573) 634-1111\n\nRegistrant’s telephone number, including area code\n\nSecurities registered pursuant to Section 12(b) of the Act:\n\nTitle of each class\n\nTrading Symbol(s)\n\nName of each exchange on which registered\n\nClass A common stock, par value $0.01 per shareCBCThe Nasdaq Stock Market LLC\n\nIndicate 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 x No o\n\nIndicate 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 (§ 232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files). Yes x No o\n\nIndicate 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 the definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company,”and \"emerging growth company\" in Rule 12b-2 of the Exchange Act.\n\nLarge accelerated filer\n\no\n\nAccelerated filer\n\no\n\nNon-accelerated filer\nx\nSmaller reporting company\n\no\n\nEmerging growth company\nx\n\nIf 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. o\n\nIndicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Act). Yes o No x\n\nThe registrant had 239,768,162 outstanding shares as of May 10, 2026.\n\nCENTRAL BANCOMPANY, INC. AND SUBSIDIARIES\n\nQUARTERLY REPORT ON FORM 10Q\n\nTABLE OF CONTENTS\n\nPage\n\n[E](#ie262ea05dc334702b7a69996df7d70ef_750)[XPLANATORY NOTE](#ie262ea05dc334702b7a69996df7d70ef_750)\n\n[3](#ie262ea05dc334702b7a69996df7d70ef_750)\n\n[CAUTIONARY NOTE REGARDING FORWARD-LOOKING STATEMENTS](#ie262ea05dc334702b7a69996df7d70ef_785)\n\n[4](#ie262ea05dc334702b7a69996df7d70ef_785)\n\n[PART I - FINANCIAL INFORMATION](#ie262ea05dc334702b7a69996df7d70ef_10)\n\n[Item 1. Financial Statements](#ie262ea05dc334702b7a69996df7d70ef_13)\n\n[25](#ie262ea05dc334702b7a69996df7d70ef_13)\n\n[Item 2. Management's Discussion and Analysis of Financial Condition and Results of Operations](#ie262ea05dc334702b7a69996df7d70ef_79)\n\n[6](#ie262ea05dc334702b7a69996df7d70ef_79)\n\n[Item 3. Quantitative and Qualitative Disclosures About Market Risk](#ie262ea05dc334702b7a69996df7d70ef_112)\n\n[56](#ie262ea05dc334702b7a69996df7d70ef_112)\n\n[Item 4. Controls and Procedures](#ie262ea05dc334702b7a69996df7d70ef_115)\n\n[56](#ie262ea05dc334702b7a69996df7d70ef_115)\n\n[PART II - OTHER INFORMATION](#ie262ea05dc334702b7a69996df7d70ef_118)\n\n[Item 1. Legal Proceedings](#ie262ea05dc334702b7a69996df7d70ef_121)\n\n[57](#ie262ea05dc334702b7a69996df7d70ef_121)\n\n[Item 1A. Risk Factors](#ie262ea05dc334702b7a69996df7d70ef_124)\n\n[57](#ie262ea05dc334702b7a69996df7d70ef_124)\n\n[Item 2. Unregistered Sales of Equity Securities and Use of Proceeds](#ie262ea05dc334702b7a69996df7d70ef_127)\n\n[57](#ie262ea05dc334702b7a69996df7d70ef_127)\n\n[Item 3. Defaults Upon Senior Securities](#ie262ea05dc334702b7a69996df7d70ef_130)\n\n[57](#ie262ea05dc334702b7a69996df7d70ef_130)\n\n[Item 4. Mine Safety Disclosures](#ie262ea05dc334702b7a69996df7d70ef_115)\n\n[57](#ie262ea05dc334702b7a69996df7d70ef_133)\n\n[Item 5. Other Information](#ie262ea05dc334702b7a69996df7d70ef_136)\n\n[57](#ie262ea05dc334702b7a69996df7d70ef_136)\n\n[Item 6. Exhibits](#ie262ea05dc334702b7a69996df7d70ef_139)\n\n[58](#ie262ea05dc334702b7a69996df7d70ef_139)\n\n[SIGNATURES](#ie262ea05dc334702b7a69996df7d70ef_142)\n\n[59](#ie262ea05dc334702b7a69996df7d70ef_142)\n\n2\n\nEXPLANATORY NOTE\n\nExcept as otherwise stated or the context otherwise requires, references in this Quarterly Report on Form 10-Q to:\n\n•We, Our, Us, and the Company - Central Bancompany, Inc., and its subsidiaries\n\n•the Bank - The Central Trust Bank\n\n•Business Segments - Consumer Banking, Commercial Banking and Wealth Management\n\n•ACL - Allowance for credit losses\n\n•AFS - Available for sale\n\n•ALCO - Asset/Liability Management Committee\n\n•Articles - refers to our Second Amended and Restated Articles of Incorporation\n\n•ASC - Accounting Standards Codification\n\n•ASU - Accounting Standards Update\n\n•bps - Basis points (one basis point equals 1/100 of 1 percent)\n\n•Bylaws - refers to our Amended and Restated Bylaws\n\n•C&D - Construction and development loans\n\n•C&I - Commercial, financial & agricultural loans\n\n•CET1 - Common Equity Tier 1\n\n•CODM - Chief Operating Decision Maker\n\n•CRE - Commercial real estate\n\n•CREPI - Commercial Real Estate Price Index\n\n•Exchange Act - The Securities and Exchange Act of 1934, as amended\n\n•EVE - Economic value of equity\n\n•FASB - Financial Accounting Standards Board\n\n•Federal Reserve - refers to the Board of Governors of the Federal Reserve System\n\n•FDIC - The Federal Deposit Insurance Corporation\n\n•FHLB - Federal Home Loan Bank\n\n•FHLMC or Freddie Mac - Federal Home Loan Mortgage Corporation\n\n•FNMA or Fannie Mae - Federal National Mortgage Association\n\n•FRB - Federal Reserve Bank\n\n•FTE - Fully-taxable equivalent\n\n•FTP - Funds transfer pricing\n\n•GAAP - Generally Accepted Accounting Principles in the U.S.\n\n•GDP - Gross domestic product.\n\n•GNMA or Ginnie Mae - Government National Mortgage Association\n\n•GSE - Government sponsored enterprises\n\n•HELOC - Home equity lines of credit\n\n•HPI - House Price Index\n\n•HTM - Held to maturity\n\n•IPO - Initial public offering\n\n•IRLC - Interest rate lock commitments\n\n•Nasdaq - National Association of Securities Dealers Automated Quotations, or Nasdaq Stock Market LLC\n\n•N.M. - Not meaningful\n\n•OMSR - Originated mortgage servicing rights\n\n•PCA - Prompt corrective action framework\n\n•RMBS - Residential mortgage-backed securities\n\n•ROAA - Annualized return on average assets\n\n•ROTCE - Annualized return on tangible common equity\n\n3\n\n•RSA - Restricted stock awards\n\n•SBA - Small Business Administration\n\n•SEC - U.S. Securities and Exchange Commission\n\n•SERP - Supplemental Executive Retirement Plan\n\n•U.S. - United States\n\n•VISA - the Visa, U.S.A. Inc. card association or its affiliates, collectively\n\n•Voting Trust Agreement - refers to the amended and restated voting trust agreement, dated March 5, 2025 (such voting trust, the “Voting Trust”), among the Company, the extended members of the Sam Baker Cook family, certain employees, the descendants of former employees and certain other shareholders parties thereto (collectively, the “Voting Trust Members”), and S. Bryan Cook, Robert M. Robuck, and Robert R. Hermann, Jr., as trustees (collectively, the “Trustees”)\n\nCAUTIONARY NOTE REGARDING FORWARD-LOOKING STATEMENTS\n\nThis Quarterly Report on Form 10-Q contains forward-looking statements within the meaning of Section 27 A of the Securities Act and Section 21E of the Exchange Act. You should not place undue reliance on forward-looking statements because they are subject to numerous uncertainties and factors relating to our operations and business, all of which are difficult to predict and many of which are beyond our control. Forward-looking statements include information concerning our possible or assumed future results of operations, including descriptions of our business strategy. These forward-looking statements are generally identified by the use of forward-looking terminology, including the terms “anticipate,” “believe,” “could,” “estimate,” “expect,” “intend,” “may,” “plan,” “potential,” “predict,” “project,” “should,” “target,” “will,” “would” and, in each case, their negative or other variations or comparable terminology and expressions. These forward-looking statements are not historical facts, and are based on current expectations, estimates and projections about our industry, management's beliefs and certain assumptions made by management, many of which, by their nature, are inherently uncertain and beyond our control. Accordingly, we caution you that any such forward-looking statements are not guarantees of future performance and are subject to risks, assumptions, estimates and uncertainties that are difficult to predict. Although we believe that the expectations reflected in these forward-looking statements are reasonable as of the date made, actual results may prove to be materially different from the results expressed or implied by the forward-looking statements.\n\nA number of important factors could cause our actual results to differ materially from those indicated in these forward-looking statements, including the following:\n\n•general economic conditions, including higher inflation and its impacts, either nationally or in some or all of the areas in which we and our customers conduct our respective businesses;\n\n•conditions in the securities markets and real estate markets or the banking industry;\n\n•changes in real estate values, which could impact the quality of the assets securing the loans in our portfolio;\n\n•changes in interest rates, which may affect our net income, prepayment penalty income, and other future cash flows, or the market value of our assets, including our investment securities;\n\n•changes in the quality or composition of our loan or securities portfolios;\n\n•changes in our capital management policies, including those regarding business combinations, dividends, and share repurchases, among others;\n\n•heightened regulatory focus on commercial real estate and on commercial real estate loan concentrations;\n\n•changes in competitive pressures among financial institutions or from non-financial institutions;\n\n•changes in deposit flows and wholesale borrowing facilities;\n\n•our ability to maintain sufficient liquidity and funding to fulfill cash obligations and commitments when they become due in the short-term and long-term;\n\n•changes in the demand for deposit, loan, and investment products and other financial services in the markets we serve;\n\n•our timely development of new lines of business and competitive products or services in a changing environment, and the acceptance of such products or services by our customers;\n\n•our ability to obtain timely stockholder and regulatory approvals of any capital raise transactions, corporate restructurings or other significant transactions we may propose;\n\n4\n\n•our ability to successfully integrate any assets, liabilities, customers, systems, and management personnel we may acquire into our potential exposure to unknown or contingent liabilities of companies we have acquired, may acquire, or target for acquisition;\n\n•the ability to invest effectively in new information technology systems and platforms;\n\n•changes in future allowance for credit losses requirements under relevant accounting and regulatory requirements;\n\n•the ability to pay future dividends, including as a result of the failure to receive any required regulatory approval to pay a dividend, or for any other reasons;\n\n• the ability to hire and retain key personnel and qualified members of our Board of Directors;\n\n•the ability to execute on our strategic plan, including the