MidWestOne Financial (MOFG) 10-Q 9 May 19 2019 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information Document - shares	3 Months Ended
	Mar. 31, 2019	May 07, 2019
Document Information [Line Items]
Entity Registrant Name	MIDWESTONE FINANCIAL GROUP, INC.
Entity Central Index Key	0001412665
Trading Symbol	MOFG
Document Type	10-Q
Document Period End Date	Mar. 31, 2019
Amendment Flag	false
Current Fiscal Year End Date	--12-31
Entity Current Reporting Status	Yes
Entity Filer Category	Accelerated Filer
Document Fiscal Year Focus	2019
Document Fiscal Period Focus	Q1
Entity Emerging Growth Company	false
Entity Small Business	false
Entity Common Stock, Shares Outstanding		16,262,378

Consolidated Balance Sheets

Consolidated Balance Sheets - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
ASSETS
Cash and due from banks	$ 40,002	$ 43,787
Interest-earning deposits in banks	2,969	1,693
Cash and cash equivalents	42,971	45,480
Debt securities available for sale, at fair value	432,979	414,101
Held to maturity securities at amortized cost (fair value of $194,751 at March 31, 2019 and $192,564 at December 31, 2018)	195,033	195,822
Total securities held for investment	628,012	609,923
Loans held for sale	309	666
Gross loans held for investment	2,409,333	2,405,001
Unearned income, net	(5,574)	(6,222)
Loans held for investment, net of unearned income	2,403,759	2,398,779
Allowance for loan losses	(29,652)	(29,307)
Loans held for investment, net	2,374,107	2,369,472
Premises and equipment, net	75,200	75,773
Goodwill	64,654	64,654
Other intangible assets, net	9,423	9,875
Foreclosed assets, net	336	535
Other assets	113,963	115,102
Total assets	3,308,975	3,291,480
LIABILITIES
Non-interest-bearing deposits	426,729	439,133
Interest-bearing deposits	2,258,098	2,173,796
Total deposits	2,684,827	2,612,929
Short-term borrowings	76,066	131,422
Long-term debt	162,471	168,726
Other liabilities	21,762	21,336
Total liabilities	2,945,126	2,934,413
Shareholders' equity:
Preferred stock, no par value; authorized 500,000 shares; no shares issued and outstanding at March 31, 2019 and December 31, 2018	0	0
Common stock, $1.00 par value; authorized 30,000,000 shares at March 31, 2019 and December 31, 2018; issued 12,463,481 shares at March 31, 2019 and December 31, 2018; outstanding 12,153,045 shares at March 31, 2019 and 12,180,015 shares at December 31, 2018	12,463	12,463
Additional paid-in capital	187,535	187,813
Retained earnings	173,771	168,951
Treasury stock at cost, 310,436 shares as of March 31, 2019 and 283,466 shares as of December 31, 2018	(7,297)	(6,499)
Accumulated other comprehensive income	(2,623)	(5,661)
Total shareholders' equity	363,849	357,067
Total liabilities and shareholders' equity	$ 3,308,975	$ 3,291,480

Consolidated Balance Sheets Par

Consolidated Balance Sheets Parenthetical (Parentheticals) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Debt securities held to maturity, estimated fair value	$ 194,751	$ 192,564
Shareholders' equity:
Preferred stock, par value	$ 0	$ 0
Preferred stock, shares authorized	500,000	500,000
Preferred stock, shares issued	0	0
Common stock, par value	$ 1	$ 1
Common stock, shares authorized	30,000,000	30,000,000
Common stock, shares issued	12,463,481	12,463,481
Common stock, shares outstanding	12,153,045	12,180,015
Shares of Treasury stock	310,436	283,466

Consolidated Statements of Inco

Consolidated Statements of Income - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Interest income:
Loans, including fees	$ 29,035	$ 26,567
Taxable investment securities	2,927	2,748
Tax-exempt investment securities	1,406	1,529
Other	20	9
Total interest income	33,388	30,853
Interest expense:
Deposits	5,695	3,536
Short-term borrowings	457	261
Long-term Debt	1,260	882
Total interest expense	7,412	4,679
Net interest income	25,976	26,174
Provision for loan losses	1,594	1,850
Net interest income after provision for loan losses	24,382	24,324
Noninterest income:
Investment services and trust activities	1,390	1,239
Service charges and fees	1,442	1,571
Card revenue	998	966
Loan revenue	393	941
Bank-owned life insurance income	392	433
Insurance commissions	420	401
Investment securities gains, net	17	9
Other	358	121
Total noninterest income	5,410	5,681
Noninterest expense:
Compensation and employee benefits	12,579	12,371
Occupancy expense of premises, net	1,879	1,906
Equipment	1,371	1,383
Legal and professional	965	794
Data processing	845	688
Marketing	606	620
Amortization of intangibles	452	657
FDIC insurance	370	319
Communications	342	329
Foreclosed assets, net	58	(39)
Other	1,150	1,200
Total noninterest expense	20,617	20,228
Income before income tax expense	9,175	9,777
Income tax expense	1,890	1,984
Net income	$ 7,285	$ 7,793
Per common share information:
Earnings - basic	$ 0.60	$ 0.64
Earnings - diluted	0.60	0.64
Dividends paid	$ 0.2025	$ 0.195

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income Statement - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Net income	$ 7,285	$ 7,793
Other comprehensive income (loss), debt securities available for sale:
Unrealized holding gains (losses) arising during period	4,128	(4,788)
Reclassification adjustment for gains included in net income	(17)	(9)
Income tax (expense) benefit	(1,073)	1,252
Other comprehensive income (loss) on debt securities available for sale	3,038	(3,545)
Other comprehensive income (loss), net of tax	3,038	(3,545)
Comprehensive income	$ 10,323	$ 4,248

Consolidated Statements of Shar

Consolidated Statements of Shareholders' Equity - USD ($) $ in Thousands		Total	Preferred Stock	Common Stock	Additional Paid-in Capital	Treasury Stock	Retained Earnings	Accumulated Other Comprehensive Income (Loss)
Balance at Dec. 31, 2017		$ 340,304	$ 0	$ 12,463	$ 187,486	$ (5,121)	$ 148,078	$ (2,602)
Cumulative effect of changes in accounting principles | Accounting Standards Update 2016-01	[1]	0	0	0	0	0	57	(57)
Net income		7,793	0	0	0	0	7,793	0
Dividends paid on common stock		(2,386)	0	0	0	0	(2,386)	0
Stock options exercised		136	0	0	(68)	204	0	0
Release/lapse of restriction on RSUs		(80)	0	0	(467)	387	0	0
Repurchase of common stock		(1,082)				(1,082)
Stock compensation		237	0	0	237	0	0	0
Other comprehensive income (loss), net of tax		(3,545)	0	0	0	0	0	(3,545)
Balance at Mar. 31, 2018		341,377	0	12,463	187,188	(5,612)	153,542	(6,204)
Balance at Dec. 31, 2018		357,067	0	12,463	187,813	(6,499)	168,951	(5,661)
Net income		7,285	0	0	0	0	7,285	0
Dividends paid on common stock		(2,465)	0	0	0	0	(2,465)	0
Release/lapse of restriction on RSUs		(69)	0	0	(570)	501	0	0
Repurchase of common stock		(1,299)				(1,299)
Stock compensation		292	0	0	292	0	0	0
Other comprehensive income (loss), net of tax		3,038	0	0	0	0	0	3,038
Balance at Mar. 31, 2019		$ 363,849	$ 0	$ 12,463	$ 187,535	$ (7,297)	$ 173,771	$ (2,623)
[1]	Reclassification due to adoption of ASU 2016-01, Financial Instruments-Overall, Recognition and Measurement of Financial Assets and Financial Liabilities

Consolidated Statement of Share

Consolidated Statement of Shareholders' Equity Parenthetical (Parentheticals) - $ / shares	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Dividends paid on common stock (per share)	$ 0.2025	$ 0.195
Common Stock
Repurchase of common stock (shares)	49,216	33,998
Common Stock
Stock options exercised (shares)	0	9,700
Release/lapse of restriction on RSUs (shares)	24,550	22,200

Consolidated Statements of Cash

Consolidated Statements of Cash Flows - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Cash flows from operating activities:
Net income	$ 7,285	$ 7,793
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan losses	1,594	1,850
Depreciation, amortization and accretion	1,063	1,010
Amortization of premium on junior subordinated notes issued to capital trusts	23	24
Amortization of intangible assets	452	657
Amortization of net premiums on debt securities available for sale	(174)	(244)
Amortization of operating lease right-of-use assets	193	0
(Gain) loss on sale of premises and equipment	(12)	1
Deferred income taxes	16	89
Stock-based compensation	292	237
Net (gains) losses on equity securities	(27)	24
Net gain on sale or call of debt securities available for sale	(17)	(9)
Net gain on sale of foreclosed assets, net	(14)	(93)
Net gain on sale of loans held for sale	(126)	(253)
Writedown of foreclosed assets	0	5
Origination of loans held for sale	7,764	12,916
Proceeds from sales of loans held for sale	8,247	13,155
Increase in cash surrender value of bank-owned life insurance	(392)	(433)
Decrease in other assets	311	1,397
Increase (decrease) in interest payable, accounts payable, accrued expenses, and other liabilities	398	(1,160)
Net cash provided by operating activities	11,664	11,444
Cash flows from investing activities:
Purchases of equity securities	3	503
Proceeds from sales of debt securities available for sale	7,280	496
Proceeds from maturities and calls of debt securities available for sale	17,238	13,546
Purchases of debt securities available for sale	(39,373)	(19,770)
Proceeds from maturities and calls of debt securities held to maturity	720	1,488
Purchases of debt securities held to maturity	0	(553)
Net increase in loans	(6,410)	(40,065)
Purchases of premises and equipment	(490)	(2,594)
Proceeds from sale of foreclosed assets	394	1,461
Proceeds from sale of premises and equipment	12	0
Proceeds of principal and earnings from bank-owned life insurance	0	452
Net cash used in investing activities	(20,632)	(46,042)
Cash flows from financing activities:
Net increase in deposits	71,898	26,602
Increase (decrease) in Federal Home Loan Bank advances	(49,700)	24,800
Increase (decrease) in federal funds purchased	144	(227)
Decrease in securities sold under agreements to repurchase	(5,800)	(28,491)
Proceeds from Federal Home Loan Bank borrowings	15,000	35,000
Repayment of Federal Home Loan Bank borrowings	(20,000)	(27,000)
Proceeds from stock options exercised	0	136
Taxes paid relating to net share settlement of equity awards	(69)	(80)
Payments on other long-term debt	(1,250)	(1,250)
Dividends paid	(2,465)	(2,386)
Repurchase of common stock	(1,299)	(1,082)
Net cash provided by financing activities	6,459	26,022
Net decrease in cash and cash equivalents	(2,509)	(8,576)
Cash and cash equivalents at beginning of period	45,480	50,972
Cash and cash equivalents at end of period	42,971	42,396
Supplemental disclosures of cash flow information:
Cash paid during the period for interest	7,084	4,648
Supplemental schedule of non-cash investing and financing activities:
Transfer of loans to foreclosed assets	181	364
Initial recognition of operating lease right of use asset	2,719	0
Initial recognition of operation lease liability	2,723	0
Retained Earnings
Cash flows from operating activities:
Net income	7,285	7,793
Retained Earnings | Accounting Standards Update 2016-01
Supplemental schedule of non-cash investing and financing activities:
Transfer due to cumulative effective of change in accounting principles. See Note 2. “Effect of New Financial Accounting Standards” for additional information.	$ 0	$ 57

