TriState Capital (TSC) 10-Q 31 Jul 17 2017 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2017	Jul. 14, 2017
Document and Entity Information [Abstract]
Entity Registrant Name	TriState Capital Holdings, Inc.
Entity Central Index Key	1,380,846
Document Type	10-Q
Document Period End Date	Jun. 30, 2017
Amendment Flag	false
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q2
Document Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		28,665,726

Unaudited Condensed Consolidate

Unaudited Condensed Consolidated Statements of Financial Condition - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
ASSETS
Cash	$ 378	$ 183
Interest-earning deposits with other institutions	115,363	96,244
Federal funds sold	3,974	7,567
Cash and cash equivalents	119,715	103,994
Investment securities available-for-sale, at fair value (cost: $141,056 and $175,158, respectively)	141,922	174,892
Investment securities held-to-maturity, at cost (fair value: $62,445 and $54,498, respectively)	61,336	53,940
Federal Home Loan Bank stock	18,151	9,641
Total investment securities	221,409	238,473
Loans held-for-investment	3,771,312	3,401,054
Allowance for loan losses	(15,968)	(18,762)
Loans held-for-investment, net	3,755,344	3,382,292
Accrued interest receivable	10,607	9,614
Investment management fees receivable, net	7,418	7,749
Goodwill and other intangibles, net	66,283	67,209
Office properties and equipment, net	5,249	5,471
Bank owned life insurance	65,714	64,815
Deferred tax asset, net	6,344	7,204
Prepaid expenses and other assets	49,752	43,636
Total assets	4,307,835	3,930,457
Liabilities:
Deposits	3,529,868	3,286,779
Borrowings, net	363,612	239,510
Accrued interest payable on deposits and borrowings	1,919	1,867
Other accrued expenses and other liabilities	44,797	50,494
Total liabilities	3,940,196	3,578,650
Shareholders’ Equity:
Preferred stock, no par value; Shares authorized - 150,000; Shares issued - none	0	0
Common stock, no par value; Shares authorized - 45,000,000; Shares issued - 30,215,058 and 29,790,383, respectively; Shares outstanding - 28,665,726 and 28,415,654, respectively	287,936	285,480
Additional paid-in capital	7,808	6,782
Retained earnings	89,657	73,744
Accumulated other comprehensive income, net	1,387	830
Treasury stock (1,549,332 and 1,374,729 shares, respectively)	(19,149)	(15,029)
Total shareholders’ equity	367,639	351,807
Total liabilities and shareholders’ equity	$ 4,307,835	$ 3,930,457

Unaudited Condensed Consolidat3

Unaudited Condensed Consolidated Statements of Financial Condition (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Statement of Financial Position [Abstract]
Shares Authorized, Preferred Stock	150,000	150,000
Shares Issued, Preferred Stock	0	0
Shares Authorized, Common Stock	45,000,000	45,000,000
Shares Issued, Common Stock	30,215,058	29,790,383
Shares Outstanding, Common Stock	28,665,726	28,415,654
Treasury Stock	1,549,332	1,374,729
Investments AFS (cost)	$ 141,056	$ 175,158
Investments HTM (fair value)	$ 62,445	$ 54,498

Unaudited Condensed Consolidat4

Unaudited Condensed Consolidated Statements of Income - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest income:
Loans	$ 30,242	$ 22,343	$ 57,261	$ 44,320
Investments	1,535	1,312	3,005	2,557
Interest-earning deposits	338	140	586	278
Total interest income	32,115	23,795	60,852	47,155
Interest expense:
Deposits	8,496	4,603	15,209	8,741
Borrowings	1,586	973	2,694	1,818
Total interest expense	10,082	5,576	17,903	10,559
Net interest income	22,033	18,219	42,949	36,596
Provision for loan losses	516	80	759	202
Net interest income after provision for loan losses	21,517	18,139	42,190	36,394
Non-interest income:
Investment management fees	9,130	9,462	18,470	16,481
Service charges	97	123	191	259
Net gain on the sale and call of investment securities	241	62	239	63
Swap fees	1,218	1,205	2,317	2,445
Commitment and other fees	409	507	817	1,009
Other income	617	88	1,087	105
Total non-interest income	11,712	11,447	23,121	20,362
Non-interest expense:
Compensation and employee benefits	14,222	12,807	28,115	24,740
Premises and occupancy costs	1,240	1,169	2,506	2,298
Professional fees	823	989	1,674	1,790
FDIC insurance expense	1,000	568	1,953	1,090
General insurance expense	259	265	560	510
State capital shares tax	398	328	750	657
Travel and entertainment expense	747	845	1,362	1,422
Intangible amortization expense	462	438	925	828
Other operating expenses	2,633	2,048	5,097	4,128
Total non-interest expense	21,784	19,457	42,942	37,463
Income before tax	11,445	10,129	22,369	19,293
Income tax expense	3,024	3,356	6,456	6,677
Net income	$ 8,421	$ 6,773	$ 15,913	$ 12,616
Earnings per common share:
Earnings per share, basic (in usd per share)	$ 0.31	$ 0.25	$ 0.58	$ 0.46
Earnings per share, diluted (in usd per share)	$ 0.29	$ 0.24	$ 0.55	$ 0.45

Unaudited Condensed Consolidat5

Unaudited Condensed Consolidated Statements of Comprehensive Income - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Statement of Comprehensive Income [Abstract]
Net income	$ 8,421	$ 6,773	$ 15,913	$ 12,616
Other comprehensive income:
Unrealized holding gains on investment securities, net of tax expense of $394, $605, $509 and $279	707	1,085	890	434
Reclassification adjustment for gains included in net income on investment securities, net of tax expense of ($86), ($5), ($85) and ($6)	(155)	(11)	(154)	(11)
Unrealized holding losses on derivatives, net of tax benefit of ($87), $(31), ($56) and $(31)	(155)	(56)	(100)	(56)
Reclassification adjustment for gains included in net income on derivatives, net of tax expense of $(29), $0, $(44) and $0	(52)	0	(79)	0
Other comprehensive income	345	1,018	557	367
Total comprehensive income	$ 8,766	$ 7,791	$ 16,470	$ 12,983

Unaudited Condensed Consolidat6

Unaudited Condensed Consolidated Statements of Comprehensive Income (Parenthetical) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Statement of Comprehensive Income [Abstract]
Tax expense (benefit) on unrealized holding gains (losses) on investment securities	$ 394	$ 605	$ 509	$ 279
Tax benefit (expense) on investment securities losses (gains) reclassified from other comprehensive income	(86)	(5)	(85)	(6)
Tax expense (benefit) on unrealized holding gains (losses) on derivatives	(87)	(31)	(56)	(31)
Tax benefit (expense) on derivative losses (gains) reclassified from other comprehensive income	$ (29)	$ 0	$ (44)	$ 0

Unaudited Condensed Consolidat7

Unaudited Condensed Consolidated Statements of Changes in Shareholders' Equity - USD ($) $ in Thousands	Total	Common Stock	Additional Paid-in-Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss), net	Treasury Stock
Beginning balance at Dec. 31, 2015	$ 325,977	$ 281,412	$ 10,809	$ 45,103	$ (1,443)	$ (9,904)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	12,616			12,616
Other comprehensive income (loss)	367				367
Exercise of stock options	214	296	(82)
Purchase of treasury stock	(3,177)					(3,177)
Stock-based compensation	1,697		1,697
Ending balance at Jun. 30, 2016	337,694	281,708	12,424	57,719	(1,076)	(13,081)
Beginning balance at Mar. 31, 2016					(2,094)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	6,773
Other comprehensive income (loss)	1,018				1,018
Ending balance at Jun. 30, 2016	337,694	281,708	12,424	57,719	(1,076)	(13,081)
Beginning balance at Dec. 31, 2016	351,807	285,480	6,782	73,744	830	(15,029)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	15,913			15,913
Other comprehensive income (loss)	557				557
Exercise of stock options	952	2,456	(1,504)
Purchase of treasury stock	(4,120)					(4,120)
Stock-based compensation	2,530		2,530
Ending balance at Jun. 30, 2017	367,639	287,936	7,808	89,657	1,387	(19,149)
Beginning balance at Mar. 31, 2017					1,042
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	8,421
Other comprehensive income (loss)	345				345
Ending balance at Jun. 30, 2017	$ 367,639	$ 287,936	$ 7,808	$ 89,657	$ 1,387	$ (19,149)

Unaudited Condensed Consolidat8

Unaudited Condensed Consolidated Statements of Cash Flows - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Cash Flows from Operating Activities:
Net income	$ 15,913	$ 12,616
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation and intangible amortization expense	1,681	1,461
Amortization of deferred financing costs	101	101
Provision for loan losses	759	202
Net gain on the sale of loans	(17)	0
Stock-based compensation expense	2,530	1,697
Net gain on the sale or call of investment securities available-for-sale	(239)	(17)
Net gain on the call of investment securities held-to-maturity	0	(46)
Net amortization of premiums and discounts	442	458
Decrease (increase) in investment management fees receivable, net	331	(571)
Increase in accrued interest receivable	(993)	(718)
Increase in accrued interest payable	52	165
Bank owned life insurance income	(899)	(886)
Increase (decrease) in income taxes payable	9	(353)
Decrease (increase) in prepaid income taxes	35	(3,045)
Deferred tax provision	536	467
Decrease in accounts payable and other accrued expenses	(9,389)	(6,961)
Other, net	(2,735)	589
Net cash provided by operating activities	8,117	5,159
Cash Flows from Investing Activities:
Purchase of investment securities available-for-sale	(7,845)	(22,354)
Purchase of investment securities held-to-maturity	(7,467)	0
Proceeds from the sale of investment securities available-for-sale	0	3,040
Principal repayments and maturities of investment securities available-for-sale	41,844	4,140
Principal repayments and maturities of investment securities held-to-maturity	0	2,500
Investment in low income housing tax credit	(84)	0
Investment in small business investment company	(235)	0
Net purchase of Federal Home Loan Bank stock	(8,510)	(3,830)
Net increase in loans	(380,661)	(158,182)
Proceeds from loan sales	6,867	1,196
Proceeds from the sale of other real estate owned	307	0
Additions to office properties and equipment	(533)	(338)
Acquisition, net of acquired cash	0	(14,095)
Net cash used in investing activities	(356,317)	(187,923)
Cash Flows from Financing Activities:
Net increase in deposit accounts	243,089	198,348
Net increase in Federal Home Loan Bank advances	120,000	5,000
Net increase in line of credit advances	4,000	0
Net proceeds from exercise of stock options	952	214
Purchase of treasury stock	(4,120)	(3,177)
Net cash provided by financing activities	363,921	200,385
Net change in cash and cash equivalents during the period	15,721	17,621
Cash and cash equivalents at beginning of the period	103,994	96,676
Cash and cash equivalents at end of the period	119,715	114,297
Cash paid during the period for:
Interest	17,750	10,293
Income taxes	5,876	8,841
Acquisition of non-cash assets and liabilities:
Assets acquired	0	1,038
Liabilities assumed	0	1,402
Other non-cash activity:
Contingent consideration	$ 0	$ 3,687

Summary of Significant Accounti

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2017
Accounting Policies [Abstract]
SUMMARY OF SIGNIFICANT ACCOUNTING POLOCIES	SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES NATURE OF OPERATION TriState Capital Holdings, Inc. ( “we”, “us”, “our” or the “Company”) is a registered bank holding company pursuant to the Bank Holding Company Act of 1956, as amended. The Company has three wholly-owned subsidiaries: TriState Capital Bank (the “Bank”), a Pennsylvania-chartered state bank; Chartwell Investment Partners, LLC (“Chartwell”), a registered investment advisor; and Chartwell TSC Securities Corp. (“CTSC Securities”), a registered broker/dealer with the Securities and Exchange Commission (“SEC”) and Financial Industry Regulatory Authority (“FINRA”). The Bank was established to serve the commercial banking needs of middle-market businesses and private banking needs of high-net-worth individuals. Chartwell provides investment management services to institutional, sub-advisory, and separately managed account clients and had assets under management of $8.00 billion as of June 30, 2017 . CTSC Securities primary business is facilitating marketing efforts for the proprietary investment products provided by Chartwell, including shares of mutual funds advised and/or administered by Chartwell. Regulatory approval was received and the Bank commenced operations on January 22, 2007. The Company and the Bank are subject to regulatory examination by the Federal Deposit Insurance Corporation (“FDIC”), the Pennsylvania Department of Banking and Securities, and the Federal Reserve. Chartwell is a registered investment advisor regulated by the SEC. Chartwell was established through the acquisition of substantially all the assets of Chartwell Investment Partners, LP on March 5, 2014. CTSC Securities was capitalized in May 2014, and its broker/dealer registration was approved on March 7, 2017. CTSC Securities is regulated by the SEC and FINRA. The Bank conducts business through its main office located in Pittsburgh, Pennsylvania, as well as its four additional representative offices in Cleveland, Ohio; Philadelphia, Pennsylvania; Edison, New Jersey; and New York, New York. Chartwell conducts business through its office located in Berwyn, Pennsylvania and CTSC Securities conducts business through its office located in Pittsburgh, Pennsylvania. USE OF ESTIMATES The preparation of financial statements in conformity with generally accepted accounting principles (“GAAP”) in the United States of America requires management to make estimates and assumptions that affect the reported amounts of certain assets and liabilities, disclosure of contingent assets and liabilities as of the date of the financial statements, and the reported amounts of related revenue and expense during the reporting period. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than those anticipated in the estimates, which could materially affect the financial results of our operations and financial condition. The material estimates that are particularly susceptible to significant changes relate to the determination of the allowance for loan losses, valuation of goodwill and other intangible assets and its evaluation for impairment, and deferred income taxes and its related recoverability, which are discussed later in this section. CONSOLIDATION The consolidated financial statements include the accounts of the Company and its wholly-owned subsidiaries, the Bank, Chartwell and CTSC Securities, after elimination of inter-company accounts and transactions. The accounts of the Bank, in turn, include its wholly-owned subsidiary, Meadowood Asset Management, LLC, after elimination of inter-company accounts and transactions. The unaudited consolidated financial statements of the Company presented herein have been prepared pursuant to rules of the Securities and Exchange Commission for quarterly reports on form 10-Q and do not include all of the information and note disclosures required by GAAP for a full year presentation. In the opinion of management, all adjustments (consisting of normal recurring adjustments) and disclosures, considered necessary for the fair presentation of the accompanying consolidated financial statements, have been included. Interim results are not necessarily reflective of the results of the entire year. The accompanying consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto for the fiscal year ended December 31, 2016 , included in the Company’s Annual Report on Form 10-K filed with the Securities and Exchange Commission on February 14, 2017 . CASH AND CASH EQUIVALENTS For purposes of reporting cash flows, the Company has defined cash and cash equivalents as cash, interest-earning deposits with other institutions, federal funds sold, and short-term investments that have an original maturity of 90 days or less. INVESTMENT SECURITIES The Company’s investments are classified as either: (1) held-to-maturity – debt securities that the Company intends to hold until maturity and are reported at amortized cost; (2) trading securities – debt and certain equity securities bought and held principally for the purpose of selling them in the near term and reported at fair value, with unrealized gains and losses included in earnings; or (3) available-for-sale – debt and certain equity securities not classified as either held-to-maturity or trading securities and reported at fair value, with unrealized gains and losses reported as a component of accumulated other comprehensive income (loss), on an after-tax basis. The cost of securities sold is determined on a specific identification basis. Amortization of premiums and accretion of discounts are recorded as interest income on investments over the life of the security utilizing the level yield method. We evaluate impaired investment securities quarterly to determine if impairments are temporary or other-than-temporary. For impaired debt and equity securities, management first determines whether it intends to sell or if it is more-likely than not that it will be required to sell the impaired securities. This determination considers current and forecasted liquidity requirements, regulatory and capital requirements and securities portfolio management. If the Company intends to sell a security with a fair value below amortized cost or if it is more-likely than not that it will be required to sell such a security before recovery, an other-than-temporary impairment (“OTTI”) charge is recorded through current period earnings for the full decline in fair value below amortized cost. For debt securities that the Company does not intend to sell or it is more likely than not that it will not be required to sell before recovery, an OTTI charge is recorded through current period earnings for the amount of the valuation decline below amortized cost that is attributable to credit losses. The remaining difference between the security’s fair value and amortized cost (that is, the decline in fair value not attributable to credit losses) is recognized in other comprehensive income (loss), in the consolidated statements of comprehensive income and the shareholders’ equity section of the consolidated statements of financial condition, on an after-tax basis. For equity securities an OTTI charge is recorded through current period earnings for the full decline in fair value below cost. FEDERAL HOME LOAN BANK STOCK The Company is a member of the Federal Home Loan Bank of Pittsburgh (“FHLB”). Member institutions are required to invest in FHLB stock. The stock is carried at cost, which approximates its liquidation value, and it is evaluated for impairment based on the ultimate recoverability of the par value. The following matters are considered by management when evaluating the FHLB stock for impairment: the ability of the FHLB to make payments required by law or regulation and the level of such payments in relation to the operating performance of the FHLB; the impact of legislative and regulatory changes on the institution and its customer base; and the Company’s intent and ability to hold its FHLB stock for the foreseeable future. Management believes the Company’s holdings in the FHLB stock were recoverable at par value, as of June 30, 2017 and December 31, 2016 . Cash and stock dividends are reported as interest income on investments, in the consolidated statements of income. LOANS Loans and leases held-for investment are stated at unpaid principal balances, net of deferred loan fees and costs. Loans held-for-sale are stated at the lower of cost or fair value. Interest income on loans is accrued at the contractual rate on the principal amount outstanding and includes the amortization of deferred loan fees and costs. Deferred loan fees and costs are amortized to interest income over the life of the loan, taking into consideration scheduled payments and prepayments. The Company considers a loan to be a Troubled Debt Restructuring (“TDR”) when there is a concession made to a financially troubled borrower without adequate consideration provided to the Company. Once a loan is deemed to be a TDR, the Company considers whether the loan should be placed on non-accrual status. In assessing accrual status, the Company considers the likelihood that repayment and performance according to the original contractual terms will be achieved, as well as the borrower’s historical payment performance. A loan is designated and reported as a TDR until such loan is either paid-off or sold, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is fully expected that the remaining principal and interest will be collected according to the restructured agreement. The recognition of interest income on a loan is discontinued when, in management’s opinion, it is probable the borrower is unable to meet payments as they become due or when the loan becomes 90 days past due, whichever occurs first. All accrued and unpaid interest on such loans is reversed. Such interest ultimately collected is applied to reduce principal if there is doubt about the collectability of principal. If a borrower brings a loan current for which accrued interest has been reversed, then the recognition of interest income on the loan is resumed, once the loan has been current for a period of six consecutive months or greater. The Company is a party to financial instruments with off-balance sheet risk (commitments to extend credit) in the normal course of business to meet the financing needs of its customers. Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the commitment. Commitments generally have fixed expiration dates or other termination clauses (i.e. demand loans) and may require payment of a fee. Since some of the commitments are expected to expire without being drawn upon, the unfunded commitment amount does not necessarily represent future cash requirements. The Company evaluates each customer’s credit worthiness on a case-by-case basis using the same credit policies in making commitments and conditional obligations as it does for on-balance sheet instruments. The amount of collateral obtained, if deemed necessary by the Company upon extension of a commitment, is based on management’s credit evaluation of the borrower. OTHER REAL ESTATE OWNED Real estate owned, other than bank premises, is recorded at fair value less estimated selling costs. Fair value is determined based on an independent appraisal. Expenses related to holding the property are charged against earnings when incurred. Depreciation is not recorded on the other real estate owned (“OREO”) properties. ALLOWANCE FOR LOAN LOSSES The allowance for loan losses is established through provisions for loan losses that are recorded in the consolidated statements of income. Loans are charged off against the allowance for loan losses when management believes that the principal is uncollectible. If, at a later time, amounts are recovered with respect to loans previously charged off, the recovered amount is credited to the allowance for loan losses. The allowance was appropriate, in management’s judgment, to cover probable losses inherent in the loan portfolio as of June 30, 2017 and December 31, 2016 . Management’s judgment takes into consideration general economic conditions, diversification and seasoning of the loan portfolio, historic loss experience, identified credit problems, delinquency levels and adequacy of collateral. Although management believes it has used the best information available to it in making such determinations, and that the present allowance for loan losses is adequate, future adjustments to the allowance may be necessary, and net income may be adversely affected if circumstances differ substantially from the assumptions used in determining the level of the allowance. In addition, as an integral part of their periodic examination, certain regulatory agencies review the adequacy of the Bank’s allowance for loan losses and may direct the Bank to make additions to the allowance based on their judgments about information available to them at the time of their examination. The components of the allowance for loan losses represent estimates based upon Accounting Standards Codification (“ASC”) Topic 450, Contingencies, and ASC Topic 310, Receivables . ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages, consumer lines of credit and commercial loans that are not individually evaluated for impairment under ASC Topic 310. ASC Topic 310 is applied to commercial and consumer loans that are individually evaluated for impairment. Under ASC Topic 310, a loan is impaired, based upon current information and events, in management’s opinion, when it is probable that the loan will not be repaid according to its original contractual terms, including both principal and interest, or if a loan is designated as a TDR. Management performs individual assessments of impaired loans to determine the existence of loss exposure based upon a discounted cash flows method or where a loan is collateral dependent, based upon the fair value of the collateral less estimated selling costs. In estimating probable loan loss under ASC Topic 450 management considers numerous factors, including historical charge-offs and subsequent recoveries. Management also considers, but is not limited to, qualitative factors that influence our credit quality, such as delinquency and non-performing loan trends, changes in loan underwriting guidelines and credit policies, the results of internal loan reviews, etc. Finally, management considers the impact of changes in current local and regional economic conditions in the markets that we serve. Assessment of relevant economic factors indicates that some of the Company’s primary markets may historically tend to lag the national economy, with local economies in our primary market areas also improving or weakening, as the case may be, but at a more measured rate than the national trends. Management bases the computation of the allowance for loan losses under ASC Topic 450 on two factors: the primary factor and the secondary factor. The primary factor is based on the inherent risk identified by management within each of the Company’s three loan portfolios based on the historical loss experience of each loan portfolio and the loss emergence period. Management has developed a methodology that is applied to each of the three primary loan portfolios: private banking, commercial and industrial, and commercial real estate. As the loan loss history, mix and risk ratings of each loan portfolio change, the primary factor adjusts accordingly. The allowance for loan losses related to the primary factor is based on our estimates as to probable losses for each loan portfolio. The secondary factor is intended to capture risks related to events and circumstances that management believes have an impact on the performance of the loan portfolio. Although this factor is more subjective in nature, the methodology focuses on internal and external trends in pre-specified categories (risk factors) and applies a quantitative percentage that drives the secondary factor. There are nine risk factors and each risk factor is assigned a reserve level based on management’s judgment as to the probable impact of each risk factor on each loan portfolio and is monitored on a quarterly basis. As the trend in any risk factor changes, a corresponding change occurs in the reserve associated with each respective risk factor, such that the secondary factor remains current to changes in each loan portfolio. The Company also maintains a reserve for losses on unfunded commitments. This reserve is reflected as a component of other liabilities and, in management’s judgment, is sufficient to cover probable losses inherent in the commitments. Management tracks the level and trends in unused commitments and takes into consideration the same factors as those considered for purposes of the allowance for loan losses on outstanding loans. INVESTMENT MANAGEMENT FEES The Company recognizes investment management fee revenue when the advisory services are performed. Fees are based on assets under management and are calculated pursuant to individual client contracts. Investment management fees are generally paid on a quarterly basis. Investment management fees receivable represent amounts due for contractual investment management services provided to the Company’s clients, primarily institutional investors, mutual funds and individual investors. Management performs credit evaluations of its customers’ financial condition when it is deemed to be necessary, and does not require collateral. The Company provides an allowance for uncollectible accounts based on specifically identified receivables. Bad debt expense is recorded to other non-interest expense on the consolidated statements of income and the allowance for uncollectible accounts is recorded to investment management fees receivable, net on the consolidated statements of financial position. Investment management fees receivable are considered delinquent when payment is not received within contractual terms and are charged off against the allowance for uncollectible accounts when management determines that recovery is unlikely and the Company ceases its collection efforts. There was $150,000 and $0 of bad debt expense recorded for the six months ended June 30, 2017 and 2016 , respectively, and there was $150,000 and $0 of allowance for uncollectible accounts recorded as of June 30, 2017 and December 31, 2016 , respectively. BUSINESS COMBINATIONS The Company accounts for business combinations using the acquisition method of accounting. Under this method of accounting, the acquired company’s net assets are recorded at fair value as of the date of acquisition, and the results of operations of the acquired company are combined with our results from that date forward. Acquisition costs are expensed when incurred. The difference between the purchase price and the fair value of the net assets acquired (including identified intangibles) is recorded as goodwill. The change in the initial estimate of any contingent earn out amounts is reflected in the consolidated statements of income. GOODWILL AND OTHER INTANGIBLE ASSETS Goodwill represents the excess of the cost of an acquisition over the fair value of the net assets acquired. Goodwill is not amortized and is subject to at least annual assessments for impairment by applying a fair value based test. The Company reviews goodwill annually and again at any quarter-end if a material event occurs during the quarter that may affect goodwill. If goodwill testing is required, an assessment of qualitative factors can be completed before performing the two step goodwill impairment test. If an assessment of qualitative factors determines it is more likely than not that the fair value of a reporting unit exceeds its carrying amount, then the two step goodwill impairment test is not required. Goodwill is evaluated for potential impairment by determining if the fair value has fallen below carrying value. Other intangible assets represent purchased assets that may lack physical substance but can be distinguished from goodwill because of contractual or other legal rights. The Company has determined that certain of its acquired mutual fund client relationships meet the criteria to be considered indefinite-lived assets because the Company expects both the renewal of these contracts and the cash flows generated by these assets to continue indefinitely. Accordingly, the Company does not amortize these intangible assets, but instead reviews these assets annually or more frequently whenever events or circumstances occur indicating that the recorded indefinite-lived assets may be impaired. Each reporting period, the Company assesses whether events or circumstances have occurred which indicate that the indefinite life criteria are no longer met. If the indefinite life criteria are no longer met, the Company would assess whether the carrying value of these assets exceeds its fair value, an impairment loss would be recorded in an amount equal to any such excess and these assets would be reclassified to finite-lived. Other intangible assets that the Company has determined to have finite lives, such as trade name, client lists and non-compete agreements, are amortized over their estimated useful lives. These finite-lived intangible assets are amortized on a straight-line basis over their estimated useful lives, which range from four to twenty-five years. Finite-lived intangibles are evaluated for impairment on an annual basis or more frequently whenever events or circumstances occur indicating that the carrying amount may not be recoverable. OFFICE PROPERTIES AND EQUIPMENT Office properties and equipment are stated at cost less accumulated depreciation. Depreciation is computed on the straight-line method over the estimated useful lives of the related assets, except for leasehold improvements, which are amortized over the terms of the respective leases or the estimated useful lives of the improvements, whichever is shorter. Estimated useful lives are dependent upon the nature and condition of the asset and range from three to ten years. Repairs and maintenance are charged to expense as incurred, while improvements that extend the useful life are capitalized and depreciated to operating expense over the estimated remaining life of the asset. When the Bank receives an allowance for improvements to be made to one of its leased offices, we record the allowance as a deferred liability and recognize it as a reduction to rent expense over the life of the related lease. BANK OWNED LIFE INSURANCE Bank owned life insurance (“BOLI”) policies on certain officers and employees are recorded at net cash surrender value on the consolidated statements of financial condition. Upon termination of the BOLI policy the Company receives the cash surrender value. BOLI benefits are payable to the Company upon death of the insured. Changes in net cash surrender value are recognized as non-interest income in the consolidated statements of income. DEPOSITS Deposits are stated at principal outstanding. Interest on deposits is accrued and charged to interest expense daily and is paid or credited in accordance with the terms of the respective accounts. BORROWINGS The Company records FHLB advances, line of credit borrowings and subordinated notes payable at their principal amount net of debt issuance costs, per ASU 2015-03. Interest expense is recognized based on the coupon rate of the obligations. Costs associated with the acquisition of subordinated notes payable are amortized to interest expense over the expected term of the borrowing. EARNINGS PER COMMON SHARE Basic earnings per common share (“EPS”) is computed by dividing net income available to common shareholders by the weighted average number of common shares outstanding for the period, excluding non-vested restricted stock. Diluted EPS reflects the potential dilution upon the exercise of stock options and the vesting of restricted stock awards granted utilizing the treasury stock method. INCOME TAXES The Company utilizes the asset and liability method of accounting for income taxes. Under this method, deferred tax assets and liabilities are recognized for the tax effects of differences between the financial statement and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using the enacted tax rates expected to apply to taxable income in the years in which those temporary differences are expected to be recovered or settled. The effect on deferred tax assets and liabilities with regard to a change in tax rates is recognized in income in the period that includes the enactment date. Management assesses all available evidence to determine the amount of deferred tax assets that are more-likely-than-not to be realized. The available evidence used in connection with the assessments includes taxable income in prior periods, projected taxable income, potential tax planning strategies and projected reversals of deferred tax items. These assessments involve a degree of subjectivity and may undergo significant change. Changes to the evidence used in the assessments could have a material adverse effect on the Company’s results of operations in the period in which they occur. The Company considers uncertain tax positions that it has taken or expects to take on a tax return. It is the Company’s policy to recognize interest and penalties, if any, related to unrecognized tax benefits in income tax expense in the consolidated statements of income. DERIVATIVES AND HEDGING ACTIVITIES The Company accounts for derivative instruments and hedging activities in accordance with FASB ASC Topic 815, Derivatives and Hedging . All derivatives are evaluated at inception as to whether or not they are hedging or non-hedging activities, and appropriate documentation is maintained to support the final determination. All derivatives are recognized as either assets or liabilities on the consolidated statements of financial condition and measured at fair value. For derivatives designated as fair value hedges, changes in the fair value of the derivative and the hedged item related to the hedged risk are recognized in earnings. Any hedge ineffectiveness would be recognized in the income statement line item pertaining to the hedged item. For derivatives designated as cash flow hedges, changes in fair value of the effective portion of the cash flow hedges are reported in accumulated other comprehensive income (loss). When the cash flows associated with the hedged item are realized, the gain or loss included in accumulated other comprehensive income (loss) is recognized in the consolidated statements of income. The Company also has interest derivative positions that are not designated as hedging instruments. Changes in the fair value of derivatives not designated in hedging relationships are recorded directly in earnings. FAIR VALUE MEASUREMENT Fair value is defined as the exchange price that would be received to sell an asset or paid to transfer a liability in a principal or most advantageous market for the asset or liability in an orderly transaction between market participants as of the measurement date, using assumptions market participants would use when pricing an asset or liability. An orderly transaction assumes exposure to the market for a customary period for marketing activities prior to the measurement date and not a forced liquidation or distressed sale. Fair value measurement and disclosure guidance provides a three-level hierarchy that prioritizes the inputs of valuation techniques used to measure fair value into three broad categories: • Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities. • Level 2 – Observable inputs such as quoted prices for similar assets and liabilities in active markets, quoted prices for similar assets and liabilities in markets that are not active, or other inputs that are observable or can be corroborated by observable market data. • Level 3 – Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. This includes certain pricing models, discounted cash flow methodologies, and similar techniques that use significant unobservable inputs. Fair value may be recorded for certain assets and liabilities every reporting period on a recurring basis or under certain circumstances, on a non-recurring basis. STOCK-BASED COMPENSATION The Company accounts for its stock-based compensation awards based on estimated fair values, for all share-based awards, including stock options and restricted shares, made to employees and directors. The Company accounts for stock-based compensation in accordance with the fair value recognition provisions of ASC Topic 718, Compensation – Stock Compensation . As a result, compensation cost for all share-based payments is based on the grant-date fair value estimated in accordance with ASC Topic 718. The value of the portion of the award that is ultimately expected to vest is included in stock-based compensation expense in the consolidated statements of income and recorded as a component of additional paid-in capital, for equity-based awards. Compensation expense for all awards is recognized on a straight-line basis over the requisite service period for the entire grant. ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) Unrealized holding gains and the non-credit component of unrealized losses on the Company’s investment securities available-for-sale are included in accumulated other comprehensive income (loss), net of applicable income taxes. Also included in accumulated other comprehensive income (loss) is the remaining unamortized balance of the unrealized holding gains (non-credit losses), net of applicable income taxes, that existed on the transfer date for investment securities reclassified into the held-to-maturity category from the available-for-sale category. Unrealized holding gains (losses) on the effective portion of the Company’s cash flow hedge derivatives are included in accumulated other comprehensive income (loss), net of applicable income taxes, which will be reclassified to interest expense as interest payments are made on the Company’s debt. TREASURY STOCK The repurchase of the Company’s common stock is recorded at cost. At the time of reissuance, the treasury stock account is reduced using the average cost method. Gains and losses on the reissuance of common stock are recorded in additional paid-in capital, to the extent additional paid-in capital from any previous net gains on treasury share transactions exists. Any net deficiency is charged to retained earnings. RECENT ACCOUNTING DEVELOPMENTS In May 2017, the FASB issued Accounting Standard Update (“ASU”) 2017-09, “Compensation-Stock Compensation (Topic 718): Scope of Modification Accounting,” which clarifies what constitutes a modification of a share-based payment award. This ASU is effective for all entities for annual and interim periods in fiscal years beginning after December 15, 2017 . Early adoption is permitted as of the beginning of an annual period for which financial statements (interim or annual) have not been issued or made available for issuance. The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In March 2017, the FASB issued ASU 2017-08, “Receivables-Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities,” which shortens the premium amortization period for purchased non-contingently callable debt securities. Shortening the amortization period is generally expected to more closely align the interest income recognition with the expectations incorporated in the market pricing on the underlying securities. This ASU is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2018 . All entities may early adopt the standard for annual or interim periods. If an entity early adopts the ASU in an interim period, any adjustments should be reflected as of the beginning of the f