sufficiency of our internal resources, procedures and systems;\n\n•the ability to achieve our strategic financial and other strategic goals;\n\n•the ability to attract new customers and retain existing ones in the manner anticipated;\n\n•changes in our customer base or in the financial or operating performances of our customers' businesses;\n\n•any interruption in customer service due to circumstances beyond our control;\n\n•cybersecurity incidents, including any interruption or breach of security resulting in failures or disruptions in customer account management, general ledger, deposit, loan, or other systems managed either by us or third parties;\n\n•operational issues stemming from, and/or capital spending necessitated by, the potential need to adapt to industry changes in information technology systems, on which we are highly dependent;\n\n•the ability to keep pace with, and implement on a timely basis, technological changes;\n\n•the success of our fintech activities, investments and strategic partnerships;\n\n•changes in legislation, regulation, policies, guidance, or administrative practices, whether by judicial, governmental, or legislative action, and other changes pertaining to banking, securities, taxation, financial accounting and reporting, environmental protection, insurance, and the ability to comply with such changes in a timely manner;\n\n•changes in the monetary and fiscal policies of the U.S. Government, including policies of the U.S. Department of the Treasury and the Board of Governors of the Federal Reserve System;\n\n•changes in accounting principles, policies, practices, and guidelines;\n\n•changes in regulatory expectations relating to predictive models we use in connection with stress testing and other forecasting or in the assumptions on which such modeling and forecasting are predicated;\n\n•changes to federal, state, and local income tax laws;\n\n•changes in our credit ratings, or in our ability to access the capital markets;\n\n•increases in our FDIC insurance premium or future assessments;\n\n•the potential impact to the Company from climate change, including higher regulatory compliance, increased expenses, operational changes, and reputational risks;\n\n•the effects of geopolitical instability and unforeseen or catastrophic events including natural disasters, war, conflicts, terrorist activities, civil unrest, pandemics, epidemics, and other health emergencies, and the potential impact, directly or indirectly, on our business;\n\n•other economic, competitive, governmental, regulatory, technological, and geopolitical factors affecting our operations, pricing, and services;\n\n•the ability to limit the outflow of deposits, and to successfully retain and manage any loans;\n\n•our ability to effectively manage liquidity, including our success in deploying any liquidity arising from a transaction into assets bearing sufficiently high yields without incurring unacceptable credit or interest rate risk or to utilize available collateral to obtain funding;\n\n•the ability to obtain cost savings and control incremental non-interest expense;\n\n•the ability to retain and attract appropriate personnel;\n\n•the ability to generate acceptable levels of net interest income and non-interest income, including fee income, from acquired operations; and\n\n•other risks and uncertainties inherent to our business, including those discussed under “Part 1, Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations, \"Item 1A. Risk\n\n5\n\nFactors\" in our Annual Report on Form 10-K for the year ended December 31, 2025, or any of the Company’s current reports.\n\nReaders should not place undue reliance on these forward-looking statements, which reflect our expectations only as of the date of this report. We do not assume any obligation to revise or update these forward-looking statements except as may be required by law.\n\nPART I. FINANCIAL INFORMATION\n\nItem2. Management's Discussion and Analysis of Financial Condition and Results of Operations\n\nYou should read the following discussion of our financial condition and results of operations in conjunction with our consolidated financial statements and accompanying notes presented elsewhere in this Quarterly Report on Form 10-Q and our audited consolidated financial statements and the related notes and the discussion included in Part 2, Item 8 on Form 10-K for the year ended December 31, 2025. We make statements in this section that are forward-looking statements within the meaning of the federal securities laws. All of such forward-looking statements are expressly qualified by reference to the cautionary statements provided under the caption \"Cautionary Note Regarding Forward-Looking Statements\" included in this Quarterly Report on Form 10-Q. Furthermore, a number of known and unknown factors may cause our actual results, performance or achievements to differ materially from those expressed or implied by the following discussion. Therefore, you are encouraged to read in its entirety the information provided under the caption \"Item IA, Part I — Risk Factors\" included in Form 10-K for the year ended December 31, 2025 for a discussion of risk factors that may negatively impact our expected results, performance, or achievements discussed below.\n\nOverview\n\nWe are a bank holding company headquartered in Jefferson City, Missouri. Through our full-service community banking subsidiary, The Central Trust Bank, we provide a comprehensive suite of consumer, commercial and wealth management products and services to our communities primarily in Missouri, Kansas, Oklahoma and Colorado. As of March 31, 2026, we operate 156 full-service branch locations.\n\nWe are a community bank organized around our 11 Primary Markets, serving 79 communities. Our business is predominantly located in Missouri, a state known for its business-friendly environment, diversified and stable markets, favorable tax regime and convenient location in the central U.S., making it a hub for industries such as transportation, logistics and trade.\n\nWe have a highly diversified loan and lease portfolio that has demonstrated steady growth through multiple economic cycles. In addition, we provide a full range of deposit products to individuals, businesses, governments and community organizations, serving as a primary funding source for the Bank.\n\nWe operate our business through three operating segments: Consumer Banking, Commercial Banking and Wealth Management. Consumer Banking serves the holistic financial service needs of individuals, providing a full set of deposit products, state-of-the-art digital banking solutions, a range of consumer lending solutions, including home equity lines of credit, and a credit card portfolio. Commercial Banking provides full-service relationship banking solutions to businesses, agencies and community organizations. Wealth Management provides a full range of “fee-only” wealth management solutions, including investment management, fiduciary services, financial, estate, and tax planning services to individuals, businesses, and foundations.\n\n6\n\nResults of Operations\n\nThe following table presents selected financials from our income statement and the performance ratios discussed below.\n\nThree Months Ended March 31,\n\n20262025\n\n(dollars in thousands)\n\nIncome Statement Data:\n\nNet interest income$208,617 $189,273 \n\nNet interest income (FTE) (non-GAAP)1, 2\n210,421 190,854 \n\nProvision for credit losses3,146 2,920 \n\nNoninterest income65,088 58,788 \n\nNoninterest expense126,616 122,261 \n\nIncome tax expense32,855 28,082 \n\nNet income111,088 94,798 \n\nEarnings per Common Share\n\nEarnings per share - basic$0.46 $0.43 \n\nEarnings per share - diluted$0.46 $0.43 \n\nPerformance Ratios:\n\nNet interest margin4.32%4.19%\n\nNet interest margin (FTE) (non-GAAP)1, 2\n4.36%4.23%\n\nReturn on average total assets2.20%2.00%\n\nReturn on average common equity (non-GAAP)1\n11.8%12.1%\n\nReturn on average tangible common equity (non-GAAP)1\n13.0%13.7%\n\nFee income ratio23.8%23.7%\n\nEfficiency ratio46.3%49.3%\n\nEfficiency ratio (FTE) (non-GAAP)1\n45.7%48.7%\n\nEffective tax rate22.8%22.9%\n\n__________________\n\n1These are non-GAAP financial measures we believe are helpful in interpreting our financial results. For more information on non-GAAP measures and for a reconciliation to the most directly comparable GAAP financial measure, see “—Non-GAAP Financial Measures Reconciliations.”\n\n2Fully-tax equivalent basis.\n\nKey highlights for the three months ended March 31, 2026:\n\n•Net income of $111.1 million, or $0.46 per fully diluted share, compared to $94.8 million and $0.43 for the three months ended March 31, 2025.\n\n•ROAA of 2.20% compared to ROAA of 2.00% in the prior year quarter.\n\n•Efficiency ratio of 46.3%; Adjusted efficiency ratio1 of 45.7%, compared to 49.3% and 48.7% respectively in the prior year quarter.\n\nNet Interest Income and Net Interest Margin\n\nThe following table summarizes the distribution of average balances, average yields and costs (on an annualized basis for interim periods), and changes in net interest income on an FTE basis. Average balances are daily average balances and include nonaccrual loans. The table below includes the effect of deferred fees and expenses, discounts and premiums, as well as purchase accounting adjustments that are amortized or accreted to interest income or expense.\n\n7\n\nThree Months Ended March 31,\n\n20262025\n\nAverage Balance\nInterest (FTE)1\n\nYield / Cost2\nAverage Balance\nInterest (FTE)1\nYield / Cost\n\n(dollars in thousands)\n\nAssets\n\nInterest-bearing cash and bank deposits 1\n$1,531,094 14,565 3.86 %$955,427 10,960 4.65 %\n\nInvestment securities 1\n6,564,376 68,464 4.23 %5,765,263 53,846 3.79 %\n\nGross loans 1, 2\n11,491,801 176,829 6.24 %11,582,986 176,984 6.20 %\n\nTotal interest-earning assets19,587,271 259,858 5.38 %18,303,676 241,790 5.36 %\n\nAllowance for credit losses(149,545)(153,760)\n\nNoninterest-earning assets1,075,769 1,025,221 \n\nTotal assets$20,513,495 $19,175,137 \n\nLiabilities and Stockholders' Equity\n\nNoninterest-bearing deposits$5,512,732 $5,074,272 \n\nSavings & interest-bearing deposits8,381,593 31,871 1.54 %8,004,524 30,486 1.54 %\n\nTime deposits1,631,224 11,554 2.87 %1,685,989 13,244 3.19 %\n\nTotal deposits15,525,549 43,425 1.13 %14,764,785 43,730 1.20 %\n\nFederal funds purchased and customer repurchase agreements1,072,669 6,012 2.27 %1,084,995 7,206 2.69 %\n\nTotal customer funds16,598,218 49,437 1.21 %15,849,780 50,936 1.30 %\n\nFHLB advances and other borrowings- - - - \n\nTotal interest-bearing liabilities11,085,486 49,437 1.81 %10,775,508 50,936 1.92 %\n\nTotal cost of funds16,598,218 49,437 1.21 %15,849,780 50,936 1.30 %\n\nNoninterest-bearing liabilities85,692 143,694 \n\nStockholders' equity3,829,585 3,181,663 \n\nTotal liabilities and stockholders' equity$20,513,495 $19,175,137 \n\nNet interest spread3.57 %3.44 %\n\nNet interest income (FTE) and net interest margin (FTE)210,421 4.36 %190,854 4.23 %\n\nLess: Tax equivalent adjustment1,804 1,581 \n\nNet interest income and net interest margin $208,617 4.32 %$189,273 4.19 %\n\n__________________\n\n1Interest income and yields are reported on an FTE basis, using a blended federal and state effective marginal tax rate of 23.84% for all periods. The tax-equivalent interest income and yields give effect to the tax-exempt interest income net of the disallowance of interest expense, for federal income tax purposes related to certain tax-free assets.