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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

(Mark One)


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

For the quarterly period ended September 30, 2025


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

For the transition period from _____________ to ______________

Commission File No. 001-37811

BOK FINANCIAL CORP

(Exact name of registrant as specified in its charter)


Oklahoma		73-1373454
(State or other jurisdiction of Incorporation or Organization)		(IRS Employer Identification No.)

Bank of Oklahoma Tower
Boston Avenue at Second Street
Tulsa,	Oklahoma	74192
(Address of Principal Executive Offices)		(Zip Code)

(918) 588-6000

(Registrant’s telephone number, including area code)

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

Title of each class

Trading Symbol

Name of each exchange on which registered

Common Stock, par value $0.00006 per share

BOKF

Nasdaq Stock Market

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 ý 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 and post such files). Yes ý No ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, or 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.

Large accelerated filer ý Accelerated filer ¨

Non-accelerated filer ¨ Smaller reporting company ☐

Emerging growth company ☐

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

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Act). Yes ☐ No ý

Indicate the number of shares outstanding of each of the issuer’s classes of common stock, as of the latest practicable date: 63,247,676 shares of common stock ($.00006 par value) as of September 30, 2025.

BOK Financial Corporation

Form 10-Q

Quarter Ended September 30, 2025

Index


Glossary of Defined Terms			1

Part I. Financial Information
Management's Discussion and Analysis of Financial Condition and Results of Operations (Item 2)			2
Market Risk (Item 3)			36
Controls and Procedures (Item 4)			41
Consolidated Financial Statements – Unaudited (Item 1)			42
Nine-Month Financial Summary – Unaudited (Item 2)			92
Quarterly Financial Summary – Unaudited (Item 2)			93
Quarterly Earnings Trends – Unaudited			96

Part II. Other Information
Item 1. Legal Proceedings			97
Item 1A. Risk Factors			97
Item 2. Unregistered Sales of Equity Securities and Use of Proceeds			97
Item 5. Other Information			97
Item 6. Exhibits			98
Signatures			99

GLOSSARY OF DEFINED TERMS

The following items may be used throughout this report, including the consolidated financial statements and related notes.


Term						Definition
AFS						Available-For-Sale
AOCI						Accumulated Other Comprehensive Income
ASU						Accounting Standards Update
ATM						Automated Teller Machine
Board						Board of Directors of BOK Financial Corporation
BOK Financial						BOK Financial Corporation
BOKF						BOK Financial Corporation
CODM						Chief Operating Decision Maker
Company						BOK Financial Corporation
EFT						Electronic Funds Transfer
FASB						Financial Accounting Standards Board
FDIC						Federal Deposit Insurance Corporation
FHLB						Federal Home Loan Bank
FTE						Full Time Equivalent
GAAP						Generally Accepted Accounting Principles in the United States of America
GDP						Gross Domestic Product
GNMA						Government National Mortgage Association
MSR						Mortgage Servicing Rights
Nasdaq						National Association of Securities Dealers Automated Quotations
PPNR						Pre-Provision Net Revenue
RMHFS						Residential Mortgages Held for Sale
SEC						Securities and Exchange Commission
SOFR						Secured Overnight Financing Rate
SVaR						Stressed Value at Risk
VA						U.S. Department of Veterans Affairs
VaR						Value at Risk
WTI						West Texas Intermediate

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Management's Discussion and Analysis of Financial Condition and Results of Operations

Performance Summary

BOK Financial reported net income of $140.9 million, or $2.22 per diluted share, for the third quarter of 2025 compared to $140.0 million, or $2.19 per diluted share, for the second quarter of 2025. PPNR1, a non-GAAP measure, was $178.6 million for the third quarter of 2025, compared to $180.7 million in the second quarter of 2025.

Highlights of the third quarter of 2025 compared to the second quarter of 2025 included:

•Net interest income totaled $337.6 million, an increase of $9.5 million over the prior quarter. Net interest margin expanded 11 basis points to 2.91% for the third quarter of 2025, compared to 2.80% for the prior quarter. For the third quarter of 2025, our core net interest margin excluding trading activities1, a non-GAAP measure, was 3.16% compared to 3.12% in the prior quarter.

•Fees and commissions revenue totaled $204.4 million, an increase of $7.1 million over the prior quarter led by growth in investment banking revenue driven by increased municipal underwriting activity.

•Other operating expense totaled $369.8 million, an increase of $15.3 million over the prior quarter. Personnel expense was up $11.6 million due to higher incentive compensation and regular compensation. Non-personnel expense increased $3.6 million led by greater mortgage banking costs.

•Period end outstanding loan balances totaled $24.9 billion at September 30, 2025, growing by $573 million over June 30, 2025, with broad-based growth across the loan portfolio. Average loan balances increased $650 million to $24.8 billion.

•The provision for expected credit losses of $2.0 million in the third quarter of 2025 reflects the impact of loan growth during the quarter, partially offset by a slight improvement in economic forecast scenario assumptions. Net charge-offs in the third quarter were $3.6 million, or 0.06% of average loans on an annualized basis. The resulting combined allowance for credit losses totaled $328 million, or 1.32% of outstanding loans, at September 30, 2025. The combined allowance for credit losses was $330 million, or 1.36% of outstanding loans, at June 30, 2025.

•Nonperforming assets not guaranteed by U.S. government agencies were $67 million, a $7.3 million decrease compared to June 30, 2025. Accruing substandard loans increased by $68 million while other loans especially mentioned decreased by $32 million compared to June 30, 2025.

•Period end deposits grew by $254 million to $38.5 billion at September 30, 2025. Average deposits increased $345 million, including a $408 million increase in average interest-bearing deposits and a $64 million reduction in demand deposit balances. The loan to deposit ratio was 65% at September 30, 2025, compared to 64% at June 30, 2025.

•Assets under management or administration totaled $122.7 billion at September 30, 2025, increasing $4.8 billion compared to June 30, 2025, primarily driven by improvements in the equity markets and growth in customer relationships during the third quarter.

•The Company's tangible common equity ratio1, a non-GAAP measure, was 10.06% at September 30, 2025, and 9.63% at June 30, 2025. The tangible common equity ratio is primarily based on total shareholders' equity, which includes unrealized gains and losses on AFS securities.

•The common equity Tier 1 capital ratio at September 30, 2025, was 13.60%. Other regulatory capital ratios include the Tier 1 capital ratio at 13.61%, total capital ratio at 14.48%, and leverage ratio at 10.19%. At June 30, 2025, the common equity Tier 1 capital ratio was 13.59%, the Tier 1 capital ratio was 13.60%, the total capital ratio was 14.48%, and the leverage ratio was 9.88%.

•The Company repurchased 365,547 shares of common stock at an average price of $111.00 per share in the third quarter of 2025, and 663,298 shares of common stock at an average price of $93.99 per share in the second quarter of 2025. We view share buybacks opportunistically, but within the context of maintaining our strong capital position.

1 See Explanation and Reconciliation of Non-GAAP Measures in "Non-GAAP Measures" section following.

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•The Company paid a regular cash dividend of $36.1 million, or $0.57 per common share, during the third quarter of 2025. On October 28, 2025, the Board approved an increase in the quarterly cash dividend to $0.63 per common share payable on or about November 26, 2025, to shareholders of record as of November 12, 2025.

Highlights of the nine months ended September 30, 2025, compared to the nine months ended September 30, 2024, included:

•Net income for the nine months ended September 30, 2025 totaled $400.7 million, or $6.27 per diluted share, compared to $387.4 million, or $6.01 per diluted share, for the nine months ended September 30, 2024.

•Net interest income totaled $982.1 million for the nine months ended September 30, 2025, and $897.7 million for the nine months ended September 30, 2024. Net interest income increased $61.5 million from changes in interest rates and increased $23.9 million from changes in earning assets. Net interest margin was 2.83% compared to 2.62% reflecting the funding shift from wholesale borrowings to interest-bearing deposits, along with improving yields on the AFS securities portfolio. The AFS securities portfolio yield increased 23 basis points, while loan yields decreased 71 basis points. Funding costs decreased 74 basis points. Average earning assets increased $749 million to $46.3 billion, driven largely by higher average balances for trading securities, loans, and AFS securities. Total interest-bearing deposits increased $2.9 billion, partially offset by a decrease of $428 million in demand deposit balances. Other borrowed funds decreased $2.1 billion.

•Fees and commissions revenue totaled $585.9 million for the nine months ended September 30, 2025, a $17.2 million decrease compared to the nine months ended September 30, 2024. Brokerage and trading revenue decreased $50.2 million, largely due to a shift in fee revenue to interest income combined with lower trading volumes and compressed trading margins. Fiduciary and asset management revenue increased $18.5 million led by growth in trust fees related to higher market valuations and continued growth in client relationships. Transaction card revenue increased $4.9 million due to disciplined pricing strategies, targeted customer acquisition efforts, and an increase in the volume of transactions processed during the period. Deposit service charges increased $4.8 million due to growth in commercial service charges.

•Other gains (losses), net, were a net gain of $15.7 million for the nine months ended September 30, 2025, compared to a net gain of $74.7 million for the nine months ended September 30, 2024. The nine months ended September 30, 2024 included a $56.9 million pre-tax gain on the conversion of our Visa B shares. The nine months ended September 30, 2024 also included a net loss of $45.8 million on the repositioning of the AFS securities portfolio.

•Total operating expense was $1.1 billion for the nine months ended September 30, 2025, an increase of $53.7 million over the nine months ended September 30, 2024. Personnel expense increased $54.7 million. Regular compensation increased $25.7 million, largely related to annual merit increases, salary adjustments, and business expansion. Incentive compensation expense was up $14.9 million, primarily due to cash-based incentive compensation costs. Employee benefits expense increased $14.0 million related to higher employee healthcare costs combined with smaller increases in payroll taxes and employee retirement plan costs. Non-personnel expense was relatively unchanged compared to the nine months ended September 30, 2024 at $416.6 million. The nine months ended September 30, 2024 included charitable contributions to the BOKF Foundation of $13.6 million and FDIC insurance special assessment costs of $6.2 million. These decreases in expense were offset by increases in data processing expense, net occupancy and equipment expense, professional fees and services expense, and business promotion costs.

•A $2.0 million provision for expected credit losses was necessary for the nine months ended September 30, 2025. An $18.0 million provision for expected credit losses was recorded for the nine months ended September 30, 2024.

