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SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 10-Q

QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 FOR THE QUARTERLY PERIOD ENDED September 30, 2025

Commission file number 0-7818


INDEPENDENT BANK CORPORATION
(Exact name of registrant as specified in its charter)


Michigan						38-2032782
(State or jurisdiction of Incorporation or Organization)						(I.R.S. Employer Identification Number)


4200 East Beltline, Grand Rapids, Michigan 49525
(Address of principal executive offices)

(616) 527-5820

(Registrant's telephone number, including area code)


NONE
Former name, address and fiscal year, if changed since last report.

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

Title of each Class

Trading Symbol

Name of each exchange which registered

Common stock, no par value

IBCP

The Nasdaq Stock Market, LLC

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. YES x NO ¨

Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§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 ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company or an emerging growth company.

Large accelerated filer ¨ Accelerated filer x Non-accelerated filer ¨ Smaller reporting company ¨ Emerging growth company ¨

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to section 13(a) of the Exchange Act. Yes ¨ No ¨

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

YES ¨ NO x

Indicate the number of shares outstanding of each of the issuer's classes of common stock, as of the latest practicable date: common stock, no par value, 20,691,952 as of November 4, 2025.

INDEPENDENT BANK CORPORATION AND SUBSIDIARIES

INDEX


		Number(s)
PART I -	Financial Information
Item 1.	Condensed Consolidated Statements of Financial Condition September 30, 2025 and December 31, 2024	3
	Condensed Consolidated Statements of Operations Three- and Nine-month periods ended September 30, 2025 and 2024	4
	Condensed Consolidated Statements of Comprehensive Income Three- and Nine-month periods ended September 30, 2025 and 2024	5
	Condensed Consolidated Statements of Cash Flows Nine-month periods ended September 30, 2025 and 2024	6
	Condensed Consolidated Statements of Shareholders' Equity Three- and Nine-month periods ended September 30, 2025 and 2024	7
	Notes to Interim Condensed Consolidated Financial Statements	8-68
Item 2.	Management's Discussion and Analysis of Financial Condition and Results of Operations	69-87
Item 3.	Quantitative and Qualitative Disclosures about Market Risk	88
Item 4.	Controls and Procedures	88

PART II -	Other Information
Item 1A	Risk Factors	89
Item 2.	Unregistered Sales of Equity Securities and Use of Proceeds	89
Item 5.	Other Information	89
Item 6.	Exhibits	90

Index

FORWARD-LOOKING STATEMENTS

Statements in this report that are not statements of historical fact, including statements that include terms such as ‘‘will,’’ ‘‘may,’’ ‘‘should,’’ ‘‘believe,’’ ‘‘expect,’’ ‘‘forecast,’’ ‘‘anticipate,’’ ‘‘estimate,’’ ‘‘project,’’ ‘‘intend,’’ ‘‘likely,’’ ‘‘optimistic’’ and ‘‘plan’’ and statements about future or projected financial and operating results, plans, projections, objectives, expectations, and intentions, are forward-looking statements. Forward-looking statements include, but are not limited to, descriptions of plans and objectives for future operations, products or services; projections of our future revenue, earnings or other measures of economic performance; forecasts of credit losses and other asset quality trends; statements about our business and growth strategies; and expectations about economic and market conditions and trends. These forward-looking statements express our current expectations, forecasts of future events, or long-term goals. They are based on assumptions, estimates, and forecasts that, although believed to be reasonable, may turn out to be incorrect. Actual results could differ materially from those discussed in the forward-looking statements for a variety of reasons, including:

•economic, market, operational, liquidity, credit, and interest rate risks associated with our business;

•economic conditions generally and in the financial services industry, particularly economic conditions within Michigan and the regional and local real estate markets in which our bank operates;

•the failure of assumptions underlying the establishment of, and provisions made to, our allowance for credit losses;

•increased competition in the financial services industry, either nationally or regionally;

•our ability to achieve loan and deposit growth;

•volatility and direction of market interest rates;

•the continued services of our management team; and

•implementation of new legislation, which may have significant effects on us and the financial services industry.

This list provides examples of factors that could affect the results described by forward-looking statements contained in this report, but the list is not intended to be all-inclusive. The risk factors disclosed in Part I – Item 1A of our Annual Report on Form 10-K for the year ended December 31, 2024, as updated by any new or modified risk factors disclosed in Part II – Item 1A of any subsequently filed Quarterly Report on Form 10-Q, include the known risks our management believes could materially affect the results described by forward-looking statements in this report. However, those risks may not be the only risks we face. Our results of operations, cash flows, financial position, and prospects could also be materially and adversely affected by additional factors that are not presently known to us that we currently consider to be immaterial, or that develop after the date of this report. We cannot assure you that our future results will meet expectations. While we believe the forward-looking statements in this report are reasonable, you should not place undue reliance on any forward-looking statement. In addition, these statements speak only as of the date made. We do not undertake, and expressly disclaim, any obligation to update or alter any statements, whether as a result of new information, future events, or otherwise, except as required by applicable law.

Index


Part I - Item 1.			INDEPENDENT BANK CORPORATION AND SUBSIDIARIES

Condensed Consolidated Statements of Financial Condition


	September 30, 2025		December 31, 2024
	(Unaudited)
	(In thousands, except share amounts)
Assets
Cash and due from banks	$	56,378	$	56,984
Interest bearing deposits	152,308		62,898
Cash and Cash Equivalents	208,686		119,882
Securities available for sale	502,583		559,182
Securities held to maturity (fair value of $293,242 at September 30, 2025 and $301,860 at December 31, 2024 )	321,450		339,436
Federal Home Loan Bank and Federal Reserve Bank stock, at cost	18,102		16,099
Loans held for sale, carried at fair value	11,654		7,643

Loans
Commercial	2,125,053		1,937,364
Mortgage	1,517,656		1,516,726
Installment	555,574		584,735
Total Loans	4,198,283		4,038,825
Allowance for credit losses	(62,459)		(59,379)
Net Loans	4,135,824		3,979,446
Other real estate and repossessed assets, net	589		938
Property and equipment, net	38,805		37,492
Bank-owned life insurance	53,875		53,855
Capitalized mortgage loan servicing rights, carried at fair value	31,522		46,796
Other intangibles, net	1,123		1,488
Goodwill	28,300		28,300
Accrued income and other assets	140,600		147,547
Total Assets	$	5,493,113	$	5,338,104

Liabilities and Shareholders' Equity
Deposits
Non-interest bearing	$	1,003,521	$	1,013,647
Savings and interest-bearing checking	2,040,462		1,995,314
Reciprocal	981,115		907,031
Time	660,815		628,285
Brokered time	173,242		109,811
Total Deposits	4,859,155		4,654,088
Other borrowings	2,006		45,009
Subordinated debt	—		39,586
Subordinated debentures	39,847		39,796
Accrued expenses and other liabilities	101,363		104,939
Total Liabilities	5,002,371		4,883,418
Commitments and contingent liabilities
Shareholders’ Equity
Preferred stock, no par value, 200,000 shares authorized; none issued or outstanding	—		—
Common stock, no par value, 500,000,000 shares authorized; issued and outstanding: 20,691,604 shares at September 30, 2025 and 20,895,714 shares at December 31, 2024	311,770		318,777
Retained earnings	239,602		205,853
Accumulated other comprehensive loss	(60,630)		(69,944)
Total Shareholders’ Equity	490,742		454,686
Total Liabilities and Shareholders’ Equity	$	5,493,113	$	5,338,104