Principles of Consolidation and

Principles of Consolidation and Presentation	3 Months Ended
	Mar. 31, 2019
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization, Consolidation and Presentation of Financial Statements Disclosure [Text Block]	Principles of Consolidation and Presentation MidWest One Financial Group, Inc. (the “Company,” which is also referred to herein as “we,” “our” or “us”) is an Iowa corporation incorporated in 1983, a bank holding company under the Bank Holding Company Act of 1956, as amended, and a financial holding company under the Gramm-Leach-Bliley Act of 1999. Our principal executive offices are located at 102 South Clinton Street, Iowa City, Iowa 52240. The Company owns all of the common stock of MidWest One Bank, an Iowa state non-member bank chartered in 1934 with its main office in Iowa City, Iowa (the “Bank”), and all of the common stock of MidWest One Insurance Services, Inc., Oskaloosa, Iowa. We operate primarily through MidWest One Bank, our bank subsidiary, and MidWest One Insurance Services, Inc., our wholly owned subsidiary that operates an insurance agency business through six offices located in central and east-central Iowa. The accompanying unaudited consolidated financial statements have been prepared in accordance with the instructions to Form 10-Q and, therefore, do not include all the information and notes necessary for complete financial statements in conformity with GAAP. The information in this Quarterly Report on Form 10-Q is written with the presumption that the users of the interim financial statements have read or have access to the most recent Annual Report on Form 10-K of the Company, filed with the SEC on March 8, 2019 , which contains the latest audited financial statements and notes thereto, together with Management’s Discussion and Analysis of Financial Condition and Results of Operations as of December 31, 2018 and for the year then ended. Management believes that the disclosures in this Form 10-Q are adequate to make the information presented not misleading. In the opinion of management, the accompanying consolidated financial statements contain all adjustments (consisting of only normal recurring accruals) necessary to present fairly the Company’s financial position as of March 31, 2019 and December 31, 2018 , and the results of operations and cash flows for the three months ended March 31, 2019 and 2018 . All significant intercompany accounts and transactions have been eliminated in consolidation. The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect: (1) the reported amounts of assets and liabilities, (2) the disclosure of contingent assets and liabilities at the date of the financial statements, and (3) the reported amounts of revenues and expenses during the reporting period. These estimates are based on information available to management at the time the estimates are made. Actual results could differ from those estimates. The results for the three months ended March 31, 2019 may not be indicative of results for the year ending December 31, 2019 , or for any other period. All significant accounting policies followed in the preparation of the quarterly financial statements are disclosed in the Annual Report on Form 10-K for the year ended December 31, 2018 . In the consolidated statements of cash flows, cash and cash equivalents include cash and due from banks, interest-bearing deposits in banks, and federal funds sold. Certain reclassifications have been made to prior periods’ consolidated financial statements to present them on a basis comparable with the current period’s consolidated financial statements.

Effect of New Financial Account

Effect of New Financial Accounting Standards	3 Months Ended
	Mar. 31, 2019
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
New Accounting Pronouncements and Changes in Accounting Principles [Text Block]	Effect of New Financial Accounting Standards Accounting Guidance Adopted in 2019 In February 2016, the FASB issued ASU No. 2016-02, Leases (Topic 842) . The guidance in this update is meant to increase transparency and comparability among organizations by recognizing lease assets and lease liabilities on the balance sheet and disclosing key information about leasing arrangements. The core principle of Topic 842 is that a lessee should recognize the assets and liabilities that arise from leases. All leases create an asset and a liability for the lessee in accordance with FASB Concepts Statement No. 6, Elements of Financial Statements , and, therefore, recognition of those lease assets and lease liabilities represents an improvement over previous GAAP, which did not require lease assets and lease liabilities to be recognized for most leases. Disclosures are required by lessees and lessors to meet the objective of enabling users of financial statements to assess the amount, timing, and uncertainty of cash flows arising from leases. To meet that objective, qualitative disclosures along with specific quantitative disclosures are required. The Company adopted this update on January 1, 2019, utilizing the cumulative effect approach, and also elected certain relief options offered in ASU 2016-02 including the package of practical expedients, the option not to separate lease and non-lease components and instead to account for them as a single lease component, and the option not to recognize ROU assets and lease liabilities that arise from short-term leases (i.e., leases with terms of twelve months or less). The Company elected the hindsight practical expedient, which allows entities to use hindsight when determining lease term and impairment of ROU assets. The Company has several lease agreements, such as branch locations, which are considered operating leases, and are now recognized on the Company’s consolidated balance sheets. The new guidance requires these lease agreements to be recognized on the consolidated balance sheets as a ROU asset and a corresponding lease liability. See Note 18 “Leases” for more information. The Company also implemented internal controls and key system functionality to enable the preparation of financial information on adoption. The adoption of this standard did not have a material effect on the Company’s consolidated financial statements. Accounting Guidance Pending Adoption at March 31, 2019 In June 2016, the FASB issued ASU No. 2016-13, Financial Instruments-Credit Losses (Topic 326) - Measurement of Credit Losses on Financial Instruments . The new guidance introduces an approach based on expected losses to estimate credit losses on certain types of financial instruments. It also modifies the impairment model for available-for-sale debt securities and provides for a simplified accounting model for purchased financial assets with credit deterioration since their origination. The amendment requires the use of a new model covering CECL, which will apply to: (1) financial assets subject to credit losses and measured at amortized cost, and (2) certain off-balance sheet credit exposures. Upon initial recognition of the exposure, the CECL model requires an entity to estimate the credit losses expected over the life of an exposure (or pool of exposures). The estimate of ECL should consider historical information, current information, and reasonable and supportable forecasts, including estimates of prepayments. The new guidance also amends the current AFS security OTTI model for debt securities. The new model will require an estimate of ECL only when the fair value is below the amortized cost of the asset. The length of time the fair value of an AFS debt security has been below the amortized cost will no longer impact the determination of whether a credit loss exists. As such, it is no longer an other-than-temporary model. Finally, the PCD model applies to purchased financial assets (measured at amortized cost or AFS) that have experienced more than insignificant credit deterioration since origination. This represents a change from the scope of what are considered purchased credit-impaired assets under the current model. Different than the accounting for originated or purchased assets that do not qualify as PCD, the initial estimate of expected credit losses for a PCD would be recognized through an allowance for loan and lease losses with an offset to the cost basis of the related financial asset at acquisition. The new standard applies to public business entities that are SEC filers in fiscal years beginning after December 15, 2019, including interim periods within those fiscal years, with early adoption permitted for fiscal years beginning after December 31, 2018, including interim periods within those fiscal years, and is expected to increase the ALLL upon adoption. The Company has formed a working group to evaluate the impact of the standard’s adoption on the Company’s consolidated financial statements, and has selected a software vendor to assist with implementation. The team meets periodically to discuss the latest developments, ensure progress is being made, and keep current on evolving interpretations and industry practices related to ASU 2016-13. The Company’s preliminary evaluation indicates the provisions of ASU No. 2016-13 are expected to impact the Company’s consolidated financial statements, in particular the level of the reserve for credit losses. The Company is continuing to evaluate the extent of the potential impact. In August 2018, the FASB issued ASU No. 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework-Changes to the Disclosure Requirements for Fair Value Measurement. The amendments in this update modify the disclosure requirements on fair value measurements in Topic 820, Fair Value Measurement, including the consideration of costs and benefits. Four disclosure requirements were removed, three were modified, and two were added. In addition, the amendments eliminate “ at a minimum” from the phrase “ an entity shall disclose at a minimum”