\n\n2Loan balances include mortgage loans held for sale and nonaccrual loans of $51.4 million and $48.8 million as of March 31, 2026 and 2025, respectively.\n\nNet interest income totaled $208.6 million for the three months ended March 31, 2026, an increase of $19.3 million, or 10.2%, compared to $189.3 million for the three months ended March 31, 2025. On an FTE basis, net interest income (FTE) (non-GAAP) increased to $210.4 million from $190.9 million, an increase of 10.3%. Our net interest margin increased 13 basis points to 4.32% for the quarter compared to 2025, driven by solid underlying average earning asset growth of $1.3 billion, or 7%, resulting from growing deposits, earnings retention and our IPO. These funds have largely been invested in securities and short-term earning assets. Our net interest margin (FTE) (non-GAAP) increased to 4.36% in the same three months of 2026, compared to 4.23% for the same period in 2025.\n\nTotal interest income was $258.1 million for the three months ended March 31, 2026, an increase of $17.8 million, or 7.4%, compared to $240.2 million for the same period in 2025. On an FTE basis, total interest income (FTE) (non-GAAP) was $259.9 million for the quarter, an increase of $18.1 million, or 7.5%, compared to $241.8 million in the same quarter of the prior year. The increase was primarily due to the repositioning of the investment portfolio, from lower-yielding bonds to higher-yielding investments at higher market rates, the investment of IPO proceeds, and the growth in deposits.\n\nInterest expense decreased $1.5 million, or 2.9%, to $49.4 million for the three months ended March 31, 2026, compared to the three months ended March 31, 2025. The decrease was driven by reduced costs on time deposits, federal funds purchased, and customer repurchase agreements, as rates began to lower after rate cuts by the Federal Reserve began in 2024, partially offset by increased volume on savings and interest bearing deposits.\n\n8\n\nThe table below identifies changes related to volumes (average balances) and rates on our net interest income during the period shown, with respect to (i) changes in volume (change in volume times old rate), (ii) changes in rates (change in rate times old volume) and (iii) changes in rate / volume (change in rate times the change in volume, including difference in the number of days). Any change in interest not due solely to volume or rate has been allocated in proportion to the respective absolute dollar amounts of the change in volume or rate.\n\nThree Months Ended March 31,\n\n2026 vs 2025\n\nVolumeRateTotal\n\n(dollars in thousands)\n\nIncrease (decrease) in interest income:\n\nCash and cash equivalents$5,725 $(2,120)$3,605 \n\nInvestment securities7,936 6,682 14,618 \n\nLoans(1,398)1,243 (155)\n\nTotal increase (decrease) in interest income12,263 5,805 18,068 \n\nIncrease (decrease) in interest expense:\n\nSavings & interest-bearing deposits1,434 (49)1,385 \n\nTime deposits(420)(1,270)(1,690)\n\nFederal funds purchased and customer repurchase agreements(81)(1,113)(1,194)\n\nFHLB advances and other borrowings- - - \n\nTotal increase (decrease) in interest expense933 (2,432)(1,499)\n\nIncrease (decrease) in net interest income (FTE)$11,330 $8,237 $19,567 \n\nProvision for Credit Losses\n\nThe provision for credit losses, including provision for off-balance sheet credit exposures, was $3.1 million for the three months ended March 31, 2026, an increase of $0.2 million, or 7.7%, compared to $2.9 million for the three months ended March 31, 2025. The increase compared to prior-year quarter primarily reflected higher average loan balances during the first quarter of 2026, whereas loan balances declined during the three months ended March 31, 2025, in addition to the impact of portfolio mix and economic assumptions incorporated into the allowance for credit losses methodology.\n\nNoninterest Income\n\nThe following table presents noninterest income for the three months ended March 31, 2026 and 2025.\n\nThree Months Ended March 31,\n\n20262025\n$ Change\n\n% Change\n\n(dollars in thousands)\n\nNoninterest income:\n\nService charges and commissions\n$14,413 $13,944 $469 3.4%\n\nPayment services revenue\n16,370 15,976 394 2.5%\n\nBrokerage services\n7,936 6,714 1,222 18.2%\n\nFees for fiduciary services\n14,307 12,463 1,844 14.8%\n\nMortgage banking revenues, net\n9,536 8,727 809 9.3 %\n\nInvestment securities gains, net- 109 (109)(100.0)%\n\nOther Income\n2,526 855 1,671 195.4 %\n\nTotal noninterest income\n65,088 58,788 6,300 10.7%\n\nLess: Investment securities gains (losses), net\n- 109 (109)(100.0%)\n\nAdjusted noninterest income (non-GAAP)1\n$65,088 $58,679 $6,409 10.9%\n\nNoninterest income was $65.1 million for the three months ended March 31, 2026, an increase of $6.3 million, or 10.7%, compared to $58.8 million for the three months ended March 31, 2025. The increase was primarily due to a 14.8%, or $1.8 million, increase in fees for fiduciary services along with growth in brokerage services of 18.2%, or $1.2 million. Additionally, in the current quarter, a $1.7 million gain was recognized in other income from the liquidation of the consumer lease portfolio. Significant components of the increase in noninterest income are described in further detail below.\n\n1 This is a non-GAAP financial measure we believe is helpful in interpreting our financial results. For more information on non-GAAP measures and for a reconciliation to the most directly comparable GAAP financial measure, see “—Non-GAAP Financial Measures Reconciliations.”\n\n9\n\nBrokerage services and fees for fiduciary services. Brokerage services and fees for fiduciary services relate to our wealth management services and comprise of fees earned for management of trust assets and investment services. Brokerage services increased $1.2 million, or 18.2%, to $7.9 million for the first three months of 2026, compared to the same period in 2025. The increase primarily reflected higher average assets under advice driven by continued strong net new AUA, partially offset by a reduction from market movement during the quarter. Fees for fiduciary services increased 14.8%, or $1.8 million, to $14.3 million for the same period.\n\nOther income. Other income includes bank owned life insurance income, check commission, gain on sale of assets, and other miscellaneous income items. Other income increased $1.7 million, to $2.5 million for the first three months of 2026, compared to the same period in 2025. The increase was driven by a $1.7 million gain that was recognized from the liquidation of the consumer lease portfolio in the first three months of 2026.\n\nNoninterest Expense\n\nThe following table presents the major components of our noninterest expense for the three months ended March 31, 2026 and 2025:\n\nThree Months Ended March 31,\n\n20262025\n$ Change\n\n% Change\n\n(dollars in thousands)\n\nNoninterest expense:\n\nSalaries and employee benefits\n$76,039 $71,247 $4,792 6.7%\n\nNet occupancy and equipment\n12,166 11,847 319 2.7%\n\nComputer software and maintenance\n5,977 6,056 (79)(1.3%)\n\nMarketing and business development\n4,556 4,959 (403)(8.1%)\n\nLegal and professional fees\n6,065 4,878 1,187 24.3%\n\nBankcard processing, rewards and related costs\n7,753 7,022 731 10.4 %\n\nOther expenses\n14,060 16,252 (2,192)(13.5%)\n\nTotal noninterest expense\n$126,616 $122,261 $4,355 3.6%\n\nTotal noninterest expense was $126.6 million for the three months ended March 31, 2026, an increase of $4.4 million, or 3.6%, compared to $122.3 million for the three months ended March 31, 2025. The increase was primarily due to increases in salaries and employee benefits, legal and professional fees, and bankcard processing, rewards and related costs, partially offset by a reduction in other expenses.\n\nSalaries and Employee Benefits. These expenses were $76.0 million for the first three months of 2026, an increase of $4.8 million, or 6.7%, compared to $71.2 million for the same period in 2025. This increase was primarily the result of higher performance based compensation and regular merit increases. Full-time equivalents were flat to the prior year quarter.\n\nLegal and Professional Fees. Legal and professional fees were $6.1 million for the first three months of 2026, an increase of $1.2 million, or 24.3%, compared to $4.9 million for the same period in 2025, primarily reflecting higher costs related to technology improvement initiatives and additional costs associated with being a public company.\n\nBankcard Processing, Rewards and Related Costs. Bankcard processing, rewards and related costs increased $0.7 million, or 10.4% for the first three months of 2026, compared to the same period in 2025, primarily reflecting $0.4 million in conversion-related refunds received in the first quarter of 2025 that did not recur in 2026.\n\nOther Expenses. Other expenses decreased $2.2 million, to $14.1 million for the first three months of 2026, compared to the same period in 2025. The decrease was primarily due to $3.1 million higher residual loss expense in 2025 on the leased car portfolio as a result of declining fair market values. This was partially offset by increases in various other expense categories.\n\nIncome Taxes\n\nThe provision for income taxes varies due to the amount of taxable income, the investments in tax-advantaged securities and loans, tax credits and the rates charged by federal and state authorities in which we do business. Income tax expense was $32.9 million for the three months ended March 31, 2026, representing an effective tax rate of 22.8%, compared to $28.1 million and an effective tax rate of 22.9%, for the same period in 2025. The increase in income tax expense of $4.8 million, or 17.0%, was driven by higher pre-tax income year over year.