See notes to interim condensed consolidated financial statements (Unaudited)

Index

INDEPENDENT BANK CORPORATION AND SUBSIDIARIES

Condensed Consolidated Statements of Operations


	Three months ended September 30,				Nine months ended September 30,
	2025		2024		2025		2024
	(Unaudited)				(Unaudited)
	(In thousands, except per share amounts)
Interest Income
Interest and fees on loans	$	61,325	$	58,410	$	178,628	$	170,239
Interest on securities
Taxable	3,660		4,502		11,492		14,466
Tax-exempt	2,767		3,404		8,310		10,195
Other investments	1,538		2,018		3,882		4,898
Total Interest Income	69,290		68,334		202,312		199,798
Interest Expense
Deposits	21,972		24,462		63,389		70,148
Other borrowings and subordinated debt and debentures	1,957		2,018		5,262		6,253
Total Interest Expense	23,929		26,480		68,651		76,401
Net Interest Income	45,361		41,854		133,661		123,397
Provision for credit losses	1,991		1,488		4,212		2,251
Net Interest Income After Provision for Credit Losses	43,370		40,366		129,449		121,146
Non-interest Income
Interchange income	4,157		4,146		10,674		10,698
Service charges on deposit accounts	3,131		3,085		8,926		8,894
Net gains (losses) on assets
Mortgage loans	1,474		2,177		5,408		4,874
Equity securities at fair value	—		(8)		—		2,685
Securities available for sale	(36)		(145)		(355)		(414)
Mortgage loan servicing, net	74		(3,130)		(72)		1,686
Other	3,137		3,383		9,105		8,818
Total Non-interest Income	11,937		9,508		33,686		37,241
Non-interest Expense
Compensation and employee benefits	21,125		20,048		62,631		62,069
Data processing	3,784		3,379		11,360		9,891
Occupancy, net	2,127		1,893		6,396		5,853
Interchange expense	1,180		1,149		3,476		3,373
Advertising	526		581		2,220		1,860
Furniture, fixtures and equipment	892		932		2,570		2,834
Loan and collection	618		657		2,148		1,868
FDIC deposit insurance	615		664		1,963		2,141
Communications	465		519		1,526		1,633
Legal and professional	682		687		1,661		1,717

Other	2,117		2,074		6,204		4,870
Total Non-interest Expense	34,131		32,583		102,155		98,109
Income Before Income Tax	21,176		17,291		60,980		60,278
Income tax expense	3,674		3,481		11,011		11,949
Net Income	$	17,502	$	13,810	$	49,969	$	48,329
Net Income Per Common Share
Basic	$	0.85	$	0.66	$	2.40	$	2.31
Diluted	$	0.84	$	0.65	$	2.38	$	2.29

See notes to interim condensed consolidated financial statements (Unaudited)

Index

INDEPENDENT BANK CORPORATION AND SUBSIDIARIES

Condensed Consolidated Statements of Comprehensive Income


	Three months ended September 30,				Nine months ended September 30,
	2025		2024		2025		2024
	(Unaudited - In thousands)

Net income	$	17,502	$	13,810	$	49,969	$	48,329
Other comprehensive income
Securities available for sale
Unrealized gains arising during period	11,475		11,822		7,972		13,618
Accretion of net unrealized losses on securities transferred to held to maturity	777		818		2,405		2,493
Reclassification adjustments for losses included in earnings	36		145		355		414
Unrealized gains recognized in other comprehensive income on securities available for sale	12,288		12,785		10,732		16,525
Income tax expense	2,581		2,685		2,254		3,470
Unrealized gains recognized in other comprehensive income on securities available for sale, net of tax	9,707		10,100		8,478		13,055
Derivative instruments
Unrealized gains (losses) arising during period	(1,182)		2,744		(485)		52
Reclassification adjustment for expense recognized in earnings	610		390		1,543		1,005
Unrealized gains (losses) recognized in other comprehensive income on derivative instruments	(572)		3,134		1,058		1,057
Income tax expense (benefit)	(122)		658		222		222
Unrealized gains (losses) recognized in other comprehensive income on derivative instruments, net of tax	(450)		2,476		836		835
Other comprehensive income	9,257		12,576		9,314		13,890
Comprehensive income	$	26,759	$	26,386	$	59,283	$	62,219

See notes to interim condensed consolidated financial statements (Unaudited)

Index

INDEPENDENT BANK CORPORATION AND SUBSIDIARIES

Condensed Consolidated Statements of Cash Flows


	Nine months ended September 30,
	2025		2024
	(Unaudited - In thousands)
Net Income	$	49,969	$	48,329
Adjustments to Reconcile Net Income to Net Cash From Operating Activities
Proceeds from sales of equity securities at fair value	—		2,685
Proceeds from sales of loans held for sale	265,152		279,046
Disbursements for loans held for sale	(263,956)		(276,535)
Provision for credit losses	4,212		2,251
Deferred income tax benefit	(2,600)		(150)
Net deferred loan fees	820		149
Net depreciation, amortization of intangible assets and premiums and accretion of discounts on securities and loans	7,518		7,522
Net gains on mortgage loans	(5,408)		(4,874)
Net gains on equity securities at fair value	—		(2,685)
Net losses on sales of securities available for sale	355		414
Share based compensation	1,968		1,744
(Increase) decrease in accrued income and other assets	16,520		(2,437)
Decrease in accrued expenses and other liabilities	(5,682)		(8,677)
Total Adjustments	18,899		(1,547)
Net Cash From Operating Activities	68,868		46,782
Cash Flow Used in Investing Activities
Proceeds from the sale of securities available for sale	30,581		39,431
Proceeds from the sale of securities held to maturity previously charged off	—		1,125
Proceeds from maturities, prepayments and calls of securities available for sale	54,733		66,039
Proceeds from maturities, prepayments and calls of securities held to maturity	21,848		14,236
Purchases of securities held to maturity	(2,000)		(3,628)
Purchases of securities available for sale	(17,957)		—
Purchases of Federal Home Loan Bank stock	(3,212)		—
Proceeds from the redemption of Federal Home Loan Bank stock	1,209		722
Net increase in portfolio loans (loans originated, net of principal payments)	(178,896)		(163,731)
Proceeds from the sale of portfolio loans	20,222		14,807
Proceeds from bank-owned life insurance	861		889
Proceeds from the sale of other real estate and repossessed assets	735		822
Proceeds from the sale of property and equipment	—		299
Capital expenditures	(5,057)		(3,941)
Net Cash Used in Investing Activities	(76,933)		(32,930)
Cash Flow From (Used in) Financing Activities
Net increase in total deposits	205,067		3,996
Net decrease in other borrowings	(3)		(26)
Proceeds from Federal Home Loan Bank Advances	232,000		—
Payments of Federal Home Loan Bank Advances	(275,000)		(50,000)
Repayment of subordinated debt	(40,000)		—
Dividends paid	(16,220)		(15,032)

