<PAGE>   1
                                    FORM 10-Q

                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549


(Mark One)

[X]                 QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d)
                        OF THE SECURITIES EXCHANGE ACT OF 1934
                    FOR THE QUARTERLY PERIOD ENDED DECEMBER 31, 2000

                                       OR

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

For the transition period from _______________ to _______________

Commission File No.   0-23935
                    ---------

                      COLUMBIA FINANCIAL OF KENTUCKY, INC.
                      ------------------------------------
             (Exact name of registrant as specified in its charter)

         Ohio                                            61-1319175
-------------------------------                    ------------------------
(State or other jurisdiction of                       (I.R.S. Employer
incorporation of organization)                      Identification Number)

     2497 Dixie Highway
   Ft. Mitchell, Kentucky                                 41017-3085
-------------------------------                         --------------
                                                          (Zip Code)

(Address of principal executive
           office)

Registrant's telephone number, including area code: (859) 331-2419

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

Yes X                                                      No
   ---                                                       ---


State the number of shares outstanding of each of the issuer's classes of common
equity, as of the latest practicable date: As of February 12, 2001, the latest
practicable date, 2,625,950 common shares of the registrant, no par value, were
issued and outstanding.


                                  Page 1 of 14

<PAGE>   2



                                      INDEX
                                      -----

                      COLUMBIA FINANCIAL OF KENTUCKY, INC.

                                                                         PAGE
                                                                         ----

PART I   -   FINANCIAL INFORMATION

             Consolidated Statements of Financial Condition                3
             Consolidated Statements of Income                             4
             Consolidated Statements of Cash Flows                         5
             Notes to Consolidated Financial Statements                    6
             Management's Discussion and Analysis of Financial
               Condition and Results of Operations                         8
         Quantitative and Qualitative Disclosures About Market Risk       11

PART II  -   OTHER INFORMATION                                            12

SIGNATURES                                                                14


                                  Page 2 of 14

<PAGE>   3



                      COLUMBIA FINANCIAL OF KENTUCKY, INC.
                 CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION


<TABLE>
<CAPTION>

                                                                        DEC. 31            SEPT. 30
                                                                          2000               2000
                                                                     ---------------    ----------------
                                                                      (In Thousands, Except Share Data)
<S>                                                                   <C>               <C>
                                           ASSETS
   Cash and due from Banks                                            $     582         $     605
   Interest Bearing Deposits in Other Banks                               3,893             4,385
                                                                      ---------         ---------

     Total Cash and Cash Equivalents                                      4,475             4,990

   Investment Securities
     Held to Maturity, At Cost (Market Value of
        $14,746 and $14,512 at December 31, and
        and September 30, 2000, Respectively)                            14,838            14,842
   Mortgage-Backed Securities, At Cost (Market Value of
        $15,798 and $16,360 at December 31, and
        and September 30, 2000, Respectively)                            16,023            16,637
   Loans Receivable, Net                                                 71,171            70,682
   Interest Receivable                                                      744               836
   Premises and Equipment, Net                                            1,480             1,500
   Federal Home Loan Bank Stock, At Cost                                  1,588             1,559
   Federal Income Tax - Refund Receivable                                  --                 409
   Deferred Federal Income Tax Asset                                         48              --
   Other Assets                                                              82                59
                                                                      ---------         ---------

     Total Assets                                                     $ 110,449         $ 111,514
                                                                      =========         =========


                               LIABILITIES AND SHAREHOLDERS' EQUITY

 Liabilities
   Deposits                                                           $  76,646         $  75,462
   Short-Term Borrowings                                                  4,000             6,000
   Advances from Borrowers for Taxes
     and Insurance                                                          151               405
   Accrued Federal Income Tax Liability                                      52              --
   Deferred Federal Income Tax Liability                                    160               250
   Other Liabilities                                                        320               286
                                                                      ---------         ---------