Investment Securities

Investment Securities	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
INVESTMENT SECURITIES	INVESTMENT SECURITIES Investment securities available-for-sale and held-to-maturity are comprised of the following: June 30, 2017 (Dollars in thousands) Amortized Gross Unrealized Gross Unrealized Estimated Investment securities available-for-sale: Corporate bonds $ 44,732 $ 217 $ 9 $ 44,940 Trust preferred securities 17,776 1,009 — 18,785 Non-agency mortgage-backed securities 5,750 5 — 5,755 Non-agency collateralized loan obligations 983 — 25 958 Agency collateralized mortgage obligations 41,307 29 102 41,234 Agency mortgage-backed securities 21,720 191 183 21,728 Equity securities 8,788 — 266 8,522 Total investment securities available-for-sale 141,056 1,451 585 141,922 Investment securities held-to-maturity: Corporate bonds 31,191 791 — 31,982 Agency debentures 4,968 17 12 4,973 Municipal bonds 25,177 313 — 25,490 Total investment securities held-to-maturity 61,336 1,121 12 62,445 Total $ 202,392 $ 2,572 $ 597 $ 204,367 December 31, 2016 (Dollars in thousands) Amortized Gross Unrealized Gross Unrealized Estimated Investment securities available-for-sale: Corporate bonds $ 53,902 $ 164 $ 21 $ 54,045 Trust preferred securities 17,711 159 72 17,798 Non-agency mortgage-backed securities 5,750 14 — 5,764 Non-agency collateralized loan obligations 16,234 — 54 16,180 Agency collateralized mortgage obligations 44,051 49 279 43,821 Agency mortgage-backed securities 24,107 240 198 24,149 Agency debentures 4,760 23 — 4,783 Equity securities 8,643 — 291 8,352 Total investment securities available-for-sale 175,158 649 915 174,892 Investment securities held-to-maturity: Corporate bonds 28,693 596 30 29,259 Municipal bonds 25,247 88 96 25,239 Total investment securities held-to-maturity 53,940 684 126 54,498 Total $ 229,098 $ 1,333 $ 1,041 $ 229,390 The equity securities noted in the tables above consisted of a mutual fund investing in short-duration, corporate bonds. Income on investment securities included $1.2 million in taxable interest income, $113,000 in non-taxable interest income and $216,000 in dividend income for the three months ended June 30, 2017 , as compared to taxable interest income of $1.0 million , non-taxable interest income of $118,000 and dividend income of $167,000 for the three months ended June 30, 2016 . Income on investment securities included $2.4 million in taxable interest income, $226,000 in non-taxable interest income and $395,000 in dividend income for the six months ended June 30, 2017 , as compared to taxable interest income of $2.0 million , non-taxable interest income of $232,000 and dividend income of $337,000 for the six months ended June 30, 2016 . As of June 30, 2017 , the contractual maturities of the debt securities are: June 30, 2017 Available-for-Sale Held-to-Maturity (Dollars in thousands) Amortized Estimated Amortized Estimated Due in one year or less $ 4,848 $ 4,855 $ 1,007 $ 1,007 Due from one to five years 40,834 41,033 16,585 16,935 Due from five to ten years 9,148 9,438 42,836 43,567 Due after ten years 77,438 78,074 908 936 Total debt securities $ 132,268 $ 133,400 $ 61,336 $ 62,445 Included in the $78.1 million fair value of debt securities available-for-sale with a contractual maturity due after ten years as of June 30, 2017 , were $68.0 million , or 87.0% , that are floating-rate securities. Included in the $42.8 million amortized cost of debt securities held-to-maturity with a contractual maturity due from five to ten years as of June 30, 2017 , were $17.3 million that have call provisions in one to five years that would either mature, if called, or become floating-rate securities after the call date. Prepayments may shorten the contractual lives of the collateralized mortgage obligations, mortgage-backed securities and collateralized loan obligations. Proceeds from the sale of investment securities available-for-sale during the three months ended June 30, 2017 and 2016 , were $0 and $2.4 million , respectively. Proceeds from the call and prepayments of investment securities available-for-sale during the three months ended June 30, 2017 and 2016 , were $16.7 million and $0 , respectively. During the three months ended June 30, 2017 , net gains of $241,000 on calls were comprised of gross gains of $241,000 and gross losses of $0 , which were realized and reclassified out of accumulated other comprehensive income (loss). During the three months ended June 30, 2016 , net gains of $16,000 on sales were comprised of gross gains of $19,000 and gross losses of $3,000 . Proceeds from the sale of investment securities available-for-sale during the six months ended June 30, 2017 and 2016 , were $0 and $3.0 million , respectively. Proceeds from the call and prepayments of investment securities available-for-sale during the six months ended June 30, 2017 and 2016 , were $21.7 million and $0 , respectively. During the six months ended June 30, 2017 , net gains of $239,000 on calls were comprised of gross gains of $241,000 and gross losses of $2,000 , which were realized and reclassified out of accumulated other comprehensive income (loss). During the six months ended June 30, 2016 , net gains of $17,000 on sales were comprised of gross gains of $20,000 and gross losses of $3,000 . During the six months ended June 30, 2016 , there was an investment securities held-to-maturity of $2.5 million , which was called and gross gains of $46,000 was realized on this call and reclassified out of accumulated other comprehensive income (loss). Investment securities available-for-sale of $4.5 million , as of June 30, 2017 , were held in safekeeping at the FHLB and were included in the calculation of borrowing capacity. The following tables show the fair value and gross unrealized losses on temporarily impaired investment securities available-for-sale and held-to-maturity, by investment category and length of time that the individual securities have been in a continuous unrealized loss position as of June 30, 2017 and December 31, 2016 , respectively: June 30, 2017 Less than 12 Months 12 Months or More Total (Dollars in thousands) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Investment securities available-for-sale: Corporate bonds $ 9,186 $ 9 $ — $ — $ 9,186 $ 9 Non-agency collateralized loan obligations — — 958 25 958 25 Agency collateralized mortgage obligations — — 34,436 102 34,436 102 Agency mortgage-backed securities 10,113 170 1,250 13 11,363 183 Equity securities — — 8,522 266 8,522 266 Total investment securities available-for-sale 19,299 179 45,166 406 64,465 585 Investment securities held-to-maturity: Agency debentures 2,973 12 — — 2,973 12 Total investment securities held-to-maturity 2,973 12 — — 2,973 12 Total temporarily impaired securities $ 22,272 $ 191 $ 45,166 $ 406 $ 67,438 $ 597 December 31, 2016 Less than 12 Months 12 Months or More Total (Dollars in thousands) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Investment securities available-for-sale: Corporate bonds $ 10,543 $ 21 $ — $ — $ 10,543 $ 21 Trust preferred securities — — 9,038 72 9,038 72 Non-agency collateralized loan obligations 6,191 50 9,990 4 16,181 54 Agency collateralized mortgage obligations 4,593 12 34,408 267 39,001 279 Agency mortgage-backed securities 12,292 198 — — 12,292 198 Equity securities — — 8,352 291 8,352 291 Total investment securities available-for-sale 33,619 281 61,788 634 95,407 915 Investment securities held-to-maturity: Corporate bonds 2,492 8 1,978 22 4,470 30 Municipal bonds 12,559 96 — — 12,559 96 Total investment securities held-to-maturity 15,051 104 1,978 22 17,029 126 Total temporarily impaired securities $ 48,670 $ 385 $ 63,766 $ 656 $ 112,436 $ 1,041 The change in the fair values of our municipal bonds, agency debentures, agency collateralized mortgage obligation and agency mortgage-backed securities are primarily the result of interest rate fluctuations. To assess for credit impairment on municipal bonds, corporate bonds, single-issuer trust preferred securities, non-agency mortgage-backed securities, non-agency collateralized loan obligations and certain equity securities, management evaluates the underlying issuer’s financial performance and the related credit rating information through a review of publicly available financial statements and other publicly available information. This most recent review did not identify any issues related to the ultimate repayment of principal and interest on these securities. In addition, the Company has the ability and intent to hold debt securities in an unrealized loss position until recovery of their amortized cost. Based on this, the Company considers all of the unrealized losses to be temporary impairment losses. Within the available-for-sale portfolio, there were 22 positions, aggregating to $585,000 in unrealized losses that were temporarily impaired as of June 30, 2017 , of which 12 positions were in an unrealized loss position for more than twelve months totaling $406,000 . As of December 31, 2016 , there were 30 positions, aggregating to $915,000 in unrealized losses that were temporarily impaired, of which 12 positions were in an unrealized loss position for more than twelve months totaling $634,000 . Within the held-to-maturity portfolio, there was one position, aggregating to $12,000 in an unrealized loss that was temporarily impaired as of June 30, 2017 , of which no positions were in an unrealized loss position for more than twelve months. As of December 31, 2016 , there were 18 positions, aggregating to $126,000 in unrealized losses that were temporarily impaired, of which one position, for $22,000 was in an unrealized loss position for more than twelve months. There were no investment securities classified as trading securities outstanding as of June 30, 2017 and December 31, 2016 , respectively. There was no activity in investment securities classified as trading during the six months ended June 30, 2017 and 2016 . There was $18.2 million and $9.6 million in FHLB stock outstanding as of June 30, 2017 and December 31, 2016 , respectively. There were $8.5 million of net purchases in FHLB stock during the six months ended June 30, 2017 , and $3.8 million of net purchases during the six months ended June 30, 2016 .

Loans

Loans	6 Months Ended
	Jun. 30, 2017
Receivables [Abstract]
LOANS	LOANS The Company generates loans through the private banking and middle-market banking channels. These channels provide risk diversification and offer significant growth opportunities. The private banking channel includes loans secured by cash, marketable securities and other asset-based loans to executives, high-net-worth individuals, trusts and businesses, for many of whom we receive referrals based on relationships with independent broker/dealers, wealth managers, family offices, trust companies and other financial intermediaries. The middle-market banking channel consists of our commercial and industrial (“C&I”) and commercial real estate (“CRE”) loan portfolios that serve middle-market businesses and real estate developers. Loans held-for-investment were comprised of the following: June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Loans held-for-investment, before deferred fees $ 1,964,487 $ 639,990 $ 1,166,621 $ 3,771,098 Deferred loan costs (fees) 3,652 (182 ) (3,256 ) 214 Loans held-for-investment, net of deferred fees 1,968,139 639,808 1,163,365 3,771,312 Allowance for loan losses (1,448 ) (9,901 ) (4,619 ) (15,968 ) Loans held-for-investment, net $ 1,966,691 $ 629,907 $ 1,158,746 $ 3,755,344 December 31, 2016 (Dollars in thousands) Private Commercial Commercial Total Loans held-for-investment, before deferred fees $ 1,732,578 $ 587,791 $ 1,080,637 $ 3,401,006 Deferred loan costs (fees) 3,350 (368 ) (2,934 ) 48 Loans held-for-investment, net of deferred fees 1,735,928 587,423 1,077,703 3,401,054 Allowance for loan losses (1,424 ) (12,326 ) (5,012 ) (18,762 ) Loans held-for-investment, net $ 1,734,504 $ 575,097 $ 1,072,691 $ 3,382,292 The Company’s customers have unused loan commitments based on the availability of eligible collateral or other terms under the loan agreement . Often these commitments are not fully utilized and therefore the total amount does not necessarily represent future cash requirements. The amount of unfunded commitments, including standby letters of credit, as of June 30, 2017 and December 31, 2016 , was $2.00 billion and $1.75 billion , respectively. The interest rate for each commitment is based on the prevailing market conditions at the time of funding. The lending commitment maturities as of June 30, 2017 , were as follows: $1.65 billion in one year or less; $221.9 million in one to three years; and $120.7 million in greater than three years. The reserve for losses on unfunded commitments was $588,000 and $650,000 as of June 30, 2017 and December 31, 2016 , respectively, which includes reserves for probable losses on unfunded loan commitments, including standby letters of credit and also risk participations. Included in the unfunded commitment totals listed above, were loans in the process of origination totaling approximately $43.6 million and $59.8 million as of June 30, 2017 and December 31, 2016 , respectively, which extend over varying periods of time. The Company issues standby letters of credit in the normal course of business. Standby letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. Standby letters of credit generally are contingent upon the failure of the customer to perform according to the terms of the underlying contract with the third party. The Company would be required to perform under the standby letters of credit when drawn upon by the guaranteed party in the case of non-performance by the Company’s customer. Collateral may be obtained based on management’s credit assessment of the customer. The amount of unfunded commitments related to standby letters of credit as of June 30, 2017 and December 31, 2016 , included in the total unfunded commitments above, was $69.3 million and $77.4 million , respectively. Should the Company be obligated to perform under the standby letters of credit the Company will seek repayment from the customer for amounts paid. As of June 30, 2017 , $33.2 million in standby letters of credit will expire within one year, while the remaining standby letters of credit will expire in periods greater than one year. During the six months ended June 30, 2017 , there were seven draws on standby letters of credit totaling $191,000 , which were converted to loans and subsequently repaid by the borrowers. During the six months ended June 30, 2016 , there was one draw on a standby letter of credit for $100,000 , which was immediately repaid by the borrower. Most of these commitments are expected to expire without being drawn upon and the total amount does not necessarily represent future cash requirements. The potential liability for losses on standby letters of credit was included in the reserve for losses on unfunded commitments. The Company has entered into risk participation agreements with financial institution counterparties for interest rate swaps related to loans in which we are a participant. The risk participation agreements provide credit protection to the financial institution counterparties should the customers fail to perform on their interest rate derivative contracts. The potential liability for outstanding obligations was included in the reserve for losses on unfunded commitments.

Allowance for Loan Losses

Allowance for Loan Losses	6 Months Ended
	Jun. 30, 2017
Allowance for Loan Losses [Abstract]
ALLOWANCE FOR LOAN LOSSES	ALLOWANCE FOR LOAN LOSSES Our allowance for loan losses represents our estimate of probable loan losses inherent in the loan portfolio at a specific point in time. This estimate includes losses associated with specifically identified loans, as well as estimated probable credit losses inherent in the remainder of the loan portfolio. Additions are made to the allowance through both periodic provisions recorded in the consolidated statements of income and recoveries of losses previously incurred. Reductions to the allowance occur as loans are charged off or when the credit history of any of the three loan portfolios improves . Management evaluates the adequacy of the allowance quarterly, and in doing so relies on various factors including, but not limited to, assessment of historical loss experience, delinquency and non-accrual trends, portfolio growth, underlying collateral coverage and current economic conditions. This evaluation is subjective and requires material estimates that may change over time. In addition, management evaluates the overall methodology for the allowance for loan losses on an annual basis. The calculation of the allowance for loan losses takes into consideration the inherent risk identified within each of the Company’s three primary loan portfolios: private banking, commercial and industrial, and commercial real estate. In addition, management takes into account the historical loss experience of each loan portfolio, to ensure that the resultant allowance for loan losses is sufficient to cover probable losses inherent in such loan portfolios. Refer to Note 1, Summary of Significant Accounting Policies , for more details on the Company’s allowance for loan losses policy. The following discusses key characteristics and risks within each primary loan portfolio: Private Banking Loans. Our private banking lending activities are conducted on a national basis. This loan portfolio primarily includes loans made to high-net-worth individuals, trusts and businesses that are typically secured by cash and marketable securities. This portfolio also has some loans that are secured by residential real estate or other financial assets, lines of credit and unsecured loans. The primary sources of repayment for these loans are the income and/or assets of the borrower. The underlying collateral is the most important indicator of risk for this loan portfolio. The overall lower risk profile of this portfolio is driven by loans secured by cash and marketable securities, which were 92.7% and 91.3% of total private banking loans as of June 30, 2017 and December 31, 2016 , respectively. Middle-Market Banking: Commercial and Industrial Loans. This loan portfolio primarily includes loans made to service companies or manufacturers generally for the purposes of financing production, operating capacity, accounts receivable, inventory, equipment, acquisitions and recapitalizations. Cash flow from the borrower’s operations is the primary source of repayment for these loans. The industry of the borrower is an important indicator of risk, but there are also more specific risks depending on the condition of the local/regional economy. Collateral for these types of loans at times does not have sufficient value in a distressed or liquidation scenario to satisfy the outstanding debt. Any C&I loans collateralized by cash and marketable securities are treated the same as private banking loans for purposes of the allowance for loan loss calculation. In addition, shared national credit loans that also involve a private equity sponsor are combined as a homogeneous group and evaluated separately based on the historical loss trend of such loans. Middle-Market Banking: Commercial Real Estate Loans. This loan portfolio includes loans secured by commercial purpose real estate, including both owner occupied properties and investment properties for various purposes including office, industrial, multifamily, retail, hospitality, healthcare and self-storage. Individual project cash flows, global cash flows and liquidity from the developer, or the sale of the property are the primary sources of repayment for these loans. Also included are commercial construction loans to finance the construction or renovation of structures as well as to finance the acquisition and development of raw land for various purposes. The increased level of risk for these loans is generally confined to the construction period. If there are problems, the project may not be completed, and as such, may not provide sufficient cash flow on its own to service the debt or have sufficient value in a liquidation to cover the outstanding principal. The underlying purpose/collateral of the loans is an important indicator of risk for this loan portfolio. Additional risks exist and are dependent on several factors such as the condition of the local/regional economy, whether or not the project is owner occupied, the type of project, and the experience and resources of the developer. Management further assesses risk within each loan portfolio using key inherent risk differentiators. The components of the allowance for loan losses represent estimates based upon ASC Topic 450, Contingencies, and ASC Topic 310, Receivables. ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages and consumer lines of credit, as well as commercial loans that are not individually evaluated for impairment under ASC Topic 310. Impaired loans are individually evaluated for impairment under ASC Topic 310. On a monthly basis, management monitors various credit quality indicators for the loan portfolio, including delinquency, non-performing status, changes in risk ratings, changes in the underlying performance of the borrowers and other relevant factors. On a daily basis, the Company monitors the collateral of margin loans secured by cash and marketable securities within the private banking portfolio, which further reduces the risk profile of that portfolio. Refer to Note 1, Summary of Significant Accounting Policies , for the Company’s policy for determining past due status of loans. Loan risk ratings are assigned based upon the creditworthiness of the borrower and the quality of the collateral for loans secured by marketable securities. Loan risk ratings are reviewed on an ongoing basis according to internal policies. Loans within the pass rating are believed to have a lower risk of loss than loans that are risk rated as special mention, substandard and doubtful, which are believed to have an increasing risk of loss. Our internal risk ratings are consistent with regulatory guidance. Management also monitors the loan portfolio through a formal periodic review process. All non-pass rated loans are reviewed monthly and higher risk-rated loans within the pass category are reviewed three times a year. The Company’s risk ratings are consistent with regulatory guidance and are as follows: Pass – The loan is currently performing in accordance with its contractual terms. Special Mention – A special mention loan has potential weaknesses that warrant management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects or in our credit position at some future date. Economic and market conditions, beyond the customer’s control, may in the future necessitate this classification. Substandard – A substandard loan is not adequately protected by the net worth and/or paying capacity of the obligor or by the collateral pledged, if any. Substandard loans have a well-defined weakness or weaknesses that jeopardize the liquidation of the debt. These loans are characterized by the distinct possibility that the Company will sustain some loss if the deficiencies are not corrected. Doubtful – A doubtful loan has all the weaknesses inherent in a loan categorized as substandard with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently existing facts, conditions and values, highly questionable and improbable. The following tables present the recorded investment in loans by credit quality indicator: June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Pass $ 1,967,696 $ 606,489 $ 1,163,365 $ 3,737,550 Special mention — 25,932 — 25,932 Substandard 443 7,387 — 7,830 Loans held-for-investment $ 1,968,139 $ 639,808 $ 1,163,365 $ 3,771,312 December 31, 2016 (Dollars in thousands) Private Commercial Commercial Total Pass $ 1,735,404 $ 545,276 $ 1,077,703 $ 3,358,383 Special mention — 18,776 — 18,776 Substandard 524 23,371 — 23,895 Loans held-for-investment $ 1,735,928 $ 587,423 $ 1,077,703 $ 3,401,054 Changes in the allowance for loan losses were as follows for the three months ended June 30, 2017 and 2016 : Three Months Ended June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,421 $ 10,436 $ 4,328 $ 16,185 Provision for loan losses 27 198 291 516 Charge-offs — (1,000 ) — (1,000 ) Recoveries — 267 — 267 Balance, end of period $ 1,448 $ 9,901 $ 4,619 $ 15,968 Three Months Ended June 30, 2016 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,416 $ 11,464 $ 5,666 $ 18,546 Provision (credit) for loan losses 86 788 (794 ) 80 Charge-offs — (1,543 ) — (1,543 ) Recoveries — 132 — 132 Balance, end of period $ 1,502 $ 10,841 $ 4,872 $ 17,215 There was a charge-off of $1.0 million on one C&I loan and recoveries of $267,000 on five C&I loans for the three months ended June 30, 2017 . There was a charge-off of $1.5 million on one C&I loan and recoveries of $132,000 on four C&I loans for the three months ended June 30, 2016 . Changes in the allowance for loan losses were as follows for the six months ended June 30, 2017 and 2016 : Six Months Ended June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,424 $ 12,326 $ 5,012 $ 18,762 Provision (credit) for loan losses 24 1,128 (393 ) 759 Charge-offs — (3,889 ) — (3,889 ) Recoveries — 336 — 336 Balance, end of period $ 1,448 $ 9,901 $ 4,619 $ 15,968 Six Months Ended June 30, 2016 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,566 $ 11,064 $ 5,344 $ 17,974 Provision (credit) for loan losses (64 ) 738 (472 ) 202 Charge-offs — (1,543 ) — (1,543 ) Recoveries — 582 — 582 Balance, end of period $ 1,502 $ 10,841 $ 4,872 $ 17,215 There were charge-offs of $3.9 million on two C&I loans and recoveries of $336,000 on five C&I loans for the six months ended June 30, 2017 . There was a charge-off of $1.5 million on one C&I loan and recoveries of $582,000 on six C&I loans for the six months ended June 30, 2016 . The following tables present the age analysis of past due loans segregated by class of loan: June 30, 2017 (Dollars in thousands) 30-59 Days Past Due 60-89 Days Past Due Loans Past Due 90 Days or More Total Past Due Current Total Private banking $ — $ — $ — $ — $ 1,968,139 $ 1,968,139 Commercial and industrial — — 704 704 639,104 639,808 Commercial real estate — — — — 1,163,365 1,163,365 Loans held-for-investment $ — $ — $ 704 $ 704 $ 3,770,608 $ 3,771,312 December 31, 2016 (Dollars in thousands) 30-59 Days Past Due 60-89 Days Past Due Loans Past Due 90 Days or More Total Past Due Current Total Private banking $ — $ — $ 224 $ 224 $ 1,735,704 $ 1,735,928 Commercial and industrial — — — — 587,423 587,423 Commercial real estate — — — — 1,077,703 1,077,703 Loans held-for-investment $ — $ — $ 224 $ 224 $ 3,400,830 $ 3,401,054 Non-Performing and Impaired Loans Management monitors the delinquency status of the loan portfolio on a monthly basis. Loans were considered non-performing when interest and principal were 90 days or more past due or management has determined that it is probable the borrower is unable to meet payments as they become due. The risk of loss is generally highest for non-performing loans. Management determines loans to be impaired when, based upon current information and events, it is probable that the loan will not be repaid according to the original contractual terms of the loan agreement, including both principal and interest, or if a loan is designated as a TDR. Refer to Note 1, Summary of Significant Accounting Policies , for the Company’s policy on evaluating loans for impairment and interest income. The following tables present the Company’s investment in loans considered to be impaired and related information on those impaired loans: As of and for the Six Months Ended June 30, 2017 (Dollars in thousands) Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized With a related allowance recorded: Private banking $ 443 $ 602 $ 443 $ 475 $ — Commercial and industrial 7,387 18,003 3,368 8,729 — Commercial real estate — — — — — Total with a related allowance recorded 7,830 18,605 3,811 9,204 — Without a related allowance recorded: Private banking — — — — — Commercial and industrial 3,526 5,592 — 4,985 37 Commercial real estate — — — — — Total without a related allowance recorded 3,526 5,592 — 4,985 37 Total: Private banking 443 602 443 475 — Commercial and industrial 10,913 23,595 3,368 13,714 37 Commercial real estate — — — — — Total $ 11,356 $ 24,197 $ 3,811 $ 14,189 $ 37 As of and for the Twelve Months Ended December 31, 2016 (Dollars in thousands) Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized With a related allowance recorded: Private banking $ 517 $ 656 $ 517 $ 592 $ — Commercial and industrial 17,273 26,126 6,422 19,158 — Commercial real estate — — — — — Total with a related allowance recorded 17,790 26,782 6,939 19,750 — Without a related allowance recorded: Private banking — — — — — Commercial and industrial 471 487 — 485 26 Commercial real estate — — — — — Total without a related allowance recorded 471 487 — 485 26 Total: Private banking 517 656 517 592 — Commercial and industrial 17,744 26,613 6,422 19,643 26 Commercial real estate — — — — — Total $ 18,261 $ 27,269 $ 6,939 $ 20,235 $ 26 Impaired loans as of June 30, 2017 and December 31, 2016 , were $11.4 million and $18.3 million , respectively. There was no interest income recognized on these loans while on non-accrual status for the six months ended June 30, 2017 , and the twelve months ended December 31, 2016 . As of June 30, 2017 and December 31, 2016 , there were no loans 90 days or more past due and still accruing interest income. Impaired loans were evaluated using a discounted cash flow method or based on the fair value of the collateral less estimated selling costs. Based on those evaluations, as of June 30, 2017 , there were specific reserves totaling $3.8 million , which were included in the $16.0 million allowance for loan losses. Also included in impaired loans was one partially charged off C&I loan with a balance of $3.5 million as of June 30, 2017 , with no corresponding specific reserve since this loan had a net realizable value that management believes will be recovered from the borrower. As of December 31, 2016 , there were specific reserves totaling $6.9 million , which were included in the $18.8 million allowance for loan losses. Also included in impaired loans was one C&I loan with a balance of $471,000 as of December 31, 2016 , with no corresponding specific reserve since this loan had a net realizable value that management believes will be recovered from the borrower. The following tables present the allowance for loan losses and recorded investment in loans by class: June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Allowance for loan losses: Individually evaluated for impairment $ 443 $ 3,368 $ — $ 3,811 Collectively evaluated for impairment 1,005 6,533 4,619 12,157 Total allowance for loan losses $ 1,448 $ 9,901 $ 4,619 $ 15,968 Loans held-for-investment: Individually evaluated for impairment $ 443 $ 10,913 $ — $ 11,356 Collectively evaluated for impairment 1,967,696 628,895 1,163,365 3,759,956 Loans held-for-investment $ 1,968,139 $ 639,808 $ 1,163,365 $ 3,771,312 December 31, 2016 (Dollars in thousands) Private Commercial Commercial Total Allowance for loan losses: Individually evaluated for impairment $ 517 $ 6,422 $ — $ 6,939 Collectively evaluated for impairment 907 5,904 5,012 11,823 Total allowance for loan losses $ 1,424 $ 12,326 $ 5,012 $ 18,762 Loans held-for-investment: Individually evaluated for impairment $ 517 $ 17,744 $ — $ 18,261 Collectively evaluated for impairment 1,735,411 569,679 1,077,703 3,382,793 Loans held-for-investment $ 1,735,928 $ 587,423 $ 1,077,703 $ 3,401,054 Troubled Debt Restructuring The following table provides additional information on the Company’s loans designated as troubled debt restructurings: (Dollars in thousands) June 30, December 31, Aggregate recorded investment of impaired loans with terms modified through a troubled debt restructuring: Performing loans accruing interest $ 3,526 $ 471 Non-accrual loans 7,387 17,273 Total troubled debt restructurings $ 10,913 $ 17,744 Of the non-accrual loans as of June 30, 2017 , three C&I loans were designated by the Company as TDRs. There was also one C&I loan that that was accruing interest and designated by the Company as a performing TDR as of June 30, 2017 . The aggregate recorded investment of these loans was $10.9 million . There were unused commitments of $1.4 million on these loans as of June 30, 2017 , of which $705,000 was related to a performing TDR. Of the non-accrual loans as of December 31, 2016 , four C&I loans were designated by the Company as TDRs. There was also one C&I loan that was still accruing interest and designated by the Company as a performing TDR as of December 31, 2016 . The aggregate recorded investment of these loans was $17.7 million . There were unused commitments of $121,000 on these loans as of December 31, 2016 , of which $7,000 was related to a performing TDR. The modifications made to restructured loans typically consist of an extension of the payment terms or the deferral of principal payments. There were no loans modified as a TDR within twelve months of the corresponding balance sheet date with a payment default during the six months ended June 30, 2017 , and no loans modified as a TDR within twelve months of the corresponding balance sheet date with a payment default during the six months ended June 30, 2016 . There were no modifications made to loans newly designated as TDRs during the three and six months ended June 30, 2017 and 2016 . Other Real Estate Owned As of June 30, 2017 and December 31, 2016 , the balance of the other real estate owned portfolio was $3.9 million and $4.2 million , respectively. A property was sold from other real estate owned for $307,000 with a net gain of $38,000 realized during the six months ended June 30, 2017 . There were no residential mortgage loans in the process of foreclosure as of June 30, 2017 .