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Results of Operations

Net Interest Income and Net Interest Margin

Net interest income is the interest earned on debt securities, loans, and other interest-earning assets less interest paid for interest-bearing deposits and other borrowings. The net interest margin is calculated by dividing tax-equivalent net interest income by average interest-earning assets. Net interest spread is the difference between the average rate earned on interest-earning assets and the average rate paid on interest-bearing liabilities. Net interest margin is typically greater than net interest spread due to interest revenue earned on assets funded by non-interest bearing liabilities such as demand deposits and equity.

Tax-equivalent net interest income totaled $340.2 million for the third quarter of 2025, up from $330.7 million in the prior quarter. Net interest income increased $7.6 million from changes in interest rates and increased $1.9 million from changes in earning assets. Table 1 shows the effect on net interest income from changes in average balances and interest rates for various types of earning assets and interest-bearing liabilities.

Average earning assets decreased $555 million compared to the second quarter of 2025. The average balance of trading securities decreased $1.3 billion, average investment securities decreased $57 million, and average restricted equity securities decreased $53 million. Average loan balances increased $650 million, primarily due to growth in commercial real estate loans and loans to individuals. Average AFS securities grew by $168 million.

Total average deposits increased $345 million over the second quarter of 2025, including a $408 million increase in interest-bearing deposits, partially offset by a $64 million decrease in demand deposits. Average funds purchased and repurchase agreements increased $92 million, while average other borrowings decreased $972 million. Average subordinated debentures decreased $100 million, reflecting the full quarter impact of redemptions completed in the second quarter.

Net interest margin was 2.91% compared to 2.80% in the second quarter of 2025. For the third quarter of 2025, our core net interest margin excluding trading activities1, a non-GAAP measure, was 3.16% compared to 3.12% in the prior quarter. The tax-equivalent yield on earning assets was 5.53%, an increase of 6 basis points. The yield on the AFS securities portfolio increased 4 basis points to 3.93%. The yield on trading securities was up 20 basis points to 5.25%. The yield on restricted equity securities expanded 11 basis points to 7.84%. Loan yields decreased 1 basis point to 6.70%.

Funding costs were 3.33%, a 7 basis point decrease compared to the prior quarter. The cost of interest-bearing deposits decreased 3 basis points to 3.14%. The cost of funds purchased and repurchase agreements decreased 21 basis points to 3.29% while the cost of other borrowings increased 5 basis points to 4.54%. The cost of subordinated debentures was down 638 basis points as all outstanding subordinated debentures were called during the second quarter. The benefit to net interest margin from assets funded by non-interest liabilities was 71 basis points, a decrease of 2 basis points.

Our overall objective is to manage the Company's balance sheet for changes in interest rates as is further described in the Market Risk section of this report. Approximately 84% of our commercial and commercial real estate loan portfolios are either variable rate or fixed rate that will reprice within one year. These loans are funded primarily by deposit accounts that are either non-interest bearing, or that reprice more slowly than the loans. The result is a balance sheet that is asset sensitive, which means that assets generally reprice more quickly than the liabilities. One of the strategies that we use to manage toward a relative rate-neutral position is to purchase fixed-rate residential mortgage-backed securities issued primarily by U.S. government agencies and fund them with market rate-sensitive liabilities. The liability-sensitive nature of this strategy provides an offset to the asset-sensitive characteristics of our loan portfolio. We also may use derivative instruments to manage our interest rate risk.

The effectiveness of these strategies is reflected in the overall change in net interest income due to changes in interest rates as shown in Table 1 and in the interest rate sensitivity projections as shown in the Market Risk section of this report.

1 See Explanation and Reconciliation of Non-GAAP Measures in "Non-GAAP Measures" section following.

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Table 1 – Volume/Rate Analysis

(In thousands)


	Three Months Ended Sep. 30, 2025 / June 30, 2025						Nine Months Ended Sep. 30, 2025 / 2024
			Change Due To1						Change Due To1
	Change		Volume		Yield/Rate		Change		Volume		Yield/Rate
Tax-equivalent interest revenue:
Interest-bearing cash and cash equivalents	$	(144)	$	(91)	$	(53)	$	(4,575)	$	(833)	$	(3,742)
Trading securities	(13,718)		(16,896)		3,178		13,475		16,199		(2,724)
Investment securities	(202)		(203)		1		(2,519)		(2,478)		(41)
Available-for-sale securities	2,092		774		1,318		29,321		7,225		22,096
Fair value option securities	122		233		(111)		2,360		1,729		631
Restricted equity securities	(940)		(1,000)		60		(5,785)		(4,792)		(993)
Residential mortgage loans held for sale	59		70		(11)		(40)		87		(127)
Loans	14,748		13,172		1,576		(123,126)		6,794		(129,920)
Total tax-equivalent interest revenue	2,017		(3,941)		5,958		(90,889)		23,931		(114,820)
Interest expense:
Transaction deposits	2,184		2,937		(753)		(31,533)		73,224		(104,757)
Savings deposits	42		20		22		(112)		88		(200)
Time deposits	1,164		1,869		(705)		(15,012)		2,246		(17,258)
Funds purchased and repurchase agreements	430		827		(397)		(21,042)		(13,997)		(7,045)
Other borrowings	(9,686)		(10,721)		1,035		(105,238)		(58,765)		(46,473)
Subordinated debentures	(1,588)		(794)		(794)		(3,303)		(2,763)		(540)
Total interest expense	(7,454)		(5,862)		(1,592)		(176,240)		33		(176,273)
Tax-equivalent net interest income	9,471		1,921		7,550		85,351		23,898		61,453
Change in tax-equivalent adjustment	(9)						1,000
Net interest income	$	9,480					$	84,351

1 Changes attributable to both volume and yield/rate are allocated to both volume and yield/rate on an equal basis.

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Other Operating Revenue

Other operating revenue was $210.7 million for the third quarter of 2025, an increase of $3.6 million over the second quarter of 2025, led by growth in investment banking revenue driven by increased municipal underwriting activity.

Table 2 – Other Operating Revenue

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended				Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Brokerage and trading revenue	$	43,239	$	38,125	$	5,114	13	%			$	112,432	$	162,587	$	(50,155)	(31)	%
Transaction card revenue	29,463		29,561		(98)		—	%			86,116		81,234		4,882		6	%
Fiduciary and asset management revenue	63,878		63,964		(86)		—	%			188,814		170,265		18,549		11	%
Deposit service charges and fees	31,896		31,319		577		2	%			93,490		88,707		4,783		5	%
Mortgage banking revenue	19,764		18,993		771		4	%			58,572		55,967		2,605		5	%
Other revenue	16,190		15,368		822		5	%			46,452		44,325		2,127		5	%
Total fees and commissions revenue	204,430		197,330		7,100		4	%			585,876		603,085		(17,209)		(3)	%
Other gains, net	8,264		8,140		124		N/A				15,679		74,731		(59,052)		N/A
Gain (loss) on derivatives, net	(453)		5,535		(5,988)		N/A				14,647		(733)		15,380		N/A
Gain on fair value option securities, net	630		1,112		(482)		N/A				2,067		365		1,702		N/A
Change in fair value of mortgage servicing rights	(2,375)		(5,019)		2,644		N/A				(14,634)		(2,023)		(12,611)		N/A
Gain (loss) on available-for-sale securities, net	213		—		213		N/A				213		(45,828)		46,041		N/A



Total other operating revenue	$	210,709	$	207,098	$	3,611	2	%			$	603,848	$	629,597	$	(25,749)	(4)	%

Percentage increases (decreases) in non-fees and commissions revenue are not meaningful for comparison purposes based on the nature of the item.

Fees and Commissions Revenue

Diversified sources of fees and commissions revenue are a significant part of our business strategy and represented 38% of combined net interest income before provision for credit losses and fees and commissions revenue for the third quarter of 2025. We believe that a variety of fee revenue sources provides diversification to changes resulting from market or economic conditions such as interest rates, values in the equity markets, commodity prices, and consumer spending, all of which can be volatile. Many of the economic factors, such as decreasing interest rates, that we expect will result in a decline in net interest income or fiduciary and asset management revenue may also increase mortgage banking production volumes and related trading. The velocity of changes in market conditions and interest rates may result in timing differences between when offsetting impacts and benefits are realized. Generally, for operating revenues not as directly related to movement in interest rates, we expect growth to come through offering new products and services and by further development of our presence in other markets. However, current and future economic conditions, regulatory constraints, increased competition, and saturation in our existing markets could affect the rate of future increases.

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Brokerage and Trading Revenue

Brokerage and trading revenue, which includes revenues from trading, customer hedging, retail brokerage, and investment banking, increased $5.1 million over the second quarter of 2025.

Trading revenue includes net realized and unrealized gains and losses primarily related to residential mortgage-backed securities guaranteed by U.S. government agencies and related derivative instruments that enable our mortgage banking customers to manage their production risk. Trading revenue also includes net realized and unrealized gains and losses on municipal securities and other financial instruments that we sell to institutional customers, along with changes in the fair value of financial instruments we hold as economic hedges against market risk of our trading securities. Trading revenue was $15.5 million, up $1.1 million over the prior quarter, largely driven by higher municipal bond trading, partially offset by a decrease in U.S. agency residential mortgage-backed securities trading volumes. Interest rate levels and curve steepness can result in a shift between trading revenue and net interest income from trading securities. See further discussion on a total revenue basis in the Wealth Management discussion in Management's Discussion and Analysis - Segment Reporting following.

Customer hedging revenue is based primarily on realized and unrealized changes in the fair value of derivative contracts held for customer risk management programs. As more fully discussed under Customer Risk Management Programs in Note 3 of the Consolidated Financial Statements, we offer commodity, interest rate, foreign exchange, and equity derivatives to our customers. Customer hedging revenue totaled $5.7 million for the third quarter of 2025, a decrease of $1.8 million compared to the prior quarter, primarily related to lower energy derivative volumes. Customer hedging revenue includes credit valuation adjustments of the fair value of derivatives to reflect the risk of counterparty default.

Investment banking, which includes fees earned upon completion of underwriting, financial advisory services, and loan syndication fees, totaled $16.1 million, an increase of $5.0 million over the prior quarter, largely driven by increased municipal underwriting activity.

Transaction Card Revenue

Transaction card revenue includes revenues from processing transactions on behalf of members of our TransFund electronic fund transfer network, merchant services fees paid by customers for account management and electronic processing of card transactions, and interchange fees from our corporate card program. Transaction card revenue totaled $29.5 million for the third quarter of 2025, unchanged from the prior quarter.