    Total Liabilities                                                    81,329            82,403
                                                                      ---------         ---------

 Shareholders' Equity
   Preferred Stock (1,000,000 Shares, No Par Value,
     Authorized, No Shares Issued or Outstanding)                          --                --
   Common Stock (6,000,000 Shares, No Par Value,
     Authorized, 2,650,950 Issued and Outstanding)                         --                --
   Additional Paid in Capital                                            18,832            18,266
   Retained Earnings - Substantially Restricted                          13,194            13,817
   Treasury Stock, 20,500 Shares at Cost                                   (489)             (489)
   Unearned ESOP Shares                                                  (1,294)           (1,360)
   Shares Acquired by RRP Trust                                          (1,123)           (1,123)
                                                                      ---------         ---------

    Total Shareholders' Equity                                           29,120            29,111
                                                                      ---------         ---------

     Total Liabilities and Shareholders' Equity                       $ 110,449         $ 111,514
                                                                      =========         =========
</TABLE>


                                  Page 3 of 14

<PAGE>   4


                      COLUMBIA FINANCIAL OF KENTUCKY, INC.

                        CONSOLIDATED STATEMENTS OF INCOME

<TABLE>
<CAPTION>

                                                THREE MONTHS ENDED DEC. 31,
                                             ------------------------------
                                                    2000          1999
                                             --------------   -------------
                                             (In Thousands Except Share Data)
<S>                                                <C>          <C>
INTEREST INCOME
  Loans                                            $1,444       $1,450
  Mortgage-Backed Securities                          266          302
  Investments                                         252          267
  Interest-Bearing Deposits                            52           28
                                                   ------       ------

    Total Interest Income                           2,014        2,047
                                                   ------       ------

INTEREST EXPENSE
  Deposits                                            940          860
  FHLB Advances                                        82           39
                                                   ------       ------

    Total Interest Expense                          1,022          899
                                                   ------       ------

NET INTEREST INCOME                                   992        1,148

PROVISION FOR LOSSES ON LOANS                        --           --
                                                   ------       ------

    Net Interest Income After Provision for
      Losses on Loans                                 992        1,148
                                                   ------       ------

NON-INTEREST INCOME                                    23           48
                                                   ------       ------

NON-INTEREST EXPENSE
    Salaries and Employee Benefits                    553          596
    Occupancy Expense of Premises                      65           74
    Federal Deposit Insurance Premiums                  4           13
    Data Processing Services                           33           28
    Advertising                                        18           21
    Other                                             147          180
                                                   ------       ------

    Total Non-Interest Expense                        820          912
                                                   ------       ------

    Income Before Federal Income Tax
      Expense                                         195          284

FEDERAL INCOME TAX EXPENSE                             66           96
                                                   ------       ------

    NET INCOME                                     $  129       $  188
                                                   ======       ======

EARNINGS PER SHARE
  Basic                                            $ 0.05       $ 0.08
                                                   ======       ======
  Diluted                                          $ 0.05       $ 0.08
                                                   ======       ======
</TABLE>


                                  Page 4 of 14
<PAGE>   5


                      COLUMBIA FINANCIAL OF KENTUCKY, INC.

                            STATEMENTS OF CASH FLOWS

<TABLE>
<CAPTION>

                                                            THREE MONTHS ENDED
                                                               DECEMBER 31,
                                                       -----------------------------
                                                          2000               1999
                                                       ------------     ------------
                                                               (IN THOUSANDS)
<S>                                                     <C>             <C>
CASH FLOWS FROM OPERATING ACTIVITIES
  Net Income                                            $   129         $   188
  Reconciliation of Net Income with
    Cash Flows from Operations
      Depreciation                                           27              27
      Shares Released to ESOP                                66             109
      FHLB Stock Dividends                                  (29)            (26)
      Deferred Federal Income Tax                           368             (44)
    Changes In
      Interest Receivable                                    92              84
      Other Assets                                          (23)            (15)
      Federal Income Tax Receivable / Liability             (45)            160
      Other Liabilities                                      34              61
                                                        -------         -------