Debt Securities

Debt Securities	3 Months Ended
	Mar. 31, 2019
Debt Securities [Abstract]
Investments in Debt and Marketable Equity Securities (and Certain Trading Assets) Disclosure [Text Block]	Securities The amortized cost and fair value of debt securities AFS, with gross unrealized gains and losses, were as follows: As of March 31, 2019 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value U.S. Government agencies and corporations $ 5,501 $ — $ 11 $ 5,490 State and political subdivisions 107,086 1,257 47 108,296 Mortgage-backed securities 49,876 118 403 49,591 Collateralized mortgage obligations 180,284 459 4,736 176,007 Corporate debt securities 93,781 264 450 93,595 Total debt securities $ 436,528 $ 2,098 $ 5,647 $ 432,979 As of December 31, 2018 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value U.S. Government agencies and corporations $ 5,522 $ — $ 27 $ 5,495 State and political subdivisions 121,403 877 379 121,901 Mortgage-backed securities 51,625 100 1,072 50,653 Collateralized mortgage obligations 176,134 220 6,426 169,928 Corporate debt securities 67,077 64 1,017 66,124 Total debt securities $ 421,761 $ 1,261 $ 8,921 $ 414,101 The amortized cost and fair value of debt securities HTM, with gross unrealized gains and losses, were as follows: As of March 31, 2019 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value State and political subdivisions $ 131,117 $ 954 $ 837 $ 131,234 Mortgage-backed securities 10,996 1 113 10,884 Collateralized mortgage obligations 17,827 — 422 17,405 Corporate debt securities 35,093 273 138 35,228 Total debt securities $ 195,033 $ 1,228 $ 1,510 $ 194,751 As of December 31, 2018 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value State and political subdivisions $ 131,177 $ 314 $ 2,437 $ 129,054 Mortgage-backed securities 11,016 1 331 10,686 Collateralized mortgage obligations 18,527 — 669 17,858 Corporate debt securities 35,102 331 467 34,966 Total debt securities $ 195,822 $ 646 $ 3,904 $ 192,564 Debt securities with a carrying value of $191.3 million and $197.2 million at March 31, 2019 and December 31, 2018 , respectively, were pledged on public deposits, securities sold under agreements to repurchase and for other purposes, as required or permitted by law. Certain debt securities AFS and HTM were temporarily impaired as of March 31, 2019 and December 31, 2018 . This temporary impairment represents the estimated amount of loss that would be realized if the securities were sold on the valuation date. The following tables present information pertaining to debt securities with gross unrealized losses as of March 31, 2019 and December 31, 2018 , aggregated by investment category and length of time that individual securities have been in a continuous loss position: As of March 31, 2019 Number of Securities Less than 12 Months 12 Months or More Total Available for Sale Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) U.S. Government agencies and corporations 2 $ — $ — $ 5,490 $ 11 $ 5,490 $ 11 State and political subdivisions 26 3,218 13 7,203 34 10,421 47 Mortgage-backed securities 20 446 3 39,238 400 39,684 403 Collateralized mortgage obligations 36 3,263 74 122,168 4,662 125,431 4,736 Corporate debt securities 15 12,024 31 58,513 419 70,537 450 Total 99 $ 18,951 $ 121 $ 232,612 $ 5,526 $ 251,563 $ 5,647 As of December 31, 2018 Number of Securities Less than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) U.S. Government agencies and corporations 2 $ — $ — $ 5,495 $ 27 $ 5,495 $ 27 State and political subdivisions 75 27,508 121 12,140 258 39,648 379 Mortgage-backed securities 24 1,893 15 44,882 1,057 46,775 1,072 Collateralized mortgage obligations 40 3,906 75 134,742 6,351 138,648 6,426 Corporate debt securities 11 — — 58,040 1,017 58,040 1,017 Total 152 $ 33,307 $ 211 $ 255,299 $ 8,710 $ 288,606 $ 8,921 As of March 31, 2019 Number of Securities Less than 12 Months 12 Months or More Total Held to Maturity Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) State and political subdivisions 116 $ 430 $ 1 $ 43,551 $ 836 $ 43,981 $ 837 Mortgage-backed securities 6 — — 10,823 113 10,823 113 Collateralized mortgage obligations 8 — — 17,397 422 17,397 422 Corporate debt securities 7 1,984 16 10,163 122 12,147 138 Total 137 $ 2,414 $ 17 $ 81,934 $ 1,493 $ 84,348 $ 1,510 As of December 31, 2018 Number of Securities Less than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) State and political subdivisions 223 $ 20,905 $ 130 $ 56,154 $ 2,307 $ 77,059 $ 2,437 Mortgage-backed securities 6 9,486 298 1,138 33 10,624 331 Collateralized mortgage obligations 8 — — 17,849 669 17,849 669 Corporate debt securities 5 8,177 181 5,685 286 13,862 467 Total 242 $ 38,568 $ 609 $ 80,826 $ 3,295 $ 119,394 $ 3,904 The Company’s assessment of OTTI is based on its reasonable judgment of the specific facts and circumstances impacting each individual debt security at the time such assessments are made. The Company reviews and considers factual information, including expected cash flows, the structure of the debt security, the creditworthiness of the issuer, the type of underlying assets and the current and anticipated market conditions. At March 31, 2019 , approximately 56% of the municipal bonds held by the Company were Iowa-based, and approximately 22% were Minnesota-based. The Company does not intend to sell these municipal obligations, and it is more likely than not that the Company will not be required to sell them until the recovery of their cost. Due to the issuers’ continued satisfaction of their obligations under the securities in accordance with their contractual terms and the expectation that they will continue to do so, management’s intent and ability to hold these securities for a period of time sufficient to allow for any anticipated recovery in fair value, as well as the evaluation of the fundamentals of the issuers’ financial conditions and other objective evidence, the Company believed that the municipal obligations identified in the tables above were temporarily impaired as of March 31, 2019 and December 31, 2018 . At March 31, 2019 and December 31, 2018 , the Company’s MBS and CMOs portfolios consisted of securities predominantly backed by one- to four-family mortgage loans and underwritten to the standards of and guaranteed by the following government-sponsored agencies: the FHLMC, the FNMA, and the GNMA. The receipt of principal, at par, and interest on MBS is guaranteed by the respective government-sponsored agency guarantor, such that the Company believes that its MBS and CMOs do not expose the Company to credit-related losses. At March 31, 2019 all but two , and on December 31, 2018 , all but one , of the Company’s corporate bonds held an investment grade rating from Moody’s, S&P or Kroll, or carried a guarantee from an agency of the US government. We have evaluated financial statements of the companies issuing the non-investment grade bond and found the companies’ earnings and equity positions to be satisfactory and in line with industry norms. Therefore, we expect to receive all contractual payments. The internal evaluation of the non-investment grade bonds along with the investment grade ratings on the remainder of the corporate portfolio lead us to conclude that all of the corporate bonds in our portfolio will continue to pay according to their contractual terms. Since the Company has the ability and intent to hold securities until price recovery, we believe that there is no other-than-temporary-impairment in the corporate bond portfolio. It is reasonably possible that the fair values of the Company’s debt securities could decline in the future if interest rates increase or the overall economy or the financial conditions of the issuers deteriorate. As a result, there is a risk that OTTI may be recognized in the future, and any such amounts could be material to the Company’s consolidated statements of income. The contractual maturity distribution of investment debt securities at March 31, 2019 , is summarized as follows: Available For Sale Held to Maturity (in thousands) Amortized Cost Fair Value Amortized Cost Fair Value Due in one year or less $ 15,954 $ 15,955 $ 731 $ 732 Due after one year through five years 109,177 109,271 25,991 26,023 Due after five years through ten years 75,518 76,396 106,501 106,770 Due after ten years 5,719 5,759 32,987 32,937 Debt securities without a single maturity date 230,160 225,598 28,823 28,289 Total $ 436,528 $ 432,979 $ 195,033 $ 194,751 MBS and CMOs are collateralized by mortgage loans and guaranteed by U.S. government agencies. Our experience has indicated that principal payments will be collected sooner than scheduled because of prepayments. Therefore, these securities are not scheduled in the maturity categories indicated above. Realized gains and losses on sales are determined on the basis of specific identification of investments based on the trade date. Realized gains (losses) on debt securities due to sale or call, including impairment losses for the three months ended March 31, 2019 and 2018 , were as follows: Three Months Ended March 31, (in thousands) 2019 2018 Debt securities available for sale: Gross realized gains $ 26 $ 9 Gross realized losses (9 ) — Net realized gains $ 17 $ 9