Fiduciary and Asset Management Revenue

Fiduciary and asset management revenue is earned through managing or holding of assets for customers and executing transactions or providing related services. Fiduciary and asset management revenue is largely based on the fair value of assets. Rates applied to asset values vary based on the nature of the relationship. Fiduciary relationships and managed asset relationships generally have higher fee rates than non-fiduciary and/or non-managed relationships. Fiduciary and asset management revenue was $63.9 million for the third quarter of 2025, consistent with the second quarter of 2025. The current quarter benefited from increased trust fees driven by higher market valuations and continued growth in client relationships, while the prior quarter was impacted by seasonal tax preparation fees.

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A distribution of assets under management or administration and related fiduciary and asset management revenue follows:

Table 3 – Assets Under Management or Administration

(Dollars in thousands)


	Three Months Ended
	September 30, 2025						June 30, 2025
	Balance1		Revenue2		Margin3		Balance1		Revenue2		Margin3
Managed fiduciary assets:
Personal	$	13,493,702	$	29,531	0.88	%	$	12,870,191	$	29,969	0.93	%
Institutional	26,056,686		13,479		0.21	%	25,129,138		12,706		0.20	%
Total managed fiduciary assets	39,550,388		43,010		0.43	%	37,999,329		42,675		0.45	%

Non-managed assets:
Fiduciary	34,311,908		18,548		0.22	%	33,057,806		18,596		0.23	%
Non-fiduciary	21,669,661		2,320		0.04	%	20,758,866		2,693		0.05	%
Safekeeping and brokerage assets under administration	27,141,574		—		—	%	26,054,969		—		—	%
Total non-managed assets	83,123,143		20,868		0.10	%	79,871,641		21,289		0.11	%

Total assets under management or administration	$	122,673,531	$	63,878	0.21	%	$	117,870,970	$	63,964	0.22	%



	Nine Months Ended
	September 30, 2025						September 30, 2024
	Balance1		Revenue2		Margin3		Balance1		Revenue2		Margin3
Managed fiduciary assets:
Personal	$	13,493,702	$	87,512	0.86	%	$	12,144,271	$	86,384	0.95	%
Institutional	26,056,686		38,971		0.20	%	22,000,111		27,689		0.17	%
Total managed fiduciary assets	39,550,388		126,483		0.43	%	34,144,382		114,073		0.45	%

Non-managed assets:
Fiduciary	34,311,908		54,796		0.21	%	29,559,236		49,307		0.22	%
Non-fiduciary	21,669,661		7,535		0.05	%	21,087,866		6,885		0.04	%
Safekeeping and brokerage assets under administration	27,141,574		—		—	%	25,911,128		—		—	%
Total non-managed assets	83,123,143		62,331		0.10	%	76,558,230		56,192		0.10	%

Total assets under management or administration	$	122,673,531	$	188,814	0.21	%	$	110,702,612	$	170,265	0.21	%

1 Assets under management or administration balance excludes certain assets under custody held by a sub-custodian where minimal revenue is recognized. $23 billion, $22 billion, and $21 billion of such assets are excluded from assets under management or administration at September 30, 2025, June 30, 2025, and September 30, 2024, respectively.

2 Fiduciary and asset management revenue includes asset-based and other fees associated with the assets.

3 Annualized revenue divided by period end asset balance.

A summary of changes in assets under management or administration for the three and nine months ended September 30, 2025, and 2024 follows:

Table 4 – Changes in Assets Under Management or Administration

(In thousands)


	Three Months Ended September 30,				Nine Months Ended September 30,
	2025		2024		2025		2024
Beginning balance	$	117,870,970	$	107,477,030	$	114,615,237	$	104,736,999
Net inflows (outflows)	1,885,182		984,099		3,312,040		(447,158)

Net change in fair value	2,917,379		2,241,483		4,746,254		6,412,771
Ending balance	$	122,673,531	$	110,702,612	$	122,673,531	$	110,702,612

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Assets under management as of September 30, 2025, consist of 42% fixed income, 36% equities, 14% cash, and 8% alternative investments.

Deposit Service Charges

Deposit service charges and fees totaled $31.9 million for the third quarter of 2025, an increase of $577 thousand over the second quarter of 2025, primarily due to a combination of growth in overdraft fees and commercial service charges.

Mortgage Banking Revenue

Mortgage banking revenue increased $771 thousand over the second quarter of 2025. Mortgage production volume increased $9.9 million to $233 million. Production revenue as a percentage of production volume, which includes unrealized gains and losses on our mortgage commitment pipeline and related hedges, was 1.02% for the third quarter of 2025, compared to 0.76% for the second quarter of 2025.

Table 5 – Mortgage Banking Revenue

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended				Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Mortgage production revenue	$	2,370	$	1,707	$	663	39	%			$	6,706	$	7,457	$	(751)	(10)	%

Mortgage loans funded for sale	$	229,812	$	219,154							$	608,782	$	603,963
Add: Current period end outstanding commitments	67,842		64,508								67,842		70,102
Less: Prior period end outstanding commitments	64,508		60,429								36,590		34,783
Total mortgage production volume	$	233,146	$	223,233	$	9,913	4	%			$	640,034	$	639,282	$	752	—	%


Mortgage loan refinances to mortgage loans funded for sale	13	%	16	%	(300)	bps	14	%	9	%	500	bps
Realized margin on funded mortgage loans	0.96	%	0.66	%	30	bps	0.84	%	1.07	%	(23)	bps
Production revenue as a percentage of production volume	1.02	%	0.76	%	26	bps	1.05	%	1.17	%	(12)	bps
Primary mortgage interest rates1:
Average	6.57	%	6.79	%	(22)	bps	6.73	%	6.74	%	(1)	bp
Period end	6.30	%	6.77	%	(47)	bps	6.30	%	6.08	%	22	bps


Mortgage servicing revenue	$	17,394	$	17,286	$	108	1	%	$	51,866	$	48,510	$	3,356	7	%
Average outstanding principal balance of mortgage loans serviced for others	$	22,269,300	$	22,687,658	$	(418,358)	(2)	%	$	22,682,094	$	21,863,071	$	819,023	4	%


Average mortgage servicing revenue rates						0.31		%				0.31		%				—		bp																												0.31		%				0.30		%				1		bp

1 Primary rates disclosed in Table 5 above represent rates generally available to borrowers on 30 year conforming mortgage loans.

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Net Gains and Losses on Other Assets, Securities, and Derivatives

Other gains (losses), net, were a net gain of $8.3 million for the third quarter of 2025, compared to a net gain of $8.1 million in the prior quarter. Net gains on merchant banking investments were $2.7 million and net gains on investments related to deferred compensation were $4.5 million for the third quarter of 2025. The prior quarter included a net gain on merchant banking investments of $5.2 million and net gains of $3.4 million on investments related to deferred compensation. During the second quarter of 2025, a loss of $956 thousand was realized on the redemption of our subordinated debentures.

As discussed in the Market Risk section following, the fair value of our MSRs changes in response to changes in primary mortgage loan rates and other assumptions. We attempt to mitigate the earnings volatility caused by changes in the fair value of MSRs by designating certain financial instruments as an economic hedge. Changes in the fair value of these instruments are generally expected to partially offset changes in the fair value of MSRs.

Table 6 – Gain (Loss) on Mortgage Servicing Rights

(In thousands)


	Three Months Ended				Nine Months Ended
	Sep. 30, 2025		June 30, 2025		Sep. 30, 2025		Sep. 30, 2024
Gain (loss) on derivatives, net	$	(508)	$	5,230	$	13,905	$	(1,484)
Gain on fair value option securities, net	630		1,112		2,067		365
Gain (loss) on economic hedge of mortgage servicing rights, net	122		6,342		15,972		(1,119)
Change in fair value of mortgage servicing rights	(2,375)		(5,019)		(14,634)		(2,023)
Gain (loss) on changes in fair value of mortgage servicing rights, net of economic hedges included in other operating revenue	(2,253)		1,323		1,338		(3,142)
Net interest income (expense) related to fair value option securities1	169		229		327		(397)
Total economic benefit (cost) of changes in the fair value of mortgage servicing rights, net of economic hedges	$	(2,084)	$	1,552	$	1,665	$	(3,539)

1 Actual interest earned on fair value option securities less internal transfer-priced cost of funds.

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Other Operating Expense

Other operating expense for the third quarter of 2025 totaled $369.8 million, an increase of $15.3 million over the second quarter of 2025. Our efficiency ratio1 was 66.66% for the third quarter of 2025, compared to 65.42% in the prior quarter.

Table 7 – Other Operating Expense

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended				Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Regular compensation	$	124,664	$	121,521	$	3,143	3	%			$	366,508	$	340,759	$	25,749	8	%
Incentive compensation:
Cash-based	56,096		50,745		5,351		11	%			159,020		143,499		15,521		11	%
Share-based	6,126		6,080		46		1	%			18,472		16,820		1,652		10	%
Deferred compensation	5,826		3,281		2,545		N/A				8,361		10,601		(2,240)		N/A
Total incentive compensation	68,048		60,106		7,942		13	%			185,853		170,920		14,933		9	%
Employee benefits	33,635		33,084		551		2	%			102,882		88,885		13,997		16	%
Total personnel expense	226,347		214,711		11,636		5	%			655,243		600,564		54,679		9	%
Business promotion	9,960		9,139		821		9	%			27,917		23,909		4,008		17	%
Charitable contributions to BOKF Foundation	—		—		—		N/A				—		13,610		(13,610)		(100)	%
Professional fees and services	15,137		15,402		(265)		(2)	%			43,808		38,746		5,062		13	%
Net occupancy and equipment	33,040		32,657		383		1	%			98,689		92,615		6,074		7	%
FDIC and other insurance	7,302		6,439		863		13	%			20,328		24,243		(3,915)		(16)	%
FDIC special assessment	(1,209)		(523)		(686)		N/A				(1,209)		6,207		(7,416)		N/A
Data processing and communications	50,062		49,597		465		1	%			147,237		139,249		7,988		6	%
Printing, postage, and supplies	4,036		4,067		(31)		(1)	%			11,742		11,380		362		3	%
Amortization of intangible assets	2,656		2,656		—		—	%			7,964		8,757		(793)		(9)	%
Mortgage banking costs	10,668		6,711		3,957		59	%			25,068		23,946		1,122		5	%
Other expense	11,771		13,647		(1,876)		(14)	%			35,015		34,873		142		—	%
Total other operating expense	$	369,770	$	354,503	$	15,267	4	%			$	1,071,802	$	1,018,099	$	53,703	5	%

Average number of employees (FTE)	5,061		5,043		18		—	%			5,045		4,972		73		1	%

Certain percentage increases (decreases) are not meaningful for comparison purposes.