      Net Cash Provided by Operating Activities             619             544
                                                        -------         -------

CASH FLOWS FROM INVESTING ACTIVITIES
  Investment Securities
    Matured                                                   4           1,006
  Mortgage-Backed Securities
    Principal Collected                                     614             797
  Loan Originations and Repayments, Net                    (489)         (1,067)
  Purchases of Property and Equipment                        (7)            (21)
                                                        -------         -------

    Net Cash Provided by Investing Activities               122             715
                                                        -------         -------

CASH FLOWS FROM FINANCING ACTIVITIES
  FHLB Advances                                          (2,000)          3,000
  Advances from Borrowers for
    Taxes and Insurance                                    (254)           (229)
  Change in Deposits                                      1,184          (2,794)
  Dividends Paid                                           (186)           (186)
  Shares Acquired by RRP                                   --               (95)
                                                        -------         -------

    NET CASH (USED) BY FINANCING ACTIVITIES              (1,256)           (304)
                                                        -------         -------

    CHANGE IN CASH AND CASH EQUIVALENTS                    (515)            955

BEGINNING BALANCE, CASH AND CASH EQUIVALENTS              4,990           3,441
                                                        -------         -------

    ENDING BALANCE, CASH AND CASH EQUIVALENTS           $ 4,475         $ 4,396
                                                        =======         =======
</TABLE>

                                  Page 5 of 14
<PAGE>   6



                   NOTES TO CONSOLIDATED FINANCIAL STATEMENTS
                      COLUMBIA FINANCIAL OF KENTUCKY, INC.

                        For the three-month periods ended
                           December 31, 2000 and 1999



1.     BASIS OF PRESENTATION
       ---------------------

       The accompanying unaudited financial statements were prepared in
accordance with instructions for Form 10-Q, and, therefore, do not include
information or footnotes necessary for complete presentation of financial
position, results of operations and cash flows in conformity with generally
accepted accounting principles. Accordingly, these financial statements should
be read in conjunction with the consolidated financial statements and notes
thereto of Columbia Financial of Kentucky, Inc. ("CFKY" or the "Company") for
the year ended September 30, 2000. However, in the opinion of management, all
adjustments (consisting of only normal recurring accruals) which are necessary
for fair presentation of the consolidated financial statements have been
included. The results of operations for the three-month periods ended December
31, 2000 and 1999 are not necessarily indicative of the results that may be
expected for an entire fiscal year.

       The accompanying consolidated financial statements include the accounts
of CFKY and Columbia Federal Savings Bank ("Columbia Federal" or the "Savings
Bank"). All significant intercompany items have been eliminated.

2.     COMPREHENSIVE INCOME
       --------------------

       Comprehensive income includes net income and other non-owner changes in
equity. The Company had no other comprehensive income for the quarters ended
December 31, 2000 and 1999.

3.     IMPACT OF RECENT ACCOUNTING STANDARDS
       -------------------------------------

       On November 12, 1999, the Gramm-Leach-Bliley Act (the "GLB Act") was
enacted into law. The GLB Act makes sweeping changes in the financial services
in which various types of financial institutions may engage. The Glass-Steagall
Act, which had generally prevented banks from affiliating with securities and
insurance firms, was repealed. A new "financial holding company," which owns
only well capitalized and well managed depository institutions, will be
permitted to engage in a variety of financial activities, including insurance
and securities underwriting and agency activities.

       The GLB Act permits unitary savings and loan holding companies in
existence on May 4, 1999, including the Company, to continue to engage in all
activities in which they were permitted to engage prior to the enactment of the
Act. Such activities are essentially unlimited, provided that the thrift
subsidiary remains a qualified thrift lender. Any thrift holding company formed
after May 4, 1999, will be subject to the same restrictions as a multiple thrift
holding company. In addition, a unitary thrift holding company in existence on
May 4, 1999, may be sold only to a financial holding company engaged in
activities permissible for multiple savings and loan holding companies.