Loans Receivable and the Allowa

Loans Receivable and the Allowance for Loan Losses	3 Months Ended
	Mar. 31, 2019
Loans and Leases Receivable Disclosure [Abstract]
Loans, Notes, Trade and Other Receivables Disclosure [Text Block]	Loans Receivable and the Allowance for Loan Losses The composition of allowance for loan losses and loans by portfolio segment and impairment method are as follows: Recorded Investment in Loan Receivables and Allowance for Loan Losses As of March 31, 2019 and December 31, 2018 (in thousands) Agricultural Commercial and Industrial Commercial Real Estate Residential Real Estate Consumer Total March 31, 2019 Loans receivable Individually evaluated for impairment $ 4,608 $ 7,522 $ 8,854 $ 1,016 $ 22 $ 22,022 Collectively evaluated for impairment 92,158 528,313 1,257,829 449,821 36,642 2,364,763 Purchased credit impaired loans — 43 12,755 4,176 — 16,974 Total $ 96,766 $ 535,878 $ 1,279,438 $ 455,013 $ 36,664 $ 2,403,759 Allowance for loan losses: Individually evaluated for impairment $ 554 $ 2,162 $ 2,371 $ 259 $ 22 $ 5,368 Collectively evaluated for impairment 3,137 5,431 11,707 2,537 275 23,087 Purchased credit impaired loans — 1 720 476 — 1,197 Total $ 3,691 $ 7,594 $ 14,798 $ 3,272 $ 297 $ 29,652 (in thousands) Agricultural Commercial and Industrial Commercial Real Estate Residential Real Estate Consumer Total December 31, 2018 Loans receivable Individually evaluated for impairment $ 4,090 $ 8,957 $ 7,957 $ 1,760 $ 24 $ 22,788 Collectively evaluated for impairment 92,866 524,182 1,246,589 455,941 39,404 2,358,982 Purchased credit impaired loans — 49 12,782 4,178 — 17,009 Total $ 96,956 $ 533,188 $ 1,267,328 $ 461,879 $ 39,428 $ 2,398,779 Allowance for loan losses: Individually evaluated for impairment $ 322 $ 2,159 $ 2,683 $ 120 $ — $ 5,284 Collectively evaluated for impairment 3,315 5,318 12,232 1,753 208 22,826 Purchased credit impaired loans — 1 720 476 — 1,197 Total $ 3,637 $ 7,478 $ 15,635 $ 2,349 $ 208 $ 29,307 As of March 31, 2019 , the gross PCI loans included above were $17.7 million , with a discount of $0.8 million . Loans with unpaid principal in the amount of $435.6 million and $444.6 million at March 31, 2019 and December 31, 2018 , respectively, were pledged to the FHLB as collateral for borrowings. The changes in the ALLL by portfolio segment were as follows: Allowance for Loan Loss Activity For the Three Months Ended March 31, 2019 and 2018 (in thousands) Agricultural Commercial and Industrial Commercial Real Estate Residential Real Estate Consumer Total 2019 Beginning balance $ 3,637 $ 7,478 $ 15,635 $ 2,349 $ 208 $ 29,307 Charge-offs (134 ) (354 ) (650 ) (49 ) (168 ) (1,355 ) Recoveries 7 48 8 9 34 106 Provision (negative provision) 181 422 (195 ) 963 223 1,594 Ending balance $ 3,691 $ 7,594 $ 14,798 $ 3,272 $ 297 $ 29,652 2018 Beginning balance $ 2,790 $ 8,518 $ 13,637 $ 2,870 $ 244 $ 28,059 Charge-offs — (87 ) (264 ) (104 ) (21 ) (476 ) Recoveries 6 79 76 62 15 238 Provision (negative provision) 357 (148 ) 1,548 49 44 1,850 Ending balance $ 3,153 $ 8,362 $ 14,997 $ 2,877 $ 282 $ 29,671 Loan Portfolio Segment Risk Characteristics Agricultural - Agricultural loans, most of which are secured by crops, livestock, and machinery, are provided to finance capital improvements and farm operations as well as acquisitions of livestock and machinery. The ability of the borrower to repay may be affected by many factors outside of the borrower’s control including adverse weather conditions, loss of livestock due to disease or other factors, declines in market prices for agricultural products and the impact of government regulations. The ultimate repayment of agricultural loans is dependent upon the profitable operation or management of the agricultural entity. Collateral for these loans generally includes accounts receivable, inventory, equipment and real estate. However, depending on the overall financial condition of the borrower, some loans are made on an unsecured basis. The collateral securing these loans may depreciate over time, may be difficult to appraise and may fluctuate in value based on the success of the business. Commercial and Industrial - Commercial and industrial loans are primarily made based on the reported cash flow of the borrower and secondarily on the underlying collateral provided by the borrower. The collateral support provided by the borrower for most of these loans and the probability of repayment are based on the liquidation of the pledged collateral and enforcement of a personal guarantee, if any exists. The primary repayment risks of commercial and industrial loans are that the cash flows of the borrower may be unpredictable, and the collateral securing these loans may fluctuate in value. The size of the loans the Company can offer to commercial customers is less than the size of the loans that competitors with larger lending limits can offer. This may limit the Company’s ability to establish relationships with the largest businesses in the areas in which the Company operates. As a result, the Company may assume greater lending risks than financial institutions that have a lesser concentration of such loans and tend to make loans to larger businesses. Collateral for these loans generally includes accounts receivable, inventory, equipment and real estate. However, depending on the overall financial condition of the borrower, some loans are made on an unsecured basis. The collateral securing these loans may depreciate over time, may be difficult to appraise and may fluctuate in value based on the success of the business. In addition, a decline in the U.S. economy could harm or continue to harm the businesses of the Company’s commercial and industrial customers and reduce the value of the collateral securing these loans. Commercial Real Estate - The Company offers mortgage loans to commercial and agricultural customers for the acquisition of real estate used in their businesses, such as offices, warehouses and production facilities, and to real estate investors for the acquisition of apartment buildings, retail centers, office buildings and other commercial buildings. The market value of real estate securing commercial real estate loans can fluctuate significantly in a short period of time as a result of market conditions in the geographic area in which the real estate is located. Adverse developments affecting real estate values in one or more of the Company’s markets could increase the credit risk associated with its loan portfolio. Additionally, real estate lending typically involves higher loan principal amounts than other loans, and the repayment of the loans generally is dependent, in large part, on sufficient income from the properties securing the loans to cover operating expenses and debt service. Economic events or governmental regulations outside of the Company’s control or that of the borrower could negatively impact the future cash flow and market values of the affected properties. Residential Real Estate - The Company generally retains short-term residential mortgage loans that are originated for its own portfolio but sells most long-term loans to other parties while retaining servicing rights on the majority of those loans. The market value of real estate securing residential real estate loans can fluctuate as a result of market conditions in the geographic area in which the real estate is located. Adverse developments affecting real estate values in one or more of the Company’s markets could increase the credit risk associated with its loan portfolio. Additionally, real estate lending typically involves higher loan principal amounts than other loans, and the repayment of the loans generally is dependent, in large part, on the borrower’s continuing financial stability, and is therefore more likely to be affected by adverse personal circumstances. Consumer - Consumer loans typically have shorter terms, lower balances, higher yields and higher risks of default than real estate-related loans. Consumer loan collections are dependent on the borrower’s continuing financial stability, and are therefore more likely to be affected by adverse personal circumstances. Collateral for these loans generally includes automobiles, boats, recreational vehicles, mobile homes, and real estate. However, depending on the overall financial condition of the borrower, some loans are made on an unsecured basis. The collateral securing these loans may depreciate over time, may be difficult to recover and may fluctuate in value based on condition. In addition, a decline in the United States economy could result in reduced employment, impacting the ability of customers to repay their obligations. Purchased Loans Policy All purchased loans (nonimpaired and impaired) are initially measured at fair value as of the acquisition date in accordance with applicable authoritative accounting guidance. Credit discounts are included in the determination of fair value. An ALLL is not recorded at the acquisition date for loans purchased. Individual loans acquired through the completion of a transfer, including loans that have evidence of deterioration of credit quality since origination and for which it is probable, at acquisition, that the Company will be unable to collect all contractually required payments receivable, are referred to herein as PCI loans. In determining the acquisition date fair value and estimated credit losses of PCI loans, and in subsequent accounting, the Company accounts for loans individually. Contractually required payments for interest and principal that exceed the undiscounted cash flows expected at acquisition, or the “nonaccretable difference,” are not recognized as a yield adjustment or as a loss accrual or valuation allowance. Expected cash flows at the purchase date in excess of the fair value of loans, if any, are recorded as interest income over the expected life of the loans if the timing and amount of future cash flows are reasonably estimable. Subsequent to the purchase date, increases in cash flows over those expected at the purchase date are recognized as interest income prospectively. The present value of any decreases in expected cash flows after the purchase date is recognized by recording an ALLL and a provision for loan losses. If the Company does not have the information necessary to reasonably estimate cash flows to be expected, it may use the cost-recovery method or cash-basis method of income recognition. Charge-off Policy The Company requires a loan to be charged-off, in whole or in part, as soon as it becomes apparent that some loss will be incurred, or when its collectability is sufficiently questionable that it no longer is considered a bankable asset. The primary considerations when determining if and how much of a loan should be charged-off are as follows: (1) the potential for future cash flows; (2) the value of any collateral; and (3) the strength of any co-makers or guarantors. When it is determined that a loan requires a partial or full charge-off, a request for approval of a charge-off is submitted to the Company’s President, Senior Vice President and Chief Credit Officer, and the Senior Regional Loan officer. The Bank’s board of directors formally approves all loan charge-offs. Once a loan is charged-off, it cannot be restructured and returned to the Company’s books. Allowance for Loan and Lease Losses The Company requires the maintenance of an adequate allowance for loan and lease losses (“ALLL”) in order to cover estimated probable losses without eroding the Company’s capital base. Calculations are done at each quarter end, or more frequently if warranted, to analyze the collectability of loans and to ensure the adequacy of the allowance. In line with FDIC directives, the ALLL calculation does not include consideration of loans held for sale or off-balance-sheet credit exposures (such as unfunded letters of credit). Determining the appropriate level for the ALLL relies on the informed judgment of management, and as such, is subject to inexactness. Given the inherently imprecise nature of calculating the necessary ALLL, the Company’s policy permits the actual ALLL to be between 20% above and 5% below the “indicated reserve.” Loans Reviewed Individually for Impairment The Company identifies loans to be reviewed and evaluated individually for impairment based on current information and events and the probability that the borrower will be unable to repay all amounts due according to the contractual terms of the loan agreement. Specific areas of consideration include: size of credit exposure, risk rating, delinquency, nonaccrual status, and loan classification. The level of individual impairment is measured using one of the following methods: (1) the fair value of the collateral less costs to sell; (2) the present value of expected future cash flows, discounted at the loan’s effective interest rate; or (3) the loan’s observable market price. Loans that are deemed fully collateralized or have been charged down to a level corresponding with any of the three measurements require no assignment of reserves from the ALLL. A loan modification is a change in an existing loan contract that has been agreed to by the borrower and the Bank, which may or may not be a troubled debt restructure, “TDR”. All loans deemed TDR are considered impaired. A loan is considered a TDR when, for economic or legal reasons related to a borrower’s financial difficulties, a concession is granted to the borrower that would not otherwise be considered. Both financial distress on the part of the borrower and the Bank’s granting of a concession, which are detailed further below, must be present in order for the loan to be considered a TDR. All of the following factors are indicators that the debtor is experiencing financial difficulties (one or more items may be present): • The debtor is currently in default on any of its debt. • The debtor has declared or is in the process of declaring bankruptcy. • There is significant doubt as to whether the debtor will continue to be a going concern. • Currently, the debtor has securities being held as collateral that have been delisted, are in the process of being delisted, or are under threat of being delisted from an exchange. • Based on estimates and projections that only encompass the current business capabilities, the debtor forecasts that its entity-specific cash flows will be insufficient to service the debt (both interest and principal) in accordance with the contractual terms of the existing agreement through maturity. • Absent the current modification, the debtor cannot obtain funds from sources other than the existing creditors at an effective interest rate equal to the current market interest rate for similar debt for a non-troubled debtor. The following factors are potential indicators that a concession has been granted (one or multiple items may be present): • The borrower receives a reduction of the stated interest rate for the remaining original life of the debt. • The borrower receives an extension of the maturity date or dates at a stated interest rate lower that the current market interest rate for new debt with similar risk characteristics. • The borrower receives a reduction of the face amount or maturity amount of the debt as stated in the instrument or other agreement. • The borrower receives a deferral of required payments (principal and/or interest). • The borrower receives a reduction of the accrued interest. The following table sets forth information on the Company’s TDRs by class of loan occurring during the stated periods: Three Months Ended March 31, 2019 2018 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (dollars in thousands) Troubled Debt Restructurings (1) : Residential real estate: One- to four- family junior liens Extended maturity date 1 $ 51 $ 51 — $ — $ — Total 1 $ 51 $ 51 — $ — $ — (1) TDRs may include multiple concessions, and the disclosure classifications are based on the primary concession provided to the borrower. Loans by class modified as TDRs within 12 months of modification and for which there was a payment default during the stated periods were as follows: Three Months Ended March 31, 2019 2018 (dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Troubled Debt Restructurings (1) That Subsequently Defaulted: Commercial real estate: Commercial real estate-other Extended maturity date — $ — 1 $ 2,657 Total — $ — 1 $ 2,657 (1) TDRs may include multiple concessions, and the disclosure classifications are based on the primary concession provided to the borrower. Loans Reviewed Collectively for Impairment All loans not evaluated individually for impairment will be separated into homogeneous pools to be collectively evaluated. Loans will be first grouped into the various loan types (i.e. commercial, agricultural, consumer, etc.) and further segmented within each subset by risk classification (i.e. pass, special mention/watch, and substandard). Homogeneous loans past due 60-89 days and 90 days or more are classified special mention/watch and substandard, respectively, for allocation purposes. The Company’s historical loss experience for each group segmented by loan type is calculated for the prior 20 quarters as a starting point for estimating losses. In addition, other prevailing qualitative or environmental factors likely to cause probable losses to vary from historical data are incorporated in the form of adjustments to increase or decrease the loss rate applied to each group. These adjustments are documented and fully explain how the current information, events, circumstances, and conditions impact the historical loss measurement assumptions. Although not a comprehensive list, the following are considered key factors and are evaluated with each calculation of the ALLL to determine if adjustments to historical loss rates are warranted: • Changes in national and local economic and business conditions and developments that affect the collectability of the portfolio, including the condition of various market segments. • Changes in the quality and experience of lending staff and management. • Changes in lending policies and procedures, including changes in underwriting standards and collection, charge-off, and recovery practices not considered elsewhere in estimating credit losses. • Changes in the volume and severity of past due loans, classified loans and non-performing loans. • The existence and potential impact of any concentrations of credit. • Changes in the nature and terms of loans such as growth rates and utilization rates. • Changes in the value of underlying collateral for collateral-dependent loans, considering the Company’s disposition bias. • The effect of other external factors such as the legal and regulatory environment. The Company may also consider other qualitative factors for additional allowance allocations, including changes in the Company’s loan review process. Changes in the criteria used in this evaluation or the availability of new information could cause the allowance to be increased or decreased in future periods. In addition, bank regulatory agencies, as part of their examination process, may require adjustments to the ALLL based on their judgments and estimates. In addition to the qualitative factors identified above, the Bank applies a qualitative adjustment to each Watch and Substandard risk-rated portfolio segment. The following tables set forth the risk category of loans by class of receivable and credit quality indicator based on the most recent analysis performed, as of March 31, 2019 and December 31, 2018 : (in thousands) Pass Special Mention/ Watch Substandard Doubtful Loss Total March 31, 2019 Agricultural $ 75,878 $ 10,836 $ 10,025 $ 27 $ — $ 96,766 Commercial and industrial 506,363 9,636 19,831 3 45 535,878 Commercial real estate: Construction and development 176,266 10,690 950 — — 187,906 Farmland 70,744 5,283 10,621 — — 86,648 Multifamily 150,344 10,723 — — 161,067 Commercial real estate-other 780,394 41,566 21,857 — — 843,817 Total commercial real estate 1,177,748 68,262 33,428 — — 1,279,438 Residential real estate: One- to four- family first liens 325,860 3,079 4,025 256 — 333,220 One- to four- family junior liens 119,997 413 1,383 — — 121,793 Total residential real estate 445,857 3,492 5,408 256 — 455,013 Consumer 36,597 — 43 24 — 36,664 Total $ 2,242,443 $ 92,226 $ 68,735 $ 310 $ 45 $ 2,403,759 (in thousands) Pass Special Mention/ Watch Substandard Doubtful Loss Total December 31, 2018 Agricultural $ 74,126 $ 12,960 $ 9,870 $ — $ — $ 96,956 Commercial and industrial 499,042 13,583 20,559 4 — 533,188 Commercial real estate: Construction and development 215,625 1,069 923 — — 217,617 Farmland 72,924 4,818 11,065 — — 88,807 Multifamily 133,310 1,431 — — — 134,741 Commercial real estate-other 766,702 38,275 21,186 — — 826,163 Total commercial real estate 1,188,561 45,593 33,174 — — 1,267,328 Residential real estate: One- to four- family first liens 335,233 2,080 4,256 261 — 341,830 One- to four- family junior liens 118,146 426 1,477 — — 120,049 Total residential real estate 453,379 2,506 5,733 261 — 461,879 Consumer 39,357 22 24 25 — 39,428 Total $ 2,254,465 $ 74,664 $ 69,360 $ 290 $ — $ 2,398,779 Included within the special mention/watch, substandard, and doubtful categories at March 31, 2019 and December 31, 2018 are PCI loans totaling $8.4 million and $8.9 million , respectively. Below are descriptions of the risk classifications of our loan portfolio. Special Mention/Watch - A special mention/watch asset has potential weaknesses that deserve management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects for the asset or in the Company’s credit position at some future date. Special mention/watch assets are not adversely classified and do not expose the Company to sufficient risk to warrant adverse classification. Substandard - Substandard loans are inadequately protected by the current net worth and paying capacity of the obligor or of the collateral pledged, if any. Loans so classified have a well-defined weakness or weaknesses that jeopardize the liquidation of the debt. They are characterized by the distinct possibility that the Company will sustain some loss if the deficiencies are not corrected. Doubtful - Loans classified as doubtful have all the weaknesses inherent in those classified as substandard with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently known facts, conditions and values, highly questionable and improbable. Loss - Loans classified as loss are considered uncollectible and of such little value that their continuance as bankable assets is not warranted. This classification does not mean that the loan has absolutely no recovery or salvage value but rather it is not practical or desirable to defer writing off this basically worthless asset even though partial recovery may be effected in the future. The following table presents loans individually evaluated for impairment by class of receivable, as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Recorded Investment Unpaid Principal Balance Related Allowance Recorded Investment Unpaid Principal Balance Related Allowance With no related allowance recorded: Agricultural $ 1,689 $ 2,199 $ — $ 1,999 $ 2,511 $ — Commercial and industrial 2,333 2,381 — 2,761 2,977 — Commercial real estate: Construction and development — — — 84 84 — Farmland 2,023 2,023 — 110 110 — Multifamily — — — — — — Commercial real estate-other 1,179 1,683 — 1,533 2,046 — Total commercial real estate 3,202 3,706 — 1,727 2,240 — Residential real estate: One- to four- family first liens 151 151 — 617 644 — One- to four- family junior liens 342 342 — 292 293 — Total residential real estate 493 493 — 909 937 — Consumer — — — 24 24 — Total $ 7,717 $ 8,779 $ — $ 7,420 $ 8,689 $ — With an allowance recorded: Agricultural $ 2,919 $ 2,938 $ 554 $ 2,091 $ 2,097 $ 322 Commercial and industrial 5,189 7,816 2,162 6,196 8,550 2,159 Commercial real estate: Construction and development — — — — — — Farmland 1,441 2,092 — 2,123 2,123 662 Multifamily — — — — — — Commercial real estate-other 4,211 4,494 2,371 4,107 4,365 2,021 Total commercial real estate 5,652 6,586 2,371 6,230 6,488 2,683 Residential real estate: One- to four- family first liens 523 526 259 851 851 120 One- to four- family junior liens — — — — — — Total residential real estate 523 526 259 851 851 120 Consumer 22 22 22 — — — Total $ 14,305 $ 17,888 $ 5,368 $ 15,368 $ 17,986 $ 5,284 Total: Agricultural $ 4,608 $ 5,137 $ 554 $ 4,090 $ 4,608 $ 322 Commercial and industrial 7,522 10,197 2,162 8,957 11,527 2,159 Commercial real estate: Construction and development — — — 84 84 — Farmland 3,464 4,115 — 2,233 2,233 662 Multifamily — — — — — — Commercial real estate-other 5,390 6,177 2,371 5,640 6,411 2,021 Total commercial real estate 8,854 10,292 2,371 7,957 8,728 2,683 Residential real estate: One- to four- family first liens 674 677 259 1,468 1,495 120 One- to four- family junior liens 342 342 — 292 293 — Total residential real estate 1,016 1,019 259 1,760 1,788 120 Consumer 22 22 22 24 24 — Total $ 22,022 $ 26,667 $ 5,368 $ 22,788 $ 26,675 $ 5,284 The following table presents the average recorded investment and interest income recognized for loans individually evaluated for impairment by class of receivable, during the stated periods: Three Months Ended March 31, 2019 2018 (in thousands) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized With no related allowance recorded: Agricultural $ 1,538 $ — $ 5,015 $ 124 Commercial and industrial 2,343 — 3,189 46 Commercial real estate: Construction and development — — 84 — Farmland 1,011 — 1,976 39 Multifamily — — 413 10 Commercial real estate-other 1,185 6 5,930 67 Total commercial real estate 2,196 6 8,403 116 Residential real estate: One- to four- family first liens 75 — 1,602 — One- to four- family junior liens 305 1 293 — Total residential real estate 380 1 1,895 — Consumer — — — — Total $ 6,457 $ 7 $ 18,502 $ 286 With an allowance recorded: Agricultural $ 2,735 $ — $ 1,946 $ 17 Commercial and industrial 5,460 — 7,088 — Commercial real estate: Construction and development — — — — Farmland 1,442 — 1,046 27 Multifamily — — — — Commercial real estate-other 3,966 3 4,141 — Total commercial real estate 5,408 3 5,187 27 Residential real estate: One- to four- family first liens 394 1 976 9 One- to four- family junior liens — — — — Total residential real estate 394 1 976 9 Consumer 11 — — — Total $ 14,008 $ 4 $ 15,197 $ 53 Total: Agricultural $ 4,273 $ — $ 6,961 $ 141 Commercial and industrial 7,803 — 10,277 46 Commercial real estate: Construction and development — — 84 — Farmland 2,453 — 3,022 66 Multifamily — — 413 10 Commercial real estate-other 5,151 9 10,071 67 Total commercial real estate 7,604 9 13,590 143 Residential real estate: One- to four- family first liens 469 1 2,578 9 One- to four- family junior liens 305 1 293 — Total residential real estate 774 2 2,871 9 Consumer 11 — — — Total $ 20,465 $ 11 $ 33,699 $ 339 The following table presents the contractual aging of the recorded investment in past due loans by class of receivable at March 31, 2019 and December 31, 2018 : (in thousands) 30 - 59 Days Past Due 60 - 89 Days Past Due 90 Days or More Past Due Total Past Due Current Total Loans Receivable March 31, 2019 Agricultural $ 2,090 $ 1,671 $ 887 $ 4,648 $ 92,118 $ 96,766 Commercial and industrial 1,452 630 3,814 5,896 529,982 535,878 Commercial real estate: Construction and development 296 26 94 416 187,490 187,906 Farmland 2,180 — 1,442 3,622 83,026 86,648 Multifamily — — — — 161,067 161,067 Commercial real estate-other 1,588 102 4,175 5,865 837,952 843,817 Total commercial real estate 4,064 128 5,711 9,903 1,269,535 1,279,438 Residential real estate: One- to four- family first liens 2,131 248 1,486 3,865 329,355 333,220 One- to four- family junior liens 250 124 626 1,000 120,793 121,793 Total residential real estate 2,381 372 2,112 4,865 450,148 455,013 Consumer 38 10 106 154 36,510 36,664 Total $ 10,025 $ 2,811 $ 12,630 $ 25,466 $ 2,378,293 $ 2,403,759 Included in the totals above are the following purchased credit impaired loans $ — $ — $ 143 $ 143 $ 16,831 $ 16,974 December 31, 2018 Agricultural $ 97 $ 130 $ 248 $ 475 $ 96,481 $ 96,956 Commercial and industrial 2,467 9 4,475 6,951 526,237 533,188 Commercial real estate: Construction and development 42 — 93 135 217,482 217,617 Farmland 44 — 529 573 88,234 88,807 Multifamily — — — — 134,741 134,741 Commercial real estate-other 436 2,655 1,327 4,418 821,745 826,163 Total commercial real estate 522 2,655 1,949 5,126 1,262,202 1,267,328 Residential real estate: One- to four- family first liens 1,876 1,332 977 4,185 337,645 341,830 One- to four- family junior liens 406 114 474 994 119,055 120,049 Total residential real estate 2,282 1,446 1,451 5,179 456,700 461,879 Consumer 47 16 24 87 39,341 39,428 Total $ 5,415 $ 4,256 $ 8,147 $ 17,818 $ 2,380,961 $ 2,398,779 Included in the totals above are the following purchased credit impaired loans $ 295 $ — $ — $ 295 $ 16,714 $ 17,009 Non-accrual and Delinquent Loans Loans are placed on non-accrual when (1) payment in full of principal and interest is no longer expected or (2) principal or interest has been in default for 90 days or more (unless the loan is both well secured with marketable collateral and in the process of collection). All loans rated doubtful or worse, and certain loans rated substandard, are placed on non-accrual. A non-accrual loan may be restored to an accrual status when (1) all past due principal and interest has been paid (excluding renewals and modifications that involve the capitalizing of interest) or (2) the loan becomes well secured with marketable collateral and is in the process of collection. An established track record of performance is also considered when determining accrual status. Delinquency status of a loan is determined by the number of days that have elapsed past the loan’s payment due date, using the following classification groupings: 30-59 days, 60-89 days and 90 days or more. Once a TDR has gone 90 days or more past due or is placed on nonaccrual status, it is included in the 90 days or more past due or nonaccrual totals. The following table sets forth the composition of the Company’s recorded investment in loans on nonaccrual status and past due 90 days or more and still accruing by class of receivable, excluding PCI loans, as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Non-Accrual Loans Past Due 90 Days or More and Still Accruing Non-Accrual Loans Past Due 90 Days or More and Still Accruing Agricultural $ 2,321 $ — $ 1,622 $ — Commercial and industrial 7,726 — 9,218 — Commercial real estate: Construction and development 100 — 99 — Farmland 3,587 — 2,751 — Multifamily — — — — Commercial real estate-other 4,939 — 4,558 — Total commercial real estate 8,626 — 7,408 — Residential real estate: One- to four- family first liens 1,893 202 1,049 341 One- to four- family junior liens 521 6 465 24 Total residential real estate 2,414 208 1,514 365 Consumer 187 — 162 — Total $ 21,274 $ 208 $ 19,924 $ 365 Not included in the loans above as of March 31, 2019 and December 31, 2018 were PCI loans with an outstanding balance of $0.5 million and $0.3 million , net of a discount of zero and zero , respectively. As of March 31, 2019 , the Company had $0.2 million in commitments to lend additional funds to borrowers who have a nonperforming loan. Purchased Loans Purchased loans acquired in a business combination are recorded and initially measured at their estimated fair value as of the acquisition date. Credit discounts are included in the determination of fair value. An ALLL is not carried over. These purchased loans are segregated into two types: PCI loans and purchased non-credit impaired loans. • Purchased non-credit impaired loans are accounted for in accordance with ASC 310-20 “ Nonrefundable Fees and Other Costs ” as these loans do not have evidence of significant credit deterioration since origination and it is probable all contractually required payments will be received from the borrower. • PCI loans are accounted for in accordance with ASC 310-30 “ Loans and Debt Securities Acquired with Deteriorated Credit Quality ” as they display significant credit deterioration since origination and it is probable, as of the acquisition date, that the Company will be unable to collect all contractually required payments from the