Personnel Expense

Personnel expense was $226.3 million, an increase of $11.6 million compared to the second quarter of 2025. Cash-based incentive compensation increased $5.4 million driven by stronger underwriting and loan origination activity. Regular compensation costs grew $3.1 million, largely reflecting transitional personnel expenses associated with aligning our talent base to future growth objectives. Deferred compensation, which is offset by changes in the fair value of deferred compensation investments included in Other gains (losses), net, was $5.8 million for the third quarter of 2025, an increase of $2.5 million.

Non-personnel Operating Expense

Non-personnel expense was $143.4 million, an increase of $3.6 million. Mortgage banking costs increased $4.0 million. Expenses in the prior quarter were below typical seasonal levels, primarily due to lower mortgage servicing related costs. Other expense decreased by $1.9 million due to lower operational losses.

1 See Explanation and Reconciliation of Non-GAAP Measures in "Non-GAAP Measures" section following.

- 11 -

Income Taxes

The effective tax rate was 20.22% for the third quarter of 2025, 22.51% for the second quarter of 2025, and 19.22% for the third quarter of 2024. When compared to the second quarter of 2025, the effective tax rate decreased primarily due to the release of reserves for uncertain tax positions as the statute of limitations had expired. The effective tax rate for the nine months ended September 30, 2025 and September 30, 2024 was 21.75% and 21.13%, respectively.

Reportable Segments

We operate three principal segments: Commercial Banking, Consumer Banking, and Wealth Management. Commercial Banking includes lending, treasury and cash management services, and customer risk management products for small businesses, middle market, and larger commercial customers. Commercial Banking also includes the TransFund EFT network. Consumer Banking includes retail lending and deposit services, lending and deposit services to small business customers served through our consumer branch network, and all mortgage loan origination and servicing activities. Wealth Management provides fiduciary services, private banking services, insurance, and investment advisory services in all markets. Wealth Management also underwrites state and municipal securities and engages in brokerage and trading activities.

In addition to our reportable segments, we have a Funds Management unit. The primary purpose of this unit is to manage our overall liquidity needs and interest rate risk. Each segment borrows funds from and provides funds to the Funds Management unit as needed to support their operations. Operating results for Funds Management and other include the effect of interest rate risk positions and risk management activities, securities gains and losses including impairment charges, the provision for credit losses in excess of net loans charged off, tax planning strategies, and certain executive compensation costs that are not attributed to the segments. The Funds Management unit also initially recognizes accruals for loss contingencies when losses become probable. Actual losses are recognized by the applicable segment if the accruals are settled.

We allocate resources and evaluate the performance of our reportable segments using net income before taxes, which includes the allocation of cost of funds, capital costs, and certain indirect allocations. Credit costs are attributed to the segments based on net loans charged off or recovered. The difference between credit costs attributed to the segments and the consolidated provision for credit losses is attributed to Funds Management.

Net interest income in our segments reflects our internal funds transfer pricing methodology. The funds transfer pricing methodology is the process by which the Company allocates interest income and expense to the segments and transfers the primary interest rate risk and liquidity risk to the Funds Management unit. The funds transfer pricing methodology considers the interest rate and liquidity risk characteristics of assets and liabilities. Periodically, the methodology and assumptions utilized in transfer pricing are adjusted to reflect economic conditions and other factors, which may impact the allocation of net interest income to the segments.

Non-personnel expense includes other segment items comprised of business promotion, charitable contributions to BOKF Foundation, professional fees and services, net occupancy and equipment, FDIC and other insurance, data processing and communications, printing, postage, and supplies, amortization of intangible assets, mortgage banking costs, and other miscellaneous expenses. Corporate allocations include centrally managed operational and administrative expenses that are allocated to segments.

Economic capital is assigned to the segments by a capital allocation model that reflects management's assessment of risk. This model assigns capital based upon credit, operating, interest rate, and other market risk inherent in our segments and recognizes the diversification benefits among the segments. The level of assigned economic capital is a combination of the risk taken by each segment based on its actual exposures and calibrated to its own loss history where possible. Average invested capital includes economic capital and amounts we have invested in the segment.

- 12 -

As shown in Table 8, net income before taxes attributable to our segments was $190.9 million in the third quarter of 2025 compared to $206.9 million in the second quarter of 2025. Net interest income increased $2.5 million due to higher balances in commercial real estate and loans to individuals, partially offset by lower spreads earned on deposits. Other operating revenue increased $2.8 million, primarily driven by growth in investment banking revenue, reflecting the timing and volume of municipal underwriting transactions. Other operating expense increased $19.8 million to $248.3 million. Personnel expense increased $8.7 million from cash-based incentive compensation reflecting strong underwriting and loan origination activity, as well as transitional personnel expenses associated with aligning our talent base to future growth objectives. Corporate expense allocations decreased $1.5 million.

Table 8 – Net Income Before Taxes by Segment

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended				Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Commercial Banking	$	139,817	$	141,364	$	(1,547)	(1)	%			$	420,181	$	491,090	$	(70,909)	(14)	%
Consumer Banking	14,490		24,746		(10,256)		(41)	%			61,358		88,644		(27,286)		(31)	%
Wealth Management	36,606		40,749		(4,143)		(10)	%			110,081		107,865		2,216		2	%
Segment total	190,913		206,859		(15,946)		(8)	%			591,620		687,599		(95,979)		(14)	%
Funds Management and other	(14,328)		(26,098)		11,770		N/A				(79,511)		(196,389)		116,878		N/A
BOK Financial Corporation	$	176,585	$	180,761	$	(4,176)	(2)	%			$	512,109	$	491,210	$	20,899	4	%

Certain percentage increases (decreases) are not meaningful for comparison purposes.

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Commercial Banking

Commercial Banking contributed $139.8 million to consolidated net income before taxes in the third quarter of 2025, a decrease of $1.5 million, or 1%, over the second quarter of 2025.

Table 9 – Commercial Banking

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended				Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Net interest income from external sources	$	239,835	$	235,765	$	4,070	2	%			$	707,023	$	834,275	$	(127,252)	(15)	%
Net interest expense from internal sources	(60,638)		(59,939)		(699)		(1)	%			(173,742)		(218,914)		45,172		21	%
Net interest income	179,197		175,826		3,371		2	%			533,281		615,361		(82,080)		(13)	%
Net loans charged off	2,609		29		2,580		8,897	%			2,786		8,965		(6,179)		(69)	%
Net interest income after net loans charged off	176,588		175,797		791		—	%			530,495		606,396		(75,901)		(13)	%






Other operating revenue	61,745		64,432		(2,687)		(4)	%			181,698		164,359		17,339		11	%
Personnel expense	51,638		49,774		1,864		4	%			150,621		141,401		9,220		7	%
Non-personnel expense	29,601		29,931		(330)		(1)	%			87,899		85,745		2,154		3	%




Total other operating expense	81,239		79,705		1,534		2	%			238,520		227,146		11,374		5	%
Corporate allocations	17,277		19,160		(1,883)		(10)	%			53,492		52,519		973		2	%
Net income before taxes	$	139,817	$	141,364	$	(1,547)	(1)	%			$	420,181	$	491,090	$	(70,909)	(14)	%

Average assets	$	21,722,491	$	21,318,236	$	404,255	2	%			$	21,481,669	$	21,831,765	$	(350,096)	(2)	%
Average loans	20,280,147		19,894,391		385,756		2	%			20,047,722		20,270,762		(223,040)		(1)	%
Average deposits	18,161,258		17,424,707		736,551		4	%			17,786,453		16,353,011		1,433,442		9	%
Average invested capital	2,172,371		2,148,937		23,434		1	%			2,159,951		2,160,584		(633)		—	%

Net interest income increased by $3.4 million, or 2%, primarily attributable to loan growth during the quarter. Net loans charged off increased by $2.6 million during the quarter. Other operating revenue decreased $2.7 million compared to the prior quarter, primarily due to a decrease in loan syndication fees and lower gains on merchant banking investments.

Other operating expense increased $1.5 million, or 2%, compared to the second quarter of 2025. Personnel expense increased $1.9 million, or 4%, primarily related to incentive compensation reflecting the growth in loan origination activity. Non-personnel expense was consistent with the prior quarter at $29.6 million. Corporate allocations decreased $1.9 million to $17.3 million.

Average outstanding loan balances attributed to Commercial Banking increased $386 million, or 2%, over the second quarter of 2025, to $20.3 billion. See the Loans section of Management's Discussion and Analysis of Financial Condition and Results of Operations following for additional discussion of changes in commercial and commercial real estate loans, which are primarily attributed to the Commercial Banking segment.

Average deposits attributed to Commercial Banking grew by $737 million, or 4%, over the second quarter of 2025, to $18.2 billion. See Management's Discussion and Analysis of Financial Condition and Results of Operations – Liquidity and Capital for further discussion of changes.

- 14 -

Consumer Banking

Consumer Banking provides retail banking services through four primary distribution channels: traditional branches, the 24-hour ExpressBank call center, internet banking, and mobile banking. Consumer Banking also conducts mortgage banking activities through offices located outside of our Consumer Banking markets.

Consumer Banking contributed $14.5 million to consolidated net income before taxes for the third quarter of 2025, compared to $24.7 million in the second quarter of 2025.

Table 10 – Consumer Banking

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended				Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Net interest income from external sources	$	16,141	$	13,463	$	2,678	20	%			$	38,344	$	19,291	$	19,053	99	%
Net interest income from internal sources	42,310		44,651		(2,341)		(5)	%			135,473		175,271		(39,798)		(23)	%
Net interest income	58,451		58,114		337		1	%			173,817		194,562		(20,745)		(11)	%
Net loans charged off	1,413		1,018		395		39	%			3,948		4,834		(886)		(18)	%
Net interest income after net loans charged off	57,038		57,096		(58)		—	%			169,869		189,728		(19,859)		(10)	%






Other operating revenue	35,820		38,165		(2,345)		(6)	%			113,043		106,132		6,911		7	%
Personnel expense	25,681		25,527		154		1	%			77,045		73,868		3,177		4	%
Non-personnel expense	38,361		29,949		8,412		28	%			99,709		92,486		7,223		8	%




Total other operating expense	64,042		55,476		8,566		15	%			176,754		166,354		10,400		6	%
Corporate allocations	14,326		15,039		(713)		(5)	%			44,800		40,862		3,938		10	%
Net income before taxes	$	14,490	$	24,746	$	(10,256)	(41)	%			$	61,358	$	88,644	$	(27,286)	(31)	%

Average assets	$	8,372,125	$	8,310,875	$	61,250	1	%			$	8,295,564	$	8,069,881	$	225,683	3	%
Average loans	2,432,968		2,304,939		128,029		6	%			2,315,650		1,982,464		333,186		17	%
Average deposits	8,330,481		8,266,824		63,657		1	%			8,251,333		8,037,449		213,884		3	%
Average invested capital	335,031		331,030		4,001		1	%			328,617		307,639		20,978		7	%

Net interest income from Consumer Banking was relatively consistent with the second quarter of 2025. Other operating revenue decreased $2.3 million, or 6%. The net cost of the changes in the fair value of mortgage servicing rights and related economic hedges was $2.1 million, compared to a net benefit of $1.6 million for the second quarter of 2025. This was partially offset by an $855 thousand increase in mortgage banking revenue.