Deposits

Deposits	6 Months Ended
	Jun. 30, 2017
Deposits [Abstract]
DEPOSITS	DEPOSITS As of June 30, 2017 and December 31, 2016 , deposits were comprised of the following: Interest Rate Weighted Average Balance (Dollars in thousands) June 30, June 30, December 31, June 30, December 31, Demand and savings accounts: Noninterest-bearing checking accounts — — — $ 188,796 $ 230,226 Interest-bearing checking accounts 0.05 to 1.46% 1.09% 0.56% 342,008 218,984 Money market deposit accounts 0.10 to 1.60% 1.14% 0.82% 1,993,713 1,938,707 Total demand and savings accounts 2,524,517 2,387,917 Certificates of deposit 0.50 to 1.89% 1.21% 0.95% 1,005,351 898,862 Total deposits $ 3,529,868 $ 3,286,779 Average rate paid on interest-bearing accounts 1.16% 0.84% As of June 30, 2017 and December 31, 2016 , the Bank had total brokered deposits of $937.2 million and $1.06 billion , respectively. The amount for brokered deposits includes reciprocal Certificate of Deposit Account Registry Service ® (“CDARS ® ”) and reciprocal Insured Cash Sweep ® (“ICS ® ”) accounts totaling $523.1 million and $448.1 million as of June 30, 2017 and December 31, 2016 , respectively. As of June 30, 2017 and December 31, 2016 , certificates of deposit with balances of $100,000 or more, excluding brokered deposits, amounted to $437.6 million and $441.1 million , respectively. Certificates of deposit with balances of $250,000 or more, excluding brokered deposits, amounted to $159.6 million and $178.1 million as of June 30, 2017 and December 31, 2016 , respectively. The contractual maturity of certificates of deposit, including brokered deposits, was as follows: (Dollars in thousands) June 30, December 31, 12 months or less $ 905,835 $ 751,204 12 months to 24 months 79,271 121,011 24 months to 36 months 20,245 26,647 36 months to 48 months — — 48 months to 60 months — — Over 60 months — — Total $ 1,005,351 $ 898,862 Interest expense on deposits was as follows: Three Months Ended June 30, Six Months Ended June 30, (Dollars in thousands) 2017 2016 2017 2016 Interest-bearing checking accounts $ 759 $ 154 $ 1,121 $ 307 Money market deposit accounts 5,150 2,622 9,248 4,829 Certificates of deposit 2,587 1,827 4,840 3,605 Total interest expense on deposits $ 8,496 $ 4,603 $ 15,209 $ 8,741

Borrowings

Borrowings	6 Months Ended
	Jun. 30, 2017
Debt Disclosure [Abstract]
BORROWINGS	BORROWINGS As of June 30, 2017 and December 31, 2016 , borrowings were comprised of the following: June 30, 2017 December 31, 2016 (Dollars in thousands) Interest Rate Ending Balance Maturity Date Interest Rate Ending Balance Maturity Date FHLB borrowings: Issued 6/30/2017 1.27% $ 225,000 7/3/2017 $ — Issued 6/29/2017 1.32% 100,000 9/29/2017 — Issued 12/30/2016 — 0.77% 105,000 1/3/2017 Issued 12/29/2016 — 0.85% 100,000 3/29/2017 Line of credit borrowing 4.21% 4,000 12/28/2017 — Subordinated notes payable (net of debt issuance costs of $388 and $490) 5.75% 34,612 7/1/2019 5.75% 34,510 7/1/2019 Total borrowings, net $ 363,612 $ 239,510 The Bank’s FHLB borrowing capacity is based on the collateral value of certain securities held in safekeeping at the FHLB and loans pledged to the FHLB. The Bank submits a quarterly Qualified Collateral Report (“QCR”) to the FHLB to update the value of the loans pledged. As of June 30, 2017 , the Bank’s borrowing capacity is based on the information provided in the March 31, 2017 , QCR filing. As of June 30, 2017 , the Bank had securities held in safekeeping at the FHLB with a fair value of $4.5 million , combined with pledged loans of $1.00 billion , for a gross borrowing capacity of $717.2 million , of which $325.0 million was outstanding in advances, as reflected in the table above. As of December 31, 2016 , there was $205.0 million outstanding in advances from the FHLB. When the Bank borrows from the FHLB, interest is charged at the FHLB’s posted rates at the time of the borrowing. The Bank maintains an unsecured line of credit of $10.0 million with M&T Bank and an unsecured line of credit of $20.0 million with Texas Capital Bank. As of June 30, 2017 , the full amount of these established lines were available to the Bank. The Holding Company maintains an unsecured line of credit of $25.0 million , with Texas Capital Bank, of which $4.0 million was outstanding as of June 30, 2017 , as reflected in the table above. In June 2014, the Company completed a private placement of subordinated notes payable, raising $35.0 million . The subordinated notes have a term of 5 years at a fixed rate of 5.75% . The proceeds qualified as Tier 2 capital for the holding company, under federal regulatory capital rules. Interest expense on borrowings was as follows: Three Months Ended June 30, Six Months Ended June 30, (Dollars in thousands) 2017 2016 2017 2016 FHLB borrowings $ 1,016 $ 419 $ 1,570 $ 710 Line of credit borrowing 16 — 16 — Subordinated notes payable 554 554 1,108 1,108 Total interest expense on borrowings $ 1,586 $ 973 $ 2,694 $ 1,818

Regulatory Capital

Regulatory Capital	6 Months Ended
	Jun. 30, 2017
Regulatory Capital Requirements [Abstract]
REGULATORY CAPITAL	REGULATORY CAPITAL The Company and the Bank are subject to various regulatory capital requirements administered by the federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory – and possibly additional discretionary – actions by regulators that, if undertaken, could have a direct material effect on the Company’s and the Bank’s financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Company and the Bank must meet specific capital guidelines that involve quantitative measures of the Company’s and the Bank’s assets, liabilities, and certain off-balance sheet items as calculated under regulatory accounting practices. The Company’s and the Bank’s capital amounts and classification are also subject to qualitative judgments by the regulators about components, risk weighting and other factors. Quantitative measures established by regulation to ensure capital adequacy require the Company and the Bank to maintain minimum amounts and ratios (set forth in the tables below) of Common Equity Tier 1 (“CET 1”), Tier 1 and Total risk-based capital (as defined in the regulations) to risk-weighted assets (as defined), and of Tier 1 capital to average assets (as defined). As of June 30, 2017 and December 31, 2016 , TriState Capital Holdings, Inc. and TriState Capital Bank exceeded all capital adequacy requirements to which they were subjected. Financial depository institutions are categorized as well capitalized if they meet minimum Total risk-based, Tier 1 risk-based, CET 1 risk-based capital ratios and Tier 1 leverage ratio (Tier 1 capital to average assets) as set forth in the tables below. Based upon the information in the most recently filed Call Report, the Bank exceeded the capital ratios necessary to be well capitalized under the regulatory framework for prompt corrective action. There have been no conditions or events since the filing of the most recent Call Report that management believes have changed the Bank’s capital, as presented in the tables below. Basel III, which began phasing in on January 1, 2015, has replaced the existing regulatory capital rules for the Company and the Bank. The Basel III final rules required new minimum capital ratio standards, established a new common equity tier 1 to total risk-weighted assets ratio, subjected banking organizations to certain limitations on capital distributions and discretionary bonus payments, and established a new standardized approach for risk weightings. The final rules subject a banking organization to certain limitations on capital distributions and discretionary bonus payments to executive officers if the organization does not maintain a capital conservation buffer of risk-based capital ratios in an amount greater than 2.5% of its total risk-weighted assets. The implementation of the capital conservation buffer began on January 1, 2016, at 0.625% and will be phased in over a four -year period (increasing by that amount ratably on each subsequent January 1, until it reaches 2.5% on January 1, 2019). As of June 30, 2017 and December 31, 2016 , the capital conservation buffer was 1.25% and 0.625% , respectively, in addition to the minimum capital adequacy levels in the tables below. Thus, both the Company and the Bank were above the levels required to avoid limitations on capital distributions and discretionary bonus payments. The following tables set forth certain information concerning the Company’s and the Bank’s regulatory capital as of June 30, 2017 and December 31, 2016 : June 30, 2017 Actual For Capital Adequacy Purposes To be Well Capitalized Under Prompt Corrective Action Provisions (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Total risk-based capital ratio Company $ 330,881 12.14 % $ 218,098 8.00 % N/A N/A Bank $ 325,908 12.08 % $ 215,867 8.00 % $ 269,834 10.00 % Tier 1 risk-based capital ratio Company $ 305,569 11.21 % $ 163,573 6.00 % N/A N/A Bank $ 314,062 11.64 % $ 161,901 6.00 % $ 215,867 8.00 % Common equity tier 1 risk-based capital ratio Company $ 305,569 11.21 % $ 122,680 4.50 % N/A N/A Bank $ 314,062 11.64 % $ 121,425 4.50 % $ 175,392 6.50 % Tier 1 leverage ratio Company $ 305,569 7.45 % $ 164,088 4.00 % N/A N/A Bank $ 314,062 7.71 % $ 162,972 4.00 % $ 203,715 5.00 % December 31, 2016 Actual For Capital Adequacy Purposes To be Well Capitalized Under Prompt Corrective Action Provisions (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Total risk-based capital ratio Company $ 325,122 12.66 % $ 205,488 8.00 % N/A N/A Bank $ 314,419 12.39 % $ 203,030 8.00 % $ 253,787 10.00 % Tier 1 risk-based capital ratio Company $ 295,089 11.49 % $ 154,116 6.00 % N/A N/A Bank $ 298,093 11.75 % $ 152,272 6.00 % $ 203,030 8.00 % Common equity tier 1 risk-based capital ratio Company $ 295,089 11.49 % $ 115,587 4.50 % N/A N/A Bank $ 298,093 11.75 % $ 114,204 4.50 % $ 164,962 6.50 % Tier 1 leverage ratio Company $ 295,089 7.90 % $ 149,369 4.00 % N/A N/A Bank $ 298,093 8.04 % $ 148,252 4.00 % $ 185,316 5.00 %

Employee Benefit Plans

Employee Benefit Plans	6 Months Ended
	Jun. 30, 2017
Retirement Benefits [Abstract]
EMPLOYEE BENEFIT PLANS	EMPLOYEE BENEFIT PLANS The Company participates in a qualified 401(k) defined contribution plan, under which eligible employees may contribute a percentage of their salary at their discretion. During the six months ended June 30, 2017 and 2016 , the Company automatically contributed three percent of the eligible employee’s base salary to the individual’s 401(k) plan, subject to IRS limitations. Full-time employees and certain part-time employees are eligible to participate upon the first month following their first day of employment or having attained the age of 21 , whichever is later. The Company’s contribution expense was $219,000 and $206,000 for the three months ended June 30, 2017 and 2016 , respectively. The Company’s contribution expense was $442,000 and $402,000 for the six months ended June 30, 2017 and 2016 , respectively. On February 28, 2013, the Company entered into a supplemental executive retirement plan (“SERP”) for the Chairman and Chief Executive Officer. The benefits will be earned over a five -year period with the projected payments for this SERP of $25,000 per month for 180 months commencing the later of retirement or 60 months. For the three and six months ended June 30, 2017 , the Company recorded expense related to SERP of $73,000 and $267,000 , respectively, utilizing a discount rate of 3.59% . For the three and six months ended June 30, 2016 , the Company recorded expense related to SERP of $232,000 and $454,000 , utilizing a discount rate of 2.15% . The recorded liability related to the SERP plan was $3.3 million and $3.0 million as of June 30, 2017 and December 31, 2016 , respectively.

Stock Transactions

Stock Transactions	6 Months Ended
	Jun. 30, 2017
Common Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
STOCK TRANSACTIONS	STOCK TRANSACTIONS The Board of Directors authorized the following repurchase programs of the Company’s common stock: January 2016 - $10 million ; October 2016 - $5 million ; and January 2017 - $5 million . During the six months ended June 30, 2017 , the Company repurchased a total of 174,603 shares for approximately $4.1 million , at an average cost of $23.60 per share, which are held as treasury stock. During the six months ended June 30, 2016 , the Company repurchased a total of 257,722 shares for approximately $3.2 million , at an average cost of $12.33 per share, which are held as treasury stock. The tables below show the changes in the Company’s common shares outstanding during the periods indicated: Number of Balance, December 31, 2015 28,056,195 Issuance of restricted common stock 394,309 Forfeitures of restricted common stock (4,000 ) Exercise of stock options 22,500 Purchase of treasury stock (257,722 ) Balance, June 30, 2016 28,211,282 Balance, December 31, 2016 28,415,654 Issuance of restricted common stock 324,675 Forfeitures of restricted common stock — Exercise of stock options 100,000 Purchase of treasury stock (174,603 ) Balance, June 30, 2017 28,665,726

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
EARNINGS PER COMMON SHARE	EARNINGS PER COMMON SHARE The computation of basic and diluted earnings per common share for the periods presented was as follows: Three Months Ended June 30, Six Months Ended June 30, (Dollars in thousands, except per share data) 2017 2016 2017 2016 Net income available to common shareholders $ 8,421 $ 6,773 $ 15,913 $ 12,616 Weighted average common shares outstanding: Basic 27,601,702 27,549,475 27,614,423 27,601,331 Restricted stock - dilutive 636,596 180,317 594,335 147,823 Stock options - dilutive 547,327 495,612 544,159 472,728 Diluted 28,785,625 28,225,404 28,752,917 28,221,882 Earnings per common share: Basic $ 0.31 $ 0.25 $ 0.58 $ 0.46 Diluted $ 0.29 $ 0.24 $ 0.55 $ 0.45 Three Months Ended June 30, Six Months Ended June 30, 2017 2016 2017 2016 Anti-dilutive shares (1) — 421,661 — 627,893 (1) Included stock options and restricted stock not considered for the calculation of diluted EPS as their inclusion would have been anti-dilutive.

Derivatives and Hedging Activit

Derivatives and Hedging Activity	6 Months Ended
	Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVES AND HEDGING ACTIVITY	DERIVATIVES AND HEDGING ACTIVITY RISK MANAGEMENT OBJECTIVE OF USING DERIVATIVES The Company is exposed to certain risks arising from both its business operations and economic conditions. The Company principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Company manages economic risks, including interest rate, liquidity and credit risk primarily by managing the amount, sources, and duration of its debt funding and through the use of derivative financial instruments. Specifically, the Company enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and uncertain cash amounts, the value of which are determined by interest rates. The Company’s derivative financial instruments are used to manage differences in the amount, timing, and duration of the Company’s known or expected cash receipts related to certain of the Company’s fixed-rate loan assets and differences in the amount, timing, and duration of the Company's known or expected cash payments related to certain of the Company's FHLB borrowings. The Company also has derivatives that are a result of a service the Company provides to certain qualifying customers while at the same time the Company enters into an offsetting derivative transaction in order to eliminate its interest rate risk exposure resulting from such transactions. FAIR VALUES OF DERIVATIVE INSTRUMENTS ON THE STATEMENTS OF FINANCIAL CONDITION The tables below present the fair value of the Company’s derivative financial instruments as well as their classification on the consolidated statements of financial condition as of June 30, 2017 and December 31, 2016 : Asset Derivatives Liability Derivatives as of June 30, 2017 as of June 30, 2017 (Dollars in thousands) Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivatives designated as hedging instruments: Interest rate products Other assets $ 1,514 Other liabilities $ 40 Derivatives not designated as hedging instruments: Interest rate products Other assets 11,390 Other liabilities 11,570 Total Other assets $ 12,904 Other liabilities $ 11,610 Asset Derivatives Liability Derivatives as of December 31, 2016 as of December 31, 2016 (Dollars in thousands) Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivatives designated as hedging instruments: Interest rate products Other assets $ 1,793 Other liabilities $ 80 Derivatives not designated as hedging instruments: Interest rate products Other assets 10,324 Other liabilities 10,529 Total Other assets $ 12,117 Other liabilities $ 10,609 The following tables show the impact legally enforceable master netting agreements had on the Company’s derivative financial instruments as of June 30, 2017 : Offsetting of Derivative Assets June 30, 2017 Gross Amounts of Recognized Assets Gross Amounts Offset in the Statement of Financial Position Net Amounts of Assets Gross Amounts Not Offset in the Statement of Financial Position Net Amount (Dollars in thousands) Financial Instruments Cash Collateral Received Derivatives $ 12,904 $ — $ 12,904 $ (5,297 ) $ — $ 7,607 Offsetting of Derivative Liabilities June 30, 2017 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Statement of Financial Position Net Amounts of Liabilities Gross Amounts Not Offset in the Statement of Financial Position Net Amount (Dollars in thousands) Financial Instruments Cash Collateral Posted Derivatives $ 11,610 $ — $ 11,610 $ (5,297 ) $ (2,093 ) $ 4,220 FAIR VALUE HEDGES OF INTEREST RATE RISK The Company is exposed to changes in the fair value of certain of its fixed-rate obligations due to changes in benchmark interest rates, which relate predominantly to LIBOR. Interest rate swaps designated as fair value hedges involve the receipt of variable-rate payments from a counterparty in exchange for the Company making fixed-rate payments over the life of the agreements without the exchange of the underlying notional amount. As of June 30, 2017 , the Company had four interest rate swaps, with an aggregate notional amount of $2.6 million that were designated as fair value hedges of interest rate risk associated with the Company’s fixed-rate loan assets. The notional amounts for the derivatives express the face amount of the positions, however, credit risk was considered insignificant for six months ended June 30, 2017 and 2016 . There were no counterparty default losses on derivatives for the six months ended June 30, 2017 and 2016 . For the four derivatives that were designated and that qualify as fair value hedges, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in earnings by applying the “fair value long haul” method. The Company includes the gain or loss on the hedged items in the same line item as the offsetting loss or gain on the related derivatives. During the three months ended June 30, 2017 , the Company recognized a net gain of $1,000 in non-interest income related to hedge ineffectiveness as compared to a net gain of $1,000 during the three months ended June 30, 2016 . During the six months ended June 30, 2017 , the Company recognized a net gain of $3,000 in non-interest income related to hedge ineffectiveness as compared to a net gain of $2,000 during the six months ended June 30, 2016 . The Company also recognized a decrease to interest income of $16,000 and $23,000 for the three months ended June 30, 2017 and 2016 , respectively, related to the Company’s fair value hedges, which includes net settlements on the derivatives, and any amortization adjustment of the basis in the hedged items. The Company recognized a decrease to interest income of $31,000 and $47,000 for the six months ended June 30, 2017 and 2016 , respectively, related to the Company’s fair value hedges, which includes net settlements on the derivatives, and any amortization adjustment of the basis in the hedged items. CASH FLOW HEDGES OF INTEREST RATE RISK The Company’s objectives in using interest rate derivatives are to add stability to interest expense and to manage its exposure to interest rate movements. To accomplish this objective, the Company primarily uses interest rate swaps as part of its interest rate risk management strategy. In June 2016, the Company entered into derivative contracts to hedge the variable cash flows associated with certain FHLB borrowings. These interest rate swaps designated as cash flow hedges involve the receipt of variable amounts from a counterparty in exchange for the Company making fixed-rate payments over the life of the agreements without exchange of the underlying notional amount. The effective portion of changes in the fair value of derivatives designated and that qualify as cash flow hedges is recorded in accumulated other comprehensive income (loss) and is subsequently reclassified into earnings in the period that the hedged forecasted transaction affects earnings. The ineffective portion of the change in fair value of the derivatives is recognized directly in earnings. The Company’s cash flow hedge derivatives did not have any hedge ineffectiveness recognized in earnings during the six months ended June 30, 2017 . As of June 30, 2017 , the Company had two outstanding interest rate derivatives with an aggregate notional amount of $100.0 million that was designated as a cash flow hedge of interest rate risk. During the three and six months ended June 30, 2017 , an unrealized net loss of $242,000 and $156,000 , respectively, was recognized in accumulated other comprehensive income (loss) on the effective portion of the derivative. During the three and six months ended June 30, 2016 , an unrealized net loss of $87,000 and $87,000 , respectively, was recognized in accumulated other comprehensive income (loss) on the effective portion of the derivative. Amounts reported in accumulated other comprehensive income (loss) related to derivatives will be reclassified to interest expense as interest payments are made on the Company’s debt. During the three months ended June 30, 2017 and 2016 , there was a decrease to interest expense of $81,000 and $0 , respectively. During the six months ended June 30, 2017 and 2016 , there was a decrease to interest expense of $123,000 and $0 , respectively. During the next twelve months, the Company estimates $608,000 to be reclassified to earnings as a decrease to interest expense. The Company is hedging its exposure to the variability in future cash flows for forecasted transactions over a remaining period of 24 months . NON-DESIGNATED HEDGES The Company does not use derivatives for trading or speculative purposes. Derivatives not designated as hedges are not speculative and result from a service the Company provides to certain customers. The Company executes interest rate derivatives with its commercial banking customers to facilitate their respective risk management strategies. Those derivatives are simultaneously and economically hedged by offsetting derivatives that the Company executes with a third party, such that the Company eliminates its interest rate exposure resulting from such transactions. Changes in the fair value of derivatives not designated in hedging relationships are recorded directly in earnings. As of June 30, 2017 , the Company had 264 derivative transactions with an aggregate notional amount of $1.15 billion related to this program. During the three months ended June 30, 2017 and 2016 , the Company recognized a net gain of $106,000 and a net loss of $385,000 , respectively, related to changes in fair value of the derivatives not designated in hedging relationships. During the six months ended June 30, 2017 and 2016 , the Company recognized a net gain of $12,000 and a net loss $840,000 , respectively, related to changes in fair value of the derivatives not designated in hedging relationships. EFFECT OF DERIVATIVE INSTRUMENTS IN THE STATEMENTS OF INCOME The tables below present the effect of the Company’s derivative financial instruments in the consolidated statements of income for the periods presented: Three Months Ended June 30, (Dollars in thousands) 2017 2016 Derivatives designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Interest income $ (16 ) $ (23 ) Non-interest income 1 1 Interest expense 81 — Total $ 66 $ (22 ) Derivatives not designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Non-interest income $ 106 $ (385 ) Total $ 106 $ (385 ) Six Months Ended June 30, (Dollars in thousands) 2017 2016 Derivatives designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Interest income $ (31 ) $ (47 ) Non-interest income 3 2 Interest expense 123 — Total $ 95 $ (45 ) Derivatives not designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Non-interest income $ 12 $ (840 ) Total $ 12 $ (840 ) CREDIT-RISK-RELATED CONTINGENT FEATURES The Company has agreements with each of its derivative counterparties that contain a provision where, if the Company defaults on any of its indebtedness, including default where repayment of the indebtedness has not been accelerated by the lender, then the Company could also be declared in default on its derivative obligations. The Company has agreements with certain of its derivative counterparties that contain a provision where, if either the Company or the counterparty fails to maintain its status as a well/adequately capitalized institution, then the Company or the counterparty could be required to terminate any outstanding derivative positions and settle its obligations under the agreement. As of June 30, 2017 , the termination value of derivatives for which we had master netting arrangements with the counterparty and in a net liability position was $2.0 million , including accrued interest. As of June 30, 2017 , the Company has minimum collateral posting thresholds with certain of its derivative counterparties and has posted collateral of $6.6 million . If the Company had breached any of these provisions as of June 30, 2017 , it could have been required to settle its obligations under the agreements at their termination value.