Repurchase of common stock	(7,770)		—
Share based compensation withholding obligation	(1,205)		(1,011)
Net Cash From (Used in) Financing Activities	96,869		(62,073)
Net Increase in Cash and Cash Equivalents	88,804		(48,221)
Cash and Cash Equivalents at Beginning of Period	119,882		169,781
Cash and Cash Equivalents at End of Period	$	208,686	$	121,560
Cash paid during the period for
Interest	$	68,515	$	78,720
Income taxes	11,650		11,400
Transfers to other real estate and repossessed assets	309		864
Right of use assets obtained in exchange for lease obligations	2,030		2,354

See notes to interim condensed consolidated financial statements (Unaudited)

Index

INDEPENDENT BANK CORPORATION AND SUBSIDIARIES

Condensed Consolidated Statements of Shareholders’ Equity


	Common Stock		Retained Earnings		Accumulated Other Comprehensive Loss		Total Shareholders’ Equity
	(Dollars in thousands, except per share amounts)
Balances at July 1, 2025	$	311,653	$	227,484	$	(69,887)	$	469,250
Net income, three months ended September 30, 2025	—		17,502		—		17,502
Cash dividends declared, $0.26 per share	—		(5,384)		—		(5,384)
Repurchase of 13,732 shares of common stock	(413)		—		—		(413)

Share based compensation (issuance of 0 shares of common stock)	571		—		—		571
Share based compensation withholding obligation (withholding of 1,237 shares of common stock)	(41)		—		—		(41)
Other comprehensive income	—		—		9,257		9,257
Balances at September 30, 2025	$	311,770	$	239,602	$	(60,630)	$	490,742

Balances at July 1, 2024	$	317,676	$	183,611	$	(70,828)	$	430,459
Net income, three months ended September 30, 2024	—		13,810		—		13,810
Cash dividends declared, $0.24 per share	—		(5,016)		—		(5,016)


Share based compensation (issuance of 0 shares of common stock)	574		—		—		574
Share based compensation withholding obligation (withholding of 1,036 shares of common stock)	(34)		—		—		(34)
Other comprehensive income	—		—		12,576		12,576
Balances at September 30, 2024	$	318,216	$	192,405	$	(58,252)	$	452,369

Balances at January 1, 2025	$	318,777	$	205,853	$	(69,944)	$	454,686
Net income, nine months ended September 30, 2025	—		49,969		—		49,969
Cash dividends declared, $0.78 per share	—		(16,220)		—		(16,220)
Repurchase of 266,008 shares of common stock	(7,770)		—		—		(7,770)

Share based compensation (issuance of 94,600 shares of common stock)	1,968		—		—		1,968
Share based compensation withholding obligation (withholding of 35,495 shares of common stock)	(1,205)		—		—		(1,205)
Other comprehensive income	—		—		9,314		9,314
Balances at September 30, 2025	$	311,770	$	239,602	$	(60,630)	$	490,742

Balances at January 1, 2024	$	317,483	$	159,108	$	(72,142)	$	404,449
Net income, nine months ended September 30, 2024	—		48,329		—		48,329
Cash dividends declared, $0.72 per share	—		(15,032)		—		(15,032)


Share based compensation (issuance of 102,324 shares of common stock)	1,744		—		—		1,744
Share based compensation withholding obligation (withholding of 40,986 shares of common stock)	(1,011)		—		—		(1,011)
Other comprehensive income	—		—		13,890		13,890
Balances at September 30, 2024	$	318,216	$	192,405	$	(58,252)	$	452,369

See notes to interim condensed consolidated financial statements (Unaudited)

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS

(Unaudited)

1. Preparation of Financial Statements

The interim condensed consolidated financial statements have been prepared pursuant to the rules and regulations of the Securities and Exchange Commission. Certain information and note disclosures normally included in annual financial statements prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) have been condensed or omitted pursuant to those rules and regulations, although we believe that the disclosures made are adequate to make the information not misleading. The unaudited interim condensed consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes for the year ended December 31, 2024 included in our Annual Report on Form 10-K.

In our opinion, the accompanying unaudited interim condensed consolidated financial statements contain all the adjustments necessary to present fairly our consolidated financial condition as of September 30, 2025 and December 31, 2024, and the results of operations for the three and nine-month periods ended September 30, 2025 and 2024. The results of operations for the three and nine-month periods ended September 30, 2025, are not necessarily indicative of the results to be expected for the full year. Certain reclassifications have been made in the prior period interim condensed consolidated financial statements to conform to the current period presentation. Our critical accounting policies include the determination of the allowance for credit losses (“ACL”) and the valuation of capitalized mortgage loan servicing rights. Refer to our 2024 Annual Report on Form 10-K for a disclosure of our accounting policies.

2. New Accounting Standards

In December, 2023, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2023-09, "Income Taxes (Topic 740): Improvements to Income Tax Disclosures". This ASU modifies the rules on income tax disclosures to require entities to disclose (1) specific categories in the rate reconciliation, (2) the income or loss from continuing operations before income tax expense or benefit (separated between domestic and foreign) and (3) income tax expense or benefit from continuing operations (separated by federal, state and foreign). This ASU also requires entities to disclose their income tax payments to international, federal, state and local jurisdictions, among other changes. This ASU takes effect in annual reporting periods beginning after December 15, 2024, with early adoption permitted. The adoption of this ASU on January 1, 2025, did not have a material impact on our interim Condensed Consolidated Financial Statements.

In December, 2024, the FASB issued ASU 2024-03, "Income Statement - Reporting Comprehensive Income - Expense Disaggregation Disclosures (Subtopic 220-40): Disaggregation of Income Statement Expenses". This ASU requires public business entities to disaggregate certain expense captions into specific categories in disclosures within the footnotes to the consolidated financial statements. This ASU takes effect in annual reporting periods beginning after December 15, 2026, and interim reporting periods within annual reporting periods beginning after December 15, 2027, with early adoption permitted. We do not expect the adoption of this ASU to have a material impact on our interim Condensed Consolidated Financial Statements.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

3. Securities

Securities available for sale (“AFS”) consist of the following:


	Amortized Cost		Unrealized
			Gains		Losses		Fair Value
	(In thousands)
September 30, 2025
U.S. agency	$	8,509	$	1	$	439	$	8,071
U.S. agency residential mortgage-backed	85,014		117		6,935		78,196
U.S. agency commercial mortgage-backed	8,362		—		907		7,455
Private label mortgage-backed	44,358		262		2,684		41,936
Other asset backed	32,548		24		443		32,129
Obligations of states and political subdivisions	320,802		—		41,187		279,615
Corporate	56,080		11		1,891		54,200
Trust preferred	989		—		8		981
Total	$	556,662	$	415	$	54,494	$	502,583

December 31, 2024
U.S. agency	$	8,858	$	1	$	700	$	8,159
U.S. agency residential mortgage-backed	80,589		47		9,499		71,137
U.S. agency commercial mortgage-backed	12,821		—		1,180		11,641
Private label mortgage-backed	74,268		263		4,496		70,035
Other asset backed	39,232		18		734		38,516
Obligations of states and political subdivisions	330,874		14		42,097		288,791
Corporate	73,960		—		4,039		69,921
Trust preferred	986		—		4		982
Total	$	621,588	$	343	$	62,749	$	559,182

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

Securities held to maturity (“HTM”) consist of the following:


	Carrying Value		Transferred Unrealized Loss (1)		ACL		Amortized Cost		Unrealized				Fair Value
									Gains		Losses
	(In thousands)
September 30, 2025
U.S. agency	$	23,119	$	1,280	$	—	$	24,399	$	—	$	3,929	$	20,470
U.S. agency residential mortgage-backed	94,648		7,916		—		102,564		—		19,715		82,849
U.S. agency commercial mortgage-backed	3,926		76		—		4,002		—		261		3,741
Private label mortgage-backed	7,310		106		2		7,418		—		315		7,103
Obligations of states and political subdivisions	150,784		4,089		19		154,892		43		15,366		139,569
Corporate	40,706		260		67		41,033		—		2,523		38,510
Trust preferred	957		39		4		1,000		—		—		1,000
Total	$	321,450	$	13,766	$	92	$	335,308	$	43	$	42,109	$	293,242

December 31, 2024
U.S. agency	$	24,150	$	1,404	$	—	$	25,554	$	—	$	4,987	$	20,567
U.S. agency residential mortgage-backed	100,700		8,669		—		109,369		—		24,631		84,738
U.S. agency commercial mortgage-backed	4,013		107		—		4,120		—		402		3,718
Private label mortgage-backed	7,350		190		1		7,541		—		551		6,990
Obligations of states and political subdivisions	156,305		5,262		17		161,584		28		19,461		142,151
Corporate	45,964		496		111		46,571		—		3,875		42,696
Trust preferred	954		43		3		1,000		—		—		1,000
Total	$	339,436	$	16,171	$	132	$	355,739	$	28	$	53,907	$	301,860

(1)Represents the remaining unrealized loss to be accreted on securities that were transferred from AFS to HTM on April 1, 2022.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

Our investments' gross unrealized losses and fair values for securities AFS aggregated by investment type and length of time that individual securities have been at a continuous unrealized loss position follows:


	Less Than Twelve Months				Twelve Months or More				Total
	Fair Value		Unrealized Losses		Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
	(In thousands)
September 30, 2025
U.S. agency	$	1,232	$	7	$	6,710	$	432	$	7,942	$	439
U.S. agency residential mortgage-backed	6,395		11		50,236		6,924		56,631		6,935
U.S. agency commercial mortgage-backed	—		—		7,456		907		7,456		907
Private label mortgage-backed	—		—		40,298		2,684		40,298		2,684
Other asset backed	1,021		4		25,368		439		26,389		443
Obligations of states and political subdivisions	155		10		279,299		41,177		279,454		41,187
Corporate	—		—		52,503		1,891		52,503		1,891
Trust preferred	—		—		982		8		982		8
Total	$	8,803	$	32	$	462,852	$	54,462	$	471,655	$	54,494

December 31, 2024
U.S. agency	$	324	$	1	$	7,565	$	699	$	7,889	$	700
U.S. agency residential mortgage-backed	147		—		61,219		9,499		61,366		9,499
U.S. agency commercial mortgage-backed	—		—		11,641		1,180		11,641		1,180
Private label mortgage-backed	2,551		8		66,411		4,488		68,962		4,496
Other asset backed	3,984		19		27,052		715		31,036		734
Obligations of states and political subdivisions	221		1		288,570		42,096		288,791		42,097
Corporate	1,473		23		68,448		4,016		69,921		4,039
Trust preferred	—		—		982		4		982		4
Total	$	8,700	$	52	$	531,888	$	62,697	$	540,588	$	62,749

Securities AFS in unrealized loss positions are evaluated quarterly for impairment related to credit losses. For securities AFS in an unrealized loss position, we first assess whether we intend to sell, or it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis. If either of the criteria regarding intent or requirement to sell is met, the security’s amortized cost basis is written down to fair value through income. No securities AFS met these two criteria during the periods presented. For securities AFS that do not meet this criteria, we evaluate whether the decline in fair value has resulted from credit losses or other factors. In making this assessment, we consider the extent to which fair value is less than amortized cost, adverse conditions specifically related to the security and the issuer and the impact of changes in market interest rates on the market value of the security, among other factors. If this assessment indicates that a credit loss exists, we compare the present value of cash flows expected to be collected from the security with the amortized cost basis of the security. If the present value of cash flows expected to be collected is less than the amortized cost basis for the security, a credit loss exists and an ACL is recorded, limited to the amount that the fair value of the security is less than its amortized cost basis. Any impairment that has not been recorded through an ACL is recognized in other comprehensive income, net of applicable taxes. No ACL for securities AFS was needed at September 30, 2025 and December 31, 2024. Accrued interest receivable on securities AFS totaled $3.1 million and $3.9

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

million at September 30, 2025 and December 31, 2024, respectively, and is excluded from the estimate of credit losses and is included in accrued income and other assets in the interim Condensed Consolidated Statements of Financial Condition.

U.S. agency, U.S. agency residential mortgage-backed and U.S. agency commercial mortgage-backed securities — at September 30, 2025, we had 29 U.S. agency, 88 U.S. agency residential mortgage-backed and 9 U.S. agency commercial mortgage-backed securities whose fair value is less than amortized cost. These securities are either explicitly or implicitly guaranteed by the U.S. government, are highly rated by major credit rating agencies, and have a long history of no credit losses. The unrealized losses are largely attributed to widening spreads to Treasury bonds and/or an increase in interest rates since acquisition.

Private label mortgage backed, other asset backed and corporate securities — at September 30, 2025, we had 50 private label mortgage backed, 37 other asset backed, and 58 corporate securities whose fair value is less than amortized cost. The unrealized losses are primarily due to credit spread widening and/or an increase in interest rates since acquisition.

Obligations of states and political subdivisions — at September 30, 2025, we had 290 municipal securities whose fair value is less than amortized cost. The unrealized losses are primarily due to an increase in interest rates since acquisition.

Trust preferred securities — at September 30, 2025, we had one trust preferred security whose fair value is less than amortized cost. This trust preferred security is a single issue security issued by a trust subsidiary of a bank holding company. The pricing of trust preferred securities has suffered from credit spread widening. This security is rated by a major rating agency as investment grade.

At September 30, 2025 management does not intend to liquidate any of the securities discussed above and it is more likely than not that we will not be required to sell these securities prior to recovery of these unrealized losses.

We recorded no credit related charges in our interim Condensed Consolidated Statements of Operations related to securities AFS during the three and nine month periods ended September 30, 2025 and 2024, respectively.