Other operating expenses increased $8.6 million, or 15%. Mortgage banking costs increased $4.0 million as the prior quarter's expenses were below typical seasonal levels, primarily due to lower mortgage servicing related costs. Other expense increased $2.2 million related to operational losses, and business promotion expense increased $1.9 million due to increased advertising costs.

Average loans increased $128 million, or 6%, over the prior quarter, to $2.4 billion. Average deposits attributed to the Consumer Banking segment were largely unchanged from the previous quarter. See Management's Discussion and Analysis of Financial Condition and Results of Operations – Liquidity and Capital for further discussion of the changes.

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Wealth Management

Wealth Management contributed $36.6 million to consolidated net income before taxes in the third quarter of 2025, a decrease of $4.1 million, or 10%, compared to the second quarter of 2025.

Table 11 – Wealth Management

(Dollars in thousands)


	Three Months Ended				Increase (Decrease)		% Increase (Decrease)				Nine Months Ended					Increase (Decrease)		% Increase (Decrease)
	Sep. 30, 2025		June 30, 2025						Sep. 30, 2025	Sep. 30, 2024
Net interest income from external sources	$	16,256	$	25,654	$	(9,398)	(37)	%			$	55,852		$	4,571	$	51,281	1,122	%
Net interest income from internal sources	27,370		19,190		8,180		43	%			77,120			86,513		(9,393)		(11)	%
Net interest income	43,626		44,844		(1,218)		(3)	%			132,972			91,084		41,888		46	%
Net loans recovered	(3)		(7)		(4)		(57)	%			(18)			(174)		(156)		(90)	%
Net interest income after net loans recovered	43,629		44,851		(1,222)		(3)	%			132,990			91,258		41,732		46	%






Other operating revenue	111,516		103,650		7,866		8	%			311,502			344,369		(32,867)		(10)	%
Personnel expense	73,032		66,309		6,723		10	%			206,586			193,742		12,844		7	%
Non-personnel expense	29,939		26,972		2,967		11	%			83,932			89,299		(5,367)		(6)	%




Total other operating expense	102,971		93,281		9,690		10	%			290,518			283,041		7,477		3	%
Corporate allocations	15,568		14,471		1,097		8	%			43,893			44,721		(828)		(2)	%
Net income before taxes	$	36,606	$	40,749	$	(4,143)	(10)	%			$	110,081	0	$	107,865	$	2,216	2	%

Average assets	$	11,265,485	$	11,571,187	$	(305,702)	(3)	%			$	11,400,995		$	10,770,995	$	630,000	6	%
Average loans	2,353,961		2,275,378		78,583		3	%			2,272,922			2,183,132		89,790		4	%
Average deposits	10,731,569		10,783,245		(51,676)		—	%			10,739,218			9,543,465		1,195,753		13	%
Average invested capital	337,335		334,564		2,771		1	%			334,091			325,185		8,906		3	%

Combined net interest income and fee revenue increased $6.6 million, or 4%, over the second quarter of 2025. Investment banking revenue grew $6.2 million driven by the timing and volume of municipal underwriting transactions. Trading fees and commissions increased $1.1 million, largely driven by higher municipal bond trading, partially offset by lower U.S. agency residential mortgage-backed securities trading volumes. Fiduciary and asset management revenue was consistent with the prior quarter. The current quarter benefited from increased trust fees driven by higher market valuations and continued growth in client relationships, while the prior quarter was impacted by seasonal tax preparation fees. Personnel expense increased $6.7 million as a result of increased incentive compensation reflecting stronger underwriting activity. Non-personnel expense grew $3.0 million led by higher professional fees and services for ongoing projects.

Average outstanding loans attributed to the Wealth Management segment increased $79 million, or 3%, over the prior quarter, to $2.4 billion. Average Wealth Management deposits were consistent with the prior quarter. See Management's Discussion and Analysis of Financial Condition and Results of Operations – Liquidity and Capital for further discussion of the changes.

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Financial Condition

Securities

We maintain a securities portfolio to enhance profitability, manage interest rate risk, provide liquidity, and comply with regulatory requirements. Securities are classified as trading, investment (held-to-maturity), or available-for-sale. See Note 2 to the Consolidated Financial Statements for the composition of the securities portfolio as of September 30, 2025, and December 31, 2024.

We hold an inventory of trading securities in support of sales to a variety of customers, including banks, corporations, insurance companies, money managers, and others. At September 30, 2025, the trading securities portfolio totaled $4.3 billion, compared to $5.6 billion at June 30, 2025. As discussed in the Market Risk section of this report, trading activities involve risk of loss from adverse price movement. We mitigate this risk within board-approved limits through the use of derivative contracts, short-sales, and other techniques.

At September 30, 2025, the carrying value of investment securities was $1.8 billion, including a $208 thousand allowance for expected credit losses, compared to $1.9 billion at June 30, 2025, with a $196 thousand allowance for expected credit losses. The fair value of investment securities was $1.7 billion at September 30, 2025, a $48 million decrease compared to the prior quarter. Investment securities consist primarily of residential mortgage-backed securities issued by U.S. government agencies, intermediate and long-term, fixed-rate Oklahoma and Texas municipal bonds, and taxable Texas school construction bonds.

AFS securities, which may be sold prior to maturity, are carried at fair value. Unrealized gains or losses, net of deferred taxes, are recorded as accumulated other comprehensive income in shareholders' equity. The amortized cost of AFS securities totaled $13.7 billion at September 30, 2025, a $60 million increase compared to June 30, 2025. At September 30, 2025, the AFS securities portfolio consisted primarily of U.S. government agency residential mortgage-backed securities and U.S. government agency commercial mortgage-backed securities. Both residential and commercial mortgage-backed securities have credit risk from delinquency or default of the underlying loans. We mitigate this risk by primarily investing in securities issued by U.S. government agencies. Principal and interest payments on the underlying loans are fully guaranteed. Commercial mortgage-backed securities have prepayment penalties similar to commercial loans.

A primary risk of holding residential mortgage-backed securities comes from extension during periods of rising interest rates or contraction in the form of more rapid prepayments during periods of falling interest rates. We evaluate this risk through extensive modeling of risk both before making an investment and throughout the life of the security. Our best estimate of the duration of the combined residential mortgage-backed securities portfolio held in investment and AFS securities was 3.3 years as of September 30, 2025, compared to 3.5 years as of June 30, 2025. Management estimates the duration extends to 4.1 years assuming an immediate 200 basis point upward shock. The estimated duration contracts to 2.0 years assuming a 200 basis point decline in the current rate environment. The duration of the total investment portfolio is 3.0 years, extending to 3.4 years in an upward shock of 200 basis points and contracting to 2.1 years in a down 200 basis point shock scenario. Management also regularly monitors the impact of interest rate risk on the AFS securities portfolio on our tangible equity ratio under various shock scenarios.

- 17 -

Loans

The aggregate loan portfolio before allowance for loan losses totaled $24.9 billion at September 30, 2025, an increase of $573 million over June 30, 2025, driven by broad-based growth across the loan portfolio.

Table 12 – Loans

(In thousands)


	Sep. 30, 2025		June 30, 2025		Mar. 31, 2025		Dec. 31, 2024		Sep. 30, 2024
Commercial:
Healthcare	$	3,878,543	$	3,808,936	$	3,789,446	$	3,967,533	$	4,149,069
Services	3,710,643		3,658,807		3,704,834		3,643,203		3,573,670
Energy	2,681,512		2,734,713		2,860,330		3,254,724		3,126,635
General business	4,242,242		4,181,726		4,048,821		4,164,676		4,028,548
Total commercial	14,512,940		14,384,182		14,403,431		15,030,136		14,877,922

Commercial real estate:
Multifamily	2,500,323		2,473,365		2,336,312		2,237,064		2,109,445
Industrial	1,396,795		1,304,211		1,163,089		1,127,867		1,270,928
Office	811,601		690,086		704,688		755,838		815,966
Retail	593,835		592,043		497,579		485,926		521,874
Residential construction and land development	122,033		105,701		105,190		109,120		105,048
Other commercial real estate	328,020		356,035		356,678		342,637		365,394
Total commercial real estate	5,752,607		5,521,441		5,163,536		5,058,452		5,188,655



Loans to individuals:
Residential mortgage	2,676,366		2,610,681		2,471,345		2,436,958		2,370,293
Residential mortgage guaranteed by U.S. government agencies	151,642		148,453		133,453		136,649		127,747
Personal	1,771,639		1,627,454		1,518,723		1,452,529		1,420,444
Total loans to individuals	4,599,647		4,386,588		4,123,521		4,026,136		3,918,484

Total	$	24,865,194	$	24,292,211	$	23,690,488	$	24,114,724	$	23,985,061

Commercial

Commercial loans represent loans for working capital, facilities acquisition or expansion, purchases of equipment, and other needs of commercial customers primarily located within our geographical footprint. These loans are underwritten individually and represent ongoing relationships based on a thorough knowledge of the customer, the customer's industry, and the market. While commercial loans are generally secured by the customer's assets including real property, inventory, accounts receivable, operating equipment, interests in mineral rights, and other property and may also include personal guarantees of the owners and related parties, the primary source of repayment of the loans is the ongoing cash flow from operations of the customer's business. In addition, revolving lines of credit are generally governed by a borrowing base. Inherent lending risks are centrally monitored on a continuous basis from underwriting throughout the life of the loan for compliance with commercial lending policies.

Commercial loans totaled $14.5 billion, or 58% of the loan portfolio, at September 30, 2025, a $129 million increase over June 30, 2025, primarily due to an increase in healthcare, general business, and services loans, partially offset by a decrease in energy loan balances.

Approximately 71% of loans in this portfolio segment are located within our geographic footprint based on collateral location. Loans for which the collateral location is less relevant, such as unsecured loans and reserve-based energy loans, are categorized by the borrower's primary operating location. The largest concentration of loans in this segment outside of our footprint is California, totaling 6% of the portfolio segment.