Disclosures About Fair Value of

Disclosures About Fair Value of Financial Instruments	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
DISCLOSURES ABOUT FAIR VALUE OF FINANCIAL INSTRUMENTS	DISCLOSURES ABOUT FAIR VALUE OF FINANCIAL INSTRUMENTS Fair value estimates of financial instruments are based on the present value of expected future cash flows, quoted market prices of similar financial instruments, if available, and other valuation techniques. These valuations are significantly affected by discount rates, cash flow assumptions and risk assumptions used. Therefore, fair value estimates may not be substantiated by comparison to independent markets and are not intended to reflect the proceeds that may be realized in an immediate settlement of instruments. Accordingly, the aggregate fair value amounts presented below do not represent the underlying value of the Company. FAIR VALUE MEASUREMENTS In accordance with U.S. GAAP the Company must account for certain financial assets and liabilities at fair value on a recurring and non-recurring basis. The Company utilizes a three-level fair value hierarchy of valuation techniques to estimate the fair value of its financial assets and liabilities based on whether the inputs to those valuation techniques are observable or unobservable. The fair value hierarchy gives the highest priority to quoted prices with readily available independent data in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable market inputs (Level 3). When various inputs for measurement fall within multiple levels of the fair value hierarchy, the lowest level input that has a significant impact on fair value measurement is used. Financial assets and liabilities are categorized based upon the following characteristics or inputs to the valuation techniques: • Level 1 – Financial assets and liabilities for which inputs are observable and are obtained from reliable quoted prices for identical assets or liabilities in actively traded markets. This is the most reliable fair value measurement and includes, for example, active exchange-traded equity securities. • Level 2 – Financial assets and liabilities for which values are based on quoted prices in markets that are not active or for which values are based on similar assets or liabilities that are actively traded. Level 2 also includes pricing models in which the inputs are corroborated by market data, for example, matrix pricing. • Level 3 – Financial assets and liabilities for which values are based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement. Level 3 inputs include assumptions of a source independent of the reporting entity or the reporting entity’s own assumptions that are supported by little or no market activity or observable inputs. The Company is responsible for the valuation process and as part of this process may use data from outside sources in establishing fair value. The Company performs due diligence to understand the inputs used or how the data was calculated or derived. The Company corroborates the reasonableness of external inputs in the valuation process. RECURRING FAIR VALUE MEASUREMENTS The following tables represent assets and liabilities measured at fair value on a recurring basis as of June 30, 2017 and December 31, 2016 : June 30, 2017 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets / Financial assets: Investment securities available-for-sale: Corporate bonds $ — $ 44,940 $ — $ 44,940 Trust preferred securities — 18,785 — 18,785 Non-agency mortgage-backed securities — 5,755 — 5,755 Non-agency collateralized loan obligations — 958 — 958 Agency collateralized mortgage obligations — 41,234 — 41,234 Agency mortgage-backed securities — 21,728 — 21,728 Equity securities 8,522 — — 8,522 Interest rate swaps — 12,904 — 12,904 Total financial assets 8,522 146,304 — 154,826 Financial liabilities: Interest rate swaps — 11,610 — 11,610 Total financial liabilities $ — $ 11,610 $ — $ 11,610 December 31, 2016 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets / Financial assets: Investment securities available-for-sale: Corporate bonds $ — $ 54,045 $ — $ 54,045 Trust preferred securities — 17,798 — 17,798 Non-agency mortgage-backed securities — 5,764 — 5,764 Non-agency collateralized loan obligations — 16,180 — 16,180 Agency collateralized mortgage obligations — 43,821 — 43,821 Agency mortgage-backed securities — 24,149 — 24,149 Agency debentures — 4,783 — 4,783 Equity securities 8,352 — — 8,352 Interest rate swaps — 12,117 — 12,117 Total financial assets 8,352 178,657 — 187,009 Financial liabilities: Interest rate swaps — 10,609 — 10,609 Total financial liabilities $ — $ 10,609 $ — $ 10,609 INVESTMENT SECURITIES Generally, investment securities are valued using pricing for similar securities, recently executed transactions, and other pricing models utilizing observable inputs. The valuations for debt and equity securities are classified as either Level 1 or Level 2. U.S. Treasury Notes and equity securities (including mutual funds) are classified as Level 1 because these securities are in actively traded markets. Investment securities within Level 2 include corporate bonds; single-issuer trust preferred securities; non-agency mortgage-backed securities and collateralized loan obligations; and collateralized mortgage obligations, mortgage-backed securities, and debentures issued by U.S. government agencies. INTEREST RATE SWAPS The fair value of interest rate swaps is estimated using inputs that are observable or that can be corroborated by observable market data and therefore, are classified as Level 2. These fair value estimations include primarily market observable inputs such as the forward LIBOR swap curve. NON-RECURRING FAIR VALUE MEASUREMENTS Certain financial assets and financial liabilities are measured at fair value on a non-recurring basis; that is, the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances, such as when there is evidence of impairment. The following tables represent the balances of assets measured at fair value on a non-recurring basis as of June 30, 2017 and December 31, 2016 : June 30, 2017 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets Loans measured for impairment, net $ — $ — $ 7,545 $ 7,545 Other real estate owned — — 3,871 3,871 Total assets $ — $ — $ 11,416 $ 11,416 December 31, 2016 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets Loans measured for impairment, net $ — $ — $ 10,851 $ 10,851 Other real estate owned — — 4,178 4,178 Total assets $ — $ — $ 15,029 $ 15,029 As of June 30, 2017 and December 31, 2016 , the Company recorded $3.8 million and $6.9 million , respectively, of specific reserves to allowance for loan losses as a result of adjusting the fair value of impaired loans. IMPAIRED LOANS A loan is considered impaired when management determines it is probable that all of the principal and interest due under the original terms of the loan may not be collected or if a loan is designated as a TDR. Impairment is measured based on a discounted cash flows method or the fair value of the underlying collateral less estimated selling costs. Our policy is to obtain appraisals on collateral supporting impaired loans on an annual basis, unless circumstances dictate a shorter time frame. Appraisals are reduced by estimated costs to sell the collateral, and, under certain circumstances, additional factors that may arise and cause us to believe our recoverable value may be less than the independent appraised value. Accordingly, impaired loans are classified as Level 3. The Company measures impairment on all loans as part of the allowance for loan losses. OTHER REAL ESTATE OWNED Real estate owned is comprised of property acquired through foreclosure or voluntarily conveyed by borrowers. These assets are recorded on the date acquired at fair value, less estimated disposition costs, with the fair value being determined by appraisal. Our policy is to obtain appraisals on collateral supporting OREO on an annual basis, unless circumstances dictate a shorter time frame. Appraisals are reduced by estimated costs to sell the collateral, and, under certain circumstances, additional factors that may arise and cause us to believe our recoverable value may be less than the independent appraised value. Accordingly, other real estate owned is classified as Level 3. LEVEL 3 VALUATION The following tables present additional quantitative information about assets measured at fair value on a recurring and non-recurring basis and for which we have utilized Level 3 inputs to determine fair value as of June 30, 2017 and December 31, 2016 : June 30, 2017 (Dollars in thousands) Fair Value Valuation Techniques (1) Significant Unobservable Inputs Weighted Average Loans measured for impairment, net $ 532 Liquidation analysis Discount due to salability conditions — % Loans measured for impairment, net $ 7,013 Discounted cash flow Discount due to restructured nature of operations 6 % Other real estate owned $ 3,871 Appraisal value Discount due to salability conditions 10 % (1) Fair value is generally determined through independent appraisals or liquidation analysis of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent. December 31, 2016 (Dollars in thousands) Fair Value Valuation Techniques (1) Significant Unobservable Inputs Weighted Average Loans measured for impairment, net $ 10,851 Discounted cash flow Discount due to restructured nature of operations 6 % Other real estate owned $ 4,178 Appraisal value Discount due to salability conditions 10 % (1) Fair value is generally determined through independent appraisals of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent. FAIR VALUE OF FINANCIAL INSTRUMENTS A summary of the carrying amounts and estimated fair values of financial instruments was as follows: June 30, 2017 December 31, 2016 (Dollars in thousands) Fair Value Carrying Estimated Carrying Estimated Financial assets: Cash and cash equivalents 1 $ 119,715 $ 119,715 $ 103,994 $ 103,994 Investment securities available-for-sale: debt 2 133,400 133,400 166,540 166,540 Investment securities available-for-sale: equity 1 8,522 8,522 8,352 8,352 Investment securities held-to-maturity 2 61,336 62,445 53,940 54,498 Federal Home Loan Bank stock 2 18,151 18,151 9,641 9,641 Loans held-for-investment, net 3 3,755,344 3,738,667 3,382,292 3,362,031 Accrued interest receivable 2 10,607 10,607 9,614 9,614 Investment management fees receivable, net 2 7,418 7,418 7,749 7,749 Bank owned life insurance 2 65,714 65,714 64,815 64,815 Other real estate owned 3 3,871 3,871 4,178 4,178 Interest rate swaps 2 12,904 12,904 12,117 12,117 Financial liabilities: Deposits 2 $ 3,529,868 $ 3,529,124 $ 3,286,779 $ 3,286,553 Borrowings, net 2 363,612 364,077 239,510 240,143 Interest rate swaps 2 11,610 11,610 10,609 10,609 During the six months ended June 30, 2017 and 2016 , there were no transfers between fair value Levels 1, 2 or 3. The following methods and assumptions were used to estimate the fair value of each class of financial instruments as of June 30, 2017 and December 31, 2016 : CASH AND CASH EQUIVALENTS The carrying amount approximates fair value. INVESTMENT SECURITIES The fair values of investment securities available-for-sale, held-to-maturity and trading are based on quoted market prices for the same or similar securities, recently executed transactions and pricing models . FEDERAL HOME LOAN BANK STOCK The carrying value of our FHLB stock, which is a marketable equity investment, approximates fair value. LOANS HELD-FOR-INVESTMENT The fair value of loans held-for-investment is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities. Fair value as determined here does not represent an exit price. Impaired loans are generally valued at the fair value of the associated collateral. ACCRUED INTEREST RECEIVABLE The carrying amount approximates fair value. INVESTMENT MANAGEMENT FEES RECEIVABLE The carrying amount approximates fair value. BANK OWNED LIFE INSURANCE The fair value of the general account bank owned life insurance is based on the insurance contract net cash surrender value. OTHER REAL ESTATE OWNED Real estate owned is recorded on the date acquired at fair value, less estimated disposition costs, with the fair value being determined by appraisal. DEPOSITS The fair value of demand deposits is the amount payable on demand as of the reporting date, i.e., their carrying amounts. The fair value of fixed maturity deposits is estimated using a discounted cash flow calculation that applies the rates currently offered for deposits of similar remaining maturities. BORROWINGS The fair value of borrowings is calculated by discounting scheduled cash flows through the estimated maturity using period end market rates for borrowings of similar remaining maturities. INTEREST RATE SWAPS The fair value of interest rate swaps are estimated through the assistance of an independent third party and compared to the fair value determined by the swap counterparty to establish reasonableness. OFF-BALANCE SHEET INSTRUMENTS Fair values for the Company’s off-balance sheet instruments, which consist of lending commitments, standby letters of credit and risk participation agreements related to interest rate swap agreements, are based on fees currently charged to enter into similar agreements, taking into account the remaining terms of the agreements and the counterparties’ credit standing. Management believes that the fair value of these off-balance sheet instruments is not significant.

Changes in Accumulated Other Co

Changes in Accumulated Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2017
Equity [Abstract]
CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)	CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) The following tables show the changes in accumulated other comprehensive income (loss), for the periods presented: Three Months Ended June 30, 2017 2016 (Dollars in thousands) Investment Securities Derivatives Total Investment Securities Derivatives Total Balance, beginning of period $ (113 ) $ 1,155 $ 1,042 $ (2,094 ) $ — $ (2,094 ) Change in unrealized holding gains (losses) 707 (155 ) 552 1,085 (56 ) 1,029 Gains reclassified from other comprehensive income (1) (155 ) (52 ) (207 ) (11 ) — (11 ) Net other comprehensive income (loss) 552 (207 ) 345 1,074 (56 ) 1,018 Balance, end of period $ 439 $ 948 $ 1,387 $ (1,020 ) $ (56 ) $ (1,076 ) (1) Consisted of a net realized gain on investment securities of $241,000 and $16,000 , net of income tax expense of $86,000 and $5,000 for the three months ended June 30, 2017 and 2016 , respectively; and net realized gain on derivatives of $81,000 and $0 , net of income tax expense of $29,000 and $0 for the three months ended June 30, 2017 and 2016 , respectively. Six Months Ended June 30, 2017 2016 (Dollars in thousands) Investment Securities Derivatives Total Investment Securities Derivatives Total Balance, beginning of period $ (297 ) $ 1,127 $ 830 $ (1,443 ) $ — $ (1,443 ) Change in unrealized holding gains (losses) 890 (100 ) 790 434 (56 ) 378 Gains reclassified from other comprehensive income (1) (154 ) (79 ) (233 ) (11 ) — (11 ) Net other comprehensive income (loss) 736 (179 ) 557 423 (56 ) 367 Balance, end of period $ 439 $ 948 $ 1,387 $ (1,020 ) $ (56 ) $ (1,076 ) (1) Consisted of a net realized gain on investment securities of $239,000 and $17,000 , net of income tax expense of $85,000 and $6,000 for the six months ended June 30, 2017 and 2016 , respectively; and a net realized gain on derivatives of $123,000 and $0 , net of income tax expense of $44,000 and $0 for the six months ended June 30, 2017 and 2016 , respectively.

Contingent Liabilities

Contingent Liabilities	6 Months Ended
	Jun. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
CONTINGENT LIABILITIES	CONTINGENT LIABILITIES The Company is not aware of any unasserted claims. In the opinion of management, there are no potential claims that would have a material adverse effect on the Company’s financial position, liquidity or results of operations.

Segments

Segments	6 Months Ended
	Jun. 30, 2017
Segment Reporting [Abstract]
SEGMENTS	SEGMENTS The Company operates two reportable segments: Bank and Investment Management. • The Bank segment provides commercial banking and private banking services to middle-market businesses and high-net-worth individuals through the TriState Capital Bank subsidiary. • The Investment Management segment provides advisory and sub-advisory investment management services to institutional plan sponsors through the Chartwell Investment Partners, LLC subsidiary and also supports retail distribution and marketing efforts for Chartwell’s proprietary investment products through the Chartwell TSC Securities Corp. subsidiary. The following tables provide financial information for the two segments of the Company as of and for the periods indicated. The information provided under the caption “Parent and Other” represents general operating activity of the Company not considered to be a reportable segment, which includes the parent company activity as well as eliminations and adjustments that are necessary for purposes of reconciliation to the consolidated amounts. (Dollars in thousands) June 30, December 31, Assets: Bank $ 4,222,278 $ 3,846,353 Investment management 80,612 85,072 Parent and other 4,945 (968 ) Total assets $ 4,307,835 $ 3,930,457 Three Months Ended June 30, 2017 Three Months Ended June 30, 2016 (Dollars in thousands) Bank Investment Parent Consolidated Bank Investment Parent Consolidated Income statement data: Interest income $ 32,047 $ — $ 68 $ 32,115 $ 23,730 $ — $ 65 $ 23,795 Interest expense 9,515 — 567 10,082 5,025 — 551 5,576 Net interest income (loss) 22,532 — (499 ) 22,033 18,705 — (486 ) 18,219 Provision for loan losses 516 — — 516 80 — — 80 Net interest income (loss) after provision for loan losses 22,016 — (499 ) 21,517 18,625 — (486 ) 18,139 Non-interest income: Investment management fees — 9,182 (52 ) 9,130 — 9,517 (55 ) 9,462 Net gain on the sale and call of investment securities 241 — — 241 62 — — 62 Other non-interest income 2,341 — — 2,341 1,922 1 — 1,923 Total non-interest income 2,582 9,182 (52 ) 11,712 1,984 9,518 (55 ) 11,447 Non-interest expense: Intangible amortization expense — 462 — 462 — 438 — 438 Other non-interest expense 13,688 7,612 22 21,322 12,299 6,683 37 19,019 Total non-interest expense 13,688 8,074 22 21,784 12,299 7,121 37 19,457 Income (loss) before tax 10,910 1,108 (573 ) 11,445 8,310 2,397 (578 ) 10,129 Income tax expense (benefit) 2,819 425 (220 ) 3,024 2,662 917 (223 ) 3,356 Net income (loss) $ 8,091 $ 683 $ (353 ) $ 8,421 $ 5,648 $ 1,480 $ (355 ) $ 6,773 Six Months Ended June 30, 2017 Six Months Ended June 30, 2016 (Dollars in thousands) Bank Investment Parent Consolidated Bank Investment Parent Consolidated Income statement data: Interest income $ 60,708 $ — $ 144 $ 60,852 $ 47,017 $ — $ 138 $ 47,155 Interest expense 16,785 — 1,118 17,903 9,457 — 1,102 10,559 Net interest income (loss) 43,923 — (974 ) 42,949 37,560 — (964 ) 36,596 Provision for loan losses 759 — — 759 202 — — 202 Net interest income (loss) after provision for loan losses 43,164 — (974 ) 42,190 37,358 — (964 ) 36,394 Non-interest income: Investment management fees — 18,578 (108 ) 18,470 — 16,590 (109 ) 16,481 Net gain on the sale and call of investment securities 239 — — 239 63 — — 63 Other non-interest income 4,411 1 — 4,412 3,817 1 — 3,818 Total non-interest income 4,650 18,579 (108 ) 23,121 3,880 16,591 (109 ) 20,362 Non-interest expense: Intangible amortization expense — 925 — 925 — 828 — 828 Other non-interest expense 27,293 14,651 73 42,017 24,623 11,977 35 36,635 Total non-interest expense 27,293 15,576 73 42,942 24,623 12,805 35 37,463 Income (loss) before tax 20,521 3,003 (1,155 ) 22,369 16,615 3,786 (1,108 ) 19,293 Income tax expense (benefit) 5,747 1,152 (443 ) 6,456 5,653 1,448 (424 ) 6,677 Net income (loss) $ 14,774 $ 1,851 $ (712 ) $ 15,913 $ 10,962 $ 2,338 $ (684 ) $ 12,616