Derivatives and Hedging Activit

Derivatives and Hedging Activities (Notes)	3 Months Ended
	Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities Disclosure [Text Block]	Derivatives and Hedging Activities The Company records all derivatives on the balance sheet at fair value. The accounting for changes in the fair value of derivatives depends on the intended use of the derivative, whether the Company has elected to designate a derivative in a hedging relationship and apply hedge accounting and whether the hedging relationship has satisfied the criteria necessary to apply hedge accounting. Derivatives designated and qualifying as a hedge of the exposure to changes in the fair value of an asset, liability, or firm commitment attributable to a particular risk, such as interest rate risk, are considered fair value hedges. Derivatives designated and qualifying as a hedge of the exposure to variability in expected future cash flows, or other types of forecasted transactions, are considered cash flow hedges. Hedge accounting generally provides for the matching of the timing of gain or loss recognition on the hedging instrument with the recognition of the changes in the fair value of the hedged asset or liability that are attributable to the hedged risk in a fair value hedge or the earnings effect of the hedged forecasted transactions in a cash flow hedge. The Company may enter into derivative contracts that are intended to economically hedge certain of its risks, even though hedge accounting does not apply or the Company elects not to apply hedge accounting. The Company does not use derivatives for trading or speculative purposes. In accordance with the FASB’s fair value measurement guidance, the Company made an accounting policy election to measure the credit risk of its derivative financial instruments that are subject to master netting agreements on a net basis by counterparty portfolio. 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 assets and liabilities and 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 and its known or expected cash payments principally related to the Company’s loans and borrowings. The following table presents the total notional and gross fair value of the Company’s derivatives as of March 31, 2019 and December 31, 2018 . The derivative asset and liability balances are presented on a gross basis, prior to the application of master netting agreements, as included in other assets and other liabilities, respectively, on the consolidated balance sheets. As of March 31, 2019 As of December 31, 2018 Fair Value Fair Value (in thousands) Notional Amount Derivative Assets Derivative Liabilities Notional Amount Derivative Assets Derivative Liabilities Derivatives designated as hedging instruments: Fair value hedges: Interest rate swaps $ 11,006 $ — $ 528 $ 8,927 $ — $ 223 Derivatives not designated as hedging instruments: Interest rate swaps $ 17,014 $ 551 $ 611 $ 13,830 $ 321 $ 359 Risk participation agreements (RPAs) 10,112 — 102 10,112 — 85 Total derivatives not designated as hedging instruments $ 27,126 $ 551 $ 713 $ 23,942 $ 321 $ 444 Derivatives Designated as Hedging Instruments The Company is exposed to changes in the fair value of certain of its fixed-rate assets due to changes in benchmark interest rates. The Company uses interest rate swaps to manage its exposure to changes in fair value on these instruments attributable to changes in the designated benchmark interest rate, LIBOR. Interest rate swaps designated as fair value hedges involve the payment of fixed-rate amounts to a counterparty in exchange for the Company receiving variable-rate payments over the life of the agreements without the exchange of the underlying notional amount. For derivatives 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 interest income. The table below presents the effect of the Company’s derivative financial instruments designated as hedging instruments on the consolidated statements of income for the three months ended March 31, 2019 and March 31, 2018 : Location and Amount of Gain or Loss Recognized in Income on Fair Value Hedging Relationships For the Three Months Ended March 31, 2019 2018 (in thousands) Interest Income (Expense) Other Income Interest Income (Expense) Other Income Total amounts of income and expense line items presented in the Consolidated Statements of Income in which the effects of fair value hedges are recorded $ (1 ) $ — $ (1 ) $ — The effects of fair value hedging: Gain (Loss) on fair value hedging relationships in subtopic 815-20: Interest contracts: Hedged items 304 — (162 ) — Derivative designated as hedging instruments (305 ) — 161 — As of March 31, 2019 , the following amounts were recorded on the balance sheet related to cumulative basis adjustment for fair value hedges: Line Item in the Balance Sheet in Which the Hedged Item is Included Carrying Amount of the Hedged Assets Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Asset (in thousands) Loans $ 11,531 $ 525 Derivatives Not Designated as Hedging Instruments Interest Rate Swaps -The Company enters into interest rate derivatives, including interest rate swaps with its customers, to allow them to hedge against the risk of rising interest rates by providing fixed rate loans. To economically hedge against the interest rate risks in the products offered to its customers, the Company enters into mirrored interest rate contracts with institutional counterparties, with one designated as a central counterparty. The following table represents the notional amounts and the gross fair values of interest rate derivative contracts outstanding as of March 31, 2019 and December 31, 2018 . March 31, 2019 Customer Counterparties Financial Counterparties Fair Value Fair Value (in thousands) Notional Amount Assets Liabilities Notional Amount Assets Liabilities Swaps $ 8,507 $ 551 $ — $ 8,507 $ — $ 611 December 31, 2018 Customer Counterparties Financial Counterparties Fair Value Fair Value (in thousands) Notional Amount Assets Liabilities Notional Amount Assets Liabilities Swaps $ 6,915 $ 321 $ — $ 6,915 $ — $ 359 Credit Risk Participation Agreements -The Company may periodically enter into RPAs to manage the credit exposure on interest rate contracts associated with a syndicated loan. The Company may enter into protection purchased RPAs with institutional counterparties to decrease or increase its exposure to a borrower. Under the RPA, the Company will receive or make payment if a borrower defaults on the related interest rate contract. The Company manages its credit risk on RPAs by monitoring the creditworthiness of the borrowers and institutional counterparties, which is based on the normal credit review process. The notional amount of the RPAs reflects the Company’s pro-rata share of the derivative instrument. The following table represents the notional amounts and the gross fair values of RPAs purchased and sold outstanding as of March 31, 2019 and December 31, 2018 . March 31, 2019 December 31, 2018 Fair Value Fair Value (in thousands) Notional Amount Assets Liabilities Notional Amount Assets Liabilities RPAs - protection purchased $ 10,112 $ — $ 102 $ 10,112 $ — $ 85 The following table presents the net gains (losses) recognized on the consolidated statements of income related to the derivatives not designated as hedging instruments for the three months ended March 31, 2019 and March 31, 2018 : Location in the Consolidated Statements of Income For the Three Months Ended March 31, (in thousands) 2019 2018 Interest rate swaps Other income $ (22 ) $ — RPAs Other income (17 ) — Total $ (39 ) $ — Offsetting of Derivatives The table below presents a gross presentation, the effects of offsetting, and a net presentation of the Company’s derivatives as of March 31, 2019 and December 31, 2018 . The net amounts of derivative assets or liabilities can be reconciled to the tabular disclosure of fair value. The tabular disclosure of fair value provides the location that derivative assets and liabilities are presented on the consolidated balance sheets. Gross Amounts Not Offset in the Balance Sheet (in thousands) Gross Amounts of Recognized Assets (Liabilities) Gross Amounts Offset in the Balance Sheet Net Amounts of Assets (Liabilities) presented in the Balance Sheet Financial Instruments Cash Collateral Pledged Net Assets (Liabilities) As of March 31, 2019 Asset Derivatives $ 551 $ — $ 551 $ — $ — $ 551 Liability Derivatives (1,240 ) — (1,240 ) — (1,240 ) — As of December 31, 2018 Asset Derivatives $ 321 $ — $ 321 $ — $ — $ 321 Liability Derivatives (667 ) — (667 ) — (530 ) (137 ) Credit-risk-related Contingent Features The Company has an unsecured federal funds line with its institutional derivative counterparty. The Company has an agreement with its institutional derivative counterparty that contains a provision under which 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 also has an agreement with its derivative counterparty that contains a provision under which the Company could be declared in default on its derivative obligations if repayment of the underlying indebtedness is accelerated by the lender due to the Company’s default on the indebtedness. As of March 31, 2019 , the fair value of derivatives in a net liability position, which includes accrued interest but excludes any adjustment for nonperformance risk, related to these agreements was $1.2 million . As of March 31, 2019 , the Company had minimum collateral posting thresholds with certain of its derivative counterparties, and has posted $1.3 million of collateral related to these agreements. If the Company had breached any of these provisions at March 31, 2019 , it could have been required to settle its obligations under the agreements at their termination value of $1.2 million

Goodwill and Intangible Assets

Goodwill and Intangible Assets	3 Months Ended
	Mar. 31, 2019
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Intangible Assets Disclosure [Text Block]	Goodwill and Intangible Assets The excess of the cost of an acquisition over the fair value of the net assets acquired, including core deposit, trade name, and client relationship intangibles, consists of goodwill. Under ASC Topic 350, goodwill and the non-amortizing portion of the trade name intangible are subject to at least annual assessments for impairment by applying a fair value based test. The Company reviews goodwill and the non-amortizing portion of the trade name intangible at the reporting unit level to determine potential impairment annually on October 1, or more frequently if events or changes in circumstances indicate that the carrying value may not be recoverable, by comparing the carrying value of the reporting unit with the fair value of the reporting unit. No impairment was recorded on either the goodwill or the trade name intangible assets during the three months ended March 31, 2019 . The carrying amount of goodwill was $64.7 million at March 31, 2019 , the same as at December 31, 2018 . The following table presents the changes in the carrying amount of intangibles (excluding goodwill), gross carrying amount, accumulated amortization, and net book value as of and for the three months ended March 31, 2019 : (in thousands) Insurance Agency Intangible Core Deposit Intangible Indefinite-Lived Trade Name Intangible Finite-Lived Trade Name Intangible Customer List Intangible Total March 31, 2019 Balance, beginning of period $ 110 $ 1,973 $ 7,040 $ 556 $ 196 $ 9,875 Amortization expense (5 ) (393 ) — (43 ) (11 ) (452 ) Balance at end of period $ 105 $ 1,580 $ 7,040 $ 513 $ 185 $ 9,423 Gross carrying amount $ 1,320 $ 18,206 $ 7,040 $ 1,380 $ 455 $ 28,401 Accumulated amortization (1,215 ) (16,626 ) — (867 ) (270 ) (18,978 ) Net book value $ 105 $ 1,580 $ 7,040 $ 513 $ 185 $ 9,423

Other Assets

Other Assets	3 Months Ended
	Mar. 31, 2019
Other Assets [Abstract]
Other Assets Disclosure [Text Block]	Other Assets The components of the Company’s other assets were as follows: (in thousands) March 31, 2019 December 31, 2018 Bank-owned life insurance $ 61,381 $ 60,989 Equity securities 2,776 2,737 FHLB Stock 12,581 14,678 Mortgage servicing rights 2,641 2,803 Operating leases right-of-use asset 2,719 — Federal & state taxes, current 487 2,361 Federal & state taxes, deferred 7,207 8,273 Accounts receivable & other miscellaneous assets 24,171 23,261 $ 113,963 $ 115,102 The Company has purchased life insurance policies on certain employees and has also acquired life insurance policies through acquisitions. BOLI is recorded at the amount that can be realized under the insurance contract, which is the cash surrender value. As of March 31, 2019 , the Company owned $0.3 million of equity investments in banks and financial service-related companies, and $2.4 million of mutual funds invested in debt securities and other debt instruments that will cause units of the fund to be deemed to be qualified under the CRA. Both realized and unrealized net gains and losses on equity investments are required to be recognized in the statements of income. A breakdown between net realized and unrealized gains and losses is provided below. These net changes are included in the other line item in the noninterest income section of the consolidated statements of income . The following table presents the net gains and losses on equity investments during the three months ended March 31, 2019 and 2018 , disaggregated into realized and unrealized gains and losses: Three Months Ended March 31, (in thousands) 2019 2018 Net gains (losses) recognized $ 27 $ (24 ) Less: Net gains (losses) recognized due to sales — — Unrealized gains (losses) on securities still held at the reporting date $ 27 $ (24 ) The Bank is a member of the FHLB of Des Moines, and ownership of FHLB stock is a requirement for such membership. The amount of FHLB stock the Bank is required to hold is directly related to the amount of FHLB advances borrowed. Because this security is not readily marketable and there are no available market values, this security is carried at cost and evaluated for potential impairment each quarter. Redemption of this investment is at the option of the FHLB. Mortgage servicing rights are recorded at fair value based on assumptions through a third-party valuation service. The valuation model incorporates assumptions that market participants would use in estimating future net servicing income, such as the servicing cost per loan, the discount rate, the escrow float rate, an inflation rate, ancillary income, prepayment speeds and default rates and losses.