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Healthcare sector loans totaled $3.9 billion, or 16% of total loans, an increase of $70 million compared to June 30, 2025. Healthcare sector loans consist primarily of $3.1 billion of loans for the development and operation of senior housing and care facilities including independent living, assisted living, and skilled nursing. Generally, we loan to borrowers with a portfolio of multiple facilities which serves to help diversify risks specific to a single facility.

The services sector of the loan portfolio totaled $3.7 billion, or 15% of total loans, a $52 million increase over the prior quarter. Services sector loans consist of a large number of loans to a variety of businesses including Native American tribal and state and local municipal government entities, Native American tribal casino operations, foundations and not-for-profit organizations, specialty trade contractors, and educational services. Services sector loans are generally secured by the assets of the borrower with repayment coming from the cash flows of ongoing operations of the customer's business.

General business loans totaled $4.2 billion, or 17% of total loans, an increase of $61 million compared to the prior quarter. General business loans consist of $2.7 billion of wholesale/retail loans and $1.5 billion of loans from other commercial industries.

Loans to non-depository financial institutions included in services and general business loans totaled $506 million, or 2% of total loans at September 30, 2025. The majority of these loans are in the two highest credit quality subcategories, subscription lines and residential mortgage warehouse lines.

Supporting the energy industry with loans to producers and other energy-related entities has been a hallmark of the Company since its founding and represents a large portion of our commercial loan portfolio. In addition, energy production and related industries have a significant impact on the economy in our primary markets. Loans collateralized by oil and gas properties are subject to a semi-annual engineering review by our internal staff of petroleum engineers. This review is used as the basis for developing the expected cash flows supporting the loan amount. The projected cash flows are discounted according to risk characteristics of the underlying oil and gas properties. Loans are evaluated to demonstrate with reasonable certainty that crude oil, natural gas, and natural gas liquids can be recovered from known oil and gas reservoirs under existing economic and operating conditions at current pricing levels and with existing conventional equipment and operating methods and costs. As part of our evaluation of credit quality, we analyze rigorous stress tests over a range of commodity prices and take proactive steps to mitigate risk when appropriate.

Outstanding energy loan balances totaled $2.7 billion, or 11% of total loans, at September 30, 2025, a $53 million decrease compared to June 30, 2025. Consolidation in the energy industry led to elevated payoff activity in recent quarters, but this payoff activity is abating and balances are stabilizing.

Approximately $2.1 billion of energy loans were to oil and gas producers, a $35 million decrease compared to June 30, 2025. The majority of this portfolio is first lien, senior secured, reserve-based lending, which we believe is the lowest risk form of energy lending. Approximately 71% of committed production loans are secured by properties primarily producing oil, and 29% of the committed production loans are secured by properties primarily producing natural gas.

Loans to midstream oil and gas companies totaled $378 million at September 30, 2025, a $6.1 million increase over June 30, 2025. Loans to borrowers that provide services to the energy industry totaled $205 million at September 30, 2025, a $26 million decrease compared to the prior quarter. Loans to other energy borrowers, including those engaged in wholesale or retail energy sales, totaled $42 million, relatively unchanged compared to June 30, 2025.

Unfunded energy loan commitments were $4.4 billion at September 30, 2025, an $89 million decrease compared to June 30, 2025.

We participate in shared national credits when appropriate to obtain or maintain business relationships with local customers. Shared national credits are defined by banking regulators as credits of $100 million or more and with three or more non-affiliated banks as participants. At September 30, 2025, the outstanding principal balance of these loans totaled $5.5 billion, including $1.8 billion of general business loans and $1.8 billion of energy loans. Substantially all of these loans are to borrowers with local market relationships. We serve as the agent lender in approximately 20% of our shared national credits, based on dollars committed. We hold shared national credits to the same standard of analysis and perform the same level of review as internally originated credits. Our lending policies generally avoid loans in which we do not have the opportunity to maintain or achieve other business relationships with the customer. In addition to management's quarterly assessment of credit risk, banking regulators annually review a sample of shared national credits for proper risk grading.

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Commercial Real Estate

Commercial real estate represents loans for the construction of buildings or other improvements to real estate and property held by borrowers for investment purposes generally within our geographical footprint. We require collateral values in excess of the loan amounts, demonstrated cash flows in excess of expected debt service requirements, equity investment in the project, and a portion of the project already sold, leased, or permanent financing already secured. The expected cash flows from all significant new or renewed income producing property commitments are stress tested to reflect the risks in varying interest rates, vacancy rates, and rental rates. As with commercial loans, inherent lending risks are centrally monitored on a continuous basis from underwriting throughout the life of the loan for compliance with applicable lending policies.

Outstanding commercial real estate loan balances totaled $5.8 billion, or 23% of total loans at September 30, 2025, an increase of $231 million over June 30, 2025. Loans secured by office facilities increased by $122 million to $812 million, loans secured by industrial facilities increased by $93 million to $1.4 billion, and loans secured by multifamily properties increased by $27 million to $2.5 billion. These increases were partially offset by a $28 million decrease in other real estate loans.

Approximately 66% of loans in this portfolio segment are in our geographic footprint based on collateral location. The largest concentration of loans in this portfolio segment outside our footprint is Utah, totaling 6% of the segment. All other states represent less than 5% individually.

Unfunded commercial real estate loan commitments were $2.1 billion at September 30, 2025, an increase of $84 million over June 30, 2025. We take a disciplined approach to managing our concentration of commercial real estate loan commitments as a percentage of capital.

Loans to Individuals

Loans to individuals include residential mortgage and personal loans. Residential mortgage loans provide funds for our customers to purchase or refinance their primary residence or to borrow against the equity in their home. These loans are secured by a first or second mortgage on the customer's primary residence. Personal loans consist primarily of loans to Wealth Management clients secured by the cash surrender value of insurance policies and marketable securities. Personal loans also include direct loans secured by and for the purchase of automobiles, recreational equipment, and marine equipment, as well as unsecured loans. These loans are made in accordance with underwriting policies we believe to be conservative and are fully documented. Loans may be individually underwritten or credit scored based on size and other criteria. Credit scoring is assessed based on significant credit characteristics including credit history, residential and employment stability.

In general, we sell the majority of our conforming fixed-rate mortgage loan originations in the secondary market and retain the majority of our non-conforming and adjustable-rate mortgage loans. Our mortgage loan portfolio does not include payment option adjustable-rate mortgage loans or adjustable-rate mortgage loans with initial rates that are below market. Home equity loans are primarily first-lien and fully amortizing.

Residential mortgage loans guaranteed by U.S. government agencies have limited credit exposure because of the agency guarantee. This amount includes residential mortgage loans previously sold into GNMA mortgage pools that the Company may repurchase when certain defined delinquency criteria are met. Because of this repurchase right, the Company is deemed to have regained effective control over these loans and must include them on the Consolidated Balance Sheet.

Loans to individuals totaled $4.6 billion, or 18% of the loan portfolio, an increase of $213 million over June 30, 2025. Approximately 90% of the loans in this portfolio segment are secured by collateral located within our geographical footprint. Loans for which the collateral location is less relevant, such as unsecured loans, are categorized by the borrower's primary location.

The Company secondarily evaluates loan portfolio performance based on the primary geographical market managing the loan. Loans attributed to a geographical market may not represent the location of the borrower or the collateral. All permanent mortgage loans serviced by our mortgage banking unit and held for investment by the Company are centrally managed by the Oklahoma market.

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Table 13 – Loans Managed by Primary Geographical Market

(In thousands)


	Sep. 30, 2025		June 30, 2025		Mar. 31, 2025		Dec. 31, 2024		Sep. 30, 2024
Texas:
Commercial	$	6,800,577	$	6,893,246	$	6,953,714	$	7,411,416	$	7,437,800
Commercial real estate	2,107,335		1,997,598		1,864,345		1,731,281		1,816,276

Loans to individuals	1,037,831		996,341		929,825		918,994		880,213
Total Texas	9,945,743		9,887,185		9,747,884		10,061,691		10,134,289

Oklahoma:
Commercial	3,692,319		3,455,696		3,380,680		3,585,592		3,440,385
Commercial real estate	574,126		512,075		521,992		513,101		557,025

Loans to individuals	2,927,185		2,725,320		2,548,549		2,440,874		2,367,725
Total Oklahoma	7,193,630		6,693,091		6,451,221		6,539,567		6,365,135

Colorado:
Commercial	2,132,770		2,185,658		2,246,388		2,188,324		2,175,540
Commercial real estate	589,307		791,171		706,154		759,168		835,478

Loans to individuals	208,323		217,088		210,531		213,768		216,938
Total Colorado	2,930,400		3,193,917		3,163,073		3,161,260		3,227,956

Arizona:
Commercial	1,228,593		1,166,745		1,115,085		1,082,829		1,064,380
Commercial real estate	1,348,838		1,165,927		1,084,967		1,098,174		1,115,928

Loans to individuals	222,963		226,727		218,093		215,531		218,340
Total Arizona	2,800,394		2,559,399		2,418,145		2,396,534		2,398,648

Kansas/Missouri:
Commercial	270,068		303,692		298,410		305,957		306,370
Commercial real estate	618,052		556,390		533,335		515,511		438,424

Loans to individuals	142,408		155,154		147,651		164,638		158,524
Total Kansas/Missouri	1,030,528		1,015,236		979,396		986,106		903,318

New Mexico:
Commercial	282,479		282,918		324,321		325,246		324,605
Commercial real estate	458,720		443,516		381,775		402,217		386,037

Loans to individuals	51,056		55,714		57,926		60,703		64,511
Total New Mexico	792,255		782,148		764,022		788,166		775,153

Arkansas:
Commercial	106,134		96,227		84,833		130,772		128,842
Commercial real estate	56,229		54,764		70,968		39,000		39,487

Loans to individuals	9,881		10,244		10,946		11,628		12,233
Total Arkansas	172,244		161,235		166,747		181,400		180,562

Total BOK Financial loans	$	24,865,194	$	24,292,211	$	23,690,488	$	24,114,724	$	23,985,061

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Off-Balance Sheet Commitments

We enter into certain off-balance sheet arrangements in the normal course of business as shown in Table 14. Loan commitments may be unconditional obligations to provide financing or conditional obligations that depend on the borrower's financial condition, collateral value, or other factors. Standby letters of credit are unconditional commitments to guarantee the performance of our customer to a third party. Since some of these commitments are expected to expire before being drawn upon, the total commitment amounts do not necessarily represent future cash requirements.

We have off-balance sheet commitments related to certain residential mortgage loans sold into mortgage-backed securities as part of our mortgage banking activities. We retain off-balance sheet credit risk related to losses in excess of amounts guaranteed by the VA.