Summary of Significant Accoun24

Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2017
Accounting Policies [Abstract]
Use of estimates	USE OF ESTIMATES The preparation of financial statements in conformity with generally accepted accounting principles (“GAAP”) in the United States of America requires management to make estimates and assumptions that affect the reported amounts of certain assets and liabilities, disclosure of contingent assets and liabilities as of the date of the financial statements, and the reported amounts of related revenue and expense during the reporting period. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than those anticipated in the estimates, which could materially affect the financial results of our operations and financial condition. The material estimates that are particularly susceptible to significant changes relate to the determination of the allowance for loan losses, valuation of goodwill and other intangible assets and its evaluation for impairment, and deferred income taxes and its related recoverability, which are discussed later in this section.
Consolidation	CONSOLIDATION The consolidated financial statements include the accounts of the Company and its wholly-owned subsidiaries, the Bank, Chartwell and CTSC Securities, after elimination of inter-company accounts and transactions. The accounts of the Bank, in turn, include its wholly-owned subsidiary, Meadowood Asset Management, LLC, after elimination of inter-company accounts and transactions. The unaudited consolidated financial statements of the Company presented herein have been prepared pursuant to rules of the Securities and Exchange Commission for quarterly reports on form 10-Q and do not include all of the information and note disclosures required by GAAP for a full year presentation. In the opinion of management, all adjustments (consisting of normal recurring adjustments) and disclosures, considered necessary for the fair presentation of the accompanying consolidated financial statements, have been included. Interim results are not necessarily reflective of the results of the entire year. The accompanying consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto for the fiscal year ended December 31, 2016 , included in the Company’s Annual Report on Form 10-K filed with the Securities and Exchange Commission on February 14, 2017 .
Cash and cash equivalents	CASH AND CASH EQUIVALENTS For purposes of reporting cash flows, the Company has defined cash and cash equivalents as cash, interest-earning deposits with other institutions, federal funds sold, and short-term investments that have an original maturity of 90 days or less.
Investment securities	INVESTMENT SECURITIES The Company’s investments are classified as either: (1) held-to-maturity – debt securities that the Company intends to hold until maturity and are reported at amortized cost; (2) trading securities – debt and certain equity securities bought and held principally for the purpose of selling them in the near term and reported at fair value, with unrealized gains and losses included in earnings; or (3) available-for-sale – debt and certain equity securities not classified as either held-to-maturity or trading securities and reported at fair value, with unrealized gains and losses reported as a component of accumulated other comprehensive income (loss), on an after-tax basis. The cost of securities sold is determined on a specific identification basis. Amortization of premiums and accretion of discounts are recorded as interest income on investments over the life of the security utilizing the level yield method. We evaluate impaired investment securities quarterly to determine if impairments are temporary or other-than-temporary. For impaired debt and equity securities, management first determines whether it intends to sell or if it is more-likely than not that it will be required to sell the impaired securities. This determination considers current and forecasted liquidity requirements, regulatory and capital requirements and securities portfolio management. If the Company intends to sell a security with a fair value below amortized cost or if it is more-likely than not that it will be required to sell such a security before recovery, an other-than-temporary impairment (“OTTI”) charge is recorded through current period earnings for the full decline in fair value below amortized cost. For debt securities that the Company does not intend to sell or it is more likely than not that it will not be required to sell before recovery, an OTTI charge is recorded through current period earnings for the amount of the valuation decline below amortized cost that is attributable to credit losses. The remaining difference between the security’s fair value and amortized cost (that is, the decline in fair value not attributable to credit losses) is recognized in other comprehensive income (loss), in the consolidated statements of comprehensive income and the shareholders’ equity section of the consolidated statements of financial condition, on an after-tax basis. For equity securities an OTTI charge is recorded through current period earnings for the full decline in fair value below cost.
Federal Home Loan Bank stock	FEDERAL HOME LOAN BANK STOCK The Company is a member of the Federal Home Loan Bank of Pittsburgh (“FHLB”). Member institutions are required to invest in FHLB stock. The stock is carried at cost, which approximates its liquidation value, and it is evaluated for impairment based on the ultimate recoverability of the par value. The following matters are considered by management when evaluating the FHLB stock for impairment: the ability of the FHLB to make payments required by law or regulation and the level of such payments in relation to the operating performance of the FHLB; the impact of legislative and regulatory changes on the institution and its customer base; and the Company’s intent and ability to hold its FHLB stock for the foreseeable future. Management believes the Company’s holdings in the FHLB stock were recoverable at par value, as of June 30, 2017 and December 31, 2016 . Cash and stock dividends are reported as interest income on investments, in the consolidated statements of income.
Loans	LOANS Loans and leases held-for investment are stated at unpaid principal balances, net of deferred loan fees and costs. Loans held-for-sale are stated at the lower of cost or fair value. Interest income on loans is accrued at the contractual rate on the principal amount outstanding and includes the amortization of deferred loan fees and costs. Deferred loan fees and costs are amortized to interest income over the life of the loan, taking into consideration scheduled payments and prepayments. The Company considers a loan to be a Troubled Debt Restructuring (“TDR”) when there is a concession made to a financially troubled borrower without adequate consideration provided to the Company. Once a loan is deemed to be a TDR, the Company considers whether the loan should be placed on non-accrual status. In assessing accrual status, the Company considers the likelihood that repayment and performance according to the original contractual terms will be achieved, as well as the borrower’s historical payment performance. A loan is designated and reported as a TDR until such loan is either paid-off or sold, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is fully expected that the remaining principal and interest will be collected according to the restructured agreement. The recognition of interest income on a loan is discontinued when, in management’s opinion, it is probable the borrower is unable to meet payments as they become due or when the loan becomes 90 days past due, whichever occurs first. All accrued and unpaid interest on such loans is reversed. Such interest ultimately collected is applied to reduce principal if there is doubt about the collectability of principal. If a borrower brings a loan current for which accrued interest has been reversed, then the recognition of interest income on the loan is resumed, once the loan has been current for a period of six consecutive months or greater. The Company is a party to financial instruments with off-balance sheet risk (commitments to extend credit) in the normal course of business to meet the financing needs of its customers. Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the commitment. Commitments generally have fixed expiration dates or other termination clauses (i.e. demand loans) and may require payment of a fee. Since some of the commitments are expected to expire without being drawn upon, the unfunded commitment amount does not necessarily represent future cash requirements. The Company evaluates each customer’s credit worthiness on a case-by-case basis using the same credit policies in making commitments and conditional obligations as it does for on-balance sheet instruments. The amount of collateral obtained, if deemed necessary by the Company upon extension of a commitment, is based on management’s credit evaluation of the borrower.
Other real estate owned	OTHER REAL ESTATE OWNED Real estate owned, other than bank premises, is recorded at fair value less estimated selling costs. Fair value is determined based on an independent appraisal. Expenses related to holding the property are charged against earnings when incurred. Depreciation is not recorded on the other real estate owned (“OREO”) properties.
Allowance for loan losses	ALLOWANCE FOR LOAN LOSSES The allowance for loan losses is established through provisions for loan losses that are recorded in the consolidated statements of income. Loans are charged off against the allowance for loan losses when management believes that the principal is uncollectible. If, at a later time, amounts are recovered with respect to loans previously charged off, the recovered amount is credited to the allowance for loan losses. The allowance was appropriate, in management’s judgment, to cover probable losses inherent in the loan portfolio as of June 30, 2017 and December 31, 2016 . Management’s judgment takes into consideration general economic conditions, diversification and seasoning of the loan portfolio, historic loss experience, identified credit problems, delinquency levels and adequacy of collateral. Although management believes it has used the best information available to it in making such determinations, and that the present allowance for loan losses is adequate, future adjustments to the allowance may be necessary, and net income may be adversely affected if circumstances differ substantially from the assumptions used in determining the level of the allowance. In addition, as an integral part of their periodic examination, certain regulatory agencies review the adequacy of the Bank’s allowance for loan losses and may direct the Bank to make additions to the allowance based on their judgments about information available to them at the time of their examination. The components of the allowance for loan losses represent estimates based upon Accounting Standards Codification (“ASC”) Topic 450, Contingencies, and ASC Topic 310, Receivables . ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages, consumer lines of credit and commercial loans that are not individually evaluated for impairment under ASC Topic 310. ASC Topic 310 is applied to commercial and consumer loans that are individually evaluated for impairment. Under ASC Topic 310, a loan is impaired, based upon current information and events, in management’s opinion, when it is probable that the loan will not be repaid according to its original contractual terms, including both principal and interest, or if a loan is designated as a TDR. Management performs individual assessments of impaired loans to determine the existence of loss exposure based upon a discounted cash flows method or where a loan is collateral dependent, based upon the fair value of the collateral less estimated selling costs. In estimating probable loan loss under ASC Topic 450 management considers numerous factors, including historical charge-offs and subsequent recoveries. Management also considers, but is not limited to, qualitative factors that influence our credit quality, such as delinquency and non-performing loan trends, changes in loan underwriting guidelines and credit policies, the results of internal loan reviews, etc. Finally, management considers the impact of changes in current local and regional economic conditions in the markets that we serve. Assessment of relevant economic factors indicates that some of the Company’s primary markets may historically tend to lag the national economy, with local economies in our primary market areas also improving or weakening, as the case may be, but at a more measured rate than the national trends. Management bases the computation of the allowance for loan losses under ASC Topic 450 on two factors: the primary factor and the secondary factor. The primary factor is based on the inherent risk identified by management within each of the Company’s three loan portfolios based on the historical loss experience of each loan portfolio and the loss emergence period. Management has developed a methodology that is applied to each of the three primary loan portfolios: private banking, commercial and industrial, and commercial real estate. As the loan loss history, mix and risk ratings of each loan portfolio change, the primary factor adjusts accordingly. The allowance for loan losses related to the primary factor is based on our estimates as to probable losses for each loan portfolio. The secondary factor is intended to capture risks related to events and circumstances that management believes have an impact on the performance of the loan portfolio. Although this factor is more subjective in nature, the methodology focuses on internal and external trends in pre-specified categories (risk factors) and applies a quantitative percentage that drives the secondary factor. There are nine risk factors and each risk factor is assigned a reserve level based on management’s judgment as to the probable impact of each risk factor on each loan portfolio and is monitored on a quarterly basis. As the trend in any risk factor changes, a corresponding change occurs in the reserve associated with each respective risk factor, such that the secondary factor remains current to changes in each loan portfolio. The Company also maintains a reserve for losses on unfunded commitments. This reserve is reflected as a component of other liabilities and, in management’s judgment, is sufficient to cover probable losses inherent in the commitments. Management tracks the level and trends in unused commitments and takes into consideration the same factors as those considered for purposes of the allowance for loan losses on outstanding loans.
Investment management fees	INVESTMENT MANAGEMENT FEES The Company recognizes investment management fee revenue when the advisory services are performed. Fees are based on assets under management and are calculated pursuant to individual client contracts. Investment management fees are generally paid on a quarterly basis. Investment management fees receivable represent amounts due for contractual investment management services provided to the Company’s clients, primarily institutional investors, mutual funds and individual investors. Management performs credit evaluations of its customers’ financial condition when it is deemed to be necessary, and does not require collateral. The Company provides an allowance for uncollectible accounts based on specifically identified receivables. Bad debt expense is recorded to other non-interest expense on the consolidated statements of income and the allowance for uncollectible accounts is recorded to investment management fees receivable, net on the consolidated statements of financial position. Investment management fees receivable are considered delinquent when payment is not received within contractual terms and are charged off against the allowance for uncollectible accounts when management determines that recovery is unlikely and the Company ceases its collection efforts. There was $150,000 and $0 of bad debt expense recorded for the six months ended June 30, 2017 and 2016 , respectively, and there was $150,000 and $0 of allowance for uncollectible accounts recorded as of June 30, 2017 and December 31, 2016 , respectively.
Business combinations	BUSINESS COMBINATIONS The Company accounts for business combinations using the acquisition method of accounting. Under this method of accounting, the acquired company’s net assets are recorded at fair value as of the date of acquisition, and the results of operations of the acquired company are combined with our results from that date forward. Acquisition costs are expensed when incurred. The difference between the purchase price and the fair value of the net assets acquired (including identified intangibles) is recorded as goodwill. The change in the initial estimate of any contingent earn out amounts is reflected in the consolidated statements of income.
Goodwill and other intangible assets	GOODWILL AND OTHER INTANGIBLE ASSETS Goodwill represents the excess of the cost of an acquisition over the fair value of the net assets acquired. Goodwill is not amortized and is subject to at least annual assessments for impairment by applying a fair value based test. The Company reviews goodwill annually and again at any quarter-end if a material event occurs during the quarter that may affect goodwill. If goodwill testing is required, an assessment of qualitative factors can be completed before performing the two step goodwill impairment test. If an assessment of qualitative factors determines it is more likely than not that the fair value of a reporting unit exceeds its carrying amount, then the two step goodwill impairment test is not required. Goodwill is evaluated for potential impairment by determining if the fair value has fallen below carrying value. Other intangible assets represent purchased assets that may lack physical substance but can be distinguished from goodwill because of contractual or other legal rights. The Company has determined that certain of its acquired mutual fund client relationships meet the criteria to be considered indefinite-lived assets because the Company expects both the renewal of these contracts and the cash flows generated by these assets to continue indefinitely. Accordingly, the Company does not amortize these intangible assets, but instead reviews these assets annually or more frequently whenever events or circumstances occur indicating that the recorded indefinite-lived assets may be impaired. Each reporting period, the Company assesses whether events or circumstances have occurred which indicate that the indefinite life criteria are no longer met. If the indefinite life criteria are no longer met, the Company would assess whether the carrying value of these assets exceeds its fair value, an impairment loss would be recorded in an amount equal to any such excess and these assets would be reclassified to finite-lived. Other intangible assets that the Company has determined to have finite lives, such as trade name, client lists and non-compete agreements, are amortized over their estimated useful lives. These finite-lived intangible assets are amortized on a straight-line basis over their estimated useful lives, which range from four to twenty-five years. Finite-lived intangibles are evaluated for impairment on an annual basis or more frequently whenever events or circumstances occur indicating that the carrying amount may not be recoverable.
Office properties and equipment	OFFICE PROPERTIES AND EQUIPMENT Office properties and equipment are stated at cost less accumulated depreciation. Depreciation is computed on the straight-line method over the estimated useful lives of the related assets, except for leasehold improvements, which are amortized over the terms of the respective leases or the estimated useful lives of the improvements, whichever is shorter. Estimated useful lives are dependent upon the nature and condition of the asset and range from three to ten years. Repairs and maintenance are charged to expense as incurred, while improvements that extend the useful life are capitalized and depreciated to operating expense over the estimated remaining life of the asset. When the Bank receives an allowance for improvements to be made to one of its leased offices, we record the allowance as a deferred liability and recognize it as a reduction to rent expense over the life of the related lease.
Bank owned life insurance	BANK OWNED LIFE INSURANCE Bank owned life insurance (“BOLI”) policies on certain officers and employees are recorded at net cash surrender value on the consolidated statements of financial condition. Upon termination of the BOLI policy the Company receives the cash surrender value. BOLI benefits are payable to the Company upon death of the insured. Changes in net cash surrender value are recognized as non-interest income in the consolidated statements of income.
Deposits	DEPOSITS Deposits are stated at principal outstanding. Interest on deposits is accrued and charged to interest expense daily and is paid or credited in accordance with the terms of the respective accounts.
Borrowings	BORROWINGS The Company records FHLB advances, line of credit borrowings and subordinated notes payable at their principal amount net of debt issuance costs, per ASU 2015-03. Interest expense is recognized based on the coupon rate of the obligations. Costs associated with the acquisition of subordinated notes payable are amortized to interest expense over the expected term of the borrowing.
Earnings per common share	EARNINGS PER COMMON SHARE Basic earnings per common share (“EPS”) is computed by dividing net income available to common shareholders by the weighted average number of common shares outstanding for the period, excluding non-vested restricted stock. Diluted EPS reflects the potential dilution upon the exercise of stock options and the vesting of restricted stock awards granted utilizing the treasury stock method.
Income taxes	INCOME TAXES The Company utilizes the asset and liability method of accounting for income taxes. Under this method, deferred tax assets and liabilities are recognized for the tax effects of differences between the financial statement and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using the enacted tax rates expected to apply to taxable income in the years in which those temporary differences are expected to be recovered or settled. The effect on deferred tax assets and liabilities with regard to a change in tax rates is recognized in income in the period that includes the enactment date. Management assesses all available evidence to determine the amount of deferred tax assets that are more-likely-than-not to be realized. The available evidence used in connection with the assessments includes taxable income in prior periods, projected taxable income, potential tax planning strategies and projected reversals of deferred tax items. These assessments involve a degree of subjectivity and may undergo significant change. Changes to the evidence used in the assessments could have a material adverse effect on the Company’s results of operations in the period in which they occur. The Company considers uncertain tax positions that it has taken or expects to take on a tax return. It is the Company’s policy to recognize interest and penalties, if any, related to unrecognized tax benefits in income tax expense in the consolidated statements of income.
Derivatives and hedging activities	DERIVATIVES AND HEDGING ACTIVITIES The Company accounts for derivative instruments and hedging activities in accordance with FASB ASC Topic 815, Derivatives and Hedging . All derivatives are evaluated at inception as to whether or not they are hedging or non-hedging activities, and appropriate documentation is maintained to support the final determination. All derivatives are recognized as either assets or liabilities on the consolidated statements of financial condition and measured at fair value. For derivatives designated as fair value hedges, changes in the fair value of the derivative and the hedged item related to the hedged risk are recognized in earnings. Any hedge ineffectiveness would be recognized in the income statement line item pertaining to the hedged item. For derivatives designated as cash flow hedges, changes in fair value of the effective portion of the cash flow hedges are reported in accumulated other comprehensive income (loss). When the cash flows associated with the hedged item are realized, the gain or loss included in accumulated other comprehensive income (loss) is recognized in the consolidated statements of income. The Company also has interest derivative positions that are not designated as hedging instruments. Changes in the fair value of derivatives not designated in hedging relationships are recorded directly in earnings.
Fair value measurement	FAIR VALUE MEASUREMENT Fair value is defined as the exchange price that would be received to sell an asset or paid to transfer a liability in a principal or most advantageous market for the asset or liability in an orderly transaction between market participants as of the measurement date, using assumptions market participants would use when pricing an asset or liability. An orderly transaction assumes exposure to the market for a customary period for marketing activities prior to the measurement date and not a forced liquidation or distressed sale. Fair value measurement and disclosure guidance provides a three-level hierarchy that prioritizes the inputs of valuation techniques used to measure fair value into three broad categories: • Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities. • Level 2 – Observable inputs such as quoted prices for similar assets and liabilities in active markets, quoted prices for similar assets and liabilities in markets that are not active, or other inputs that are observable or can be corroborated by observable market data. • Level 3 – Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. This includes certain pricing models, discounted cash flow methodologies, and similar techniques that use significant unobservable inputs. Fair value may be recorded for certain assets and liabilities every reporting period on a recurring basis or under certain circumstances, on a non-recurring basis.
Stock-based compensation	STOCK-BASED COMPENSATION The Company accounts for its stock-based compensation awards based on estimated fair values, for all share-based awards, including stock options and restricted shares, made to employees and directors. The Company accounts for stock-based compensation in accordance with the fair value recognition provisions of ASC Topic 718, Compensation – Stock Compensation . As a result, compensation cost for all share-based payments is based on the grant-date fair value estimated in accordance with ASC Topic 718. The value of the portion of the award that is ultimately expected to vest is included in stock-based compensation expense in the consolidated statements of income and recorded as a component of additional paid-in capital, for equity-based awards. Compensation expense for all awards is recognized on a straight-line basis over the requisite service period for the entire grant.
Accumulated other comprehensive income (loss)	ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS) Unrealized holding gains and the non-credit component of unrealized losses on the Company’s investment securities available-for-sale are included in accumulated other comprehensive income (loss), net of applicable income taxes. Also included in accumulated other comprehensive income (loss) is the remaining unamortized balance of the unrealized holding gains (non-credit losses), net of applicable income taxes, that existed on the transfer date for investment securities reclassified into the held-to-maturity category from the available-for-sale category. Unrealized holding gains (losses) on the effective portion of the Company’s cash flow hedge derivatives are included in accumulated other comprehensive income (loss), net of applicable income taxes, which will be reclassified to interest expense as interest payments are made on the Company’s debt.
Treasury stock	TREASURY STOCK The repurchase of the Company’s common stock is recorded at cost. At the time of reissuance, the treasury stock account is reduced using the average cost method. Gains and losses on the reissuance of common stock are recorded in additional paid-in capital, to the extent additional paid-in capital from any previous net gains on treasury share transactions exists. Any net deficiency is charged to retained earnings.
Recent accounting developments	RECENT ACCOUNTING DEVELOPMENTS In May 2017, the FASB issued Accounting Standard Update (“ASU”) 2017-09, “Compensation-Stock Compensation (Topic 718): Scope of Modification Accounting,” which clarifies what constitutes a modification of a share-based payment award. This ASU is effective for all entities for annual and interim periods in fiscal years beginning after December 15, 2017 . Early adoption is permitted as of the beginning of an annual period for which financial statements (interim or annual) have not been issued or made available for issuance. The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In March 2017, the FASB issued ASU 2017-08, “Receivables-Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities,” which shortens the premium amortization period for purchased non-contingently callable debt securities. Shortening the amortization period is generally expected to more closely align the interest income recognition with the expectations incorporated in the market pricing on the underlying securities. This ASU is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2018 . All entities may early adopt the standard for annual or interim periods. If an entity early adopts the ASU in an interim period, any adjustments should be reflected as of the beginning of the fiscal year that includes that interim period. The Company is currently evaluating the impact this standard will have on our results of operations and financial position. In January 2017, the FASB issued ASU 2017-04, “Intangibles-Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment,” which requires an entity to no longer perform a hypothetical purchase price allocation to measure goodwill impairment. Instead, impairment will be measured using the difference between the carrying amount and the fair value of the reporting unit. The changes are effective for public business entities that are SEC filers, for annual and interim periods in fiscal years beginning after December 15, 2019 . All entities may early adopt the standard for goodwill impairment tests with measurement dates after January 1, 2017. The Company is currently evaluating the impact this standard will have on our results of operations and financial position. In January 2017, the FASB issued ASU 2017-03, “Accounting Changes and Error Corrections (Topic 250) and Investments-Equity Method and Joint Ventures (Topic 323): Amendments to SEC Paragraphs Pursuant to Staff Announcements at the September 22, 2016, and November 17, 2016, EITF Meetings (SEC Update),” which incorporates into the FASB Accounting Standards Codification ® recent SEC guidance about disclosing, under SEC SAB Topic 11.M, the effect on financial statements of adopting the revenue, leases, and credit losses standards. The SEC staff had previously announced that registrants should include the disclosures starting with their December 2017 financial statements. The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In January 2017, the FASB issued ASU 2017-01, “Business Combinations (Topic 805),” which provides a new framework for determining whether transactions should be accounted for as acquisitions (or disposals) of assets or businesses. This ASU is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2017 . Entities may early adopt the ASU and apply it to transactions that have not been reported in financial statements that have been issued or made available for issuance. The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In November 2016, the FASB issued ASU 2016-18, “Statement of Cash Flows (Topic 230): Restricted Cash,” which requires companies to include cash and cash equivalents that have restrictions on withdrawal or use in total cash and cash equivalents on the statement of cash flows. This ASU is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2017 . Early adoption is permitted, including adoption in an interim period. If an entity early adopts the amendments in an interim period, adjustments should be reflected at the beginning of the fiscal year that includes that interim period. The Company is currently in the process of evaluating the impact this of standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In October 2016, the FASB issued ASU 2016-16, “Income Taxes (Topic 740): Intra-Entity Transfers of Assets Other Than Inventory,” which requires entities to recognize at the transaction date the income tax consequences of intercompany asset transfers other than inventory. This ASU is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2017 . Entities may early adopt the ASU, but only at the beginning of an annual period for which no financial statements (interim or annual) have already been issued or made available for issuance. The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In September of 2016, the FASB issued ASU 2016-15, “Statement of Cash Flow (Topic 230): Classification of Certain Cash Receipts and Cash Payments,” which addresses eight classification issues related to the statement of cash flows. The eight classification issues are as follows: debt prepayment or debt extinguishment costs; settlement of zero-coupon bonds; contingent consideration payments made after a business combination; proceeds from the settlement of insurance claims; proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies; distributions received from equity method investees; beneficial interests in securitization transactions; and separately identifiable cash flows and application of the predominance principle. This ASU is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2017 . Early adoption is permitted, including adoption in an interim period. If an entity early adopts the ASU in an interim period, adjustments should be reflected as of the beginning of the fiscal year that includes that interim period. An entity that elects early adoption must adopt all of the amendments in the same period. Entities should apply this ASU using a retrospective transition method to each period presented. If it is impracticable for an entity to apply the ASU retrospectively for some of the issues, it may apply the amendments for those issues prospectively as of the earliest date practicable. The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In June 2016, the FASB issued ASU 2016-13, “Measurement of Credit Losses on Financial Instruments,” which significantly changes the way entities recognize impairment of many financial assets by requiring immediate recognition of estimated credit losses expected to occur over their remaining life. The changes are effective for public business entities that are SEC filers, for annual and interim periods in fiscal years beginning after December 15, 2019 . All entities may early adopt the standard for annual and interim periods in fiscal years beginning after December 15, 2018. The Company is currently evaluating the impact this standard will have on our results of operations and financial position. In February 2016, the FASB issued ASU 2016-02, “Leases,” which, among other things, requires lessees to recognize most leases on-balance sheet. This will increase their reported assets and liabilities - in some cases very significantly. Lessor accounting remains substantially similar to current U.S. GAAP. ASU 2016-02 supersedes Topic 840, Leases . This ASU is effective for public business entities, certain not-for-profit entities, and certain employee benefit plans for annual and interim periods in fiscal years beginning after December 15, 2018 . This ASU mandates a modified retrospective transition method for all entities. The Company is currently evaluating the impact this standard will have on our results of operations and financial position. In January 2016, the FASB issued ASU 2016-01, “Financial Instruments - Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities,” which will significantly change the income statement impact of equity investments, and the recognition of changes in fair value of financial liabilities when the fair value option is elected. This ASU is effective for public business entities for interim and annual periods in fiscal years beginning after December 15, 2017 . The Company is currently in the process of evaluating the impact of this standard; however, any changes are not expected to have a significant impact on our results of operations and financial position. In May 2014, the FASB issued ASU 2014-09, “Revenue from Contracts with Customers (Topic 606).” This ASU implements a common revenue standard that clarifies the principles for recognizing revenue. The core principle of this update is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. ASU 2014-09 establishes a five-step model that entities must follow to recognize revenue and removes inconsistencies and weaknesses in existing guidance. Per ASU 2015-14, this update is effective for annual periods and interim periods in fiscal years beginning after December 15, 2017 , for public business entities, certain employee benefit plans, and certain not-for-profit entities applying U.S. GAAP. Earlier application is permitted only as of annual reporting periods beginning after December 15, 2016, including interim reporting periods within that reporting period. A significant amount of the Company’s revenues are derived from net interest income on financial assets and liabilities, which are excluded from the scope of the amended guidance. With respect to non-interest income, the Company is in its preliminary stages of identifying and evaluating the revenue streams and underlying revenue contracts within the scope of the guidance. The Company is expecting to begin developing processes and procedures during 2017 to ensure it is fully compliant with these amendments. To date, the Company has not yet identified any significant changes in the timing of revenue recognition when considering the amended accounting guidance; however, the Company’s implementation efforts are ongoing and such assessments may change prior to the January 1, 2018, implementation date.
Reclassification	RECLASSIFICATION Certain items previously reported have been reclassified to conform with the current year’s reporting presentation and are considered immaterial.

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Schedule of investment securities available-for-sale	Investment securities available-for-sale and held-to-maturity are comprised of the following: June 30, 2017 (Dollars in thousands) Amortized Gross Unrealized Gross Unrealized Estimated Investment securities available-for-sale: Corporate bonds $ 44,732 $ 217 $ 9 $ 44,940 Trust preferred securities 17,776 1,009 — 18,785 Non-agency mortgage-backed securities 5,750 5 — 5,755 Non-agency collateralized loan obligations 983 — 25 958 Agency collateralized mortgage obligations 41,307 29 102 41,234 Agency mortgage-backed securities 21,720 191 183 21,728 Equity securities 8,788 — 266 8,522 Total investment securities available-for-sale 141,056 1,451 585 141,922 Investment securities held-to-maturity: Corporate bonds 31,191 791 — 31,982 Agency debentures 4,968 17 12 4,973 Municipal bonds 25,177 313 — 25,490 Total investment securities held-to-maturity 61,336 1,121 12 62,445 Total $ 202,392 $ 2,572 $ 597 $ 204,367 December 31, 2016 (Dollars in thousands) Amortized Gross Unrealized Gross Unrealized Estimated Investment securities available-for-sale: Corporate bonds $ 53,902 $ 164 $ 21 $ 54,045 Trust preferred securities 17,711 159 72 17,798 Non-agency mortgage-backed securities 5,750 14 — 5,764 Non-agency collateralized loan obligations 16,234 — 54 16,180 Agency collateralized mortgage obligations 44,051 49 279 43,821 Agency mortgage-backed securities 24,107 240 198 24,149 Agency debentures 4,760 23 — 4,783 Equity securities 8,643 — 291 8,352 Total investment securities available-for-sale 175,158 649 915 174,892 Investment securities held-to-maturity: Corporate bonds 28,693 596 30 29,259 Municipal bonds 25,247 88 96 25,239 Total investment securities held-to-maturity 53,940 684 126 54,498 Total $ 229,098 $ 1,333 $ 1,041 $ 229,390
Schedule of investment securities held-to-maturity	Investment securities available-for-sale and held-to-maturity are comprised of the following: June 30, 2017 (Dollars in thousands) Amortized Gross Unrealized Gross Unrealized Estimated Investment securities available-for-sale: Corporate bonds $ 44,732 $ 217 $ 9 $ 44,940 Trust preferred securities 17,776 1,009 — 18,785 Non-agency mortgage-backed securities 5,750 5 — 5,755 Non-agency collateralized loan obligations 983 — 25 958 Agency collateralized mortgage obligations 41,307 29 102 41,234 Agency mortgage-backed securities 21,720 191 183 21,728 Equity securities 8,788 — 266 8,522 Total investment securities available-for-sale 141,056 1,451 585 141,922 Investment securities held-to-maturity: Corporate bonds 31,191 791 — 31,982 Agency debentures 4,968 17 12 4,973 Municipal bonds 25,177 313 — 25,490 Total investment securities held-to-maturity 61,336 1,121 12 62,445 Total $ 202,392 $ 2,572 $ 597 $ 204,367 December 31, 2016 (Dollars in thousands) Amortized Gross Unrealized Gross Unrealized Estimated Investment securities available-for-sale: Corporate bonds $ 53,902 $ 164 $ 21 $ 54,045 Trust preferred securities 17,711 159 72 17,798 Non-agency mortgage-backed securities 5,750 14 — 5,764 Non-agency collateralized loan obligations 16,234 — 54 16,180 Agency collateralized mortgage obligations 44,051 49 279 43,821 Agency mortgage-backed securities 24,107 240 198 24,149 Agency debentures 4,760 23 — 4,783 Equity securities 8,643 — 291 8,352 Total investment securities available-for-sale 175,158 649 915 174,892 Investment securities held-to-maturity: Corporate bonds 28,693 596 30 29,259 Municipal bonds 25,247 88 96 25,239 Total investment securities held-to-maturity 53,940 684 126 54,498 Total $ 229,098 $ 1,333 $ 1,041 $ 229,390
Schedule of contractual maturities of debt securities	As of June 30, 2017 , the contractual maturities of the debt securities are: June 30, 2017 Available-for-Sale Held-to-Maturity (Dollars in thousands) Amortized Estimated Amortized Estimated Due in one year or less $ 4,848 $ 4,855 $ 1,007 $ 1,007 Due from one to five years 40,834 41,033 16,585 16,935 Due from five to ten years 9,148 9,438 42,836 43,567 Due after ten years 77,438 78,074 908 936 Total debt securities $ 132,268 $ 133,400 $ 61,336 $ 62,445
Schedule of fair value and gross unrealized losses on investment securities available-for-sale	The following tables show the fair value and gross unrealized losses on temporarily impaired investment securities available-for-sale and held-to-maturity, by investment category and length of time that the individual securities have been in a continuous unrealized loss position as of June 30, 2017 and December 31, 2016 , respectively: June 30, 2017 Less than 12 Months 12 Months or More Total (Dollars in thousands) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Investment securities available-for-sale: Corporate bonds $ 9,186 $ 9 $ — $ — $ 9,186 $ 9 Non-agency collateralized loan obligations — — 958 25 958 25 Agency collateralized mortgage obligations — — 34,436 102 34,436 102 Agency mortgage-backed securities 10,113 170 1,250 13 11,363 183 Equity securities — — 8,522 266 8,522 266 Total investment securities available-for-sale 19,299 179 45,166 406 64,465 585 Investment securities held-to-maturity: Agency debentures 2,973 12 — — 2,973 12 Total investment securities held-to-maturity 2,973 12 — — 2,973 12 Total temporarily impaired securities $ 22,272 $ 191 $ 45,166 $ 406 $ 67,438 $ 597 December 31, 2016 Less than 12 Months 12 Months or More Total (Dollars in thousands) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Investment securities available-for-sale: Corporate bonds $ 10,543 $ 21 $ — $ — $ 10,543 $ 21 Trust preferred securities — — 9,038 72 9,038 72 Non-agency collateralized loan obligations 6,191 50 9,990 4 16,181 54 Agency collateralized mortgage obligations 4,593 12 34,408 267 39,001 279 Agency mortgage-backed securities 12,292 198 — — 12,292 198 Equity securities — — 8,352 291 8,352 291 Total investment securities available-for-sale 33,619 281 61,788 634 95,407 915 Investment securities held-to-maturity: Corporate bonds 2,492 8 1,978 22 4,470 30 Municipal bonds 12,559 96 — — 12,559 96 Total investment securities held-to-maturity 15,051 104 1,978 22 17,029 126 Total temporarily impaired securities $ 48,670 $ 385 $ 63,766 $ 656 $ 112,436 $ 1,041
Schedule of fair value and gross unrealized losses on investment securities held-to-maturity	The following tables show the fair value and gross unrealized losses on temporarily impaired investment securities available-for-sale and held-to-maturity, by investment category and length of time that the individual securities have been in a continuous unrealized loss position as of June 30, 2017 and December 31, 2016 , respectively: June 30, 2017 Less than 12 Months 12 Months or More Total (Dollars in thousands) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Investment securities available-for-sale: Corporate bonds $ 9,186 $ 9 $ — $ — $ 9,186 $ 9 Non-agency collateralized loan obligations — — 958 25 958 25 Agency collateralized mortgage obligations — — 34,436 102 34,436 102 Agency mortgage-backed securities 10,113 170 1,250 13 11,363 183 Equity securities — — 8,522 266 8,522 266 Total investment securities available-for-sale 19,299 179 45,166 406 64,465 585 Investment securities held-to-maturity: Agency debentures 2,973 12 — — 2,973 12 Total investment securities held-to-maturity 2,973 12 — — 2,973 12 Total temporarily impaired securities $ 22,272 $ 191 $ 45,166 $ 406 $ 67,438 $ 597 December 31, 2016 Less than 12 Months 12 Months or More Total (Dollars in thousands) Fair value Unrealized losses Fair value Unrealized losses Fair value Unrealized losses Investment securities available-for-sale: Corporate bonds $ 10,543 $ 21 $ — $ — $ 10,543 $ 21 Trust preferred securities — — 9,038 72 9,038 72 Non-agency collateralized loan obligations 6,191 50 9,990 4 16,181 54 Agency collateralized mortgage obligations 4,593 12 34,408 267 39,001 279 Agency mortgage-backed securities 12,292 198 — — 12,292 198 Equity securities — — 8,352 291 8,352 291 Total investment securities available-for-sale 33,619 281 61,788 634 95,407 915 Investment securities held-to-maturity: Corporate bonds 2,492 8 1,978 22 4,470 30 Municipal bonds 12,559 96 — — 12,559 96 Total investment securities held-to-maturity 15,051 104 1,978 22 17,029 126 Total temporarily impaired securities $ 48,670 $ 385 $ 63,766 $ 656 $ 112,436 $ 1,041