The ACL on securities HTM is a contra asset valuation account that is deducted from the carrying amount of securities HTM to present the net amount expected to be collected. Securities HTM are charged off against the ACL when deemed uncollectible. Adjustments to the ACL are reported in our interim Condensed Consolidated Statements of Operations in provision for credit losses. We measure expected credit losses on securities HTM on a collective basis by major security type with each type sharing similar risk characteristics, and consider historical credit loss information. Accrued interest receivable on securities HTM totaled $1.7 million at both September 30, 2025 and December 31, 2024, respectively and is excluded from the estimate of credit losses and is included in accrued income and other assets in the interim Condensed Consolidated Statements of Financial Condition. With regard to U.S. Government-sponsored agency and mortgage-backed securities (residential and commercial), all these securities are issued by a U.S. government-sponsored entity and have an implicit or explicit government guarantee; therefore, no allowance for credit losses has been recorded for these securities. With regard to obligations of states and political subdivisions, private label-mortgage-backed, corporate and trust preferred securities HTM, we consider (1) issuer bond ratings, (2) historical loss rates for given bond ratings, (3) the financial condition of the issuer, and (4) whether issuers continue to make timely principal and interest payments under the contractual terms of the securities. Historical loss rates associated with securities having similar grades as those in our portfolio have been insignificant. During the first quarter of 2023, one corporate security (Signature Bank) defaulted resulting in a full charge-off. Subsequent to this security's charge-off, a portion of its fair value had recovered and was subsequently sold during the first quarter of 2024 for $1.1 million during which period we recorded that amount as a recovery to the ACL. Despite this lone security loss, the long-term historical loss rates associated with securities having similar grades as those in our portfolio have been insignificant. Furthermore, as of September 30, 2025 and December 31, 2024, there were no past due principal and interest payments associated with these securities. At those same dates an allowance for credit losses of $92,000 and $132,000, respectively was recorded on non U.S. agency securities HTM based on applying the long-term historical credit loss rate, as published by credit rating agencies, for similarly rated securities.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

On a quarterly basis, we monitor the credit quality of securities HTM through the use of credit ratings. The carrying value of securities HTM aggregated by credit quality follow:


	Private Label Mortgage- Backed		Obligations of States and Political Subdivisions		Corporate		Trust Preferred		Carrying Value Total
	(In thousands)
September 30, 2025
Credit rating:
AAA	$	7,310	$	17,764	$	—	$	—	$	25,074
AA	—		117,374		—		—		117,374
A	—		1,886		5,003		—		6,889
BBB	—		443		30,751		—		31,194
BB	—		—		1,979		—		1,979
Non-rated	—		13,317		2,973		957		17,247
Total	$	7,310	$	150,784	$	40,706	$	957	$	199,757

December 31, 2024
Credit rating:
AAA	$	7,350	$	34,973	$	—	$	—	$	42,323
AA	—		101,112		—		—		101,112
A	—		3,473		5,005		—		8,478
BBB	—		652		36,045		—		36,697
BB	—		—		1,963		—		1,963
Non-rated	—		16,095		2,951		954		20,000
Total	$	7,350	$	156,305	$	45,964	$	954	$	210,573

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NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

An analysis of the allowance for credit losses by security HTM type for the three months ended September 30 follows:


	Private Label Mortgage- Backed		Obligations of States and Political Subdivisions		Corporate		Trust Preferred		Total
	(In thousands)
2025
Balance at beginning of period	$	1	$	17	$	111	$	4	$	133
Additions (deductions)
Provision for credit losses	1		2		(44)		—		(41)
Recoveries credited to the allowance	—		—		—		—		—
Securities HTM charged against the allowance	—		—		—		—		—
Balance at end of period	$	2	$	19	$	67	$	4	$	92

2024
Balance at beginning of period	$	4	$	31	$	116	$	4	$	155
Additions (deductions)
Provision for credit losses	(3)		(14)		(5)		—		(22)
Recoveries credited to the allowance	—		—		—		—		—
Securities HTM charged against the allowance	—		—		—		—		—
Balance at end of period	$	1	$	17	$	111	$	4	$	133

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

An analysis of the allowance for credit losses by security HTM type for the nine months ended September 30 follows:


	Private Label Mortgage- Backed		Obligations of States and Political Subdivisions		Corporate		Trust Preferred		Total
	(In thousands)
2025
Balance at beginning of period	$	1	$	17	$	111	$	3	$	132
Additions (deductions)
Provision for credit losses	1		2		(44)		1		(40)
Recoveries credited to the allowance	—		—		—		—		—
Securities HTM charged against the allowance	—		—		—		—		—
Balance at end of period	$	2	$	19	$	67	$	4	$	92

2024
Balance at beginning of period	$	4	$	33	$	116	$	4	$	157
Additions (deductions)
Provision for credit losses	(3)		(16)		(1,130)		—		(1,149)
Recoveries credited to the allowance	—		—		1,125		—		1,125
Securities HTM charged against the allowance	—		—		—		—		—
Balance at end of period	$	1	$	17	$	111	$	4	$	133

The amortized cost and fair value of securities AFS and securities HTM at September 30, 2025, by contractual maturity, follow:


	Securities AFS				Securities HTM
	Amortized Cost		Fair Value		Amortized Cost		Fair Value
	(In thousands)
Maturing within one year	$	24,490	$	24,216	$	13,117	$	12,967
Maturing after one year but within five years	127,044		120,736		48,794		46,630
Maturing after five years but within ten years	42,007		38,417		91,368		82,613
Maturing after ten years	192,839		159,498		68,045		57,339
	386,380		342,867		221,324		199,549
U.S. agency residential mortgage-backed	85,014		78,196		102,564		82,849
U.S. agency commercial mortgage-backed	8,362		7,455		4,002		3,741
Private label mortgage-backed	44,358		41,936		7,418		7,103
Other asset backed	32,548		32,129		—		—
Total	$	556,662	$	502,583	$	335,308	$	293,242

The actual maturity may differ from the contractual maturity because issuers may have the right to call or prepay obligations with or without call or prepayment penalties.

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NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

Gains and losses realized on the sale of securities AFS are determined using the specific identification method and are recognized on a trade-date basis. A summary of proceeds from the sale of securities AFS and gains and losses for the nine month periods ending September 30, follows:


			Realized
	Proceeds		Gains		Losses
	(In thousands)
2025	$	30,581	$	37	$	392
2024	39,431		14		428

During the second quarter of 2024 we acquired certain securities classified as equity securities at fair value consisting of Visa Inc. Class C common stock. These securities were all sold during the second and third quarters of 2024. During both the three and nine months ended September 30, 2024, we recognized gains (losses) on these equity securities of $(0.01) million and $2.7 million, respectively that are included in net gains on equity securities at fair value in the interim Condensed Consolidated Statements of Operations. We had no equity securities at fair value during the same periods in 2025. See note #13.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

4. Loans

We estimate the ACL based on relevant available information from both internal and external sources, including historical loss trends, current conditions and forecasts, specific analysis of individual loans, and other relevant and appropriate factors. The ACL process is designed to provide for expected future losses based on our reasonable and supportable (“R&S”) forecast as of the reporting date. Our ACL process is administered by our Risk Management group utilizing a third party software solution, with significant input and ultimate approval from our Executive Enterprise Risk Committee. Further, we have established a current expected credit loss ("CECL") Forecast Committee, which includes a cross discipline structure with membership from Executive Management, Risk Management, Credit Administration and Accounting, which approves ACL model assumptions each quarter. Our ACL is comprised of three principal elements: (i) specific analysis of individual loans identified during the review of the loan portfolio, (ii) pooled analysis of loans with similar risk characteristics based on historical experience, adjusted for current conditions, R&S forecasts, and expected prepayments, and (iii) additional allowances based on subjective factors, including local and general economic business factors and trends, portfolio concentrations and changes in the size and/or the general terms of the loan portfolio.