We also have off-balance sheet credit risk related to certain residential mortgage loans primarily originated under community development loan programs that were sold to a U.S. government agency with full recourse prior to 2007. We are obligated to repurchase these loans for the life of these loans in the event of foreclosure for the unpaid principal and interest at the time of foreclosure. The majority of our conforming fixed-rate loan originations are sold in the secondary market, and we only retain repurchase obligations under standard underwriting representations and warranties.

Table 14 – Off-Balance Sheet Credit Commitments

(In thousands)


	Sep. 30, 2025		June 30, 2025		Mar. 31, 2025		Dec. 31, 2024		Sep. 30, 2024
Loan commitments	$	15,266,953	$	14,736,539	$	14,546,324	$	14,735,416	$	14,555,282
Standby letters of credit	643,166		702,008		697,793		703,194		735,420
Unpaid principal balance of residential mortgage loans sold with recourse	30,372		31,560		32,544		33,864		35,140
Unpaid principal balance of residential mortgage loans transferred into mortgage-backed securities guaranteed by VA	869,589		890,377		902,670		913,977		933,989

Customer Hedging Programs

We offer programs that permit our customers to hedge various risks, including fluctuations in energy prices, interest rates, foreign exchange rates, and other commodities with derivative contracts. Each of these programs work essentially the same way. Derivative contracts are executed between the customers and the Company. Offsetting contracts are executed between the Company and selected counterparties to minimize market risk due to changes in commodity prices, interest rates, or foreign exchange rates. The counterparty contracts are identical to the customer contracts except for a fixed pricing spread or a fee paid to us as compensation for administrative costs, credit risk, and profit.

The customer hedging programs create credit risk for potential amounts due to the Company from our customers and from the counterparties. Customer credit risk is monitored through existing credit policies and procedures. The effects of changes in commodity prices, interest rates, or foreign exchange rates are evaluated across a range of possible scenarios to determine the maximum exposure we are willing to have individually to any customer. Customers may also be required to provide cash margin or other collateral in conjunction with our credit agreements to further limit our credit risk.

Counterparty credit risk is evaluated through existing policies and procedures. This evaluation considers the total relationship between BOK Financial and each of the counterparties. Individual limits are established by management, approved by Credit Administration, and reviewed by the Asset/Liability Committee. Margin collateral is required if the exposure between the Company and any counterparty exceeds established limits. Based on declines in the counterparties' credit ratings, these limits may be reduced and additional margin collateral may be required.

A deterioration of the credit standing of one or more of the customers or counterparties to these contracts may result in BOK Financial recognizing a loss as the fair value of the affected contracts may no longer move in tandem with the offsetting contracts. This occurs if the credit standing of the customer or counterparty deteriorates such that either the fair value of underlying collateral no longer supports the contract or the customer or the counterparty's ability to provide margin collateral becomes impaired. Credit losses on customer derivatives reduce brokerage and trading revenue in the Consolidated Statements of Earnings.

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Derivative contracts are carried at fair value. At September 30, 2025, the net fair value of derivative contracts, before consideration of cash margin, reported as assets under these programs totaled $317 million compared to $326 million at June 30, 2025. At September 30, 2025, the net fair value of our derivative contracts included $218 million for energy contracts, $61 million for foreign exchange contracts, and $37 million for interest rate swaps. The aggregate net fair value of derivative contracts, before consideration of cash margin, held under these programs reported as liabilities totaled $294 million at September 30, 2025, and $297 million at June 30, 2025.

At September 30, 2025, total derivative assets were reduced by $40 million of cash collateral received from counterparties and total derivative liabilities were reduced by $4.3 million of cash collateral paid to counterparties related to instruments executed with the same counterparty under a master netting agreement. Derivative contracts executed with customers may be secured by non-cash collateral in conjunction with a credit agreement with that customer, such as proven producing oil and gas properties. Access to this collateral in an event of default is reasonably assured.

A table showing the notional and fair value of derivative assets and liabilities on both a gross and net basis is presented in Note 3 to the Consolidated Financial Statements.

The fair value of derivative contracts reported as assets under these programs, net of cash margin held by the Company, by category of debtor at September 30, 2025, follows in Table 15.

Table 15 – Fair Value of Derivative Contracts

(In thousands)


Exchanges and clearing organizations	$	182,648
Customers	47,227
Banks and other financial institutions	46,725
Fair value of customer risk management program asset derivative contracts, net	$	276,600

At September 30, 2025, our largest derivative exposure was to an exchange for $135 million of net energy derivative positions and $69 million of cash margin placed with the exchange.

Our customer hedging program also introduces liquidity and capital risk. We are required to provide cash margin to certain counterparties when the net negative fair value of the contracts exceeds established limits which may incur additional funding costs. Also, changes in commodity prices affect risk-weighted assets and total assets which in turn impacts regulatory capital ratios. These risks are modeled as part of the management of these programs. Based on current prices, a decrease in market prices to an equivalent of $49.90 per barrel of oil would increase the fair value of derivative assets by $7.1 million. An increase in prices to an equivalent of $74.84 per barrel of oil would increase the fair value of derivative assets by $455 million as asset values rise faster than margin paid. Liquidity requirements of this program may also be affected by our credit rating. At September 30, 2025, a decrease in our credit rating to below investment grade would increase our obligation to post cash margin on existing contracts by approximately $10 million.

The fair value of our to-be-announced residential mortgage-backed securities and interest rate swap derivative contracts is affected by changes in interest rates. Based on our assessment as of September 30, 2025, changes in interest rates would not materially impact regulatory capital or liquidity needed to support this portion of our customer derivative program.

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Summary of Credit Loss Experience

Table 16 – Summary of Credit Loss Experience

(Dollars in thousands)


	Three Months Ended
	Sep. 30, 2025			June 30, 2025			Mar. 31, 2025			Dec. 31, 2024			Sep. 30, 2024
Allowance for loan losses:
Beginning balance	$	277,049		$	278,594		$	280,035		$	284,456		$	287,826
Loans charged off	(4,348)			(1,313)			(2,291)			(1,339)			(2,496)
Recoveries of loans previously charged off	721			752			1,186			811			2,550
Net loans charged off	(3,627)			(561)			(1,105)			(528)			54
Provision for credit losses	4,270			(984)			(336)			(3,893)			(3,424)
Ending balance	$	277,692		$	277,049		$	278,594		$	280,035		$	284,456

Accrual for off-balance sheet credit risk from unfunded loan commitments:
Beginning balance	$	52,992		$	52,088		$	51,640		$	47,766		$	42,336
Provision for credit losses	(2,208)			904			448			3,874			5,430
Ending balance	$	50,784		$	52,992		$	52,088		$	51,640		$	47,766

Accrual for off-balance sheet credit risk associated with mortgage banking activities:
Beginning balance	$	3,111		$	3,060		$	3,148		$	3,087		$	3,069
Net loans charged off	(7)			(26)			(6)			31			(29)
Provision for credit losses	(74)			77			(82)			30			47
Ending balance	$	3,030		$	3,111		$	3,060		$	3,148		$	3,087

Allowance for credit losses related to investment (held-to-maturity) securities:
Beginning balance	$	196		$	193		$	223		$	234		$	287
Provision for credit losses	12			3			(30)			(11)			(53)
Ending balance	$	208		$	196		$	193		$	223		$	234

Total provision for credit losses	$	2,000		$	—		$	—		$	—		$	2,000


Average loans by portfolio segment:
Commercial	$	14,490,145		$	14,315,695		$	14,633,090		$	14,973,929		$	15,076,308
Commercial real estate	5,743,572			5,495,152			5,245,867			5,039,535			5,257,842

Loans to individuals	4,592,422			4,365,702			4,189,270			4,011,080			3,970,734
Net charge-offs (annualized) to average loans	0.06		%	0.01		%	0.02		%	0.01		%	—		%
Net charge-offs (annualized) to average loans by portfolio segment:
Commercial	0.08		%	—		%	0.02		%	—		%	(0.02)		%
Commercial real estate	(0.01)		%	0.01		%	(0.01)		%	—		%	(0.02)		%
Loans to individuals	0.05		%	0.05		%	0.05		%	0.04		%	0.09		%
Recoveries to gross charge-offs	16.58		%	57.27		%	51.77		%	60.57		%	102.16		%
Provision for loan losses (annualized) to average loans	0.07		%	(0.02)		%	(0.01)		%	(0.06)		%	(0.06)		%
Allowance for loan losses to loans outstanding at period end	1.12		%	1.14		%	1.18		%	1.16		%	1.19		%
Accrual for unfunded loan commitments to loan commitments	0.33		%	0.36		%	0.36		%	0.35		%	0.33		%
Combined allowance for loan losses and accrual for off-balance sheet credit risk from unfunded loan commitments to loans outstanding at period end	1.32		%	1.36		%	1.40		%	1.38		%	1.39		%

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Allowance for Loan Losses and Accrual for Off-Balance Sheet Credit Risk from Unfunded Loan Commitments

Expected credit losses on assets carried at amortized cost are recognized over their expected lives based on models that measure the probability of default and loss given default over a 12-month reasonable and supportable forecast period. Models incorporate base case, downside, and upside macroeconomic variables such as real GDP growth, civilian unemployment rate, commercial real estate vacancy rates, and WTI oil prices on a probability weighted basis. See Note 4 to the Consolidated Financial Statements for additional discussion of methodology of allowance for loan losses.

Non-pass grade loans, including loans especially mentioned, accruing substandard, and nonaccruing loans, increased $30 million over June 30, 2025. Non-pass grade general business loans increased $50 million and non-pass grade loans to individuals increased $14 million. Non-pass grade healthcare loans decreased $23 million and non-pass grade commercial real estate loans decreased $7.3 million. Nonaccruing loans decreased $6.9 million during the quarter and loans especially mentioned decreased $32 million, while accruing substandard loans increased $68 million. A summary of outstanding loan balances by risk grade is included in Note 4 to the Consolidated Financial Statements.

The provision for expected credit losses of $2.0 million in the third quarter of 2025 reflects the impact of loan growth during the quarter, partially offset by a slight improvement in economic forecast scenario assumptions. The allowance for loan losses totaled $278 million, or 1.12% of outstanding loans, at September 30, 2025. Excluding residential mortgage loans guaranteed by U.S. government agencies, the allowance for loan losses was 427% of nonaccruing loans. The combined allowance for loan losses and accrual for off-balance sheet credit risk from unfunded loan commitments was $328 million, or 1.32% of outstanding loans and 505% of nonaccruing loans, at September 30, 2025.