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2017
Receivables [Abstract]
Schedule of loans receivable	Loans held-for-investment were comprised of the following: June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Loans held-for-investment, before deferred fees $ 1,964,487 $ 639,990 $ 1,166,621 $ 3,771,098 Deferred loan costs (fees) 3,652 (182 ) (3,256 ) 214 Loans held-for-investment, net of deferred fees 1,968,139 639,808 1,163,365 3,771,312 Allowance for loan losses (1,448 ) (9,901 ) (4,619 ) (15,968 ) Loans held-for-investment, net $ 1,966,691 $ 629,907 $ 1,158,746 $ 3,755,344 December 31, 2016 (Dollars in thousands) Private Commercial Commercial Total Loans held-for-investment, before deferred fees $ 1,732,578 $ 587,791 $ 1,080,637 $ 3,401,006 Deferred loan costs (fees) 3,350 (368 ) (2,934 ) 48 Loans held-for-investment, net of deferred fees 1,735,928 587,423 1,077,703 3,401,054 Allowance for loan losses (1,424 ) (12,326 ) (5,012 ) (18,762 ) Loans held-for-investment, net $ 1,734,504 $ 575,097 $ 1,072,691 $ 3,382,292

Allowance for Loan Losses (Tabl

Allowance for Loan Losses (Tables)	6 Months Ended
	Jun. 30, 2017
Allowance for Loan Losses [Abstract]
Schedule of investment in loans by credit quality indicator	The following tables present the recorded investment in loans by credit quality indicator: June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Pass $ 1,967,696 $ 606,489 $ 1,163,365 $ 3,737,550 Special mention — 25,932 — 25,932 Substandard 443 7,387 — 7,830 Loans held-for-investment $ 1,968,139 $ 639,808 $ 1,163,365 $ 3,771,312 December 31, 2016 (Dollars in thousands) Private Commercial Commercial Total Pass $ 1,735,404 $ 545,276 $ 1,077,703 $ 3,358,383 Special mention — 18,776 — 18,776 Substandard 524 23,371 — 23,895 Loans held-for-investment $ 1,735,928 $ 587,423 $ 1,077,703 $ 3,401,054
Schedule of change in allowance for loan losses	Changes in the allowance for loan losses were as follows for the six months ended June 30, 2017 and 2016 : Six Months Ended June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,424 $ 12,326 $ 5,012 $ 18,762 Provision (credit) for loan losses 24 1,128 (393 ) 759 Charge-offs — (3,889 ) — (3,889 ) Recoveries — 336 — 336 Balance, end of period $ 1,448 $ 9,901 $ 4,619 $ 15,968 Six Months Ended June 30, 2016 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,566 $ 11,064 $ 5,344 $ 17,974 Provision (credit) for loan losses (64 ) 738 (472 ) 202 Charge-offs — (1,543 ) — (1,543 ) Recoveries — 582 — 582 Balance, end of period $ 1,502 $ 10,841 $ 4,872 $ 17,215 Changes in the allowance for loan losses were as follows for the three months ended June 30, 2017 and 2016 : Three Months Ended June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,421 $ 10,436 $ 4,328 $ 16,185 Provision for loan losses 27 198 291 516 Charge-offs — (1,000 ) — (1,000 ) Recoveries — 267 — 267 Balance, end of period $ 1,448 $ 9,901 $ 4,619 $ 15,968 Three Months Ended June 30, 2016 (Dollars in thousands) Private Commercial Commercial Total Balance, beginning of period $ 1,416 $ 11,464 $ 5,666 $ 18,546 Provision (credit) for loan losses 86 788 (794 ) 80 Charge-offs — (1,543 ) — (1,543 ) Recoveries — 132 — 132 Balance, end of period $ 1,502 $ 10,841 $ 4,872 $ 17,215
Schedule of past due loans segregated by class of loan	The following tables present the age analysis of past due loans segregated by class of loan: June 30, 2017 (Dollars in thousands) 30-59 Days Past Due 60-89 Days Past Due Loans Past Due 90 Days or More Total Past Due Current Total Private banking $ — $ — $ — $ — $ 1,968,139 $ 1,968,139 Commercial and industrial — — 704 704 639,104 639,808 Commercial real estate — — — — 1,163,365 1,163,365 Loans held-for-investment $ — $ — $ 704 $ 704 $ 3,770,608 $ 3,771,312 December 31, 2016 (Dollars in thousands) 30-59 Days Past Due 60-89 Days Past Due Loans Past Due 90 Days or More Total Past Due Current Total Private banking $ — $ — $ 224 $ 224 $ 1,735,704 $ 1,735,928 Commercial and industrial — — — — 587,423 587,423 Commercial real estate — — — — 1,077,703 1,077,703 Loans held-for-investment $ — $ — $ 224 $ 224 $ 3,400,830 $ 3,401,054
Schedule of investment in loans considered to be impaired	The following tables present the Company’s investment in loans considered to be impaired and related information on those impaired loans: As of and for the Six Months Ended June 30, 2017 (Dollars in thousands) Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized With a related allowance recorded: Private banking $ 443 $ 602 $ 443 $ 475 $ — Commercial and industrial 7,387 18,003 3,368 8,729 — Commercial real estate — — — — — Total with a related allowance recorded 7,830 18,605 3,811 9,204 — Without a related allowance recorded: Private banking — — — — — Commercial and industrial 3,526 5,592 — 4,985 37 Commercial real estate — — — — — Total without a related allowance recorded 3,526 5,592 — 4,985 37 Total: Private banking 443 602 443 475 — Commercial and industrial 10,913 23,595 3,368 13,714 37 Commercial real estate — — — — — Total $ 11,356 $ 24,197 $ 3,811 $ 14,189 $ 37 As of and for the Twelve Months Ended December 31, 2016 (Dollars in thousands) Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized With a related allowance recorded: Private banking $ 517 $ 656 $ 517 $ 592 $ — Commercial and industrial 17,273 26,126 6,422 19,158 — Commercial real estate — — — — — Total with a related allowance recorded 17,790 26,782 6,939 19,750 — Without a related allowance recorded: Private banking — — — — — Commercial and industrial 471 487 — 485 26 Commercial real estate — — — — — Total without a related allowance recorded 471 487 — 485 26 Total: Private banking 517 656 517 592 — Commercial and industrial 17,744 26,613 6,422 19,643 26 Commercial real estate — — — — — Total $ 18,261 $ 27,269 $ 6,939 $ 20,235 $ 26
Schedule of allowance for credit losses and investment in loans by class	The following tables present the allowance for loan losses and recorded investment in loans by class: June 30, 2017 (Dollars in thousands) Private Commercial Commercial Total Allowance for loan losses: Individually evaluated for impairment $ 443 $ 3,368 $ — $ 3,811 Collectively evaluated for impairment 1,005 6,533 4,619 12,157 Total allowance for loan losses $ 1,448 $ 9,901 $ 4,619 $ 15,968 Loans held-for-investment: Individually evaluated for impairment $ 443 $ 10,913 $ — $ 11,356 Collectively evaluated for impairment 1,967,696 628,895 1,163,365 3,759,956 Loans held-for-investment $ 1,968,139 $ 639,808 $ 1,163,365 $ 3,771,312 December 31, 2016 (Dollars in thousands) Private Commercial Commercial Total Allowance for loan losses: Individually evaluated for impairment $ 517 $ 6,422 $ — $ 6,939 Collectively evaluated for impairment 907 5,904 5,012 11,823 Total allowance for loan losses $ 1,424 $ 12,326 $ 5,012 $ 18,762 Loans held-for-investment: Individually evaluated for impairment $ 517 $ 17,744 $ — $ 18,261 Collectively evaluated for impairment 1,735,411 569,679 1,077,703 3,382,793 Loans held-for-investment $ 1,735,928 $ 587,423 $ 1,077,703 $ 3,401,054
Schedule of loans classified as troubled debt restructuring	The following table provides additional information on the Company’s loans designated as troubled debt restructurings: (Dollars in thousands) June 30, December 31, Aggregate recorded investment of impaired loans with terms modified through a troubled debt restructuring: Performing loans accruing interest $ 3,526 $ 471 Non-accrual loans 7,387 17,273 Total troubled debt restructurings $ 10,913 $ 17,744

Deposits (Tables)

Deposits (Tables)	6 Months Ended
	Jun. 30, 2017
Deposits [Abstract]
Schedule of deposits	As of June 30, 2017 and December 31, 2016 , deposits were comprised of the following: Interest Rate Weighted Average Balance (Dollars in thousands) June 30, June 30, December 31, June 30, December 31, Demand and savings accounts: Noninterest-bearing checking accounts — — — $ 188,796 $ 230,226 Interest-bearing checking accounts 0.05 to 1.46% 1.09% 0.56% 342,008 218,984 Money market deposit accounts 0.10 to 1.60% 1.14% 0.82% 1,993,713 1,938,707 Total demand and savings accounts 2,524,517 2,387,917 Certificates of deposit 0.50 to 1.89% 1.21% 0.95% 1,005,351 898,862 Total deposits $ 3,529,868 $ 3,286,779 Average rate paid on interest-bearing accounts 1.16% 0.84%
Schedule of maturities of time deposits	The contractual maturity of certificates of deposit, including brokered deposits, was as follows: (Dollars in thousands) June 30, December 31, 12 months or less $ 905,835 $ 751,204 12 months to 24 months 79,271 121,011 24 months to 36 months 20,245 26,647 36 months to 48 months — — 48 months to 60 months — — Over 60 months — — Total $ 1,005,351 $ 898,862
Schedule of interest expense on deposits by type of deposit	Interest expense on deposits was as follows: Three Months Ended June 30, Six Months Ended June 30, (Dollars in thousands) 2017 2016 2017 2016 Interest-bearing checking accounts $ 759 $ 154 $ 1,121 $ 307 Money market deposit accounts 5,150 2,622 9,248 4,829 Certificates of deposit 2,587 1,827 4,840 3,605 Total interest expense on deposits $ 8,496 $ 4,603 $ 15,209 $ 8,741

Borrowings (Tables)

Borrowings (Tables)	6 Months Ended
	Jun. 30, 2017
Debt Disclosure [Abstract]
Schedule of borrowings	As of June 30, 2017 and December 31, 2016 , borrowings were comprised of the following: June 30, 2017 December 31, 2016 (Dollars in thousands) Interest Rate Ending Balance Maturity Date Interest Rate Ending Balance Maturity Date FHLB borrowings: Issued 6/30/2017 1.27% $ 225,000 7/3/2017 $ — Issued 6/29/2017 1.32% 100,000 9/29/2017 — Issued 12/30/2016 — 0.77% 105,000 1/3/2017 Issued 12/29/2016 — 0.85% 100,000 3/29/2017 Line of credit borrowing 4.21% 4,000 12/28/2017 — Subordinated notes payable (net of debt issuance costs of $388 and $490) 5.75% 34,612 7/1/2019 5.75% 34,510 7/1/2019 Total borrowings, net $ 363,612 $ 239,510
Schedule of interest expense on borrowings	Interest expense on borrowings was as follows: Three Months Ended June 30, Six Months Ended June 30, (Dollars in thousands) 2017 2016 2017 2016 FHLB borrowings $ 1,016 $ 419 $ 1,570 $ 710 Line of credit borrowing 16 — 16 — Subordinated notes payable 554 554 1,108 1,108 Total interest expense on borrowings $ 1,586 $ 973 $ 2,694 $ 1,818

Regulatory Capital (Tables)

Regulatory Capital (Tables)	6 Months Ended
	Jun. 30, 2017
Regulatory Capital Requirements [Abstract]
Schedule of compliance with regulatory capital requirements under banking regulations	The following tables set forth certain information concerning the Company’s and the Bank’s regulatory capital as of June 30, 2017 and December 31, 2016 : June 30, 2017 Actual For Capital Adequacy Purposes To be Well Capitalized Under Prompt Corrective Action Provisions (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Total risk-based capital ratio Company $ 330,881 12.14 % $ 218,098 8.00 % N/A N/A Bank $ 325,908 12.08 % $ 215,867 8.00 % $ 269,834 10.00 % Tier 1 risk-based capital ratio Company $ 305,569 11.21 % $ 163,573 6.00 % N/A N/A Bank $ 314,062 11.64 % $ 161,901 6.00 % $ 215,867 8.00 % Common equity tier 1 risk-based capital ratio Company $ 305,569 11.21 % $ 122,680 4.50 % N/A N/A Bank $ 314,062 11.64 % $ 121,425 4.50 % $ 175,392 6.50 % Tier 1 leverage ratio Company $ 305,569 7.45 % $ 164,088 4.00 % N/A N/A Bank $ 314,062 7.71 % $ 162,972 4.00 % $ 203,715 5.00 % December 31, 2016 Actual For Capital Adequacy Purposes To be Well Capitalized Under Prompt Corrective Action Provisions (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Total risk-based capital ratio Company $ 325,122 12.66 % $ 205,488 8.00 % N/A N/A Bank $ 314,419 12.39 % $ 203,030 8.00 % $ 253,787 10.00 % Tier 1 risk-based capital ratio Company $ 295,089 11.49 % $ 154,116 6.00 % N/A N/A Bank $ 298,093 11.75 % $ 152,272 6.00 % $ 203,030 8.00 % Common equity tier 1 risk-based capital ratio Company $ 295,089 11.49 % $ 115,587 4.50 % N/A N/A Bank $ 298,093 11.75 % $ 114,204 4.50 % $ 164,962 6.50 % Tier 1 leverage ratio Company $ 295,089 7.90 % $ 149,369 4.00 % N/A N/A Bank $ 298,093 8.04 % $ 148,252 4.00 % $ 185,316 5.00 %

Stock Transactions (Tables)

Stock Transactions (Tables)	6 Months Ended
	Jun. 30, 2017
Common Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Schedule of common shares, activity	The tables below show the changes in the Company’s common shares outstanding during the periods indicated: Number of Balance, December 31, 2015 28,056,195 Issuance of restricted common stock 394,309 Forfeitures of restricted common stock (4,000 ) Exercise of stock options 22,500 Purchase of treasury stock (257,722 ) Balance, June 30, 2016 28,211,282 Balance, December 31, 2016 28,415,654 Issuance of restricted common stock 324,675 Forfeitures of restricted common stock — Exercise of stock options 100,000 Purchase of treasury stock (174,603 ) Balance, June 30, 2017 28,665,726

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
Schedule of earnings per share, basic and diluted	The computation of basic and diluted earnings per common share for the periods presented was as follows: Three Months Ended June 30, Six Months Ended June 30, (Dollars in thousands, except per share data) 2017 2016 2017 2016 Net income available to common shareholders $ 8,421 $ 6,773 $ 15,913 $ 12,616 Weighted average common shares outstanding: Basic 27,601,702 27,549,475 27,614,423 27,601,331 Restricted stock - dilutive 636,596 180,317 594,335 147,823 Stock options - dilutive 547,327 495,612 544,159 472,728 Diluted 28,785,625 28,225,404 28,752,917 28,221,882 Earnings per common share: Basic $ 0.31 $ 0.25 $ 0.58 $ 0.46 Diluted $ 0.29 $ 0.24 $ 0.55 $ 0.45
Schedule of antidilutive securities excluded from computation of earnings per share	Three Months Ended June 30, Six Months Ended June 30, 2017 2016 2017 2016 Anti-dilutive shares (1) — 421,661 — 627,893 (1) Included stock options and restricted stock not considered for the calculation of diluted EPS as their inclusion would have been anti-dilutive.

Derivatives and Hedging Activ33

Derivatives and Hedging Activity (Tables)	6 Months Ended
	Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of derivative instruments in statement of financial position, fair value	The tables below present the fair value of the Company’s derivative financial instruments as well as their classification on the consolidated statements of financial condition as of June 30, 2017 and December 31, 2016 : Asset Derivatives Liability Derivatives as of June 30, 2017 as of June 30, 2017 (Dollars in thousands) Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivatives designated as hedging instruments: Interest rate products Other assets $ 1,514 Other liabilities $ 40 Derivatives not designated as hedging instruments: Interest rate products Other assets 11,390 Other liabilities 11,570 Total Other assets $ 12,904 Other liabilities $ 11,610 Asset Derivatives Liability Derivatives as of December 31, 2016 as of December 31, 2016 (Dollars in thousands) Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivatives designated as hedging instruments: Interest rate products Other assets $ 1,793 Other liabilities $ 80 Derivatives not designated as hedging instruments: Interest rate products Other assets 10,324 Other liabilities 10,529 Total Other assets $ 12,117 Other liabilities $ 10,609
Schedule of offsetting derivative assets	The following tables show the impact legally enforceable master netting agreements had on the Company’s derivative financial instruments as of June 30, 2017 : Offsetting of Derivative Assets June 30, 2017 Gross Amounts of Recognized Assets Gross Amounts Offset in the Statement of Financial Position Net Amounts of Assets Gross Amounts Not Offset in the Statement of Financial Position Net Amount (Dollars in thousands) Financial Instruments Cash Collateral Received Derivatives $ 12,904 $ — $ 12,904 $ (5,297 ) $ — $ 7,607
Schedule of offsetting derivative liabilities	Offsetting of Derivative Liabilities June 30, 2017 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Statement of Financial Position Net Amounts of Liabilities Gross Amounts Not Offset in the Statement of Financial Position Net Amount (Dollars in thousands) Financial Instruments Cash Collateral Posted Derivatives $ 11,610 $ — $ 11,610 $ (5,297 ) $ (2,093 ) $ 4,220
Schedule of derivative instruments, gain (loss) in statement of financial performance	The tables below present the effect of the Company’s derivative financial instruments in the consolidated statements of income for the periods presented: Three Months Ended June 30, (Dollars in thousands) 2017 2016 Derivatives designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Interest income $ (16 ) $ (23 ) Non-interest income 1 1 Interest expense 81 — Total $ 66 $ (22 ) Derivatives not designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Non-interest income $ 106 $ (385 ) Total $ 106 $ (385 ) Six Months Ended June 30, (Dollars in thousands) 2017 2016 Derivatives designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Interest income $ (31 ) $ (47 ) Non-interest income 3 2 Interest expense 123 — Total $ 95 $ (45 ) Derivatives not designated as hedging instruments: Location of Gain (Loss) Recognized in Income on Derivative Amount of Gain (Loss) Recognized in Income on Derivative Interest rate products Non-interest income $ 12 $ (840 ) Total $ 12 $ (840 )

Disclosures About Fair Value 34

Disclosures About Fair Value of Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Schedule of fair value, assets and liabilities measured on recurring basis	The following tables represent assets and liabilities measured at fair value on a recurring basis as of June 30, 2017 and December 31, 2016 : June 30, 2017 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets / Financial assets: Investment securities available-for-sale: Corporate bonds $ — $ 44,940 $ — $ 44,940 Trust preferred securities — 18,785 — 18,785 Non-agency mortgage-backed securities — 5,755 — 5,755 Non-agency collateralized loan obligations — 958 — 958 Agency collateralized mortgage obligations — 41,234 — 41,234 Agency mortgage-backed securities — 21,728 — 21,728 Equity securities 8,522 — — 8,522 Interest rate swaps — 12,904 — 12,904 Total financial assets 8,522 146,304 — 154,826 Financial liabilities: Interest rate swaps — 11,610 — 11,610 Total financial liabilities $ — $ 11,610 $ — $ 11,610 December 31, 2016 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets / Financial assets: Investment securities available-for-sale: Corporate bonds $ — $ 54,045 $ — $ 54,045 Trust preferred securities — 17,798 — 17,798 Non-agency mortgage-backed securities — 5,764 — 5,764 Non-agency collateralized loan obligations — 16,180 — 16,180 Agency collateralized mortgage obligations — 43,821 — 43,821 Agency mortgage-backed securities — 24,149 — 24,149 Agency debentures — 4,783 — 4,783 Equity securities 8,352 — — 8,352 Interest rate swaps — 12,117 — 12,117 Total financial assets 8,352 178,657 — 187,009 Financial liabilities: Interest rate swaps — 10,609 — 10,609 Total financial liabilities $ — $ 10,609 $ — $ 10,609
Schedule of fair value measurements, nonrecurring	The following tables represent the balances of assets measured at fair value on a non-recurring basis as of June 30, 2017 and December 31, 2016 : June 30, 2017 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets Loans measured for impairment, net $ — $ — $ 7,545 $ 7,545 Other real estate owned — — 3,871 3,871 Total assets $ — $ — $ 11,416 $ 11,416 December 31, 2016 (Dollars in thousands) Level 1 Level 2 Level 3 Total Assets Loans measured for impairment, net $ — $ — $ 10,851 $ 10,851 Other real estate owned — — 4,178 4,178 Total assets $ — $ — $ 15,029 $ 15,029
Schedule of fair value inputs, assets, quantitative information	The following tables present additional quantitative information about assets measured at fair value on a recurring and non-recurring basis and for which we have utilized Level 3 inputs to determine fair value as of June 30, 2017 and December 31, 2016 : June 30, 2017 (Dollars in thousands) Fair Value Valuation Techniques (1) Significant Unobservable Inputs Weighted Average Loans measured for impairment, net $ 532 Liquidation analysis Discount due to salability conditions — % Loans measured for impairment, net $ 7,013 Discounted cash flow Discount due to restructured nature of operations 6 % Other real estate owned $ 3,871 Appraisal value Discount due to salability conditions 10 % (1) Fair value is generally determined through independent appraisals or liquidation analysis of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent. December 31, 2016 (Dollars in thousands) Fair Value Valuation Techniques (1) Significant Unobservable Inputs Weighted Average Loans measured for impairment, net $ 10,851 Discounted cash flow Discount due to restructured nature of operations 6 % Other real estate owned $ 4,178 Appraisal value Discount due to salability conditions 10 % (1) Fair value is generally determined through independent appraisals of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent.
Schedule of fair and carrying value of financial assets and liabilities	A summary of the carrying amounts and estimated fair values of financial instruments was as follows: June 30, 2017 December 31, 2016 (Dollars in thousands) Fair Value Carrying Estimated Carrying Estimated Financial assets: Cash and cash equivalents 1 $ 119,715 $ 119,715 $ 103,994 $ 103,994 Investment securities available-for-sale: debt 2 133,400 133,400 166,540 166,540 Investment securities available-for-sale: equity 1 8,522 8,522 8,352 8,352 Investment securities held-to-maturity 2 61,336 62,445 53,940 54,498 Federal Home Loan Bank stock 2 18,151 18,151 9,641 9,641 Loans held-for-investment, net 3 3,755,344 3,738,667 3,382,292 3,362,031 Accrued interest receivable 2 10,607 10,607 9,614 9,614 Investment management fees receivable, net 2 7,418 7,418 7,749 7,749 Bank owned life insurance 2 65,714 65,714 64,815 64,815 Other real estate owned 3 3,871 3,871 4,178 4,178 Interest rate swaps 2 12,904 12,904 12,117 12,117 Financial liabilities: Deposits 2 $ 3,529,868 $ 3,529,124 $ 3,286,779 $ 3,286,553 Borrowings, net 2 363,612 364,077 239,510 240,143 Interest rate swaps 2 11,610 11,610 10,609 10,609

Changes in Accumulated Other 35

Changes in Accumulated Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2017
Equity [Abstract]
Schedule of changes in accumulated other comprehensive income (loss)	The following tables show the changes in accumulated other comprehensive income (loss), for the periods presented: Three Months Ended June 30, 2017 2016 (Dollars in thousands) Investment Securities Derivatives Total Investment Securities Derivatives Total Balance, beginning of period $ (113 ) $ 1,155 $ 1,042 $ (2,094 ) $ — $ (2,094 ) Change in unrealized holding gains (losses) 707 (155 ) 552 1,085 (56 ) 1,029 Gains reclassified from other comprehensive income (1) (155 ) (52 ) (207 ) (11 ) — (11 ) Net other comprehensive income (loss) 552 (207 ) 345 1,074 (56 ) 1,018 Balance, end of period $ 439 $ 948 $ 1,387 $ (1,020 ) $ (56 ) $ (1,076 ) (1) Consisted of a net realized gain on investment securities of $241,000 and $16,000 , net of income tax expense of $86,000 and $5,000 for the three months ended June 30, 2017 and 2016 , respectively; and net realized gain on derivatives of $81,000 and $0 , net of income tax expense of $29,000 and $0 for the three months ended June 30, 2017 and 2016 , respectively. Six Months Ended June 30, 2017 2016 (Dollars in thousands) Investment Securities Derivatives Total Investment Securities Derivatives Total Balance, beginning of period $ (297 ) $ 1,127 $ 830 $ (1,443 ) $ — $ (1,443 ) Change in unrealized holding gains (losses) 890 (100 ) 790 434 (56 ) 378 Gains reclassified from other comprehensive income (1) (154 ) (79 ) (233 ) (11 ) — (11 ) Net other comprehensive income (loss) 736 (179 ) 557 423 (56 ) 367 Balance, end of period $ 439 $ 948 $ 1,387 $ (1,020 ) $ (56 ) $ (1,076 ) (1) Consisted of a net realized gain on investment securities of $239,000 and $17,000 , net of income tax expense of $85,000 and $6,000 for the six months ended June 30, 2017 and 2016 , respectively; and a net realized gain on derivatives of $123,000 and $0 , net of income tax expense of $44,000 and $0 for the six months ended June 30, 2017 and 2016 , respectively.