Deposits (Notes)

Deposits (Notes)	3 Months Ended
	Mar. 31, 2019
Deposits [Abstract]
Deposit Liabilities Disclosures [Text Block]	Deposits The composition of the Company’s deposits as of March 31, 2019 and December 31, 2018 were as follows: March 31, 2019 December 31, 2018 (in thousands) Non-interest-bearing deposits $ 426,729 $ 439,133 Interest-bearing checking 696,760 683,894 Money market 629,838 555,839 Savings 200,998 210,416 Certificates of deposit under $250,000 541,310 532,395 Certificates of deposit of $250,000 or more 189,192 191,252 Total deposits $ 2,684,827 $ 2,612,929 The Company had $7.2 million and $8.6 million in brokered time deposits through the CDARS program as of March 31, 2019 and December 31, 2018 , respectively. Included in money market deposits at March 31, 2019 and December 31, 2018 were $25.5 million and $23.7 million

Short-Term Borrowings

Short-Term Borrowings	3 Months Ended
	Mar. 31, 2019
Short-term Debt [Abstract]
Short-term Debt [Text Block]	Short-Term Borrowings Short-term borrowings were as follows as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Weighted Average Cost Balance Weighted Average Cost Balance Securities sold under agreements to repurchase 1.17 % $ 68,722 1.00 % $ 74,522 Federal Home Loan Bank advances 2.62 7,200 2.60 56,900 Federal funds purchased 3.10 144 — — Total 1.31 % $ 76,066 1.69 % $ 131,422 Securities sold under agreements to repurchase are agreements in which the Company acquires funds by selling assets to another party under a simultaneous agreement to repurchase the same assets at a specified price and date. The Company enters into repurchase agreements and also offers a demand deposit account product to customers that sweeps their balances in excess of an agreed upon target amount into overnight repurchase agreements. All securities sold under agreements to repurchase are recorded on the face of the balance sheet. The Bank had a secured line of credit with the FHLB. Advances from the FHLB are collateralized primarily by one- to four-family residential, commercial and agricultural real estate first mortgages equal to various percentages of the total outstanding notes. See Note 4 “Loans Receivable and the Allowance for Loan Losses” of the notes to the consolidated financial statements. The Bank has unsecured federal funds lines totaling $150.0 million which involve multiple correspondent relationships. As of March 31, 2019 , the balance outstanding was a $0.1 million overnight advance. December 31, 2018 , the balance outstanding was zero overnight advances. At March 31, 2019 and December 31, 2018 , the Company had no borrowings through the Federal Reserve Discount Window, while the borrowing capacity was $11.5 million as of both March 31, 2019 and December 31, 2018 . As of March 31, 2019 and December 31, 2018 , the Bank had municipal securities pledged with a market value of $12.8 million and $12.7 million , respectively, to the Federal Reserve to secure potential borrowings. On April 30, 2015 , the Company entered into a $5.0 million unsecured line of credit with a correspondent bank. Interest is payable at a rate of one-month LIBOR plus 2.00% . This line was renewed in May 2018, and matured on April 30, 2019 , at which time it was not renewed. The Company had no balance outstanding under this agreement as of March 31, 2019 . A new line of credit was approved, effective May 1, 2019. See Note 20 “Subsequent Events”

Junior Subordinated Notes Issue

Junior Subordinated Notes Issued to Capital Trusts	3 Months Ended
	Mar. 31, 2019
Junior Subordinated Notes [Abstract]
Subordinated Borrowings Disclosure [Text Block]	Junior Subordinated Notes Issued to Capital Trusts The Company has established three statutory business trusts under the laws of the state of Delaware: Central Bancshares Capital Trust II, Barron Investment Capital Trust I, and MidWestOne Statutory Trust II. The trusts exist for the exclusive purposes of (i) issuing trust securities representing undivided beneficial interests in the assets of the respective trust; (ii) investing the gross proceeds of the trust securities in junior subordinated deferrable interest debentures (junior subordinated notes issued by the Company); and (iii) engaging in only those activities necessary or incidental thereto. For regulatory capital purposes, these trust securities qualify as a component of Tier 1 capital. All distributions are cumulative and paid in cash quarterly. The table below summarizes the outstanding junior subordinated notes and the related trust preferred securities issued by each trust as of March 31, 2019 and December 31, 2018 : Face Value Book Value Interest Rate Interest Rate at Maturity Date Callable Date (in thousands) 3/31/2019 March 31, 2019 Central Bancshares Capital Trust II $ 7,217 $ 6,743 Three-month LIBOR + 3.50% 6.11 % 03/15/2038 03/15/2013 Barron Investment Capital Trust I 2,062 1,704 Three-month LIBOR + 2.15% 4.75 % 09/23/2036 09/23/2011 MidWestOne Statutory Trust II 15,464 15,464 Three-month LIBOR + 1.59% 4.20 % 12/15/2037 12/15/2012 Total $ 24,743 $ 23,911 Face Value Book Value Interest Rate Interest Rate at Maturity Date Callable Date (in thousands) 12/31/2018 December 31, 2018 Central Bancshares Capital Trust II $ 7,217 $ 6,730 Three-month LIBOR + 3.50% 6.29 % 03/15/2038 03/15/2013 Barron Investment Capital Trust I 2,062 1,694 Three-month LIBOR + 2.15% 4.97 % 09/23/2036 09/23/2011 MidWestOne Statutory Trust II 15,464 15,464 Three-month LIBOR + 1.59% 4.38 % 12/15/2037 12/15/2012 Total $ 24,743 $ 23,888 The trust preferred securities are subject to mandatory redemption, in whole or in part, upon repayment of the junior subordinated notes at the stated maturity date or upon redemption of the junior subordinated notes. Each trust’s ability to pay amounts due on the trust preferred securities is solely dependent upon the Company making payment on the related junior subordinated notes. The Company’s obligation under the junior subordinated notes and other relevant trust agreements, in aggregate, constitutes a full and unconditional guarantee by the Company of each trust’s obligations under the trust preferred securities issued by each trust. The Company has the right to defer payment of interest on the junior subordinated notes and, therefore, distributions on the trust preferred securities, for up to five years

Long-Term Debt

Long-Term Debt	3 Months Ended
	Mar. 31, 2019
Long-term Debt, by Type, Current and Noncurrent [Abstract]
Long-term Debt [Text Block]	Long-Term Debt Long-term debt was as follows as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Weighted Average Cost Balance Weighted Average Cost Balance Finance lease payable 8.89 % $ 1,310 8.89 % $ 1,338 FHLB term borrowings 2.43 131,000 2.45 136,000 Other long-term debt 4.23 6,250 4.13 7,500 Total 2.57 % $ 138,560 2.60 % $ 144,838 The Company has one existing finance lease (previously referred to as a capital lease) for a branch location, with a present value liability balance of $1.3 million as of March 31, 2019 . See Note 18. “Leases” to our consolidated financial statements for additional information related to our finance lease obligation. The Company utilizes FHLB borrowings as a supplement to customer deposits to fund interest-earning assets and to assist in managing interest rate risk. As a member of the FHLB of Des Moines, the Bank may borrow funds from the FHLB in amounts up to 35% of the Bank’s total assets, provided the Bank is able to pledge an adequate amount of qualified assets to secure the borrowings. Advances from the FHLB are collateralized primarily by one- to four-family residential, commercial and agricultural real estate first mortgages equal to various percentages of the total outstanding notes. See Note 4 “Loans Receivable and the Allowance for Loan Losses” of the notes to the consolidated financial statements. On April 30, 2015 , the Company entered into a $35.0 million unsecured note payable with a correspondent bank with a maturity date of June 30, 2020 . The Company drew $25.0 million on the note prior to June 30, 2015, at which time the ability to obtain additional advances ceased. Payments of principal and interest are payable quarterly , which began on September 30, 2015 . As of March 31, 2019 , $6.3 million

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2019
Income Tax Disclosure [Abstract]
Income Tax Disclosure [Text Block]	Income Taxes Income tax expense for the three months ended March 31, 2019 and 2018 was equal to or less than the amount computed by applying the maximum effective federal income tax rate of 21% , to the income before income taxes, because of the following items: For the Three Months Ended March 31, 2019 2018 (in thousands) Amount % of Pretax Income Amount % of Pretax Income Income tax based on statutory rate $ 1,927 21.0 % $ 2,053 21.0 % Tax-exempt interest (468 ) (5.1 ) (490 ) (5.0 ) Bank-owned life insurance (82 ) (0.9 ) (91 ) (0.9 ) State income taxes, net of federal income tax benefit 487 5.3 529 5.4 Non-deductible acquisition expenses 26 0.3 — — General business credits (14 ) (0.2 ) (47 ) (0.8 ) Other 14 0.2 30 0.6 Total income tax expense $ 1,890 20.6 % $ 1,984 20.3 %

Earnings per Share

Earnings per Share	3 Months Ended
	Mar. 31, 2019
Earnings Per Share [Abstract]
Earnings Per Share Disclosure [Text Block]	Earnings per Share Basic per-share amounts are computed by dividing net income (the numerator) by the weighted-average number of common shares outstanding (the denominator). Diluted per-share amounts assume issuance of all common stock issuable upon conversion or exercise of other securities, unless the effect is to reduce the loss or increase the income per common share from continuing operations. The following table presents the computation of earnings per common share for the respective periods: Three Months Ended March 31, (dollars in thousands, except per share amounts) 2019 2018 Basic earnings per common share computation Numerator: Net income $ 7,285 $ 7,793 Denominator: Weighted average shares outstanding 12,164,360 12,222,690 Basic earnings per common share $ 0.60 $ 0.64 Diluted earnings per common share computation Numerator: Net income $ 7,285 $ 7,793 Denominator: Weighted average shares outstanding, including all dilutive potential shares 12,176,757 12,241,714 Diluted earnings per common share $ 0.60 $ 0.64

Regulatory Capital Requirements

Regulatory Capital Requirements and Restrictions on Subsidiary Cash (Notes)	3 Months Ended
	Mar. 31, 2019
Regulatory Capital Requirements [Abstract]
Regulatory Capital Requirements under Banking Regulations [Text Block]	Regulatory Capital Requirements and Restrictions on Subsidiary Cash The Company (on a consolidated basis) and the Bank are subject to the Basel III Rules and the Dodd-Frank Act. The Basel III Rules are applicable to all banking organizations that are subject to minimum capital requirements, including federal and state banks and savings and loan associations, as well as to bank and savings and loan holding companies, other than “small bank holding companies” (generally bank holding companies with consolidated assets of less than $3 billion which are not publicly traded companies). As of December 31, 2018 , the most recent notification from the FDIC categorized the Bank as “well capitalized” under the regulatory framework for prompt corrective action then in effect. There are no conditions or events since the notification that management believes have changed the Bank’s category. In order to be a “well-capitalized” depository institution, a bank must maintain a Common Equity Tier 1 capital ratio of 6.5% or more; a Tier 1 capital ratio of 8% or more; a Total capital ratio of 10% or more; and a leverage ratio of 5% or more. A capital conservation buffer, comprised of Common Equity Tier 1 capital, is also established above the regulatory minimum capital requirements. This capital conservation buffer was fully phased in at 2.5% on January 1, 2019. At March 31, 2019 , the Company’s institution-specific capital conservation buffer necessary to avoid limitations on distributions and discretionary bonus payments was 4.26% , while the Bank’s was 3.95% . Actual For Capital Adequacy Purposes With Capital Conservation Buffer (1) To Be Well Capitalized Under Prompt Corrective Action Provisions (dollars in thousands) Amount Ratio Amount Ratio Amount Ratio At March 31, 2019 Consolidated: Total capital/risk based assets $ 346,503 12.26 % $ 296,799 10.500 % N/A N/A Tier 1 capital/risk based assets 316,851 11.21 240,266 8.500 N/A N/A Common equity tier 1 capital/risk based assets 292,940 10.36 197,866 7.000 N/A N/A Tier 1 capital/adjusted average assets 316,851 9.80 129,299 4.000 N/A N/A MidWest One Bank: Total capital/risk based assets $ 336,786 11.95 % $ 295,883 10.500 % $ 281,794 10.00 % Tier 1 capital/risk based assets 307,134 10.90 239,525 8.500 225,435 8.00 Common equity tier 1 capital/risk based assets 307,134 10.90 197,256 7.000 183,166 6.50 Tier 1 capital/adjusted average assets 307,134 9.52 129,008 4.000 161,260 5.00 At December 31, 2018 Consolidated: Total capital/risk based assets $ 342,054 12.23 % $ 276,283 9.875 % N/A N/A Tier 1 capital/risk based assets 312,747 11.18 220,327 7.875 N/A N/A Common equity tier 1 capital/risk based assets 288,859 10.32 178,360 6.375 N/A N/A Tier 1 capital/adjusted average assets 312,747 9.73 128,531 4.000 N/A N/A MidWest One Bank: Total capital/risk based assets $ 333,074 11.94 % $ 275,468 9.875 % $ 278,955 10.00 % Tier 1 capital/risk based assets 303,767 10.89 219,677 7.875 223,164 8.00 Common equity tier 1 capital/risk based assets 303,767 10.89 177,833 6.375 181,320 6.50 Tier 1 capital/adjusted average assets 303,767 9.47 128,259 4.000 160,324 5.00 (1) The ratios for December 31, 2018 include a capital conservation buffer of 1.875%, and the ratios for March 31, 2019 include a capital conservation buffer of 2.5%. The ability of the Company to pay dividends to its shareholders is dependent upon dividends paid by the Bank to the Company. The Bank is subject to certain statutory and regulatory restrictions on the amount of dividends it may pay. In addition, subsequent to December 31, 2008 , the Bank’s board of directors adopted a capital policy requiring it to maintain a ratio of Tier 1 capital to total assets of at least 8% and a ratio of total capital to risk-based capital of at least 10% . Failure to maintain these ratios also could limit the ability of the Bank to pay dividends to the Company. The Bank is required to maintain reserve balances in cash on hand or on deposit with Federal Reserve Banks. Reserve balances totaled $1.9 million and $14.9 million as of March 31, 2019 and December 31, 2018