\n\n10\n\nDiscussion and Analysis of Business Segments\n\nThe Company has strategically aligned its operations into the following three reportable segments: Consumer Banking, Commercial Banking and Wealth Management (collectively, the “Business Segments”). The Chief Executive Officer regularly evaluates Business Segment financial results produced by the Company’s internal reporting system in deciding how to allocate resources and assess performance for individual Business Segments. The management accounting system assigns balance sheet and income statement items to each Business Segment using methodologies that are refined on an ongoing basis. See \"Note 12, Business Segment Reporting,\" to our consolidated financial statements in this Quarterly Report on Form 10-Q.\n\nSegment Income StatementConsumerCommercialWealth ManagementSegment\nTotalsCorp / OtherTotal\n\nThree Months Ended March 31, 2026(dollars in thousands)\n\nNet interest income$81,271 $113,043 $(15)$194,299 $14,318 $208,617 \n\nProvision for credit losses2,193 932 - 3,125 21 3,146 \n\nNet interest income after provision for credit losses79,078 112,111 (15)191,174 14,297 205,471 \n\nNoninterest income32,034 10,732 21,333 64,099 989 65,088 \n\nNoninterest expense62,994 39,623 13,445 116,062 10,554 126,616 \n\nIncome before income taxes48,118 83,220 7,873 139,211 4,732 143,943 \n\nIncome taxes11,530 19,274 1,894 32,698 157 32,855 \n\nNet income$36,588 $63,946 $5,979 $106,513 $4,575 $111,088 \n\nAssets under advice$- $- $16,012,029 $16,012,029 $- $16,012,029 \n\nThree Months Ended March 31, 2025\n\nNet interest income$75,181 $106,290 $(19)$181,452 $7,821 $189,273 \n\nProvision for credit losses1,885 1,031 (3)2,913 7 2,920 \n\nNet interest income after provision for credit losses73,296 105,259 (16)178,539 7,814 186,353 \n\nNoninterest income28,494 10,377 18,419 57,290 1,498 58,788 \n\nNoninterest expense59,907 39,370 12,529 111,806 10,455 122,261 \n\nIncome before income taxes41,883 76,266 5,874 124,023 (1,143)122,880 \n\nIncome taxes10,026 17,613 1,407 29,046 (964)28,082 \n\nNet income$31,857 $58,653 $4,467 $94,977 $(179)$94,798 \n\nAssets under advice$- $- $13,543,819 $13,543,819 $- $13,543,819 \n\nQ1 2026 vs Q1 2025\n\nIncrease (decrease) in net income - amount$4,731 $5,293 $1,512 $11,536 $4,754 $16,290 \n\nIncrease (decrease) in net income - percent14.9 %9.0 %33.8 %12.1 %NM17.2 %\n\nConsumer Banking Operating Results\n\nFor the three months ended March 31, 2026, Consumer Banking net income increased $4.7 million, or 14.9%, to $36.6 million compared to the same period in 2025. The increase was primarily due to increased net interest income of 8.1% and a $1.7 million gain on finalization of the consumer lease portfolio sale, partially offset by increased noninterest expenses of 5.2%.\n\nCommercial Banking Operating Results\n\nFor the three months ended March 31, 2026, Commercial Banking net income increased $5.3 million, or 9.0%, to $63.9 million compared to the same period in 2025. The increase was primarily due to increased net interest income of 6.4% driven by an increase in the FTP paid on deposits.\n\nWealth Management Operating Results\n\nFor the three months ended March 31, 2026, Wealth Management net income increased $1.5 million, or 33.8%, to $6.0 million compared to the same period in 2025, as assets under advice increased $2.5 billion. The 18.2% rise in total AUA was driven by continued strong net new AUA, partially offset by a reduction from market movement.\n\n11\n\nFinancial Condition and Risk Management\n\nThe following discussion provides an overview of the Company’s financial condition, asset quality, liquidity position, and regulatory capital as of March 31, 2026, with comparisons to the prior year quarter where relevant. This analysis highlights the key drivers of balance sheet changes, evaluates trends in credit performance, and outlines the strength of the Company’s liquidity and capital resources. Together, these measures reflect management’s ongoing focus on prudent risk management, disciplined balance sheet strategy, and maintaining a strong financial foundation to support continued operations and future growth.\n\nAs of March 31, 2026:\n\n•Total assets remained stable with a decrease of 1.4% from December 31, 2025.\n\n•Total loans held for investment as of March 31, 2026 totaled $11.5 billion, an increase of $98 million, or 0.9%, compared to $11.4 billion as of December 31, 2025. The increase was primarily due to increases in commercial real estate, and residential mortgage loans, partially offset by a decline in other consumer loans.\n\n•Investment securities grew $369 million, an increase of 5.7% from December 31, 2025. As of March 31, 2026, 99.0% of our investment portfolio consisted of securities guaranteed by the U.S. government, its agencies, or sponsored enterprises and available-for-sale securities represented 99.3% of our total portfolio.\n\n•Total deposits declined by $397.2 million, a decrease of 2.5% from December 31, 2025. The decrease was primarily due to the outflow of seasonal deposits gathered at year-end.\n\n•Total stockholders' equity grew by $14 million, an increase of 0.4% from December 31, 2025.\n\nThe Company manages risk through an enterprise risk management framework that establishes risk appetite, governance structures, and monitoring processes across key risk categories, including credit, market, liquidity, operational, and technology risks. Risk is overseen by the Board of Directors and its committees, with management responsible for identifying, measuring, monitoring, and controlling exposures through established limits, key risk indicators, and escalation protocols.\n\nCredit Risk Management\n\nCredit risk is the risk that borrowers or counterparties will be unable or unwilling to repay their obligations in accordance with the underlying contractual terms. We seek to mitigate credit risk in our loan and lease portfolio by following clearly defined underwriting criteria and account management standards set by management. See \"Note 3, Loans and Allowance for Credit Losses,\" to our consolidated financial statements in this Quarterly Report on Form 10-Q.\n\nOur objective is to maintain a high degree of credit quality, support the customers and communities we serve, and achieve our objectives for profitability and liquidity. Maintaining strong credit quality is essential to the viability of our business model. Through our business activities we recognize and seek to mitigate three primary types of credit risk: default risk, concentration risk and systemic risk. Managing credit risk is a continuous, enterprise-wide initiative that starts with our local market bankers and leaders as our first line of defense. We leverage the strength of our bankers across markets to manage and limit risk taking complemented by our comprehensive credit policy and underwriting standards. To help ensure we balance market-level support while maintaining a diversified portfolio, we impose market-level approval limits and industry, asset and geographic limits.\n\nTo manage and enforce our portfolio metrics and diversification targets our credit committee meets periodically to evaluate credit risk migration, new business activities, stress-test activities and credit policy changes and approve or modify market lending authorities. Our internal loan review department, our third line of defense, serves as an independent function to evaluate effective underwriting and application of credit policy in both origination and portfolio management.\n\nLoan and Lease Portfolio\n\nWe offer a broad range of lending products with a focus on commercial real estate, construction and development, commercial and industrial, multi-family and one-to-four-family residential loans in our Primary Markets in Missouri, Kansas, Oklahoma and Colorado. We deliver these products through a local, relationship-based delivery model emphasizing market-level credit authority.\n\n12\n\nThe following table presents our loan and lease portfolio by category as of March 31, 2026 and December 31, 2025:\n\nMarch 31, 2026December 31, 2025\n\nAmount% of\ntotalAmount% of\ntotal\n\nLoans held for investment:(dollars in thousands)\n\nConstruction and development$512,681 4%$570,749 5%\n\nCommercial, financial & agricultural1,740,689 15%1,761,287 15%\n\nNon-owner-occupied commercial real estate3,267,008 28%3,150,269 28%\n\nOwner-occupied commercial real estate1,583,461 14%1,580,260 14%\n\nCommercial real estate4,850,469 42%4,730,529 41%\n\nTotal commercial loans7,103,839 62%7,062,565 62%\n\nResidential mortgage loans3,423,146 30%3,321,101 29%\n\nHome equity lines of credit422,737 4%410,845 4%\n\nConsumer credit card93,171 1%98,310 1%\n\nOther consumer loans499,019 4%551,395 5%\n\nTotal residential and consumer loans4,438,073 38%4,381,651 38%\n\nTotal unpaid principal balance11,541,912 100%11,444,216 100%\n\nAdd: Unearned income(9,342)-%(9,611)-%\n\nLoans held for investment$11,532,570 100%$11,434,605 100%\n\nLoans held for sale$29,457 $54,119 \n\nCredit quality across the loan portfolio remains strong, supported by consistent adherence to conservative underwriting standards. Portfolio‑level metrics across all loan classes continue to align with these established standards, underscoring the stability and resilience of the credit profile. Total loans held for investment increased $98 million, or 0.9%, to $12 billion as of March 31, 2026. The increase was primarily due to an increase in commercial real estate and residential real estate, partially offset by a decline in the consumer loan portfolio.\n\nCommercial loans totaled $7 billion at March 31, 2026, representing an increase of $41 million, or 0.6%, compared to December 31, 2025. Growth during the quarter was primarily attributable to increases in both owner‑occupied and non‑owner‑occupied commercial real estate loan balances, partially offset by expected reductions in construction loan balances and a modest decline in commercial, financial, and agricultural loans. Overall credit quality within the commercial loan portfolio remained strong during the first quarter of 2026. While commercial loan delinquencies increased during the quarter, the change was primarily related to the migration of a limited number of larger commercial relationships to non‑performing status.\n\nResidential and consumer loans totaled $4 billion at March 31, 2026, representing an increase of $56 million, or 1.3%, from December 31, 2025. During the quarter, indirect consumer lending balances continued to decline and the consumer leasing portfolio was sold. These changes reflect the Company’s ongoing, deliberate rebalancing of its consumer loan portfolio.