The first ACL element (specific allocations) includes loans that do not share similar risk characteristics and are evaluated on an individual basis. We will typically evaluate on an individual basis loans that are on nonaccrual; commercial loans that have been modified resulting in a concession, for which the borrower is experiencing financial difficulties, and which are considered loan modifications or with well defined weaknesses; and severely delinquent mortgage and installment loans. When we determine that foreclosure is probable or when repayment is expected to be provided substantially through the operation or sale of underlying collateral, expected credit losses are based on the fair value of the collateral at the reporting date, adjusted for estimated selling costs. For loans evaluated on an individual basis that are not determined to be collateral dependent, a discounted cash flow analysis is performed to determine expected credit losses.

The second ACL element (pooled analysis) includes loans with similar risk characteristics, which are broken down by segment, class, and risk metric. The Bank’s primary segments of commercial, mortgage, and installment loans are further classified by other relevant attributes, such as collateral type, lien position, occupancy status, amortization method, and balance size. Commercial classes are additionally segmented by risk rating, and mortgage and installment loan classes by credit score tier, which are updated at least semi-annually.

We utilize a discounted cash flow (“DCF”) model to estimate expected future losses for pooled loans. Expected future cash flows are developed from payment schedules over the contractual term, adjusted for forecasted default (probability of default), loss, and prepayment assumptions. We are not required to develop forecasts over the full contractual term of the financial asset or group of financial assets. Rather, for periods beyond which we are able to make or obtain R&S forecasts of expected credit losses, we revert to the long term average on a straight line or immediate basis, as determined by our CECL Forecast Committee, and which may vary depending on the economic outlook and uncertainty.

The DCF model for the mortgage and installment pooled loan segments includes using probability of default (“PD”) assumptions that are derived through regression analysis with forecasted US unemployment levels by credit score tier. We review a composite forecast of approximately 50 analysts as well as the Federal Open Market Committee (“FOMC”) projections in setting the unemployment forecast for the R&S period. The current ACL utilizes a one year R&S forecast followed by immediate reversion to the 75 year average unemployment rate. PD assumptions for the remaining segments are based primarily on historical rates by risk metric as defaults were not strongly correlated with any economic indicator. Loss given default (“LGD”) assumptions for the mortgage loan segment are based on a two years forecast followed by a two year straight line reversion period to the longer term average, while LGD rates for the remaining segments are the historical average for the entire period. Prepayment assumptions represent average rates per segment for a period determined by the CECL Forecast Committee and as calculated through the Bank’s Asset and Liability Management program.

Pooled reserves for the commercial loan segment are calculated using the DCF model with assumptions generally based on historical averages by class and risk rating. Effective risk rating practices allow for strong predictability of defaults and losses over the portfolio’s expected shorter duration, relative to mortgage and installment loans. Our rating system is similar to those employed by state and federal banking regulators.

The third ACL element (additional allocations based on subjective factors) is based on factors that cannot be associated with a specific credit or loan category and reflects our attempt to ensure that the overall ACL appropriately reflects a margin for the imprecision necessarily inherent in the estimates of expected credit losses. We adjust our quantitative model for certain qualitative factors to reflect the extent to which management expects current conditions and R&S forecasts to differ from the conditions that existed for the period over which historical information was evaluated. The qualitative

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NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

framework reflects changes related to relevant data, such as changes in asset quality trends, portfolio growth and composition, national and local economic factors, credit policy and administration and other factors not considered in the base quantitative model. We utilize a survey completed by business unit management throughout the Bank, as well as discussion with the CECL Forecast Committee to establish reserves under the qualitative framework.

An analysis of the allowance for credit losses by portfolio segment for the three months ended September 30, follows:


	Commercial		Mortgage		Installment		Subjective Allocation		Total
	(In thousands)
2025
Balance at beginning of period	$	25,890	$	20,752	$	3,015	$	11,500	$	61,157
Additions (deductions)
Provision for credit losses	2,587		(231)		470		(794)		2,032
Recoveries credited to the allowance	7		35		431		—		473
Loans charged against the allowance	—		(10)		(1,193)		—		(1,203)
Balance at end of period	$	28,484	$	20,546	$	2,723	$	10,706	$	62,459

2024
Balance at beginning of period	$	18,979	$	20,731	$	3,901	$	12,630	$	56,241
Additions (deductions)
Provision for credit losses	1,082		(1,004)		1,156		276		1,510
Recoveries credited to the allowance	101		131		479		—		711
Loans charged against the allowance	—		(26)		(992)		—		(1,018)
Balance at end of period	$	20,162	$	19,832	$	4,544	$	12,906	$	57,444

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

An analysis of the ACL by portfolio segment for the nine months ended September 30, follows:


	Commercial		Mortgage		Installment		Subjective Allocation		Total
	(In thousands)
2025
Balance at beginning of period	$	22,872	$	22,317	$	3,040	$	11,150	$	59,379
Additions (deductions)
Provision for credit losses	5,617		(1,850)		929		(444)		4,252
Recoveries credited to the allowance	73		205		1,326		—		1,604
Loans charged against the allowance	(78)		(126)		(2,572)		—		(2,776)
Balance at end of period	$	28,484	$	20,546	$	2,723	$	10,706	$	62,459

2024
Balance at beginning of period	$	16,724	$	21,386	$	4,126	$	12,422	$	54,658
Additions (deductions)
Provision for credit losses	3,199		(1,524)		1,241		484		3,400
Recoveries credited to the allowance	239		270		1,597		—		2,106
Loans charged against the allowance	—		(300)		(2,420)		—		(2,720)
Balance at end of period	$	20,162	$	19,832	$	4,544	$	12,906	$	57,444

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

Loans on non-accrual status and past due more than 90 days (“Non-performing Loans”) follow:


	Non- Accrual with no Allowance for Credit Loss		Non- Accrual with an Allowance for Credit Loss		Total Non- Accrual		90+ and Still Accruing		Total Non- Performing Loans
	(In thousands)
September 30, 2025
Commercial
Commercial and industrial (1)	$	—	$	—	$	—	$	—	$	—
Commercial real estate	—		13,825		13,825		—		13,825
Mortgage
1-4 family owner occupied - jumbo	1,480		—		1,480		—		1,480
1-4 family owner occupied - non-jumbo (2)	1,659		718		2,377		—		2,377
1-4 family non-owner occupied	139		93		232		—		232
1-4 family - 2nd lien	725		759		1,484		—		1,484
Resort lending	—		57		57		—		57
Installment
Boat lending	—		400		400		—		400
Recreational vehicle lending	—		288		288		—		288
Other	—		212		212		—		212
Total	$	4,003	$	16,352	$	20,355	$	—	$	20,355

Accrued interest excluded from total	$	—	$	—	$	—	$	—	$	—

December 31, 2024
Commercial
Commercial and industrial (1)	$	—	$	49	$	49	$	—	$	49
Commercial real estate	—		—		—		—		—
Mortgage
1-4 family owner occupied - jumbo	1,480		—		1,480		—		1,480
1-4 family owner occupied - non-jumbo (2)	1,929		496		2,425		—		2,425
1-4 family non-owner occupied	—		157		157		—		157
1-4 family - 2nd lien	246		769		1,015		—		1,015
Resort lending	—		143		143		—		143
Installment
Boat lending	—		209		209		—		209
Recreational vehicle lending	—		377		377		—		377
Other	—		147		147		—		147
Total	$	3,655	$	2,347	$	6,002	$	—	$	6,002

Accrued interest excluded from total	$	—	$	—	$	—	$	—	$	—

(1)Non-performing commercial and industrial loans exclude zero and $0.005 million of government guaranteed loans at September 30, 2025 and December 31, 2024, respectively.