       The GLB Act did not have a material effect on the activities in which the
Company and the Savings Bank currently engage, except to the extent that
competition with other types of financial institutions may increase as they
engage in activities not permitted prior to enactment of the GLB Act.


                                  Page 6 of 14
<PAGE>   7



                   NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

                      COLUMBIA FINANCIAL OF KENTUCKY, INC.




4.     PENDING LEGISLATIVE CHANGES
       ---------------------------

       None.

5.     EARNINGS PER SHARE
       ------------------

       Basic earnings per share is computed based upon the weighted average
shares outstanding during the period, less shares in the ESOP that are
unallocated and not committed to be released. Weighted average common shares
outstanding, which give effect to 169,333 unallocated ESOP shares, totaled
2,456,617 shares for the three-month period ended December 31, 2000. Diluted
earnings per share is computed using basic common shares outstanding because
options on 252,600 shares were not considered due to their anti-dilutive
effects.


                                  Page 7 of 14

<PAGE>   8


           MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION
                            AND RESULTS OF OPERATIONS

                      COLUMBIA FINANCIAL OF KENTUCKY, INC.


                    NOTE REGARDING FORWARD-LOOKING STATEMENTS

       In addition to historical information contained herein, this Form 10-Q
contains forward-looking statements that involve risks and uncertainties.
Economic circumstances, Columbia Federal's operations and actual results could
differ significantly from those discussed in the forward-looking statements.
Some of the factors that could cause or contribute to such differences are
discussed herein but also include changes in the economy and interest rates in
the nation and Columbia Federal's market area generally.

       Some of the forward-looking statements included herein are the statements
regarding management's determination of the amount of allowance for losses on
loans, the adequacy of collateral on nonperforming loans, legislative changes,
interest rate risk, and the effect of certain accounting pronouncements. See
Exhibit 99 "Safe Harbor Under the Private Securities Litigation Reform Act of
1995," attached hereto and incorporated herein by reference.


DISCUSSION OF FINANCIAL CONDITION CHANGES FROM SEPTEMBER 30, 2000 TO
--------------------------------------------------------------------
DECEMBER 31, 2000
-----------------

       GENERAL. CFKY's assets totaled $110.4 million at December 31, 2000, a
decrease of $1.1 million, or 1.0%, from $111.5 million at September 30, 2000.
Cash and cash equivalents decreased $515,000, investments and mortgage-backed
securities decreased $618,000 and loans receivable increased $489,000. Deposits
increased $1.2 million. Short-term borrowings decreased $2.0 million and
advances from borrowers for taxes and insurance decreased $254,000.

       LIQUID ASSETS AND INVESTMENTS. Liquid assets (cash and cash equivalents)
totaled $4.5 million at December 31, 2000, a decrease of $515,000, from the
total at September 30, 2000.

       LOANS RECEIVABLE. Net loans receivable equaled $71.2 million at December
31, 2000, compared to $70.7 million at September 30, 2000, a .7% increase,
attributable to loans being originated more rapidly than loans were being
repaid.

       ALLOWANCE FOR LOSSES ON LOANS. Columbia Federal's allowance for loan
losses totaled $300,000 at December 31, 2000 and September 30, 2000. The
allowance represented .42% of net loans at December 31, 2000 and September 30,
2000. As of September 30, 2000, there was $117,000 in nonperforming loans, which
was .17% of net loans at that date. As of December 31, 2000, there was $85,000
in nonperforming loans, which was .12 % of net loans at that date.

       It is management's policy to maintain an allowance for estimated losses
based on the perceived risk of loss in the loan portfolio. In assessing risk,
management considers historical loss experience, the volume and type of lending
conducted by the Bank, industry standards, past due loans, general economic
conditions and other factors related to the collectibility of the loan
portfolio.