\n\nThe residential mortgage portfolio continues to demonstrate strong credit fundamentals, reflected in an average loan‑to‑value ratio of 59%, an average debt‑to‑income ratio of 38.9%, and an average FICO score of 727. Residential mortgage loans accounted for 30% of total loans held for investment as of March 31, 2026, an increase of 3.1%, or $102 million, from December 31, 2025. The increase was primarily due to continued growth in adjustable-rate mortgages, along with growth in residential construction and development loans. The mortgage portfolio remains well diversified with originations during the quarter averaging $343 thousand per loan.\n\n13\n\nAsset Quality\n\nThe following table presents selected financials from our consolidated balance sheet and the asset quality ratios discussed below.\n\nAs ofAs of\n\nMarch 31, 2026December 31, 2025\n\nAsset Quality Ratios:\n\nNonperforming loans / loans held for investment\n0.45%0.40%\n\nAllowance for loan losses / loans held for investment\n1.30%1.31%\n\nLoan modifications / loans held for investment\n0.33%0.53%\n\nNet charge-offs / average total loans0.10%0.12%\n\nLoans are analyzed for risk rating updates as part of the annual credit review process. For larger loans, rating assessments may be more frequent if relevant information is obtained earlier through debt covenants or overall relationship management. Smaller loans are monitored as identified by the loan officer based on the risk profile of the individual borrower or if the loan becomes past due related to credit issues. Loans rated “Watch,” “Substandard” or “Nonaccrual” under our internal risk grading system (as described below) may be subject to more frequent review and monitoring processes. In addition to the regular monitoring performed by the market lending personnel and credit committees, loans are subject to review by our internal loan review department, which verifies the appropriateness of the risk ratings for the loans chosen as part of its risk-based review plan.\n\nNonperforming Loans and Assets.\n\nOur non-performing assets consist of nonperforming loans and foreclosed real estate, if any. Our nonperforming loans consist of loans past due 90 days or more and still accruing and nonaccrual loans. We consider loans past due on the day following the contractual repayment date if the contractual repayment was not received by us as of the end of the business day. Loans for which the accrual of interest has been discontinued are designated as nonaccrual loans. The accrual of interest on loans is discontinued when, in management’s judgment, the interest is uncollectible in the normal course of business. Loans are placed on nonaccrual status when (i) deterioration in the financial condition of the borrower exists such that payment of full principal and interest is not expected, or (ii) principal or interest has been in default for a period of 90 days or more and the asset is not both well secured and in the process of collection. When a loan is placed on nonaccrual status, any interest previously accrued but not collected is reversed against current income, and the loan is charged off to the extent uncollectible. Principal and interest payments received on nonaccrual loans are generally applied to principal. Interest is included in income only after all previous loan charge-offs have been recovered and is recorded only as received. The loan is returned to accrual status only when the borrower has brought all past-due principal and interest payments current and, in the opinion of management, has demonstrated the ability to make future payments of principal and interest as scheduled.\n\nThe following table presents our nonperforming loans and assets for the dates indicated:\n\nMarch 31, 2026December 31, 2025\n\n(dollars in thousands)\n\nNonaccrual loans\n$51,364 $44,663 \n\nLoans past due 90 days or more and still accruing\n711 1,343 \n\nTotal nonperforming loans\n52,075 46,006 \n\nForeclosed assets held for sale\n1,604 4,353 \n\nOther repossessed assets\n1,145 1,601 \n\nTotal nonperforming assets\n$54,824 $51,960 \n\nAllowance for credit losses to period end loans\n1.30%1.31%\n\nAllowance for credit losses to period end nonperforming loans\n287.83%325.34%\n\nNonperforming loans to period end loans\n0.45%0.40%\n\nNonperforming assets to period end assets\n0.27%0.25%\n\nNonaccrual loans to total loans outstanding at period end\n0.45%0.39%\n\nAllowance for credit losses to nonaccrual loans at period end\n291.82%335.12%\n\nNonaccrual loans totaled $51.4 million as of March 31, 2026, an increase of $6.7 million, or 15.0%, compared to $44.7 million as of December 31, 2025. The increase was primarily driven by an increase in commercial, financial, and agricultural. The increase was primarily driven by one relationship migrating to nonaccrual during the quarter.\n\n14\n\nAllowance for Credit Losses\n\nAllowance for credit losses reflects management’s estimate of current expected loss within the loan and lease portfolio. The computation of the allowance for credit losses includes elements of judgment and high levels of subjectivity. See “Part II, Item 7. Management's Discussion and Analysis of Financial Condition and Results of Operations—Critical Accounting Policies and Estimates—Allowance for Credit Losses on Loans,”, in this Quarterly Report on Form 10-Q\n\nWe measure the allowance for credit losses using an average historical loss model which incorporates relevant information about past events (including historical credit loss experience on loans with similar risk characteristics), current conditions, and reasonable and supportable forecasts that affect the collectability of the remaining cash flows over the contractual term of the loans. The allowance for credit losses is measured on a collective (pool) basis. Loans are aggregated into pools based on similar risk characteristics including borrower type and collateral type. Loans that do not share similar risk characteristics, primarily large loans on nonaccrual status are evaluated on an individual basis.\n\nIn the three months ended March 31, 2026, we recorded net charge-offs of $2.9 million, compared to net charge-offs of $3.5 million in the three months ended March 31, 2025, a decrease of $0.5 million, or 15.7%. Net charge-offs as a percentage of average total loans were 0.10% in the three months ended March 31, 2026, compared to 0.12% from the same period in 2025.\n\nAt March 31, 2026, the allowance for credit losses was $149.9 million, or 1.30% of our total loan and leases portfolio, compared with $153.7 million, or 1.31%, in the same period in 2025.\n\nThe following tables present the allocation of the allowance for credit losses:\n\nAs of March 31, 2026As of December 31, 2025\n\nAllocated Reserves\n\n% of Loan Category to Loans\n\n% of ACL to Loan Category\n\nAllocated Reserves\n\n% of Loan Category to Loans\n\n% of ACL to Loan Category\n\n(dollars in thousands)\n\nConstruction and development\n$12,219 4.43%2.38%$14,983 4.97%2.63%\n\nCommercial, financial & agricultural\n25,127 15.06%1.44%23,474 15.33%1.33%\n\nCommercial real estate\n36,216 41.95%0.75%34,897 41.18%0.74%\n\nResidential real estate\n54,864 33.52%1.43%53,883 32.95%1.44%\n\nConsumer\n21,463 5.12%3.62%22,437 5.65%3.45%\n\nUnearned income\n- (0.08%)-%- (0.08%)-%\n\nTotal\n$149,889 100.00%1.30%$149,674 100.00%1.31%\n\nManagement will continue to evaluate the loan portfolio and assess economic conditions in order to determine future allowance levels and the amount of credit loss provision. We review the appropriateness of our allowance for credit losses on a quarterly basis. While we use the best information available to make evaluations, future adjustments to the allowance may become necessary if conditions change substantially from the conditions that we used in previous evaluations.\n\nMarket Risk\n\nInterest Rate Risk\n\nInterest rate risk is one of the most significant risks faced by the Company as one of our primary sources of earnings is net interest income, the difference between interest income earned on interest-earning assets such as loans and securities and interest expense paid on interest-bearing liabilities such as deposits and borrowings.\n\nThe Company’s Asset Liability Management Committee (\"ALCO\"), operating under authority granted by the Board of Directors, is responsible for measuring, monitoring, and managing interest rate risk to limit earnings volatility and protect capital and liquidity.\n\nInvestment Securities\n\nAs part of our broader risk management framework, the investment portfolio serves as a key tool for balancing interest rate exposure, preserving capital, and ensuring adequate liquidity under a range of market conditions. Ongoing monitoring of portfolio composition, valuation trends, and duration sensitivity allows us to assess how shifts in the rate environment or market dynamics may influence both earnings and economic value.\n\n15\n\nAs of March 31, 2026, the amortized cost of our AFS and HTM investment portfolios totaled $6.8 billion, an increase of $419.1 million, or 6.5% versus December 31, 2025. As of the same date, the fair value of our AFS and HTM investment portfolios totaled $6.7 billion, an increase of $368.9 million, or 5.8% versus December 31, 2025.\n\nDuring the first quarter of 2026, the Company maintained average balances of approximately $1.5 billion in short‑term interest‑earning assets held at the Federal Reserve. Early in the quarter, management began redeploying a portion of these balances into the investment securities portfolio as part of its ongoing balance sheet and interest rate risk management strategy. Management initially approached investment activity conservatively due to the interest rate environment early in the quarter, and increased the pace of purchases as market yields became more favorable later in the quarter and into April. Securities purchased consisted primarily of U.S. Treasury, agency CMBS, and RMBS securities with durations generally ranging from approximately 3.0 to 4.5 years and were intended to reduce asset sensitivity and enhance the stability of interest income.\n\nThe average tax-equivalent yield at March 31, 2026 was 4.02%, a decrease of 0.02 percentage points compared to December 31, 2025. Gross unrealized gains in our investment securities portfolio were $24.1 million and $57.2 million as of March 31, 2026 and December 31, 2025, respectively. Gross unrealized losses in our investment securities portfolio were $121.6 million and $104.6 million as of March 31, 2026 and December 31, 2025, respectively. The change in unrealized gains and losses in our investment securities portfolio was due primarily to higher market interest rates during the first three months of 2026, which adversely impacted the fair value of longer duration securities.