The probability weighting of all scenarios in our reasonable and supportable forecast remained unchanged compared to the prior quarter. The sensitivity to management's economic scenario weighting may be quantified by comparing the results of weighting each economic scenario at 100%. For example, compared to a 100% base case scenario, a 100% downside case would result in an additional $198 million in quantitative reserve, while a 100% upside case would result in $13 million less quantitative reserve at September 30, 2025. Such sensitivity calculations do not necessarily reflect the nature and extent of future changes in the related allowance.

No provision for credit losses was necessary for the second quarter of 2025. The allowance for loan losses was $277 million, or 1.14% of outstanding loans, at June 30, 2025. Excluding residential mortgage loans guaranteed by U.S. government agencies, the allowance for loan losses was 383% of nonaccruing loans. The combined allowance for loan losses and accrual for off-balance sheet credit risk from unfunded loan commitments was $330 million, or 1.36% of outstanding loans and 456% of nonaccruing loans.

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A summary of macroeconomic variables considered in developing our estimate of expected credit losses at September 30, 2025 follows:


	Base	Downside	Upside
Scenario probability weighting	50%	35%	15%

Economic outlook	There are three rate cuts over the next four quarters, bringing the federal funds target range to 3.25% to 3.50% by the end of the third quarter of 2026. The full impact of tariffs causes inflation to remain elevated and is 2.9% by the third quarter of 2026. The impact of tariffs and restrictive immigration policies result in higher-than-average inflation. This leads to a slight decrease in real consumer spending and generates GDP growth that is slightly below trend. However, businesses avoid broad layoffs due to the elevated expense of hiring which stabilizes the national unemployment rate.	The Federal Reserve is forced to adopt an accommodative monetary policy compared to the base case scenario and cut the federal funds rate significantly to encourage economic activity and job creation. In total, there are eight rate cuts over the next four quarters bringing the target range to 2.00% to 2.25% by the end of the third quarter of 2026. Widespread tariffs and restrictive immigration policies accelerate inflation and reduce real wages. This results in a significant decrease in consumer spending, which is compounded by a restrictive credit environment and declines in private sector investment. This pushes the United States into a recession with a contraction in economic activity and a sharp increase in the unemployment rate.	There are four rate cuts over the next four quarters, bringing the target range to 3.00% to 3.25% by the end of the third quarter of 2026. Core inflation improves and reaches 2.5% by the third quarter of 2026. The impact of tariffs and restrictive immigration policies is relatively minor beyond the third quarter of 2025. Labor force participation and private sector investment remain consistent with recent levels, and non-farm payroll reverts to the growth rate from 2024. This supports consumer spending and generates on-trend GDP growth.

Macro-economic factors	–GDP is forecasted to grow by 1.6% over the next 12 months. –Civilian unemployment rate of 4.5% in the fourth quarter of 2025 decreases to 4.4% in the third quarter of 2026. –WTI oil prices are projected to average $57.08 per barrel over the next 12 months, with a peak of $62.65 in the fourth quarter of 2025 and falling 19% over the following three quarters.	–GDP is forecasted to contract 2.0% over the next 12 months. –Civilian unemployment rate of 5.0% in the fourth quarter of 2025 increases to 6.6% in the third quarter of 2026. –WTI oil prices are projected to average $43.50 over the next 12 months, with a peak of $48.32 in the fourth quarter of 2025 and falling 18% over the following three quarters.	–GDP is forecasted to grow by 2.0% over the next 12 months. –Civilian unemployment rate of 4.2% in the fourth quarter of 2025 decreases to 4.1% by the third quarter of 2026. –WTI oil prices are projected to average $62.20 per barrel over the next 12 months.

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Net Loans Charged Off

Net charge-offs were $3.6 million, or 0.06% of average loans on an annualized basis, in the third quarter primarily due to a single commercial services loan. At September 30, 2025, net charge-offs for the trailing twelve months were $5.8 million, or 0.02% of average loans. Net charge-offs of loans to individuals include deposit account overdraft losses. Net charge-offs were $561 thousand, or 0.01% of average loans on an annualized basis, in the second quarter of 2025. At June 30, 2025, net charge-offs for the trailing twelve months were $2.1 million, or 0.01% of average loans.

Accrual for Off-Balance Sheet Credit Risk Associated with Mortgage Banking Activities

The accrual for off-balance sheet credit risk associated with mortgage banking activities includes consideration of credit risk related to certain residential mortgage loans sold into mortgage-backed securities in excess of amounts guaranteed by the VA and mortgage loans originated under community development loan programs that were sold to a U.S. government agency with full recourse.

We use publicly available long-term national data to estimate total loss given default for our off-balance sheet credit risk related to losses in excess of amounts guaranteed by the VA. This result is combined with probability of default output from our mortgage servicing rights model to estimate total expected loss. Then, we estimate the VA's guarantee percentage to determine our portion of the credit risk. Qualitative adjustments may be used, if necessary.

Allowance for Credit Losses Related to Investment (Held-to-Maturity) Securities

The expected credit losses principles apply to all financial assets measured at cost, including our investment (held-to-maturity) debt securities portfolio. Our investment portfolio includes municipal and other tax-exempt securities and other debt securities. Expected credit losses for these assets are based on the probability of default and loss given default assumptions that align with similarly graded loans. Qualitative adjustments may be used, if necessary.

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Nonperforming Assets

As more fully described in Note 4 to the Consolidated Financial Statements, loans are generally classified as nonaccruing when it becomes probable that we will not collect the full contractual principal and interest. Real estate and other repossessed assets are assets acquired in partial or total forgiveness of loans. The assets are carried at the lower of cost as determined by fair value at the date of foreclosure or current fair value, less estimated selling costs. A summary of nonperforming assets follows in Table 17.

Table 17 – Nonperforming Assets

(Dollars in thousands)


	Sep. 30, 2025			June 30, 2025			Mar. 31, 2025			Dec. 31, 2024			Sep. 30, 2024
Nonaccruing loans:
Commercial:
Healthcare	$	24,507		$	28,743		$	29,253		$	13,717		$	15,927
Services	7,647			11,329			13,662			767			1,425
Energy	31			40			49			49			28,986
General business	85			45			103			114			5,334
Total commercial	32,270			40,157			43,067			14,647			51,672

Commercial real estate	6,809			6,925			13,125			9,905			12,364

Loans to individuals:
Residential mortgage	21,255			20,654			20,502			15,261			13,688
Residential mortgage guaranteed by U.S. government agencies	7,348			6,978			6,786			6,803			6,520
Personal	4,712			4,613			40			109			71
Total loans to individuals	33,315			32,245			27,328			22,173			20,279
Total nonaccruing loans	72,394			79,327			83,520			46,725			84,315

Real estate and other repossessed assets	1,751			1,729			1,769			2,254			2,625
Total nonperforming assets	$	74,145		$	81,056		$	85,289		$	48,979		$	86,940
Total nonperforming assets excluding those guaranteed by U.S. government agencies	$	66,797		$	74,078		$	78,503		$	42,176		$	80,420

Allowance for loan losses to nonaccruing loans1	426.92		%	382.93		%	363.06		%	701.46		%	365.65		%
Combined allowance for loan losses and accrual for off-balance sheet credit risk from unfunded loan commitments to nonaccruing loans1	504.99		%	456.18		%	430.95		%	830.81		%	427.05		%
Nonperforming assets to outstanding loans and repossessed assets	0.30		%	0.33		%	0.36		%	0.20		%	0.36		%
Nonperforming assets to outstanding loans and repossessed assets1	0.27		%	0.31		%	0.33		%	0.18		%	0.34		%
Nonaccruing loans to outstanding loans	0.29		%	0.33		%	0.35		%	0.19		%	0.35		%
Nonaccruing commercial loans to outstanding commercial loans	0.22		%	0.28		%	0.30		%	0.10		%	0.35		%
Nonaccruing commercial real estate loans to outstanding commercial real estate loans	0.12		%	0.13		%	0.25		%	0.20		%	0.24		%
Nonaccruing loans to individuals to outstanding loans to individuals1	0.58		%	0.60		%	0.51		%	0.40		%	0.36		%

1 Excludes residential mortgages guaranteed by U.S. government agencies.

Nonaccruing loans decreased $6.9 million compared to June 30, 2025. New nonaccruing loans identified in the third quarter totaled $6.2 million, offset by $5.9 million in payments received, $4.3 million in charge-offs, and $2.4 million in loans that returned to accrual status. Nonaccruing healthcare loans decreased $4.2 million and nonaccruing services loans decreased $3.7 million. The Company generally retains nonperforming assets to maximize potential recovery, which may cause future nonperforming assets to decrease more slowly.

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A rollforward of nonperforming assets for the three and nine months ended September 30, 2025, follows in Table 18.

Table 18 – Rollforward of Nonperforming Assets

(In thousands)


	Three Months Ended
	September 30, 2025
	Nonaccruing Loans								Real Estate and Other Repossessed Assets		Total Nonperforming Assets
	Commercial		Commercial Real Estate		Loan to Individuals		Total
Balance, June 30, 2025	$	40,157	$	6,925	$	32,245	$	79,327	$	1,729	$	81,056

Additions	497		—		5,666		6,163		—		6,163

Payments	(2,976)		(116)		(2,760)		(5,852)		—		(5,852)
Charge-offs	(3,157)		—		(1,191)		(4,348)		—		(4,348)
Net gains (losses) and write-downs	—		—		—		—		9		9
Foreclosure of nonperforming loans	—		—		(128)		(128)		128		—
Foreclosure of loans guaranteed by U.S. government agencies	—		—		(362)		(362)		—		(362)
Proceeds from sales	—		—		—		—		(115)		(115)

Net transfers to nonaccruing loans	—		—		—		—		—		—
Return to accrual status	(2,251)		—		(155)		(2,406)		—		(2,406)

Balance, September 30, 2025	$	32,270	$	6,809	$	33,315	$	72,394	$	1,751	$	74,145

	Nine Months Ended
	September 30, 2025
	Nonaccruing Loans								Real Estate and Other Repossessed Assets		Total Nonperforming Assets
	Commercial		Commercial Real Estate		Loan to Individuals		Total
Balance, Dec. 31, 2024	$	14,647	$	9,905	$	22,173	$	46,725	$	2,254	$	48,979

Additions	31,370		3,273		18,501		53,144		—		53,144

Payments	(7,219)		(6,243)		(4,885)		(18,347)		—		(18,347)
Charge-offs	(4,277)		(126)		(3,549)		(7,952)		—		(7,952)
Net gains (losses) and write-downs	—		—

BOK FINANCIAL CORP 10-Q