                                  Page 8 of 14

<PAGE>   9


       The following table sets forth the composition of the Bank's portfolio by
type of loan at the dates indicated.

<TABLE>
<CAPTION>
                                                           December 31, 2000                 September 30, 2000
                                                           -----------------                 ------------------
                                                         Amount        Percent            Amount           Percent
                                                         ------        -------            ------           -------
<S>                                                     <C>             <C>               <C>              <C>
         REAL ESTATE LOANS
           One-to-four Family Residential               $62,677         85.17%            $60,994          82.97%
           Multi-family and Non-residential               4,147          5.63               3,805             -
           Land and Construction:
             Nonresidential Real Estate                   2,864          3.89               3,763           5.18
             Construction Loans                           3,883          5.28               4,762           6.48
                                                        -------        ------             -------         ------
             Total Real Estate Loans                     73,571         99.97              73,324          99.75
                                                         ------         -----              ------         ------

         CONSUMER LOANS
           Loans on Deposit                                  23           .03                 187            .25
                                                         ------         -----              ------         ------

             Total Loans                                 73,594        100.00%             73,511         100.00%
                                                         ======        ======              ======         ======


         LESS
           Loans in Process                               1,417                             1,818
           Deferred Loan Fees                               706                               711
           Allowance for Loan Losses                        300                               300
                                                         ------                             -----

             Loans Receivable, Net                      $71,171                           $70,682
                                                         ======                            ======
</TABLE>

       The following is the change in the allowance for loan losses for the
periods indicated.

<TABLE>
<CAPTION>
                                                      Three Months Ended               Year Ended
                                                       December 31, 2000           September 30, 2000
                                                      ------------------           ------------------
<S>                                                          <C>                        <C>
         ALLOWANCE FOR LOAN LOSSES
           Balance at Beginning of Period                    $300                       $300
           Net (Charge-Offs) Recoveries                        -                          -

           Provision for Loan Losses                           -                          -
                                                             ----                       ----

           Balance at End of Period                          $300                       $300
                                                             ====                       ====
</TABLE>


       Although management believes that its allowance for loan losses at
December 31, 2000, was adequate based upon the available facts and
circumstances, there can be no assurances that additions to such allowance will
not be necessary in future periods, which could adversely affect CFKY's results
of operations.

       DEPOSITS. Total deposits increased by $1.2 million, to $76.6 million, at
December 31, 2000, from September 30, 2000. At December 31, 2000, certificates
of deposit that will mature within one year accounted for 31.6% of Columbia
Federal's deposit liabilities.

       SHORT-TERM BORROWINGS: Advances from the FHLB were $4.0 million at
December 31, 2000, compared to $6.0 million at September 30, 2000. The increase
in deposits was used to reduce FHLB advances.

LIQUIDITY AND CAPITAL RESOURCES
-------------------------------

       The Savings Bank's liquidity, represented by cash and cash equivalents,
is a product of its operating, investing and financing activities. The Savings
Bank's primary sources of funds are deposits, borrowings, amortization,
prepayments and maturities of outstanding loans, sales of loans, maturities of
investment securities and other short-term investments and funds provided from
operations. While scheduled loan amortization and maturing investment securities
and short-term investments are relatively predictable sources of funds, deposit
flows and loan prepayments are greatly influenced by general interest rates,
economic conditions and competition. The Savings Bank manages the pricing of its
deposits to maintain a steady deposit balance. In addition, the Savings Bank
invests excess funds in overnight deposits and other short-term interest-earning
assets which provide liquidity to meet lending requirements. The Savings Bank
has generally been able to generate enough


                                  Page 9 of 14
<PAGE>   10


cash through the retail deposit market, its traditional funding source, to
offset the cash utilized in investing activities. As an additional source of
funds, the Savings Bank may borrow from the FHLB of Cincinnati. At December 31,
2000, the Savings Bank had $4 million in outstanding advances from the FHLB of
Cincinnati.