(2)Non-performing 1-4 family owner occupied – non jumbo loans exclude $2.243 million and $1.785 million of government guaranteed loans at September 30, 2025 and December 31, 2024, respectively.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

The following table provides collateral information by class of loan for collateral-dependent loans with specific allocations of the ACL. A loan is considered to be collateral dependent when the borrower is experiencing financial difficulty and the repayment is expected to be provided substantially through the operation or sale of collateral.

The amortized cost of collateral-dependent loans by class follows:


	Collateral Type				Allowance for Credit Losses
	Real Estate		Other (1)
	(In thousands)
September 30, 2025
Commercial
Commercial and industrial	$	687	$	9,180	$	1,481
Commercial real estate	15,012		—		3,459
Mortgage
1-4 family owner occupied - jumbo	1,480		—		—
1-4 family owner occupied - non-jumbo	2,688		—		366
1-4 family non-owner occupied	154		—		5
1-4 family - 2nd lien	1,032		—		109
Resort lending	57		—		20
Installment
Boat lending	—		318		113
Recreational vehicle lending	—		215		76
Other	—		88		31
Total	$	21,110	$	9,801	$	5,660

Accrued interest excluded from total	$	8	$	56

December 31, 2024
Commercial
Commercial and industrial	$	686	$	5,166	$	1,647
Commercial real estate	817		—		3
Mortgage
1-4 family owner occupied - jumbo	1,480		—		—
1-4 family owner occupied - non-jumbo	2,903		—		347
1-4 family non-owner occupied	—		—		—
1-4 family - 2nd lien	510		—		94
Resort lending	143		—		51
Installment
Boat lending	—		87		31
Recreational vehicle lending	—		266		94
Other	—		92		33
Total	$	6,539	$	5,611	$	2,300

Accrued interest excluded from total	$	5	$	34

(1) Commercial and industrial loan collateral generally includes machinery and equipment, accounts receivable, and inventory.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

An aging analysis of loans by class follows:


	Loans Past Due								Loans not Past Due		Total Loans
	30-59 days		60-89 days		90+ days		Total
	(In thousands)
September 30, 2025
Commercial
Commercial and industrial	$	—	$	—	$	—	$	—	$	1,118,967	$	1,118,967
Commercial real estate	—		—		—		—		1,006,086		1,006,086
Mortgage
1-4 family owner occupied - jumbo	662		1,402		1,491		3,555		875,248		878,803
1-4 family owner occupied - non-jumbo	1,371		1,169		1,337		3,877		284,743		288,620
1-4 family non-owner occupied	61		36		140		237		169,001		169,238
1-4 family - 2nd lien	721		309		411		1,441		151,749		153,190
Resort lending	—		115		57		172		27,633		27,805
Installment
Boat lending	199		35		318		552		278,853		279,405
Recreational vehicle lending	627		251		192		1,070		199,274		200,344
Other	324		162		63		549		75,276		75,825
Total	$	3,965	$	3,479	$	4,009	$	11,453	$	4,186,830	$	4,198,283

Accrued interest excluded from total	$	32	$	36	$	—	$	68	$	14,089	$	14,157

December 31, 2024
Commercial
Commercial and industrial	$	78	$	—	$	54	$	132	$	1,001,197	$	1,001,329
Commercial real estate	—		—		—		—		936,035		936,035
Mortgage
1-4 family owner occupied - jumbo	755		664		1,480		2,899		872,652		875,551
1-4 family owner occupied - non-jumbo	3,395		1,653		1,201		6,249		292,893		299,142
1-4 family non-owner occupied	329		—		—		329		176,621		176,950
1-4 family - 2nd lien	648		66		345		1,059		132,888		133,947
Resort lending	—		—		143		143		30,993		31,136
Installment
Boat lending	281		99		87		467		263,874		264,341
Recreational vehicle lending	622		395		190		1,207		223,330		224,537
Other	231		158		25		414		95,443		95,857
Total	$	6,339	$	3,035	$	3,525	$	12,899	$	4,025,926	$	4,038,825
Accrued interest excluded from total	$	65	$	44	$	—	$	109	$	13,352	$	13,461

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

During the three months ended September 30, 2025 there were no loans modified to a borrower experiencing financial difficulty.

During the nine months ended September 30, 2025 there were two mortgage - 1-4 family owner occupied - non-jumbo loans modified to borrowers experiencing financial difficulty totaling $0.10 million (0.1% of the total loan class). Both of the loan modifications to borrowers experiencing financial difficulty during the nine months ended September 30, 2025 related to term extensions and added a weighted average 12.0 years to the life of the loans. One of the loans modified during the nine months ended September 30, 2025 also received a 4.75% interest rate reduction. Both of the loans modified during the nine months ended September 30, 2025 were on non-accrual status.

During the three months ended September 30, 2024 there was one mortgage - 1-4 family owner occupied - non-jumbo loan modification to a borrower experiencing financial difficulty totaling $0.08 million (0.1% of the total loan class). The modification during the three months ended September 30, 2024 related to a term extension that added a weighted average 2.1 years to the life of the loan.

During the nine months ended September 30, 2024 there were five mortgage - 1-4 family owner occupied - non-jumbo loans, one mortgage 1-4 family - 2nd lien loan, and one installment - other loan modified to borrowers experiencing financial difficulty totaling $0.51 million (0.1% of the total loan class), $0.07 million (0.1% of the total loan class), and $0.01 million (0.1% of the total loan class), respectively. All of the loan modifications to borrowers experiencing financial difficulty during the nine months ended September 30, 2024 related to term extensions and added a weighted average 2.1 years to the life of the loans. All of the loans modified during the nine months ended September 30, 2024 were on non-accrual status.

As of September 30, 2025, none of the loans that were modified to borrowers experiencing financial difficulty within the past 12 months have subsequently defaulted.

A loan is generally considered to be in payment default once it is 90 days contractually past due under the modified terms for commercial loans and installment loans and when four consecutive payments are missed for mortgage loans.

In order to determine whether a borrower is experiencing financial difficulty, we perform an evaluation of the probability that the borrower will be in payment default on any of its debt in the foreseeable future without the modification. This evaluation is performed under our internal underwriting policy.

Credit Quality Indicators – As part of our on-going monitoring of the credit quality of our loan portfolios, we track certain credit quality indicators including (a) risk grade of commercial loans, (b) the level of classified commercial loans, (c) credit scores of mortgage and installment loan borrowers, and (d) delinquency history and non-performing loans.

For commercial loans, we use a loan rating system that is similar to those employed by state and federal banking regulators. Loans are graded on a scale of 1 to 12. A description of the general characteristics of the ratings follows:

Rating 1 through 6: These loans are generally referred to as our “non-watch” commercial credits that include very high or exceptional credit fundamentals through acceptable credit fundamentals.

Rating 7 and 8: These loans are generally referred to as our “watch” commercial credits. These ratings include loans to borrowers that exhibit potential credit weakness or downward trends. If not checked or cured these trends could weaken our asset or credit position. While potentially weak, no loss of principal or interest is envisioned with these ratings.