\n\nAs of March 31, 2026, approximately 99.0% of our investment portfolio consisted of securities guaranteed by the U.S. government, its agencies, or sponsored enterprises and available-for-sale securities represented 99.3% of our total portfolio. As of the same date, the portfolio’s composition was 37% agency residential mortgage-backed securities (“RMBS”), 42% agency commercial mortgage-backed securities (“CMBS”), and 16% Treasuries, with the balance in the Small Business Administration (“SBA”), municipal, corporate and other securities.\n\nA primary risk of holding agency RMBS comes from the variability in principal cashflows that may occur as interest rates change. In general, when interest rates rise, the prepayment of principal slows down, extending the amount of time it takes to recover and reinvest that principal. In contrast, when interest rates fall, the prepayment of principal generally increases, shortening the amount it takes to recover and reinvest that principal. We evaluate this risk through pre-purchase modeling of potential cashflows as well as continuous modeling throughout the life of the securities.\n\nAs of March 31, 2026, our best estimate of the duration of our $2.5 billion residential mortgage-backed securities portfolio held in available-for-sale was 3.3 years. As of March 31, 2026, management estimates the effective duration extends by 0.7 years assuming an immediate 200 basis point upward shock and contracts by 0.8 years assuming an immediate 200 basis point downward shock. As of the same date, our best estimate of the duration of the total investment portfolio excluding equity securities was 2.7 years. Management estimates the effective duration extends by 0.2 years assuming an immediate 200 basis point upward shock and contracts by 0.3 years assuming an immediate 200 basis point downward shock.\n\nAll securities not issued or guaranteed by the U.S. government, its agencies, or sponsored enterprises are subject to a quarterly review to test for impairment. This process is intended to adequately test for a range of credit and loss assumptions and does not rely primarily on credit ratings. This review was performed as of March 31, 2026 and December 31, 2025 and revealed no matters that would warrant impairment and result in an allowance for credit losses. The Company determined that all unrealized losses are primarily attributable to changes in interest rates and current market conditions.\n\nDuring the first three months of 2026, there was no sale of common and preferred stock. $0.1 million in net gains were recorded on common or preferred stock in the first three months of 2025.\n\nWe utilize an asset/liability simulation model to evaluate the sensitivity of net interest income (short-term risk) and economic value of equity (“EVE”) (long-term risk) to changes in interest rates under various hypothetical scenarios. EVE represents the estimated present value of assets less liabilities at a point in time. Changes in EVE indicate the potential impact on the long-term earnings capacity of the balance sheet assuming rate changes remain in effect.\n\nWe monitor and stress test key modeling assumptions to assess their impact on results and identify drivers of changes in the Company’s interest rate risk profile. The table below presents the estimated impact on net interest income and EVE from immediate parallel changes in interest rates.\n\n16\n\nAs ofMarch 31, 2026\n\nEstimated Increase (Decrease) in Net Interest IncomeEstimated Increase (Decrease) in EVE\n\nYear 1Year 2\n\nChange in RatesAmountPercentAmountPercentAmountPercent\n\n-200 bp$(64,408)(7.5)%$(119,171)(13.4)%$(573,501)(8.7)%\n\n-100 bp(31,616)(3.7)%(58,321)(6.6)%(239,878)(3.7)%\n\n+100 bp30,4753.6 %56,6076.4 %171,6862.6 %\n\n+200 bp60,1627.0 %111,80612.6 %283,6594.3 %\n\nThe values in the table above are hypothetical and do not reflect potential management actions that could mitigate the effects of interest rate changes, including changes in pricing, balance sheet mix, or funding strategies. Actual results may differ due to variations in the timing and magnitude of interest rate movements, non-parallel yield curve changes, deposit behavior, loan prepayment speeds, or changes in asset and liability composition or growth. The simulations assume no balance sheet growth or additional rate changes beyond the initial shock and are intended to indicate sensitivity to interest rate changes rather than predict actual results. For further discussion of the Company’s interest rate risk, see the Interest Rate Risk section of Management’s Discussion and Analysis of Financial Condition and Results of Operations included in the Company’s 2025 Annual Report on Form 10-K.\n\nLiquidity Risk\n\nBank Liquidity\n\nThe objective of our liquidity management strategy is to ensure the availability of cash sufficient to fund our operations and meet present and future financial obligations at a reasonable cost. We consider the effective and prudent management of liquidity to be fundamental to our health and strength.\n\nThe Company’s ALCO has been authorized by the Board to oversee our liquidity risk to confirm that our activities comply with our funds management policy, which specifies overall objectives, metrics, limits, guidelines, reporting requirements and our contingency funding plan, which includes requirements for liquidity stress testing. The ALCO receives regular comprehensive reporting that includes information describing current levels vs. guidelines and limits for a broad set of liquidity metrics, loan and deposit trends, readily available liquidity measures, explanatory commentary relating to changes in our liquidity position and emerging risk trends and, as appropriate, recommended remedial strategies.\n\nOur objective is to maintain prudent levels of current and contingent liquidity from stable sources that can be accessed in a timely manner at a reasonable cost, without significant adverse consequences. We seek to accomplish this mission by funding loans primarily with stable deposits, controlling dependence on wholesale funding, and by maintaining ample readily available liquidity. While our primary source of long-term, stable, and lower-cost funding is deposits, additional sources of funding include, but are not limited to, customer repurchase agreements, federal funds purchased from correspondent banks, unencumbered investment securities, and wholesale funding sources such as FHLB borrowings, dealer repurchase agreements, and wholesale/brokered deposits.\n\nAs of March 31, 2026, we had approximately $7.0 billion in readily available liquidity compared to $6.7 billion as of December 31, 2025.\n\nReadily Available LiquidityMarch 31, 2026December 31, 2025Change\n\n(dollars in thousands)\n\nCash reserves at Federal Reserve$1,185,077 $1,805,215 $(620,138)\n\nFHLB advance capacity (loan collateral)2,779,867 2,743,992 35,875 \n\nUnencumbered securities lending value3,005,170 2,104,941 900,229 \n\nTotal readily available liquidity$6,970,114 $6,654,148 $315,966 \n\n17\n\nThe following table presents selected financials from our consolidated balance sheet and liquidity ratios discussed below.\n\nAs ofAs of\n\nMarch 31, 2026December 31, 2025\n\nLiquidity Ratios:\n\nLoan to deposit ratio74.8 %72.4 %\n\nCash and securities / total assets39.9 %40.9 %\n\nAvailable liquidity / total assets34.1 %32.1 %\n\nDeposits\n\nDeposits are our primary source of liquidity, as well as provides the biggest source of liquidity needs. Deposits are gathered primarily from our full-service branch locations, as well as online, mobile and ATM deposits. Central Bank offers a variety of deposit products including noninterest-bearing demand deposits, interest-bearing demand deposits, savings accounts, and certificates of deposit. The bank also utilizes the IntraFi network which allows our depositors to receive FDIC insurance on amounts greater than $250,000. Deposits larger than this threshold are broken into smaller amounts and placed in the network of other IntraFi institutions to ensure FDIC insurance covers the entire deposit.\n\nThe following tables sets forth the distribution of deposit balances as of March 31, 2026 and December 31, 2025:\n\nAs of\n\nMarch 31, 2026December 31, 2025\n\nEnding\nBalance% of TotalEnding\nBalance% of Total\n\n(dollars in thousands)\n\nNoninterest-bearing demand deposits\n$5,563,373 36.0%$5,615,652 35.4%\n\nSavings and interest-bearing demand deposits\n8,284,962 53.6%8,611,895 54.3%\n\nTime deposits\n1,617,106 10.5%1,635,078 10.3%\n\nTotal deposits\n$15,465,441 100.0%$15,862,625 100.0%\n\nTotal deposit ending balances as of March 31, 2026 were $15.5 billion, a decrease of $397.2 million, or 2.5%, compared to $15.9 billion as of December 31, 2025. The decrease was due to the outflow of seasonal public funds deposits.\n\nFDIC deposit insurance covers $250 thousand per depositor, per FDIC-insured bank, for each account ownership category. Our total estimated uninsured deposits were $6.4 billion and $6.9 billion as of March 31, 2026 and December 31, 2025, respectively.\n\nFederal Funds Purchased and Customer Repurchase Agreements\n\nFederal funds purchased and customer repurchase agreements totaled $1.1 billion and $1.0 billion at March 31, 2026 and December 31, 2025, respectively, which included customer repurchase agreements of $944.5 million and $945.8 million at March 31, 2026 and December 31, 2025, respectively. These are short-term borrowings that generally have a one-day maturity. The $1.3 million, or 0.1%, decrease in the first three months of 2026 was due to the normal course of business. Federal funds purchased increased $56.4 million, or 85.4%, in the first three months of 2026.\n\nOff-Balance Sheet Arrangements\n\nIn the normal course of business, in order to meet the needs of our customers, we are subject to off-balance sheet risk which could potentially impact our financial position. These off-balance sheet arrangements include commitments to fund loans and standby letters of credit. The level of outstanding loan commitments may fluctuate based on macroeconomic conditions and customer demand, and changes in these factors could affect our consolidated balance sheets and liquidity position. See Note 9, “Commitments, Contingencies, and Guarantees” to our consolidated financial statements in this Quarterly Report on Form 10-Q for additional information.\n\nHolding Company Liquidity\n\nThe Company is an independent entity distinct from the Bank and is therefore responsible for managing its own liquidity. Its primary source of funding comes from dividends paid by the Bank. However, there are statutory and regulatory restrictions that limit the Bank’s ability to distribute dividends to the Company.