       Liquidity management is both a daily and long-term function of business
management. Excess liquidity is generally invested in short-term investments
such as overnight deposits. On a longer-term basis, the Savings Bank maintains a
strategy of investing in various lending products. The Savings Bank uses its
sources of funds primarily to meet its ongoing commitments, to pay maturing
savings certificates and savings withdrawals and fund loan commitments. At
December 31, 2000, the total approved loan commitments outstanding, excluding
construction loans, amounted to $212,000. At the same date, the unadvanced
portion of construction loans approximated $2.6 million. The Savings Bank did
not have any investment securities scheduled to mature within one year.
Mortgage-backed securities scheduled to mature in one year or less at December
31, 2000 totaled $16,000. On the liability side, certificates of deposit
scheduled to mature in one year or less at December 31, 2000 totaled $25.4
million.

       The Savings Bank is required by the OTS to maintain average daily
balances of liquid assets (as defined) in an amount equal to 4% of net
withdrawable deposits and borrowings payable in one year or less to assure its
ability to meet demand for withdrawals and repayment of short-term borrowings.
The liquidity requirements may vary from time to time at the direction of the
OTS depending upon economic conditions and deposit flows. The Savings Bank
generally maintains a liquidity ratio of at least 8% of its net withdrawable
deposits and borrowings payable in one year or less. The Savings Bank's
liquidity for December 31, 2000 was approximately $18.7 million, or 22.64%.

       Federally insured savings institutions are required to satisfy three
different OTS capital requirements. Under these standards, savings institutions
must maintain "tangible" capital equal to at least 1.5% of adjusted total
assets, "core" capital generally equal to at least 4% of adjusted total assets
and "total" capital (a combination of core and "supplementary" capital) equal to
at least 8% of "risk-weighted" assets. For purposes of the regulation, core
capital is defined as common stockholders' equity (including retained earnings),
noncumulative perpetual preferred stock and related surplus, minority interests
in the equity accounts of fully consolidated subsidiaries, certain
nonwithdrawable accounts and pledged deposits and qualifying supervisory
goodwill. Core capital is generally reduced by the amount of a savings
institution's intangible assets. Tangible capital is core capital less all
intangible assets, with a limited exception for purchased mortgage-servicing
rights. Risk-based capital is defined as core capital plus certain additional
items of capital, which in the case of the Savings Bank, includes a general
valuation allowance for losses on loans of $300,000 at December 31, 2000.

       Under the "prompt corrective action" regulations of OTS, a savings bank
that has not received the highest possible examination rating may become subject
to corrective action if its core capital is less than 4% of its adjusted total
assets.

       The Savings Bank substantially exceeded each of the above-described
regulatory capital requirements at December 31, 2000.

COMPARISON OF OPERATING RESULTS FOR THE THREE-MONTH PERIODS ENDED
-----------------------------------------------------------------
DECEMBER 31, 2000 AND 1999
--------------------------

       GENERAL. CFKY recorded earnings of $129,000 for the quarter ended
December 31, 2000, a decrease of $59,000 and 31% from the same period in 1999.
The decrease was a result of a decrease in net interest income of $156,000 and a
decrease of non-interest income of $25,000, partially offset by a decrease in
non-interest expense of $92,000 and a decrease in federal income tax expense of
$30,000.

       INTEREST INCOME. Interest income decreased $33,000 for the three months
ended December 31, 2000 compared to the three months ended December 31, 1999.
This was primarily a result of a decrease of $3.1 million in average balances in
interest-earning assets.

       INTEREST EXPENSE. Interest expense increased $123,000 for the three
months ended December 31, 2000 compared to the three months ended December 31,
1999. This increase was the result of an increase in the cost of funds of 72
basis points to 5.06% at December 31, 2000.

       Columbia Federal's net interest rate spread was 2.46% for the three
months ended December 31, 2000, compared to 3.08% for the three months ended
December 31, 1999.