Rating 9: These loans are generally referred to as our “substandard accruing” commercial credits. This rating includes loans to borrowers that exhibit a well-defined weakness where payment default is probable and loss is possible if deficiencies are not corrected. Generally, loans with this rating are considered collectible as to both principal and interest primarily due to collateral coverage.

Rating 10 and 11: These loans are generally referred to as our ‘‘substandard - non-accrual’’ and ‘‘doubtful’’ commercial credits. These ratings include loans to borrowers with weaknesses that make collection of the loan in full, on the basis of current facts, conditions and values at best questionable and at worst improbable. All of these loans are placed in non-accrual.

Rating 12: These loans are generally referred to as our “loss” commercial credits. This rating includes loans to borrowers that are deemed incapable of repayment and are charged-off.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

The following tables summarize loan ratings by loan class for our commercial portfolio loan segment at September 30, 2025 and December 31, 2024:


	Commercial
	Term Loans Amortized Cost Basis by Origination Year												Revolving Loans Amortized Cost Basis		Total
	2025		2024		2023		2022		2021		Prior
	(In thousands)
September 30, 2025
Commercial and industrial
Non-watch (1-6)	$	134,978	$	193,874	$	137,933	$	115,430	$	59,345	$	151,690	$	297,535	$	1,090,785
Watch (7-8)	146		1,953		2,848		935		1,270		6,940		4,224		18,316
Substandard Accrual (9)	—		1,845		—		—		881		290		6,850		9,866
Non-Accrual (10-11)	—		—		—		—		—		—		—		—
Total	$	135,124	$	197,672	$	140,781	$	116,365	$	61,496	$	158,920	$	308,609	$	1,118,967
Accrued interest excluded from total	$	376	$	557	$	465	$	292	$	143	$	626	$	1,198	$	3,657
Current period gross charge-offs	$	—	$	—	$	78	$	—	$	—	$	—	$	—	$	78

Commercial real estate
Non-watch (1-6)	$	133,658	$	165,637	$	171,323	$	165,496	$	70,317	$	185,779	$	59,315	$	951,525
Watch (7-8)	8,232		1,317		8,096		16,588		—		4,967		346		39,546
Substandard Accrual (9)	—		—		401		—		129		660		—		1,190
Non-Accrual (10-11)	—		—		13,825		—		—		—		—		13,825
Total	$	141,890	$	166,954	$	193,645	$	182,084	$	70,446	$	191,406	$	59,661	$	1,006,086
Accrued interest excluded from total	$	454	$	574	$	520	$	624	$	146	$	653	$	224	$	3,195
Current period gross charge-offs	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	—

Total Commercial
Non-watch (1-6)	$	268,636	$	359,511	$	309,256	$	280,926	$	129,662	$	337,469	$	356,850	$	2,042,310
Watch (7-8)	8,378		3,270		10,944		17,523		1,270		11,907		4,570		57,862
Substandard Accrual (9)	—		1,845		401		—		1,010		950		6,850		11,056
Non-Accrual (10-11)	—		—		13,825		—		—		—		—		13,825
Total	$	277,014	$	364,626	$	334,426	$	298,449	$	131,942	$	350,326	$	368,270	$	2,125,053
Accrued interest excluded from total	$	830	$	1,131	$	985	$	916	$	289	$	1,279	$	1,422	$	6,852
Current period gross charge-offs	$	—	$	—	$	78	$	—	$	—	$	—	$	—	$	78

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)


	Term Loans Amortized Cost Basis by Origination Year												Revolving Loans Amortized Cost Basis		Total
	2024		2023		2022		2021		2020		Prior
	(In thousands)
December 31, 2024
Commercial and industrial
Non-watch (1-6)	$	183,261	$	137,270	$	142,630	$	71,225	$	72,928	$	106,086	$	242,573	$	955,973
Watch (7-8)	10,348		3,055		1,251		9,002		5,636		336		2,104		31,732
Substandard Accrual (9)	2,693		2,052		1,642		2,208		267		195		4,513		13,570
Non-Accrual (10-11)	—		—		—		47		—		7		—		54
Total	$	196,302	$	142,377	$	145,523	$	82,482	$	78,831	$	106,624	$	249,190	$	1,001,329
Accrued interest excluded from total	$	612	$	478	$	361	$	217	$	342	$	341	$	959	$	3,310
Current period gross charge-offs	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	—

Commercial real estate
Non-watch (1-6)	$	142,154	$	236,390	$	153,321	$	75,053	$	49,969	$	166,966	$	72,879	$	896,732
Watch (7-8)	—		—		16,007		—		—		4,400		18,079		38,486
Substandard Accrual (9)	—		—		—		135		—		682		—		817
Non-Accrual (10-11)	—		—		—		—		—		—		—		—
Total	$	142,154	$	236,390	$	169,328	$	75,188	$	49,969	$	172,048	$	90,958	$	936,035
Accrued interest excluded from total	$	608	$	632	$	628	$	166	$	131	$	658	$	363	$	3,186
Current period gross charge-offs	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	—

Total Commercial
Non-watch (1-6)	$	325,415	$	373,660	$	295,951	$	146,278	$	122,897	$	273,052	$	315,452	$	1,852,705
Watch (7-8)	10,348		3,055		17,258		9,002		5,636		4,736		20,183		70,218
Substandard Accrual (9)	2,693		2,052		1,642		2,343		267		877		4,513		14,387
Non-Accrual (10-11)	—		—		—		47		—		7		—		54
Total	$	338,456	$	378,767	$	314,851	$	157,670	$	128,800	$	278,672	$	340,148	$	1,937,364
Accrued interest excluded from total	$	1,220	$	1,110	$	989	$	383	$	473	$	999	$	1,322	$	6,496
Current period gross charge-offs	$	—	$	—	$	—	$	—	$	—	$	—	$	—	$	—

For each of our mortgage and installment portfolio segment classes, we generally monitor credit quality based on the credit scores of the borrowers. These credit scores are generally updated semi-annually.

Index

NOTES TO INTERIM CONDENSED CONSOLIDATED FINANCIAL STATEMENTS (continued)

(Unaudited)

The following tables summarize credit scores by loan class for our mortgage and installment loan portfolio segments at September 30, 2025 and December 31, 2024:


	Mortgage (1)
	Term Loans Amortized Cost Basis by Origination Year												Revolving Loans Amortized Cost Basis		Total
	2025		2024		2023		2022		2021		Prior
	(In thousands)
September 30, 2025
1-4 family owner occupied - jumbo
800 and above	$	8,154	$	5,850	$	10,895	$	39,616	$	59,830	$	31,923	$	709	$	156,977
750-799	29,151		34,883		33,679		89,609		184,279		81,095		1,148		453,844
700-749	14,630		16,074		13,007		40,329		54,308		31,822		2,494		172,664
650-699	5,056		4,115		7,639		15,332		14,096		18,197		—		64,435
600-649	1,129		746		3,569		6,936		1,574		4,604		—		18,558
550-599	—		871		995		2,626		1,677		2,068		—		8,237
500-549	—		—		—		681		725		1,959		—		3,365
Under 500	—		—		—		—		—		723		—		723
Unknown	—		—		—		—		—		—		—		—
Total	$	58,120	$	62,539	$	69,784	$	195,129	$	316,489	$	172,391	$	4,351

INDEPENDENT BANK CORP /MI/ 10-Q