\n\n18\n\nThe Bank may not declare dividends in any calendar year in an amount that would exceed its accumulated retained earnings after giving effect to any unrecognized losses and bad debts without the prior approval of the banking regulators. In addition, dividends paid by the Bank to the Company would be prohibited if they would cause the Bank’s capital to be reduced below applicable minimum capital requirements. During the three months ended March 31, 2026, the Bank paid $100 million in dividends to the Company. As of March 31, 2026, the Bank had approximately $59 million of retained earnings that could be upstreamed to the Company through dividends without prior approval from the Federal Reserve. These earnings remain at the Bank level and are included in regulatory capital.\n\nThe liquidity needs of the Company on an unconsolidated basis consist primarily of operating expenses, taxes, and dividends to stockholders. The Company’s liquidity totaled $2.0 billion as of March 31, 2026, consisting primarily of a $1.0 billion loan to the Bank and $941 million in cash and cash equivalents. The Company’s liquidity totaled $1.9 billion as of December 31, 2025, consisting of a $1.0 billion loan to the Bank, and $897 million in cash and cash equivalents.\n\nThe Company’s operating expenses totaled $3.1 million for the three months ended March 31, 2026. Dividends paid to stockholders totaled $28.9 million and the Company repurchased $31.6 million of common stock during the first three months of 2026.\n\nOperational Risk\n\nOperational risk refers to the risk arising from inadequate or failed internal processes or systems, the misconduct or errors of people or adverse external events, as well as risks related to compliance with laws and regulations, and exposure to legal matters. We seek to mitigate operational risks by expanding and maintaining an experienced operations team to meet customer and company demands; providing employees with relevant job-specific training; working with our vendors to use antifraud protections; establishing security procedures for our clients; employing business continuity planning and testing designed to ensure the continued operation of core functions in the event of a business disruption; and engaging in periodic independent audits of our operations and operating controls. We also seek to mitigate operational risks related to misconduct by employees or contractors by implementing internal controls, including dual authorization for monetary transactions, conducting background and credit checks for new hires, screening contractors and third parties providing critical services using a vendor management process, and offering whistleblower protections to our employees to encourage the reporting of misconduct.\n\nOur operations are dependent on the secure and reliable functioning of our information systems and those of third-party service providers. As a result, cybersecurity threats and fraud-related risks represent an ongoing area of focus for management, particularly as the use of digital platforms and emerging technologies continues to evolve. We maintain a risk-based cybersecurity and fraud risk management program that includes preventative and detective controls, ongoing monitoring, and response protocols designed to safeguard systems and customer information and support business continuity. These risks are considered within our broader risk management framework and are monitored as part of our ongoing assessment of operational and technology-related risks that could impact our financial condition and results of operations. We continue to monitor evolving cybersecurity and fraud risks, including those related to digital activity and artificial intelligence, which did not materially impact results this quarter.\n\nCapital\n\nOur capital management strategy is designed to ensure that we have sufficient capital to support balance sheet growth while also maintaining sufficient reserves to absorb unexpected losses or write-downs that are risks inherent to the business of banking. We aim to strike a balance between maintaining higher capital levels to address unforeseen risks and achieving a reasonable return on the capital invested by our shareholders.\n\nThe Bank is required to meet regulatory capital standards set by federal banking authorities. If the Bank fails to meet the minimum capital requirements, it could trigger mandatory actions, and possibly additional discretionary measures, by the state and federal regulators, which may have a significant impact on the Bank’s financial position. The Bank must comply with specific capital guidelines under the capital adequacy rules and the prompt corrective action framework, which involve quantitative measures based on the Bank’s assets, liabilities, and certain off-balance-sheet items as calculated under regulatory accounting rules. Additionally, regulators assess the Bank’s capital levels and classifications based on qualitative factors such as risk weightings, the components of capital, and other items.\n\nThe prompt corrective action (“PCA”) framework is a regulatory tool used to monitor and manage the capital levels of banks. It is designed to maintain the stability and soundness of financial institutions, particularly banks, by requiring regulatory intervention when a bank’s capital falls below certain thresholds. The primary goal of PCA is to address financial distress early, before it results in more severe consequences. These regulations, enforced by federal banking agencies, classify banks based on their capital adequacy and impose escalating supervisory actions as a bank’s capital position deteriorates.\n\n19\n\nPCA regulations mandate that federal regulators take action when a bank’s capital falls below the required thresholds. This can involve measures such as restrictions on paying dividends or bonuses, restrictions on asset growth or expansion, enhanced monitoring and reporting requirements, required capital restoration plans, possible forced mergers or liquidation in extreme cases.\n\nAt each of March 31, 2026 and December 31, 2025 the Company’s capital ratios exceeded the regulatory requirements and the Bank’s capital ratios exceeded the threshold for “well capitalized” status. We maintain excess capital, in part, to provide ourselves with flexibility when considering potential acquisition opportunities. Actual and required capital ratios were:\n\nAs of March 31, 2026\n\nActualMinimum Capital\nAdequacy\nRequirementWell-\nCapitalized\nRequirement\n\nAmountRatioRatioRatio\n\n(dollars in thousands)\n\nTotal risk-based capital (to risk-weighted assets)\n\nCompany\n$3,686,033 29.8%8.0%10.0%\n\nCentral Trust Bank\n1,745,212 14.1%8.0%10.0%\n\nTier 1 capital (to risk-weighted assets)\n\nCompany\n3,535,765 28.6%6.0%8.0%\n\nCentral Trust Bank\n1,594,944 12.9%6.0%8.0%\n\nTier 1 common equity capital (to risk-weighted assets)\n\nCompany\n3,535,765 28.6%4.5%6.5%\n\nCentral Trust Bank\n1,594,944 12.9%4.5%6.5%\n\nTier 1 capital (to average assets)\n\nCompany\n3,535,765 17.4%4.0%5.0%\n\nCentral Trust Bank\n1,594,944 7.9%4.0%5.0%\n\nAs of December 31, 2025\n\nActualMinimum Capital\nAdequacy\nRequirementWell-\nCapitalized\nRequirement\n\nAmountRatioRatioRatio\n\n(dollars in thousands)\n\nTotal risk-based capital (to risk-weighted assets)\n\nCompany\n$3,633,280 29.3%8.0%10.0%\n\nCentral Trust Bank\n1,742,888 14.1%8.0%10.0%\n\nTier 1 capital (to risk-weighted assets)\n\nCompany\n3,483,247 28.1%6.0%8.0%\n\nCentral Trust Bank\n1,592,855 12.9%6.0%8.0%\n\nTier 1 common equity capital (to risk-weighted assets)\n\nCompany\n3,483,247 28.1%4.5%6.5%\n\nCentral Trust Bank\n1,592,855 12.9%4.5%6.5%\n\nTier 1 capital (to average assets)\n\nCompany\n3,483,247 17.9%4.0%5.0%\n\nCentral Trust Bank\n1,592,855 8.2%4.0%5.0%\n\nAs of March 31, 2026, we had no material contractual commitments for capital expenditures. However, the Company is currently progressing through its Core Modernization initiative, which is expected to result in capital expenditures as project phases are executed. These expenditures are expected to be funded through operating cash flows, and the Company does not expect the initiative to have a material adverse impact on its liquidity or capital position.\n\n20\n\nCritical Accounting Policies and Estimates\n\nOur consolidated financial statements were prepared in accordance with GAAP and follow general practices within the industry in which we operate. Application of GAAP requires management to make certain estimates and judgments which affect the amounts reported in the consolidated financial statements. Critical accounting policies are those we believe are most important to the portrayal of our consolidated financial statements and require management to make estimates and judgments which are inherently complex, difficult, uncertain and can be subject to significant change over time. In the event that different assumptions or conditions were to prevail, and depending on the severity of such changes, adjustments to accounting estimates may be required.\n\nThe estimates and judgments that management believes have the most effect on the Company’s reported financial position and results of operations are set forth in “Note 1 – Summary of Significant Accounting Policies” of the Notes to Consolidated Financial Statements, included in our Annual Report on Form 10-K for the year ended December 31, 2025. There have been no significant changes to the Company's critical accounting policies as disclosed in the Company's Annual Report on Form 10-K for the year ended December 31, 2025.\n\nAllowance for Credit Losses on Loans\n\nThe allowance for credit losses on loans is a valuation amount that is deducted from the amortized cost basis of loans not held at fair value to present the net amount expected to be collected over the contractual term of the loans. The allowance for credit losses on loans is measured using relevant information about past events, including historical credit loss experience on loans with similar risk characteristics, current conditions, and reasonable and supportable forecasts that affect the collectability of the remaining cash flow over the contractual term of the loans. An allowance will be created upon origination or acquisition of a loan and is updated at subsequent reporting dates. The methodology is applied consistently for each reporting period and reflects management’s current expectations of credit losses. Changes to the allowance for credit losses on loans resulting from periodic evaluations are recorded through increases or decreases to the credit loss expense for loans, which is recorded in provision for credit losses on the consolidated statements of income. Loans that are deemed to be uncollectible are charged off against the related allowance for credit losses on loans. The Company maintains a policy to reverse accrued and unpaid interest when a loan is placed on non-accrual. Therefore, an allowance is not recorded for accrued interest.