                                 Page 10 of 14

<PAGE>   11


       NON-INTEREST INCOME AND NON-INTEREST EXPENSE. Non-interest income was
$23,000 for the three months ended December 31, 2000, compared to $48,000 for
the same period in 1999, primarily due to a decrease in fee income. Non-interest
expense decreased $92,000, or 10%, to $820,000. The primary reason for this
decrease was a reduction in salaries and employee benefits from $596,000 for the
three months ended December 31, 1999, to $553,000 for the three months ended
December 31, 2000 as a result of reduced costs associated with CFKY's ESOP and
RRP.

ITEM 3.  QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

The Company's December 31, 2000 analysis of the impact of changes in interest
rates on net interest income over the next 12 months indicates no significant
changes in its exposure to interest rate changes since the Company filed its
Annual Report on Form 10 K with the Securities and Exchange Commission for the
year ended September 30, 2000.


                                 Page 11 of 14

<PAGE>   12


                                     PART II
                      COLUMBIA FINANCIAL OF KENTUCKY, INC.


ITEM 1.  LEGAL PROCEEDINGS
         -----------------

         Not applicable.

ITEM 2.  CHANGES IN SECURITIES AND USE OF PROCEEDS
         -----------------------------------------

         (a)    Not applicable.

         (b)    Not applicable.

         (c)    Not applicable.

         (d)    Not applicable.

ITEM 3.  DEFAULTS UPON SENIOR SECURITIES
         -------------------------------

         Not applicable.

ITEM 4.  SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS
         ---------------------------------------------------

         CFKY held its 2000 Annual Meeting of Shareholders on Thursday, January
         25, 2001. The following information sets forth the matters considered
         at such annual meeting and the voting with respect to such matters.

<TABLE>
<CAPTION>

                                                                                                 Broker
         1.       Election of Three Directors           For                  Withheld           Non-votes
                                                        ---                  --------           ---------
<S>                                                    <C>                    <C>                   <C>
                  a.  Daniel T. Mistler                2,084,274              72,706               -0-
                  b.  Fred A. Tobergate, Sr.           2,084,074              72,906               -0-
                  c.  Geraldine Zembrodt               2,082,974              74,006               -0-
</TABLE>

         2.       Ratification of Auditors

                                                                   Broker
                      For         Against        Abstain          Non-votes
                      ---         -------        -------          ---------

                  2,096,292       19,063         41,625             - 0 -


ITEM 5.  OTHER INFORMATION
         -----------------

Not Applicable


                                  Page 12 of 14

<PAGE>   13


ITEM 6.  EXHIBITS AND REPORTS ON FORM 8-K
         --------------------------------

        Exhibit 3.1 - Articles of Incorporation of Columbia Financial of
        Kentucky, Inc.

                     Incorporated by reference to Registration Statement on Form
                     8-A of the Registrant filed with the SEC on March 20, 1998,
                     Exhibit 2(a) and 2(b).

        Exhibit 3.2 - Code of Regulations of Columbia Financial of Kentucky,
        Inc.

                     Incorporated by reference to Registration Statement on Form
                     8-A of the Registrant filed with the SEC on March 20, 1998,
                     Exhibit 2(c).

         Exhibit 27 -   Financial Data Schedule

         Exhibit 99 -   Safe Harbor Under the Private Securities Litigation
         Reform Act of 1995


                                 Page 13 of 14
<PAGE>   14


                                   SIGNATURES

                      COLUMBIA FINANCIAL OF KENTUCKY, INC.


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

Date: February 13, 2001                  By: /S/ Robert V. Lynch
     ----------------------                 ------------------------------------
                                            Robert V. Lynch, President and
                                               Chief Executive Officer


Date: February 13, 2001                  By: /S/ Abijah Adams
     ----------------------                 ------------------------------------
                                            Abijah Adams, Controller



                                 Page 14 of 14