Segments (Tables)

Segments (Tables)	6 Months Ended
	Jun. 30, 2017
Segment Reporting [Abstract]
Schedule of segment reporting information, by segment	The following tables provide financial information for the two segments of the Company as of and for the periods indicated. The information provided under the caption “Parent and Other” represents general operating activity of the Company not considered to be a reportable segment, which includes the parent company activity as well as eliminations and adjustments that are necessary for purposes of reconciliation to the consolidated amounts. (Dollars in thousands) June 30, December 31, Assets: Bank $ 4,222,278 $ 3,846,353 Investment management 80,612 85,072 Parent and other 4,945 (968 ) Total assets $ 4,307,835 $ 3,930,457 Three Months Ended June 30, 2017 Three Months Ended June 30, 2016 (Dollars in thousands) Bank Investment Parent Consolidated Bank Investment Parent Consolidated Income statement data: Interest income $ 32,047 $ — $ 68 $ 32,115 $ 23,730 $ — $ 65 $ 23,795 Interest expense 9,515 — 567 10,082 5,025 — 551 5,576 Net interest income (loss) 22,532 — (499 ) 22,033 18,705 — (486 ) 18,219 Provision for loan losses 516 — — 516 80 — — 80 Net interest income (loss) after provision for loan losses 22,016 — (499 ) 21,517 18,625 — (486 ) 18,139 Non-interest income: Investment management fees — 9,182 (52 ) 9,130 — 9,517 (55 ) 9,462 Net gain on the sale and call of investment securities 241 — — 241 62 — — 62 Other non-interest income 2,341 — — 2,341 1,922 1 — 1,923 Total non-interest income 2,582 9,182 (52 ) 11,712 1,984 9,518 (55 ) 11,447 Non-interest expense: Intangible amortization expense — 462 — 462 — 438 — 438 Other non-interest expense 13,688 7,612 22 21,322 12,299 6,683 37 19,019 Total non-interest expense 13,688 8,074 22 21,784 12,299 7,121 37 19,457 Income (loss) before tax 10,910 1,108 (573 ) 11,445 8,310 2,397 (578 ) 10,129 Income tax expense (benefit) 2,819 425 (220 ) 3,024 2,662 917 (223 ) 3,356 Net income (loss) $ 8,091 $ 683 $ (353 ) $ 8,421 $ 5,648 $ 1,480 $ (355 ) $ 6,773 Six Months Ended June 30, 2017 Six Months Ended June 30, 2016 (Dollars in thousands) Bank Investment Parent Consolidated Bank Investment Parent Consolidated Income statement data: Interest income $ 60,708 $ — $ 144 $ 60,852 $ 47,017 $ — $ 138 $ 47,155 Interest expense 16,785 — 1,118 17,903 9,457 — 1,102 10,559 Net interest income (loss) 43,923 — (974 ) 42,949 37,560 — (964 ) 36,596 Provision for loan losses 759 — — 759 202 — — 202 Net interest income (loss) after provision for loan losses 43,164 — (974 ) 42,190 37,358 — (964 ) 36,394 Non-interest income: Investment management fees — 18,578 (108 ) 18,470 — 16,590 (109 ) 16,481 Net gain on the sale and call of investment securities 239 — — 239 63 — — 63 Other non-interest income 4,411 1 — 4,412 3,817 1 — 3,818 Total non-interest income 4,650 18,579 (108 ) 23,121 3,880 16,591 (109 ) 20,362 Non-interest expense: Intangible amortization expense — 925 — 925 — 828 — 828 Other non-interest expense 27,293 14,651 73 42,017 24,623 11,977 35 36,635 Total non-interest expense 27,293 15,576 73 42,942 24,623 12,805 35 37,463 Income (loss) before tax 20,521 3,003 (1,155 ) 22,369 16,615 3,786 (1,108 ) 19,293 Income tax expense (benefit) 5,747 1,152 (443 ) 6,456 5,653 1,448 (424 ) 6,677 Net income (loss) $ 14,774 $ 1,851 $ (712 ) $ 15,913 $ 10,962 $ 2,338 $ (684 ) $ 12,616

Summary of Significant Accoun37

Summary of Significant Accounting Policies - Narrative (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2017USD ($)officesportfoliosubsidiary	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)
Significant Accounting Policies [Line Items]
Number of wholly-owned subsidiaries | subsidiary	3
Number of representative offices, additional to main office | offices	4
Number of loan portfolios | portfolio	3
Bad debt expense	$ 150	$ 0
Allowance for uncollectible accounts	$ 150		$ 0
Maximum
Significant Accounting Policies [Line Items]
Original maturity of short-term investments (in days)	90 days
Estimated useful lives of intangible assets (in years)	25 years
Estimated useful lives of office properties and equipment (in years)	10 years
Minimum
Significant Accounting Policies [Line Items]
Past due period for loans (in days)	90 days
Consecutive period loan is current (in months)	6 months
Estimated useful lives of intangible assets (in years)	4 years
Estimated useful lives of office properties and equipment (in years)	3 years
Investment management | Operating segments
Significant Accounting Policies [Line Items]
Assets under management, carrying amount	$ 8,000,000

Investment Securities - Investm

Investment Securities - Investment Types (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Investment securities available-for-sale:
Amortized Cost	$ 141,056	$ 175,158
Gross Unrealized Appreciation	1,451	649
Gross Unrealized Depreciation	585	915
Estimated Fair Value	141,922	174,892
Investment securities held-to-maturity:
Amortized Cost	61,336	53,940
Gross Unrealized Appreciation	1,121	684
Gross Unrealized Depreciation	12	126
Estimated Fair Value	62,445	54,498
Amortized Cost	202,392	229,098
Gross Unrealized Appreciation	2,572	1,333
Gross Unrealized Depreciation	597	1,041
Estimated Fair Value	204,367	229,390
Corporate bonds
Investment securities available-for-sale:
Amortized Cost	44,732	53,902
Gross Unrealized Appreciation	217	164
Gross Unrealized Depreciation	9	21
Estimated Fair Value	44,940	54,045
Investment securities held-to-maturity:
Amortized Cost	31,191	28,693
Gross Unrealized Appreciation	791	596
Gross Unrealized Depreciation	0	30
Estimated Fair Value	31,982	29,259
Trust preferred securities
Investment securities available-for-sale:
Amortized Cost	17,776	17,711
Gross Unrealized Appreciation	1,009	159
Gross Unrealized Depreciation	0	72
Estimated Fair Value	18,785	17,798
Non-agency mortgage-backed securities
Investment securities available-for-sale:
Amortized Cost	5,750	5,750
Gross Unrealized Appreciation	5	14
Gross Unrealized Depreciation	0	0
Estimated Fair Value	5,755	5,764
Non-agency collateralized loan obligations
Investment securities available-for-sale:
Amortized Cost	983	16,234
Gross Unrealized Appreciation	0	0
Gross Unrealized Depreciation	25	54
Estimated Fair Value	958	16,180
Agency collateralized mortgage obligations
Investment securities available-for-sale:
Amortized Cost	41,307	44,051
Gross Unrealized Appreciation	29	49
Gross Unrealized Depreciation	102	279
Estimated Fair Value	41,234	43,821
Agency mortgage-backed securities
Investment securities available-for-sale:
Amortized Cost	21,720	24,107
Gross Unrealized Appreciation	191	240
Gross Unrealized Depreciation	183	198
Estimated Fair Value	21,728	24,149
Agency debentures
Investment securities available-for-sale:
Amortized Cost		4,760
Gross Unrealized Appreciation		23
Gross Unrealized Depreciation		0
Estimated Fair Value		4,783
Investment securities held-to-maturity:
Amortized Cost	4,968
Gross Unrealized Appreciation	17
Gross Unrealized Depreciation	12
Estimated Fair Value	4,973
Equity securities
Investment securities available-for-sale:
Amortized Cost	8,788	8,643
Gross Unrealized Appreciation	0	0
Gross Unrealized Depreciation	266	291
Estimated Fair Value	8,522	8,352
Municipal bonds
Investment securities held-to-maturity:
Amortized Cost	25,177	25,247
Gross Unrealized Appreciation	313	88
Gross Unrealized Depreciation	0	96
Estimated Fair Value	$ 25,490	$ 25,239

Investment Securities - Contrac

Investment Securities - Contractual Maturities (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Available-for-sale Securities, Debt Maturities, Amortized Cost
Due in one year or less	$ 4,848
Due from one to five years	40,834
Due from five to ten years	9,148
Due after ten years	77,438
Amortized Cost	132,268
Available-for-sale Securities, Debt Maturities, Estimated Fair Value
Due in one year or less	4,855
Due from one to five years	41,033
Due from five to ten years	9,438
Due after ten years	78,074
Estimated Fair Value	133,400
Held-to-maturity Securities, Debt Maturities, Amortized Cost
Due in one year or less	1,007
Due from one to five years	16,585
Due from five to ten years	42,836
Due after ten years	908
Amortized Cost	61,336	$ 53,940
Held-to-maturity Securities, Debt Maturities, Estimated Fair Value
Due in one year or less	1,007
Due from one to five years	16,935
Due from five to ten years	43,567
Due after ten years	936
Estimated Fair Value	$ 62,445	$ 54,498

Investment Securities - Unreali

Investment Securities - Unrealized Losses (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	$ 19,299	$ 33,619
12 Months or More	45,166	61,788
Total	64,465	95,407
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	179	281
12 Months or More	406	634
Total	585	915
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	2,973	15,051
12 Months or More	0	1,978
Total	2,973	17,029
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	12	104
12 Months or More	0	22
Total	12	126
Less than 12 Months, Fair Value, Total Impaired Securities	22,272	48,670
Less than 12 Months, Unrealized losses, Total Impaired Securities	191	385
12 Months or More, Fair Value, Total Impaired Securities	45,166	63,766
12 Months or More, Unrealized losses, Total Impaired Securities	406	656
Total, Fair Value, Total Impaired Securities	67,438	112,436
Total, Unrealized losses, Total Impaired Securities	597	1,041
Corporate bonds
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	9,186	10,543
12 Months or More	0	0
Total	9,186	10,543
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	9	21
12 Months or More	0	0
Total	9	21
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months		2,492
12 Months or More		1,978
Total		4,470
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months		8
12 Months or More		22
Total		30
Trust preferred securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months		0
12 Months or More		9,038
Total		9,038
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months		0
12 Months or More		72
Total		72
Non-agency collateralized loan obligations
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	0	6,191
12 Months or More	958	9,990
Total	958	16,181
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	0	50
12 Months or More	25	4
Total	25	54
Agency collateralized mortgage obligations
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	0	4,593
12 Months or More	34,436	34,408
Total	34,436	39,001
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	0	12
12 Months or More	102	267
Total	102	279
Agency mortgage-backed securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	10,113	12,292
12 Months or More	1,250	0
Total	11,363	12,292
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	170	198
12 Months or More	13	0
Total	183	198
Equity securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	0	0
12 Months or More	8,522	8,352
Total	8,522	8,352
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	0	0
12 Months or More	266	291
Total	266	291
Agency debentures
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	2,973
12 Months or More	0
Total	2,973
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	12
12 Months or More	0
Total	$ 12
Municipal bonds
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months		12,559
12 Months or More		0
Total		12,559
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months		96
12 Months or More		0
Total		$ 96

Investment Securities - Narrati

Investment Securities - Narrative (Details)	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)position	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)position	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)position
Schedule of Available-for-sale Securities [Line Items]
Taxable interest income on investments securities	$ 1,200,000	$ 1,000,000	$ 2,400,000	$ 2,000,000
Non-taxable interest income on investment securities	113,000	118,000	226,000	232,000
Dividend income on investment securities	216,000	167,000	395,000	337,000
Available-for-sale securities with a contractual maturity due after ten years	78,074,000		78,074,000
Floating rate available-for-sale securities with a contractual maturity due after ten years	$ 68,000,000		$ 68,000,000
Percent of floating rate available-for-sale securities with a contractual maturity due after ten years	87.00%		87.00%
Held-to-maturity securities, debt maturities due from five to ten years	$ 42,836,000		$ 42,836,000
Held-to-maturity securities, debt maturities due from five to ten years, callable	17,300,000		17,300,000
Proceeds from the sale of investment securities available-for-sale	0	2,400,000	0	3,040,000
Available-for-sale investment securities called	16,700,000	0	21,700,000	0
Gain (loss) on sale of available-for-sale securities, net			239,000	17,000
Gross realized gains on available-for-sale securities	241,000	19,000	241,000	20,000
Gross realized losses on available-for-sale securities	$ 0	3,000	$ 2,000	3,000
Held-to-maturity investment securities called				2,500,000
Gross realized gains on held-to-maturity securities				46,000
Available-for-sale, number of positions in an unrealized loss position | position	22		22		30
Available-for-sale, aggregate unrealized losses	$ 585,000		$ 585,000		$ 915,000
Available-for-sale, number of positions in an unrealized loss position for more than 12 months | position	12		12		12
Available-for-sale, aggregate unrealized losses for more than 12 months	$ 406,000		$ 406,000		$ 634,000
Held-to-maturity, number of positions in an unrealized loss position | position	1		1		18
Held-to-maturity securities, aggregate unrealized losses	$ 12,000		$ 12,000		$ 126,000
Held-to-maturity, number of positions in an unrealized loss position for more than 12 months | position	0		0		1
Held-to-maturity, aggregate unrealized losses for more than 12 months	$ 0		$ 0		$ 22,000
Investment securities trading	0		0		0
Federal Home Loan Bank stock	18,151,000		18,151,000		$ 9,641,000
Net purchase (redemption) Federal Home Loan Bank stock			8,510,000	3,830,000
Federal Home Loan Bank
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities available to be pledged as collateral for borrowings	4,500,000		4,500,000
Reclassification out of accumulated other comprehensive income | Net gain (loss) on investment securities
Schedule of Available-for-sale Securities [Line Items]
Gain (loss) on sale of available-for-sale securities, net	$ 241,000	$ 16,000	$ 239,000	$ 17,000

Loans - Loans by Class (Details

Loans - Loans by Class (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, net of deferred fees	$ 3,771,312		$ 3,401,054
Allowance for loan losses	(15,968)	$ (16,185)	(18,762)	$ (17,215)	$ (18,546)	$ (17,974)
Loans held-for-investment, net	3,755,344		3,382,292
Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	3,771,098		3,401,006
Deferred loan costs (fees)	214		48
Loans held-for-investment, net of deferred fees	3,771,312		3,401,054
Allowance for loan losses	(15,968)		(18,762)
Loans held-for-investment, net	3,755,344		3,382,292
Private Banking | Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	1,964,487		1,732,578
Deferred loan costs (fees)	3,652		3,350
Loans held-for-investment, net of deferred fees	1,968,139		1,735,928
Allowance for loan losses	(1,448)		(1,424)
Loans held-for-investment, net	1,966,691		1,734,504
Commercial and Industrial | Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	639,990		587,791
Deferred loan costs (fees)	(182)		(368)
Loans held-for-investment, net of deferred fees	639,808		587,423
Allowance for loan losses	(9,901)		(12,326)
Loans held-for-investment, net	629,907		575,097
Commercial Real Estate | Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	1,166,621		1,080,637
Deferred loan costs (fees)	(3,256)		(2,934)
Loans held-for-investment, net of deferred fees	1,163,365		1,077,703
Allowance for loan losses	(4,619)		(5,012)
Loans held-for-investment, net	$ 1,158,746		$ 1,072,691

Loans - Narrative (Details)

Loans - Narrative (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2017USD ($)letter	Jun. 30, 2016USD ($)letter	Dec. 31, 2016USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused commitments	$ 2,000,000		$ 1,750,000
Unused commitments maturing in the next 12 months	1,650,000
Unused commitments maturing in second and third year, total	221,900
Unused commitments maturing after third year	120,700
Reserve for losses on unfunded commitments	588		650
Loans in the process of origination	43,600		59,800
Standby letters of credit
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unused commitments	69,300		$ 77,400
Unused commitments for standby letters of credit expiring in next 12 months	$ 33,200
Number of letters of credit drawn | letter	7	1
Standby letters of credit drawn	$ 191	$ 100

Allowance for Loan Losses - Cre

Allowance for Loan Losses - Credit Quality Indicator (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	$ 3,771,312	$ 3,401,054
Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	1,968,139	1,735,928
Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	639,808	587,423
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	1,163,365	1,077,703
Pass
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	3,737,550	3,358,383
Pass | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	1,967,696	1,735,404
Pass | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	606,489	545,276
Pass | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	1,163,365	1,077,703
Special mention
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	25,932	18,776
Special mention | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	0	0
Special mention | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	25,932	18,776
Special mention | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	0	0
Substandard
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	7,830	23,895
Substandard | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	443	524
Substandard | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	7,387	23,371
Substandard | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	$ 0	$ 0

Allowance for Loan Losses - Cha

Allowance for Loan Losses - Changes in Allowance (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	$ 16,185	$ 18,546	$ 18,762	$ 17,974
Provision for loan losses	516	80	759	202
Charge-offs	(1,000)	(1,543)	(3,889)	(1,543)
Recoveries	267	132	336	582
Balance, end of period	15,968	17,215	15,968	17,215
Private Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	1,421	1,416	1,424	1,566
Provision for loan losses	27	86	24	(64)
Charge-offs	0	0	0	0
Recoveries	0	0	0	0
Balance, end of period	1,448	1,502	1,448	1,502
Commercial and Industrial
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	10,436	11,464	12,326	11,064
Provision for loan losses	198	788	1,128	738
Charge-offs	(1,000)	(1,543)	(3,889)	(1,543)
Recoveries	267	132	336	582
Balance, end of period	9,901	10,841	9,901	10,841
Commercial Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	4,328	5,666	5,012	5,344
Provision for loan losses	291	(794)	(393)	(472)
Charge-offs	0	0	0	0
Recoveries	0	0	0	0
Balance, end of period	$ 4,619	$ 4,872	$ 4,619	$ 4,872

Allowance for Loan Losses - Ana

Allowance for Loan Losses - Analysis of Past Due Loans (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	$ 704	$ 224
Current	3,770,608	3,400,830
Loans held-for-investment, net of deferred fees	3,771,312	3,401,054
Private Banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	224
Current	1,968,139	1,735,704
Loans held-for-investment, net of deferred fees	1,968,139	1,735,928
Commercial and Industrial
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	704	0
Current	639,104	587,423
Loans held-for-investment, net of deferred fees	639,808	587,423
Commercial Real Estate
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
Current	1,163,365	1,077,703
Loans held-for-investment, net of deferred fees	1,163,365	1,077,703
30-59 Days Past Due
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
30-59 Days Past Due | Private Banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
30-59 Days Past Due | Commercial and Industrial
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
30-59 Days Past Due | Commercial Real Estate
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
60-89 Days Past Due
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Private Banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Commercial and Industrial
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Commercial Real Estate
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	0
Loans Past Due 90 Days or More
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	704	224
Loans Past Due 90 Days or More | Private Banking
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	0	224
Loans Past Due 90 Days or More | Commercial and Industrial
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	704	0
Loans Past Due 90 Days or More | Commercial Real Estate
Financing Receivable, Allowance for Credit Losses [Line Items]
Total Past Due	$ 0	$ 0

Allowance for Loan Losses - Imp

Allowance for Loan Losses - Impaired Loans (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Recorded Investment
With a related allowance	$ 7,830	$ 17,790
Without a related allowance	3,526	471
Total	11,356	18,261
Unpaid Principal Balance
With a related allowance	18,605	26,782
Without a related allowance	5,592	487
Total	24,197	27,269
Related Allowance	3,811	6,939
Average Recorded Investment
With a related allowance	9,204	19,750
Without a related allowance	4,985	485
Total	14,189	20,235
Interest Income Recognized
With a related allowance	0	0
Without a related allowance	37	26
Total	37	26
Private Banking
Recorded Investment
With a related allowance	443	517
Without a related allowance	0	0
Total	443	517
Unpaid Principal Balance
With a related allowance	602	656
Without a related allowance	0	0
Total	602	656
Related Allowance	443	517
Average Recorded Investment
With a related allowance	475	592
Without a related allowance	0	0
Total	475	592
Interest Income Recognized
With a related allowance	0	0
Without a related allowance	0	0
Total	0	0
Commercial and Industrial
Recorded Investment
With a related allowance	7,387	17,273
Without a related allowance	3,526	471
Total	10,913	17,744
Unpaid Principal Balance
With a related allowance	18,003	26,126
Without a related allowance	5,592	487
Total	23,595	26,613
Related Allowance	3,368	6,422
Average Recorded Investment
With a related allowance	8,729	19,158
Without a related allowance	4,985	485
Total	13,714	19,643
Interest Income Recognized
With a related allowance	0	0
Without a related allowance	37	26
Total	37	26
Commercial Real Estate
Recorded Investment
With a related allowance	0	0
Without a related allowance	0	0
Total	0	0
Unpaid Principal Balance
With a related allowance	0	0
Without a related allowance	0	0
Total	0	0
Related Allowance	0	0
Average Recorded Investment
With a related allowance	0	0
Without a related allowance	0	0
Total	0	0
Interest Income Recognized
With a related allowance	0	0
Without a related allowance	0	0
Total	$ 0	$ 0

Allowance for Loan Losses - All

Allowance for Loan Losses - Allowance (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Allowance for loan losses:
Individually evaluated for impairment	$ 3,811	$ 6,939
Collectively evaluated for impairment	12,157	11,823
Total allowance for loan losses	15,968	18,762
Loans held-for-investment:
Individually evaluated for impairment	11,356	18,261
Collectively evaluated for impairment	3,759,956	3,382,793
Loans held-for-investment, net of deferred fees	3,771,312	3,401,054
Private Banking
Allowance for loan losses:
Individually evaluated for impairment	443	517
Collectively evaluated for impairment	1,005	907
Total allowance for loan losses	1,448	1,424
Loans held-for-investment:
Individually evaluated for impairment	443	517
Collectively evaluated for impairment	1,967,696	1,735,411
Loans held-for-investment, net of deferred fees	1,968,139	1,735,928
Commercial and Industrial
Allowance for loan losses:
Individually evaluated for impairment	3,368	6,422
Collectively evaluated for impairment	6,533	5,904
Total allowance for loan losses	9,901	12,326
Loans held-for-investment:
Individually evaluated for impairment	10,913	17,744
Collectively evaluated for impairment	628,895	569,679
Loans held-for-investment, net of deferred fees	639,808	587,423
Commercial Real Estate
Allowance for loan losses:
Individually evaluated for impairment	0	0
Collectively evaluated for impairment	4,619	5,012
Total allowance for loan losses	4,619	5,012
Loans held-for-investment:
Individually evaluated for impairment	0	0
Collectively evaluated for impairment	1,163,365	1,077,703
Loans held-for-investment, net of deferred fees	$ 1,163,365	$ 1,077,703

Allowance for Loan Losses - Tro

Allowance for Loan Losses - Troubled Debt Restructuring (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings	$ 10,913	$ 17,744
Performing loans accruing interest
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings	3,526	471
Non-accrual loans
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings	$ 7,387	$ 17,273

Allowance for Loan Losses - Nar

Allowance for Loan Losses - Narrative (Details)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2017USD ($)portfolioloans	Jun. 30, 2016USD ($)loans	Jun. 30, 2017USD ($)portfolioloans	Jun. 30, 2016USD ($)loans	Dec. 31, 2016USD ($)loans	Mar. 31, 2017USD ($)	Mar. 31, 2016USD ($)	Dec. 31, 2015USD ($)
Financing Receivable, Recorded Investment [Line Items]
Number of loan portfolios | portfolio	3		3
Charge-offs	$ 1,000,000	$ 1,543,000	$ 3,889,000	$ 1,543,000
Recoveries	267,000	132,000	336,000	582,000
Impaired loans	11,356,000		11,356,000		$ 18,261,000
Interest income on impaired loans			0		0
Loans 90 days or more past due and still accruing	0		0		0
Related allowance on impaired loans	3,811,000		3,811,000		6,939,000
Allowance for loan losses	15,968,000	17,215,000	15,968,000	17,215,000	18,762,000	$ 16,185,000	$ 18,546,000	$ 17,974,000
Impaired loans without a related allowance	3,526,000		3,526,000		471,000
Troubled debt restructurings	10,913,000		10,913,000		17,744,000
Unused commitments for loans modified as TDRs	1,400,000		1,400,000		121,000
Real estate acquired through foreclosure	3,900,000		3,900,000		4,200,000
Proceeds from the sale of other real estate owned			307,000	0
Gain on sale of other real estate owned			38,000
Mortgage loans in process of foreclosure	0		0
Non-accrual loans
Financing Receivable, Recorded Investment [Line Items]
Troubled debt restructurings	7,387,000		7,387,000		17,273,000
Payment defaults for loans modified as TDRs			0	0
Performing loans accruing interest
Financing Receivable, Recorded Investment [Line Items]
Troubled debt restructurings	3,526,000		3,526,000		471,000
Unused commitments for loans modified as TDRs	705,000		$ 705,000		7,000
Minimum
Financing Receivable, Recorded Investment [Line Items]
Past due period for loans (in days)			90 days
Private Banking
Financing Receivable, Recorded Investment [Line Items]
Charge-offs	0	0	$ 0	0
Recoveries	0	0	0	0
Impaired loans	443,000		443,000		517,000
Related allowance on impaired loans	443,000		443,000		517,000
Allowance for loan losses	1,448,000	1,502,000	1,448,000	1,502,000	1,424,000	1,421,000	1,416,000	1,566,000
Impaired loans without a related allowance	0		0		0
Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Charge-offs	$ 1,000,000	$ 1,543,000	$ 3,889,000	$ 1,543,000
Number of loans with charge offs | loans	1	1	2	1
Recoveries	$ 267,000	$ 132,000	$ 336,000	$ 582,000
Number of loans with recoveries | loans	5	4	5	6
Impaired loans	$ 10,913,000		$ 10,913,000		17,744,000
Related allowance on impaired loans	3,368,000		3,368,000		6,422,000
Allowance for loan losses	9,901,000	$ 10,841,000	9,901,000	$ 10,841,000	12,326,000	$ 10,436,000	$ 11,464,000	$ 11,064,000
Impaired loans without a related allowance	$ 3,526,000		$ 3,526,000		$ 471,000
Commercial and Industrial | Impaired loans
Financing Receivable, Recorded Investment [Line Items]
Number of impaired loans without a related allowance | loans	1		1		1
Impaired loans without a related allowance	$ 3,500,000		$ 3,500,000		$ 471,000
Commercial and Industrial | Non-accrual loans
Financing Receivable, Recorded Investment [Line Items]
Number of loans classified as TDR | loans	3		3		4
Commercial and Industrial | Performing loans accruing interest
Financing Receivable, Recorded Investment [Line Items]
Number of loans classified as TDR | loans	1		1		1
Concentration risk, percentage | Cash and marketable securities collateral risk | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Percentage of private banking loans secured by cash and marketable securities			92.70%		91.30%

Deposits - Schedule of Deposits

Deposits - Schedule of Deposits by Type (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Weighted Average Interest Rate
Interest-bearing checking accounts	1.09%	0.56%
Money market deposit accounts	1.14%	0.82%
Certificates of deposit	1.21%	0.95%
Average rate paid on interest-bearing accounts	1.16%	0.84%
Demand and savings accounts:
Noninterest-bearing checking accounts	$ 188,796	$ 230,226
Interest-bearing checking accounts	342,008	218,984
Money market deposit accounts	1,993,713	1,938,707
Total demand and savings accounts	2,524,517	2,387,917
Certificates of deposit	1,005,351	898,862
Total deposits	$ 3,529,868	$ 3,286,779
Interest Rate Range Domestic Deposit Liabilities [Abstract]
Interest-bearing checking accounts, interest rate minimum	0.05%
Interest-bearing checking accounts, interest rate maximum	1.46%
Money market deposit accounts, interest rate minimum	0.10%
Money market deposit accounts, interest rate maximum	1.60%
Certificates of deposit, interest rate minimum	0.50%
Certificates of deposit, interest rate maximum	1.89%

Deposits - Contractual Maturiti

Deposits - Contractual Maturities of Time Deposits (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Time Deposits, Rolling Year Maturity [Abstract]
12 months or less	$ 905,835	$ 751,204
12 months to 24 months	79,271	121,011
24 months to 36 months	20,245	26,647
36 months to 48 months	0	0
48 months to 60 months	0	0
Over 60 months	0	0
Total	$ 1,005,351	$ 898,862

Deposits - Interest Expense on

Deposits - Interest Expense on Deposits by Type (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest Expense, Deposits [Abstract]
Interest-bearing checking accounts	$ 759	$ 154	$ 1,121	$ 307
Money market deposit accounts	5,150	2,622	9,248	4,829
Certificates of deposit	2,587	1,827	4,840	3,605
Total interest expense on deposits	$ 8,496	$ 4,603	$ 15,209	$ 8,741

Deposits - Narrative (Details)

Deposits - Narrative (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Deposits [Abstract]
Brokered deposits	$ 937.2	$ 1,060
Certificate of Deposit Account Registry Service (CDARS) and Insured Cash Sweep (ICS), reciprocal brokered	523.1	448.1
Certificates of deposit, $100,000 or more, excluding brokered	437.6	441.1
Certificates of deposit, $250,000 or more, excluding brokered	$ 159.6	$ 178.1

Borrowings - Schedule of Borrow

Borrowings - Schedule of Borrowings (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2014
Debt Instrument [Line Items]
Total debt	$ 363,612	$ 239,510
Subordinated debt | Subordinated notes payable 5.75 percent
Debt Instrument [Line Items]
Long term debt interest rate	5.75%	5.75%
Long-term debt	$ 34,612	$ 34,510	$ 35,000
Deferred finance costs, net	$ 388	$ 490
Federal Home Loan Bank advances | Federal Home Loan Bank borrowings, issued 6/30/2017, maturity 7/3/2017
Debt Instrument [Line Items]
Short term debt interest rate	1.27%
Short-term debt	$ 225,000
Federal Home Loan Bank advances | Federal Home Loan Bank borrowings, issued 6/29/2017, maturity 9/29/2017
Debt Instrument [Line Items]
Short term debt interest rate	1.32%
Short-term debt	$ 100,000
Federal Home Loan Bank advances | Federal Home Loan Bank Borrowings, issued 12/30/2016, maturity 1/3/2017
Debt Instrument [Line Items]
Short term debt interest rate		0.77%
Short-term debt		$ 105,000
Federal Home Loan Bank advances | Federal Home Loan Bank Borrowings, issued 12/29/2016, maturity 3/29/2017
Debt Instrument [Line Items]
Short term debt interest rate		0.85%
Short-term debt		$ 100,000
Line of credit
Debt Instrument [Line Items]
Short term debt interest rate	4.21%
Short-term debt	$ 4,000