\n\nThe allowance for credit losses on loans is measured on a collective (pool) basis. Loans are aggregated into pools based on similar risk characteristics including borrower type, collateral type, and expected credit loss patterns. The Company maintains a policy to reverse accrued and unpaid interest when a loan is placed on non-accrual. Therefore, an allowance is not recorded for accrued interest. The allowance for credit losses includes significant assumptions that are uncertain and reasonably likely to have a material impact, the most significant of which are loan loss rates and prepayment speeds. Assumptions are updated based on actual performance on an annual basis. We utilize a consensus macroeconomic forecast which relies on underlying statistical models to incorporate the economic impact into each loan portfolio. Management performs a qualitative analysis considering necessary adjustments based on the potential risks inherent in the macroeconomic forecast and impacts from loan portfolio changes, including concentrations, staffing, asset quality, and policy changes. Model validations are performed to provide an independent assessment of the framework and the model’s use in producing reasonable and supportable estimates. See Note 3, “Loans and Allowance for Credit Losses” to our consolidated financial statements contained elsewhere in this Quarterly Report.\n\nRecent Accounting Pronouncements\n\nThere have been no material changes in recently issued accounting standards from those disclosed in the Company's Annual Report on Form 10-K for the year ended December 31, 2025.\n\nNon-GAAP Financial Measures Reconciliations\n\nWe provide these measures to supplement our consolidated financial statements prepared and presented in accordance with generally accepted accounting principles in the United States (GAAP) and should not be viewed in isolation from, or as a substitute for, GAAP results. We are presenting these non-GAAP financial measures because we believe, when taken collectively, they may be helpful to investors because they provide consistency and comparability with past financial performance by excluding certain items that may not be indicative of our business, results of operations or outlook.\n\n21\n\nHowever, non-GAAP financial measures have limitations in their usefulness to investors because they have no standardized meaning prescribed by GAAP and are not prepared under any comprehensive set of accounting rules or principles. In addition, other companies, including companies in our industry, may calculate similarly titled non-GAAP financial measures differently or may use other measures to evaluate their performance, all of which could reduce the usefulness of our non-GAAP financial measures as tools for comparison. As a result, our non-GAAP financial measures are presented for supplemental informational purposes only and should not be considered in isolation or as a substitute for our consolidated financial statements presented in accordance with GAAP.\n\nWe disclose net interest income and related ratios and analysis on a FTE basis, which may be considered non-GAAP financial measures. We believe this presentation to be the preferred industry measurement of net interest income as it provides a relevant comparison of net interest income arising from taxable and tax-exempt sources. In addition, certain performance measures, including the efficiency ratio and net interest margin utilize net interest income on a taxable-equivalent basis. We report interest income, net interest income and net interest margin on an FTE basis using a blended federal and state effective marginal tax rate of 23.84% for the periods presented. The tax equivalent basis gives effect to the tax-exempt interest income, net of the disallowance of interest income, for federal income tax purposes related to certain tax-free assets. We believe these measures enhance comparability of net interest income arising from taxable and tax-exempt sources.\n\nWe evaluate our profitability and performance based on adjusted net income, adjusted total revenue, adjusted noninterest income, adjusted fee income and adjusted return on average total assets. We adjust each of these measures to exclude the loss on the expected sale of the consumer loan portfolio in one of our markets and adjustments that resulted from certain investment portfolio repositioning activities during the periods presented that we consider to be outside of the ordinary course of business. We believe this allows investors to assess our net income, total revenue and noninterest income exclusive of the impact of changes outside the ordinary course of business. Similarly, we evaluate our operational efficiency based on tangible noninterest expense and our adjusted efficiency ratio, which excludes the effect of amortization of intangibles (a non-cash expense item) as well as the exclusions mentioned previously in this paragraph, and includes the tax benefit associated with our tax-advantaged loans.\n\nWe evaluate our financial condition based on the ratios of our tangible common equity to our tangible assets, tangible book value per share, return and adjusted return on average common equity, and return and adjusted return on average tangible common equity. Our calculation of these ratios allows readers to assess our stockholder’s equity, exclusive of the effect of our goodwill and other intangible assets.\n\nReconciliations for each of these non-GAAP financial measures to the closest GAAP financial measures are included in the tables below. Each of the non-GAAP financial measures presented should be considered in context with our GAAP financial results included in this filing.\n\nThree Months Ended March 31,\n\n20262025\n\n(dollars in thousands)\n\nInterest income (FTE), net interest income (FTE) and net interest margin (FTE)\n\nInterest income$258,054 $240,209 \n\nAdd: Tax-equivalent adjustment ¹1,804 1,581 \n\nInterest income (FTE) (non-GAAP)$259,858 $241,790 \n\nNet interest income{a}$208,617 $189,273 \n\nAdd: Tax-equivalent adjustment ¹1,804 1,581 \n\nNet interest income (FTE) (non-GAAP){b}$210,421 $190,854 \n\nAverage interest-earning assets{c}$19,587,271 $18,303,676 \n\nNet interest margin ²{a ÷ c}4.32 %4.19 %\n\nNet interest margin (FTE) (non-GAAP) ²{b ÷ c}4.36 %4.23 %\n\n     ¹ Effective marginal tax rate of 23.84% used for all periods.\n\n     ² Ratios for the three months ended March 31, 2026 and 2025 are presented on an annualized basis.\n\n22\n\nThree Months Ended March 31,\n\n20262025\n\n(dollars in thousands)\n\nAdjusted noninterest income, adjusted total revenue and adjusted fee income ratio\n\nNoninterest income{a}$65,088 $58,788 \n\nLess: Investment securities gains, net- 109 \n\nAdjusted noninterest income (non-GAAP){b}$65,088 $- \n\nNet interest income$208,617 $189,273 \n\nNoninterest income65,088 58,788 \n\nTotal revenue{c}273,705 248,061 \n\nLess: Investment securities gains, net- 109 \n\nAdjusted total revenue (non-GAAP){d}$273,705 $247,952 \n\nFee income ratio{a ÷ c}23.8 %23.7 %\n\nAdjusted fee income ratio (non-GAAP){b ÷ d}23.8 %23.7 %\n\nTangible noninterest expense, adjusted total revenue (FTE) and efficiency ratio (FTE)\n\nNet interest income$208,617 $189,273 \n\nNoninterest income65,088 58,788 \n\nTotal revenue{a}273,705 248,061 \n\nLess: Investment securities gains, net- 109 \n\nAdd: Tax equivalent adjustment ¹1,804 1,581 \n\nAdjusted total revenue (FTE) (non-GAAP){b}$275,509 $249,533 \n\nNoninterest expense{c}$126,616 $122,261 \n\nLess: Amortization of intangible assets804 807 \n\nTangible noninterest expense (non-GAAP){d}$125,812 $121,454 \n\nEfficiency ratio{c ÷ a}46.3 %49.3 %\n\nEfficiency ratio (FTE) (non-GAAP){d ÷ b}45.7 %48.7 %\n\n     ¹ Effective marginal tax rate of 23.84% used for all periods.\n\nAdjusted net income and adjusted return on average total assets\n\nNet income{a}$111,088 $94,798 \n\nAdd: Investment securities gains, net of taxes ¹- (83)\n\nAdjusted net income (non-GAAP){b}$111,088 $94,715 \n\nAverage total assets{c}$20,513,495 $19,175,137 \n\nReturn on average total assets ²{a ÷ c}2.20 %2.00 %\n\nAdjusted return on average total assets (non-GAAP) ²{b ÷ c}2.20 %2.00 %\n\n     ¹ Effective marginal tax rate of 23.84% used for all periods.\n\n     ² Ratios for the three months ended March 31, 2026 and 2025 are presented on an annualized basis.\n\nTangible common equity, tangible book value per share and tangible common equity to tangible assets\n\nTotal stockholders' equity{a}$3,798,326 $3,243,627 \n\nLess: Goodwill and other intangible assets350,859 354,084 \n\nTangible common equity (non-GAAP){b}$3,447,467 $2,889,543 \n\nTotal shares of Class A common stock outstanding{c}239,787 220,735 \n\nBook value per share{a ÷ c}$15.84 $14.69 \n\nTangible book value per share (non-GAAP){b ÷ c}$14.38 $13.09 \n\nTotal assets{d}$20,456,371 $19,584,460 \n\nLess: Goodwill and other intangible assets350,859 354,084 \n\nTangible assets (non-GAAP){e}$20,105,512 $19,230,376 \n\nTotal stockholders' equity to total assets{a ÷ d}18.6 %16.6 %\n\nTangible common equity to tangible assets (non-GAAP){b ÷ e}17.1 %15.0 %\n\n23\n\nThree Months Ended March 31,\n\n20262025\n\n(dollars in thousands)\n\nTangible net income, adjusted tangible net income, average tangible common equity, adjusted return on average common equity, return on average tangible common equity and adjusted return on average tangible common equity\n\nNet income{a}$111,088 $94,798 \n\nAdd: Amortization of intangible assets, net of taxes ¹612 615 \n\nTangible net income (non-GAAP)111,700 95,413 \n\nAdd: Investment securities gains, net of taxes ¹- (83)\n\nAdjusted tangible net income (non-GAAP){b}$111,700 $95,330 \n\nAverage common equity{c}$3,829,585 $3,181,663 \n\nLess: Average goodwill and other intangible assets351,381 354,612 \n\nAverage tangible common equity (non-GAAP){d}$3,478,204 $2,827,051 \n\nReturn on average common equity ²{a ÷ c}11.8 %12.1 %\n\nAdjusted return on average common equity (non-GAAP) ²{b ÷ c}11.8 %12.1 %\n\nReturn on average tangible common equity (non-GAAP) ²{a ÷ d}13.0 %13.7 %\n\nAdjusted return on average tangible common equity (non-GAAP) ²{b ÷ d}13.0 %13.7 %\n\n     ¹ Effective marginal tax rate of 23.84% used for all periods.\n\n     ² Ratios for the three months ended March 31, 2026 and 2025 are presented on an annualized basis.\n\n24"}