Borrowings - Interest Expense o

Borrowings - Interest Expense on Borrowings by Type (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Debt Instrument [Line Items]
Interest expense on borrowings	$ 1,586	$ 973	$ 2,694	$ 1,818
Subordinated notes payable
Debt Instrument [Line Items]
Interest expense on borrowings	554	554	1,108	1,108
FHLB borrowings
Debt Instrument [Line Items]
Interest expense on borrowings	1,016	419	1,570	710
Line of credit borrowing
Debt Instrument [Line Items]
Interest expense on borrowings	$ 16	$ 0	$ 16	$ 0

Borrowings - Narrative (Details

Borrowings - Narrative (Details) - USD ($)	Jun. 30, 2014	Jun. 30, 2017	Dec. 31, 2016
Line of credit
Short-term Debt [Line Items]
Short-term debt		$ 4,000,000
Federal Home Loan Bank
Short-term Debt [Line Items]
Pledged securities, for Federal Home Loan Bank		4,500,000
Texas Capital Bank | Line of credit
Short-term Debt [Line Items]
Line of credit facility, current borrowing capacity		25,000,000
Subordinated debt | Subordinated notes payable 5.75 percent
Debt Instrument [Line Items]
Long-term debt	$ 35,000,000	34,612,000	$ 34,510,000
Debt instrument, term (in years)	5 years
Interest rate	5.75%
Bank subsidiary | Federal Home Loan Bank advances
Short-term Debt [Line Items]
Short-term debt		325,000,000	$ 205,000,000
Bank subsidiary | Federal Home Loan Bank
Short-term Debt [Line Items]
Pledged securities, for Federal Home Loan Bank		4,500,000
Pledged loans receivable, for Federal Home Loan Bank		1,000,000,000
Bank subsidiary | Federal Home Loan Bank | Line of credit
Short-term Debt [Line Items]
Line of credit facility, current borrowing capacity		717,200,000
Bank subsidiary | M&T Bank | Line of credit
Short-term Debt [Line Items]
Line of credit facility, current borrowing capacity		10,000,000
Bank subsidiary | Texas Capital Bank | Line of credit
Short-term Debt [Line Items]
Line of credit facility, current borrowing capacity		$ 20,000,000

Regulatory Capital - Regulatory

Regulatory Capital - Regulatory Capital Requirements (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Total risk-based capital (Amount)
Total risk-based capital	$ 330,881	$ 325,122
Total risk-based capital required for capital adequacy	$ 218,098	$ 205,488
Total risk-based capital (Ratio)
Total risk-based capital, ratio	12.14%	12.66%
Total risk-based capital required for capital adequacy, ratio	8.00%	8.00%
Tier 1 risk-based capital (Amount)
Tier 1 risk-based capital	$ 305,569	$ 295,089
Tier 1 risk-based capital required for capital adequacy	$ 163,573	$ 154,116
Tier 1 risk-based capital (Ratio)
Tier 1 risk-based capital, ratio	11.21%	11.49%
Tier 1 risk-based capital required for capital adequacy, ratio	6.00%	6.00%
Common Equity Tier One Risk Based Capital (Amount)
Common equity tier 1 risk-based capital	$ 305,569	$ 295,089
Common equity tier 1 risk-based capital required for capital adequacy	$ 122,680	$ 115,587
Common Equity Tier One Risk Based Capital (Ratio)
Common equity tier 1 risk-based capital, ratio	11.21%	11.49%
Common equity tier 1 risk-based capital required for capital adequacy, ratio	4.50%	4.50%
Tier 1 leverage (Amount)
Tier 1 leverage capital	$ 305,569	$ 295,089
Tier 1 leverage capital required for capital adequacy	$ 164,088	$ 149,369
Tier 1 leverage (Ratio)
Tier 1 leverage capital, ratio	7.45%	7.90%
Tier 1 leverage capital required for capital adequacy, ratio	4.00%	4.00%
Bank subsidiary
Total risk-based capital (Amount)
Total risk-based capital	$ 325,908	$ 314,419
Total risk-based capital required for capital adequacy	215,867	203,030
Total risk-based capital required to be well capitalized	$ 269,834	$ 253,787
Total risk-based capital (Ratio)
Total risk-based capital, ratio	12.08%	12.39%
Total risk-based capital required for capital adequacy, ratio	8.00%	8.00%
Total risk-based capital required to be well capitalized, ratio	10.00%	10.00%
Tier 1 risk-based capital (Amount)
Tier 1 risk-based capital	$ 314,062	$ 298,093
Tier 1 risk-based capital required for capital adequacy	161,901	152,272
Tier 1 risk-based capital required to be well capitalized	$ 215,867	$ 203,030
Tier 1 risk-based capital (Ratio)
Tier 1 risk-based capital, ratio	11.64%	11.75%
Tier 1 risk-based capital required for capital adequacy, ratio	6.00%	6.00%
Tier 1 risk-based capital required to be well capitalized, ratio	8.00%	8.00%
Common Equity Tier One Risk Based Capital (Amount)
Common equity tier 1 risk-based capital	$ 314,062	$ 298,093
Common equity tier 1 risk-based capital required for capital adequacy	121,425	114,204
Common equity tier 1 risk-based capital required to be well capitalized	$ 175,392	$ 164,962
Common Equity Tier One Risk Based Capital (Ratio)
Common equity tier 1 risk-based capital, ratio	11.64%	11.75%
Common equity tier 1 risk-based capital required for capital adequacy, ratio	4.50%	4.50%
Common equity tier 1 risk-based capital required to be well capitalized, ratio	6.50%	6.50%
Tier 1 leverage (Amount)
Tier 1 leverage capital	$ 314,062	$ 298,093
Tier 1 leverage capital required for capital adequacy	162,972	148,252
Tier 1 leverage capital required to be well capitalized	$ 203,715	$ 185,316
Tier 1 leverage (Ratio)
Tier 1 leverage capital, ratio	7.71%	8.04%
Tier 1 leverage capital required for capital adequacy, ratio	4.00%	4.00%
Tier 1 leverage capital required to be well capitalized, ratio	5.00%	5.00%

Regulatory Capital - Narrative

Regulatory Capital - Narrative (Details)	6 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Regulatory Capital Requirements [Abstract]
Percentage conservation buffer required for capital adequacy to risk weighted assets, fully phased-in	2.50%
Percentage conservation buffer required for capital adequacy to risk weighted assets, one-year period phase-in	0.625%
Capital conservation buffer phase-in period (in years)	4 years
Percentage capital conservation buffer	1.25%	0.625%

Employee Benefit Plans - Narrat

Employee Benefit Plans - Narrative (Details) $ in Thousands	Feb. 28, 2013USD ($)	Jun. 30, 2017USD ($)	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Employer's contribution to employees' 401(k) plan, percent				3.00%	3.00%
Defined contribution plan eligible to participate age				21
Contribution expense		$ 219	$ 206	$ 442	$ 402
Chief executive officer | Supplemental employee retirement plan, defined benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Vesting period (in years)	5 years
Projected monthly payments	$ 25
Number of months projected payments paid (in months)	180 months
Other postretirement benefit expense, SERP		$ 73	$ 232	$ 267	$ 454
Discount rate, SERP		3.59%	2.15%	3.59%	2.15%
Liability recorded. SERP		$ 3,300		$ 3,300		$ 3,000
Minimum | Chief executive officer | Supplemental employee retirement plan, defined benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Number of months before commencement (in months)	60 months

Stock Transactions - Shares Out

Stock Transactions - Shares Outstanding Activity (Details) - Common Stock - shares	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Number of Common Shares Outstanding [Rollforward]
Balance, beginning of period (shares)	28,415,654	28,056,195
Issuance of restricted common stock (shares)	324,675	394,309
Forfeitures of restricted common stock (shares)	0	(4,000)
Exercise of stock options (shares)	100,000	22,500
Purchase of treasury stock (shares)	(174,603)	(257,722)
Balance, ending of period (shares)	28,665,726	28,211,282

Stock Transactions - Narrative

Stock Transactions - Narrative (Details) - USD ($)	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jan. 31, 2017	Oct. 31, 2016	Jan. 31, 2016
Class of Stock [Line Items]
Cost of shares repurchased	$ 4,120,000	$ 3,177,000
Common Stock
Class of Stock [Line Items]
Stock repurchase program, authorized amount			$ 5,000,000	$ 5,000,000	$ 10,000,000
Shares repurchased (shares)	174,603	257,722
Cost of shares repurchased	$ 4,100,000	$ 3,200,000
Average cost per share (usd per share)	$ 23.60	$ 12.33

Earnings Per Common Share - Com

Earnings Per Common Share - Computation of Basic and Diluted Earnings Per Common Share (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Earnings Per Share [Abstract]
Net income available to common shareholders	$ 8,421	$ 6,773	$ 15,913	$ 12,616
Weighted Average Number of Shares Outstanding, Diluted [Abstract]
Basic weighted average common shares outstanding (shares)	27,601,702	27,549,475	27,614,423	27,601,331
Restricted stock - dilutive (shares)	636,596	180,317	594,335	147,823
Stock options - dilutive (shares)	547,327	495,612	544,159	472,728
Diluted weighted average common shares outstanding (shares)	28,785,625	28,225,404	28,752,917	28,221,882
Earnings per common share:
Earnings per share, basic (in usd per share)	$ 0.31	$ 0.25	$ 0.58	$ 0.46
Earnings per share, diluted (in usd per share)	$ 0.29	$ 0.24	$ 0.55	$ 0.45
Anti-dilutive shares (shares)	0	421,661	0	627,893

Derivatives and Hedging Activ64

Derivatives and Hedging Activity - Financial Position, Fair Value (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Asset derivatives, fair value	$ 12,904
Liability derivatives, fair value	11,610
Other assets
Derivatives, Fair Value [Line Items]
Asset derivatives, fair value	12,904	$ 12,117
Other liabilities
Derivatives, Fair Value [Line Items]
Liability derivatives, fair value	11,610	10,609
Designated as hedging instrument | Other assets
Derivatives, Fair Value [Line Items]
Asset derivatives, fair value	1,514	1,793
Designated as hedging instrument | Other liabilities
Derivatives, Fair Value [Line Items]
Liability derivatives, fair value	40	80
Not designated as hedging instrument | Other assets
Derivatives, Fair Value [Line Items]
Asset derivatives, fair value	11,390	10,324
Not designated as hedging instrument | Other liabilities
Derivatives, Fair Value [Line Items]
Liability derivatives, fair value	$ 11,570	$ 10,529

Derivatives and Hedging Activ65

Derivatives and Hedging Activity - Offsetting of Derivative Assets (Details) $ in Thousands	Jun. 30, 2017USD ($)
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Gross Amounts of Recognized Assets	$ 12,904
Gross Amounts Offset in the Statement of Financial Position	0
Net Amounts of Assets presented in the Statement of Financial Position	12,904
Financial Instruments	(5,297)
Cash Collateral Received	0
Net Amount	$ 7,607

Derivatives and Hedging Activ66

Derivatives and Hedging Activity - Offsetting of Derivative Liabilities (Details) $ in Thousands	Jun. 30, 2017USD ($)
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Gross Amounts of Recognized Liabilities	$ 11,610
Gross Amounts Offset in the Statement of Financial Position	0
Net Amounts of Liabilities presented in the Statement of Financial Position	11,610
Financial Instruments	(5,297)
Cash Collateral Posted	(2,093)
Net Amount	$ 4,220

Derivatives and Hedging Activ67

Derivatives and Hedging Activity - Gain (Loss) in Statement of Financial Performance (Details) - Interest rate swaps - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	$ 66	$ (22)	$ 95	$ (45)
Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	106	(385)	12	(840)
Interest income | Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	(16)	(23)	(31)	(47)
Non-interest income | Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	1	1	3	2
Non-interest income | Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	106	(385)	12	(840)
Interest expense | Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	$ 81	$ 0	$ 123	$ 0

Derivatives and Hedging Activ68

Derivatives and Hedging Activity - Narrative (Details)	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)Interest_Rate_Swap	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)Interest_Rate_Swap	Jun. 30, 2016USD ($)
Derivatives, Fair Value [Line Items]
Counterparty default losses			$ 0	$ 0
Interest rate swaps
Derivatives, Fair Value [Line Items]
Termination value of derivatives, including accrued interest, in a net liability position	$ 2,000,000		2,000,000
Collateral already posted amount	6,600,000		6,600,000
Interest rate swaps | Designated as hedging instrument
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	66,000	$ (22,000)	95,000	(45,000)
Interest rate swaps | Designated as hedging instrument | Interest income
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	(16,000)	(23,000)	(31,000)	(47,000)
Interest rate swaps | Designated as hedging instrument | Interest expense
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	81,000	0	123,000	0
Interest rate swaps | Designated as hedging instrument | Non-interest income
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	$ 1,000	1,000	$ 3,000	2,000
Interest rate swaps | Not designated as hedging instrument
Derivatives, Fair Value [Line Items]
Number of interest rate derivatives | Interest_Rate_Swap	264		264
Derivative, aggregate notional amount	$ 1,150,000,000		$ 1,150,000,000
Amount of gain (loss) recognized in income on derivative	106,000	(385,000)	12,000	(840,000)
Interest rate swaps | Not designated as hedging instrument | Non-interest income
Derivatives, Fair Value [Line Items]
Amount of gain (loss) recognized in income on derivative	$ 106,000	(385,000)	$ 12,000	(840,000)
Fair value hedging | Interest rate swaps
Derivatives, Fair Value [Line Items]
Number of interest rate derivatives | Interest_Rate_Swap	4		4
Derivative, aggregate notional amount	$ 2,600,000		$ 2,600,000
Cash flow hedging | Interest rate swaps
Derivatives, Fair Value [Line Items]
Number of interest rate derivatives | Interest_Rate_Swap	2		2
Derivative, aggregate notional amount	$ 100,000,000		$ 100,000,000
Gain (loss) recognized in other comprehensive income (loss), effective portion, net	$ (242,000)	$ (87,000)	(156,000)	$ (87,000)
Derivative instruments, gain (loss) reclassification from accumulated OCI to income, estimated net amount to be transferred			$ 608,000
Maximum length of time hedged in interest rate cash flow hedge (in months)			24 months

Disclosures About Fair Value 69

Disclosures About Fair Value of Financial Instruments - Assets and Liabilities Measured on Recurring Basis (Details) - Fair value, measurements, recurring - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financial assets:
Total financial assets	$ 154,826	$ 187,009
Financial liabilities:
Total financial liabilities	11,610	10,609
Level 1
Financial assets:
Total financial assets	8,522	8,352
Financial liabilities:
Total financial liabilities	0	0
Level 2
Financial assets:
Total financial assets	146,304	178,657
Financial liabilities:
Total financial liabilities	11,610	10,609
Level 3
Financial assets:
Total financial assets	0	0
Financial liabilities:
Total financial liabilities	0	0
Interest rate swaps
Financial assets:
Interest rate swaps	12,904	12,117
Financial liabilities:
Interest rate swaps	11,610	10,609
Interest rate swaps | Level 1
Financial assets:
Interest rate swaps	0	0
Financial liabilities:
Interest rate swaps	0	0
Interest rate swaps | Level 2
Financial assets:
Interest rate swaps	12,904	12,117
Financial liabilities:
Interest rate swaps	11,610	10,609
Interest rate swaps | Level 3
Financial assets:
Interest rate swaps	0	0
Financial liabilities:
Interest rate swaps	0	0
Corporate bonds
Financial assets:
Investment securities available-for-sale:	44,940	54,045
Corporate bonds | Level 1
Financial assets:
Investment securities available-for-sale:	0	0
Corporate bonds | Level 2
Financial assets:
Investment securities available-for-sale:	44,940	54,045
Corporate bonds | Level 3
Financial assets:
Investment securities available-for-sale:	0	0
Trust preferred securities
Financial assets:
Investment securities available-for-sale:	18,785	17,798
Trust preferred securities | Level 1
Financial assets:
Investment securities available-for-sale:	0	0
Trust preferred securities | Level 2
Financial assets:
Investment securities available-for-sale:	18,785	17,798
Trust preferred securities | Level 3
Financial assets:
Investment securities available-for-sale:	0	0
Non-agency mortgage-backed securities
Financial assets:
Investment securities available-for-sale:	5,755	5,764
Non-agency mortgage-backed securities | Level 1
Financial assets:
Investment securities available-for-sale:	0	0
Non-agency mortgage-backed securities | Level 2
Financial assets:
Investment securities available-for-sale:	5,755	5,764
Non-agency mortgage-backed securities | Level 3
Financial assets:
Investment securities available-for-sale:	0	0
Non-agency collateralized loan obligations
Financial assets:
Investment securities available-for-sale:	958	16,180
Non-agency collateralized loan obligations | Level 1
Financial assets:
Investment securities available-for-sale:	0	0
Non-agency collateralized loan obligations | Level 2
Financial assets:
Investment securities available-for-sale:	958	16,180
Non-agency collateralized loan obligations | Level 3
Financial assets:
Investment securities available-for-sale:	0	0
Agency collateralized mortgage obligations
Financial assets:
Investment securities available-for-sale:	41,234	43,821
Agency collateralized mortgage obligations | Level 1
Financial assets:
Investment securities available-for-sale:	0	0
Agency collateralized mortgage obligations | Level 2
Financial assets:
Investment securities available-for-sale:	41,234	43,821
Agency collateralized mortgage obligations | Level 3
Financial assets:
Investment securities available-for-sale:	0	0
Agency mortgage-backed securities
Financial assets:
Investment securities available-for-sale:	21,728	24,149
Agency mortgage-backed securities | Level 1
Financial assets:
Investment securities available-for-sale:	0	0
Agency mortgage-backed securities | Level 2
Financial assets:
Investment securities available-for-sale:	21,728	24,149
Agency mortgage-backed securities | Level 3
Financial assets:
Investment securities available-for-sale:	0	0
Agency debentures
Financial assets:
Investment securities available-for-sale:		4,783
Agency debentures | Level 1
Financial assets:
Investment securities available-for-sale:		0
Agency debentures | Level 2
Financial assets:
Investment securities available-for-sale:		4,783
Agency debentures | Level 3
Financial assets:
Investment securities available-for-sale:		0
Equity securities
Financial assets:
Investment securities available-for-sale:	8,522	8,352
Equity securities | Level 1
Financial assets:
Investment securities available-for-sale:	8,522	8,352
Equity securities | Level 2
Financial assets:
Investment securities available-for-sale:	0	0
Equity securities | Level 3
Financial assets:
Investment securities available-for-sale:	$ 0	$ 0

Disclosures About Fair Value 70

Disclosures About Fair Value of Financial Instruments - Fair Value Measurements, Nonrecurring (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Level 3
Financial assets:
Other real estate owned	$ 3,871	$ 4,178
Fair value, measurements, nonrecurring
Financial assets:
Loans measured for impairment, net	7,545	10,851
Other real estate owned	3,871	4,178
Total assets	11,416	15,029
Fair value, measurements, nonrecurring | Level 1
Financial assets:
Loans measured for impairment, net	0	0
Other real estate owned	0	0
Total assets	0	0
Fair value, measurements, nonrecurring | Level 2
Financial assets:
Loans measured for impairment, net	0	0
Other real estate owned	0	0
Total assets	0	0
Fair value, measurements, nonrecurring | Level 3
Financial assets:
Loans measured for impairment, net	7,545	10,851
Other real estate owned	3,871	4,178
Total assets	$ 11,416	$ 15,029

Disclosures About Fair Value 71

Disclosures About Fair Value of Financial Instruments - Fair Value Inputs, Assets, Quantitative Information (Details) - Level 3 - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Loans measured for impairment, net | Liquidation analysis or appraisal value (market approach)
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 532
Weighted Average Discount Rate	0.00%
Loans measured for impairment, net | Discounted cash flow (income approach)
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 7,013	$ 10,851
Weighted Average Discount Rate	6.00%	6.00%
Other real estate owned | Liquidation analysis or appraisal value (market approach)
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 3,871	$ 4,178
Weighted Average Discount Rate	10.00%	10.00%

Disclosures About Fair Value 72

Disclosures About Fair Value of Financial Instruments - Financial Assets and Liabilities (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financial assets:
Investment securities available-for-sale: debt	$ 133,400
Investment securities held-to-maturity	62,445	$ 54,498
Investment management fees receivable, net	7,418	7,749
Interest rate swaps	12,904
Financial liabilities:
Interest rate swaps	11,610
Level 1
Financial assets:
Cash and cash equivalents	119,715	103,994
Investment securities available-for-sale: equity	8,522	8,352
Level 1 | Carrying amount
Financial assets:
Cash and cash equivalents	119,715	103,994
Investment securities available-for-sale: equity	8,522	8,352
Level 2
Financial assets:
Investment securities available-for-sale: debt	133,400	166,540
Investment securities held-to-maturity	62,445	54,498
Federal Home Loan Bank stock	18,151	9,641
Accrued interest receivable	10,607	9,614
Investment management fees receivable, net	7,418	7,749
Bank owned life insurance	65,714	64,815
Interest rate swaps	12,904	12,117
Financial liabilities:
Deposits	3,529,124	3,286,553
Borrowings, net	364,077	240,143
Interest rate swaps	11,610	10,609
Level 2 | Carrying amount
Financial assets:
Investment securities available-for-sale: debt	133,400	166,540
Investment securities held-to-maturity	61,336	53,940
Federal Home Loan Bank stock	18,151	9,641
Accrued interest receivable	10,607	9,614
Investment management fees receivable, net	7,418	7,749
Bank owned life insurance	65,714	64,815
Interest rate swaps	12,904	12,117
Financial liabilities:
Deposits	3,529,868	3,286,779
Borrowings, net	363,612	239,510
Interest rate swaps	11,610	10,609
Level 3
Financial assets:
Loans held-for-investment, net	3,738,667	3,362,031
Other real estate owned	3,871	4,178
Level 3 | Carrying amount
Financial assets:
Loans held-for-investment, net	3,755,344	3,382,292
Other real estate owned	$ 3,871	$ 4,178

Disclosures About Fair Value 73

Disclosures About Fair Value of Financial Instruments - Narrative (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Fair Value Disclosures [Abstract]
Specific allowance for loan losses	$ 3,811	$ 6,939

Changes in Accumulated Other 74

Changes in Accumulated Other Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Accumulated Other Comprehensive Income [Roll Forward]
Beginning balance			$ 351,807	$ 325,977
Other comprehensive income	$ 345	$ 1,018	557	367
Ending balance	367,639	337,694	367,639	337,694
Gain (loss) on sale of available-for-sale securities, net			239	17
Income tax expense (benefit)	3,024	3,356	6,456	6,677
Investment Securities
Accumulated Other Comprehensive Income [Roll Forward]
Beginning balance	(113)	(2,094)	(297)	(1,443)
Change in unrealized holding gains (losses)	707	1,085	890	434
Losses (gains) reclassified from other comprehensive income (1)	(155)	(11)	(154)	(11)
Other comprehensive income	552	1,074	736	423
Ending balance	439	(1,020)	439	(1,020)
Investment Securities | Reclassification out of accumulated other comprehensive income
Accumulated Other Comprehensive Income [Roll Forward]
Gain (loss) on sale of available-for-sale securities, net	241	16	239	17
Income tax expense (benefit)	86	5	85	6
Derivatives
Accumulated Other Comprehensive Income [Roll Forward]
Beginning balance	1,155	0	1,127	0
Change in unrealized holding gains (losses)	(155)	(56)	(100)	(56)
Losses (gains) reclassified from other comprehensive income (1)	(52)	0	(79)	0
Other comprehensive income	(207)	(56)	(179)	(56)
Ending balance	948	(56)	948	(56)
Derivatives | Reclassification out of accumulated other comprehensive income
Accumulated Other Comprehensive Income [Roll Forward]
Income tax expense (benefit)	29	0	44	0
Net realized gain (loss) on derivatives	81	0	123	0
Total
Accumulated Other Comprehensive Income [Roll Forward]
Beginning balance	1,042	(2,094)	830	(1,443)
Change in unrealized holding gains (losses)	552	1,029	790	378
Losses (gains) reclassified from other comprehensive income (1)	(207)	(11)	(233)	(11)
Other comprehensive income	345	1,018	557	367
Ending balance	$ 1,387	$ (1,076)	$ 1,387	$ (1,076)

Segments - Schedule of Segment

Segments - Schedule of Segment Reporting Information (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)segment	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)
Segment Reporting Information [Line Items]
Number of reportable segments | segment			2
Assets	$ 4,307,835		$ 4,307,835		$ 3,930,457
Income statement data:
Interest income	32,115	$ 23,795	60,852	$ 47,155
Interest expense	10,082	5,576	17,903	10,559
Net interest income (loss)	22,033	18,219	42,949	36,596
Provision for loan losses	516	80	759	202
Net interest income (loss) after provision for loan losses	21,517	18,139	42,190	36,394
Non-interest income:
Investment management fees	9,130	9,462	18,470	16,481
Net gain on the sale and call of investment securities	241	62	239	63
Other non-interest income	2,341	1,923	4,412	3,818
Total non-interest income	11,712	11,447	23,121	20,362
Non-interest expense:
Intangible amortization expense	462	438	925	828
Other non-interest expense	21,322	19,019	42,017	36,635
Total non-interest expense	21,784	19,457	42,942	37,463
Income (loss) before tax	11,445	10,129	22,369	19,293
Income tax expense (benefit)	3,024	3,356	6,456	6,677
Net income (loss)	8,421	6,773	15,913	12,616
Parent and other
Segment Reporting Information [Line Items]
Assets	4,945		4,945		(968)
Income statement data:
Interest income	68	65	144	138
Interest expense	567	551	1,118	1,102
Net interest income (loss)	(499)	(486)	(974)	(964)
Provision for loan losses	0	0	0	0
Net interest income (loss) after provision for loan losses	(499)	(486)	(974)	(964)
Non-interest income:
Investment management fees	(52)	(55)	(108)	(109)
Net gain on the sale and call of investment securities	0	0	0	0
Other non-interest income	0	0	0	0
Total non-interest income	(52)	(55)	(108)	(109)
Non-interest expense:
Intangible amortization expense	0	0	0	0
Other non-interest expense	22	37	73	35
Total non-interest expense	22	37	73	35
Income (loss) before tax	(573)	(578)	(1,155)	(1,108)
Income tax expense (benefit)	(220)	(223)	(443)	(424)
Net income (loss)	(353)	(355)	(712)	(684)
Bank | Operating segments
Segment Reporting Information [Line Items]
Assets	4,222,278		4,222,278		3,846,353
Income statement data:
Interest income	32,047	23,730	60,708	47,017
Interest expense	9,515	5,025	16,785	9,457
Net interest income (loss)	22,532	18,705	43,923	37,560
Provision for loan losses	516	80	759	202
Net interest income (loss) after provision for loan losses	22,016	18,625	43,164	37,358
Non-interest income:
Investment management fees	0	0	0	0
Net gain on the sale and call of investment securities	241	62	239	63
Other non-interest income	2,341	1,922	4,411	3,817
Total non-interest income	2,582	1,984	4,650	3,880
Non-interest expense:
Intangible amortization expense	0	0	0	0
Other non-interest expense	13,688	12,299	27,293	24,623
Total non-interest expense	13,688	12,299	27,293	24,623
Income (loss) before tax	10,910	8,310	20,521	16,615
Income tax expense (benefit)	2,819	2,662	5,747	5,653
Net income (loss)	8,091	5,648	14,774	10,962
Investment management | Operating segments
Segment Reporting Information [Line Items]
Assets	80,612		80,612		$ 85,072
Income statement data:
Interest income	0	0	0	0
Interest expense	0	0	0	0
Net interest income (loss)	0	0	0	0
Provision for loan losses	0	0	0	0
Net interest income (loss) after provision for loan losses	0	0	0	0
Non-interest income:
Investment management fees	9,182	9,517	18,578	16,590
Net gain on the sale and call of investment securities	0	0	0	0
Other non-interest income	0	1	1	1
Total non-interest income	9,182	9,518	18,579	16,591
Non-interest expense:
Intangible amortization expense	462	438	925	828
Other non-interest expense	7,612	6,683	14,651	11,977
Total non-interest expense	8,074	7,121	15,576	12,805
Income (loss) before tax	1,108	2,397	3,003	3,786
Income tax expense (benefit)	425	917	1,152	1,448
Net income (loss)	$ 683	$ 1,480	$ 1,851	$ 2,338