Commitments and Contingencies (

Commitments and Contingencies (Notes)	3 Months Ended
	Mar. 31, 2019
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies Disclosure [Text Block]	Commitments and Contingencies Financial instruments with off-balance-sheet risk : The Bank is a party to financial instruments with off-balance-sheet risk in the normal course of business to meet the financing needs of its customers. These financial instruments include commitments to extend credit, commitments to sell loans, and standby letters of credit. These instruments involve, to varying degrees, elements of credit risk in excess of the amount recognized in the balance sheets. The Bank uses the same credit policies in making commitments and conditional obligations as it does for on-balance-sheet instruments. A summary of the Bank’s commitments at March 31, 2019 and December 31, 2018 , is as follows: March 31, 2019 December 31, 2018 (in thousands) Commitments to extend credit $ 530,671 $ 521,270 Commitments to sell loans 309 666 Standby letters of credit 16,002 16,709 Total $ 546,982 $ 538,645 The Bank’s exposure to credit loss in the event of nonperformance by the counterparty to the financial instrument for commitments to extend credit is represented by the contractual amount of those instruments. Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the contract. Since many of the commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. The Bank evaluates each customer’s creditworthiness on a case-by-case basis. The amount of collateral obtained, if deemed necessary by the Bank upon extension of credit, is based on management’s credit evaluation of the party. Collateral held varies, but may include accounts receivable, crops, livestock, inventory, property and equipment, residential real estate and income-producing commercial properties. Commitments to sell loans are agreements to sell loans held for sale to third parties at an agreed upon price. Standby letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. Those guarantees are primarily issued to support public and private borrowing arrangements and, generally, have terms of one year or less. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan facilities to customers. The Bank holds collateral, which may include accounts receivable, inventory, property, equipment and income-producing properties, that support those commitments, if deemed necessary. In the event the customer does not perform in accordance with the terms of the agreement with the third party, the Bank would be required to fund the commitment. The maximum potential amount of future payments the Bank could be required to make is represented by the contractual amount shown in the summary above. If the commitment is funded, the Bank would be entitled to seek recovery from the customer. Contingencies : In the normal course of business, the Bank is involved in various legal proceedings. In the opinion of management, any liability resulting from such proceedings would not have a material adverse effect on the accompanying consolidated financial statements. Concentrations of credit risk : Substantially all of the Bank’s loans, commitments to extend credit and standby letters of credit have been granted to customers in the Bank’s market areas. Although the loan portfolio of the Bank is diversified, approximately 72% of the loans are real estate loans and approximately 8% are agriculturally related. The concentrations of credit by type of loan are set forth in Note 4 “Loans Receivable and the Allowance for Loan Losses” . Commitments to extend credit are primarily related to commercial loans and home equity loans. Standby letters of credit were granted primarily to commercial borrowers. Investments in securities issued by state and political subdivisions involve certain governmental entities within Iowa and Minnesota. The carrying value of investment securities of Iowa and Minnesota political subdivisions totaled $132.4 million and $51.2 million , respectively, as of March 31, 2019 . The amount of investment securities issued by one individual municipality did not exceed $5.0 million

Estimated Fair Value of Financi

Estimated Fair Value of Financial Instruments and Fair Value Measurements	3 Months Ended
	Mar. 31, 2019
Fair Value Disclosures [Abstract]
Fair Value Disclosures [Text Block]	Estimated Fair Value of Financial Instruments and Fair Value Measurements Fair value is the exchange price that would be received for an asset or paid to transfer a liability (exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. Market participants are defined as buyers and sellers in the principal (or most advantageous) market for the asset or liability that have all of the following characteristics: 1) an unrelated party; 2) knowledgeable (having a reasonable understanding about the asset or liability and the transaction based on all available information; including information that might be obtained through due diligence efforts that are usual or customary); 3) able to transact; and 4) willing to transact (motivated but not forced or otherwise compelled to do so). The FASB states “valuation techniques that are appropriate in the circumstances and for which sufficient data are available shall be used to measure fair value.” The valuation techniques for measuring fair value are consistent with the three traditional approaches to value: the market approach, the income approach, and the cost or asset approach. In applying valuation techniques, the use of relevant inputs (both observable and unobservable) based on the facts and circumstances must be used. The FASB has defined a fair value hierarchy for these inputs which prioritizes the inputs into three broad levels: • Level 1 Inputs – Quoted prices (unadjusted) for identical assets or liabilities in active markets. A quoted price in an active market provides the most reliable evidence of fair value and is used to measure fair value whenever available. A contractually binding sales price also provides reliable evidence of fair value. • Level 2 Inputs – Inputs to the valuation methodology include quoted prices for similar assets or liabilities in active markets; inputs to the valuation methodology include quoted prices for identical or similar assets or liabilities in markets that are not active; or inputs to the valuation methodology that utilize model-based techniques for which all significant assumptions are observable in the market. • Level 3 Inputs – Inputs to the valuation methodology are unobservable and significant to the fair value measurement; inputs to the valuation methodology that utilize model-based techniques for which significant assumptions are not observable in the market; or inputs to the valuation methodology that require significant management judgment or estimation, some of which may be internally developed. Unobservable inputs should be used only to the extent that relevant observable inputs are not available; this allows for situations where there is little, if any, market activity for the asset or liability at the measurement date. Unobservable inputs should reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. It is the Company’s policy to maximize the use of observable inputs and minimize the use of unobservable inputs when developing fair value measurements. The Company is required to use observable inputs, to the extent available, in the fair value estimation process unless that data results from forced liquidations or distressed sales. The Company used the following methods and significant assumptions to estimate fair value: Investment Securities - The fair value for investment securities are determined by quoted market prices, if available (Level 1). The Company utilizes an independent pricing service to obtain the fair value of debt securities. On a quarterly basis, the Company selects a sample of 30 securities from its primary pricing service and compares them to a secondary independent pricing service to validate value. In addition, the Company periodically reviews the pricing methodology utilized by the primary independent service for reasonableness. Debt securities issued by the U.S. Treasury and other U.S. Government agencies and corporations, MBS, and CMOs are priced utilizing industry-standard models that consider various assumptions, including time value, yield curves, volatility factors, prepayment speeds, default rates, loss severity, current market and contractual prices for the underlying financial instruments, as well as other relevant economic measures. Substantially all of these assumptions are observable in the marketplace, can be derived from observable data, or are supported by observable levels at which transactions are executed in the marketplace (Level 2). Municipal securities are valued using a type of matrix, or grid, pricing in which securities are benchmarked against the treasury rate based on credit rating (Level 2). On an annual basis, a group of selected municipal securities have their credit rating evaluated by a securities dealer and that information is used to verify the primary independent service’s rating and pricing. Loans Held for Sale - Loans held for sale are carried at the lower of cost or fair value, with fair value being based on binding contracts from third party investors (Level 2). The portfolio has historically consisted primarily of residential real estate loans. Loans Held for Investment - The estimated fair value of loans, net, was performed using the income approach, with the market approach used for certain nonperforming loans, resulting in a Level 3 fair value classification. The application of the income approach establishes value by methods that discount or capitalize earnings and/or cash flow, by a discount or capitalization rate that reflects market rate of return expectations, market conditions, and the relative risk of the investment. Generally, this can be accomplished by the discounted cash flow method. For loans that exhibited some characteristics of performance and where it appears that the borrower may have adequate cash flows to service the loan, a discounted cash flow analysis was used. The discounted cash flow analysis was based on the contractual maturity of the loan and market indications of rates, prepayment speeds, defaults and credit risk. For loans with balloon or interest only payment structures, the repayment was extended by assuming a renewal period beyond the current contractual maturity date. For loans analyzed using the asset approach, the fair value was determined based on the estimated values of the underlying collateral. For impaired loans, the estimated net sales proceeds was used to determine the fair value of the loans when deemed appropriate. The implied sales proceeds value provides a better indication of value than the income stream as these loans are not performing or exhibit strong signs indicative of nonperformance. Impaired Loans, Net of Related Allowance - From time to time, a loan is considered impaired and an allowance for credit losses is established. The specific reserves for collateral dependent impaired loans are based on the fair value of the collateral less estimated costs to sell, based on appraisals. These appraisals may utilize a single valuation approach or a combination of approaches including comparable sales and the income approach. Adjustments are routinely made in the appraisal process by the independent appraisers to adjust for differences between the comparable sales and income data available for similar loans and collateral underlying such loans, and resulted in a Level 3 classification for inputs for determining fair value. Non-real estate collateral may be valued using an appraisal, net book value per the borrower’s financial statements, or aging reports, adjusted or discounted based on management’s historical knowledge, changes in market conditions from the time of valuation, and management’s expertise and knowledge of the client and the client’s business, resulting in a Level 3 fair value classification. Impaired loans are evaluated on a quarterly basis for additional impairment and adjusted in accordance with the allowance policy. Foreclosed Assets, Net - Foreclosed assets, net represents property acquired through foreclosures and settlements of loans. Property acquired through or in lieu of foreclosure are initially recorded at fair value less estimated selling cost at the date of foreclosure, establishing a new cost basis. These assets are subsequently accounted for at the lower of cost or fair value less estimated costs to sell. Fair value is commonly based on recent real estate appraisals which are updated no less frequently than every 18 months. These appraisals may utilize a single valuation approach or a combination of approaches, including comparable sales and the income approach. Adjustments are routinely made in the appraisal process by the independent appraisers to adjust for differences between the comparable sales and income data available for similar loans and the collateral underlying such loans, resulting in a Level 3 classification for inputs for determining fair value. Real estate owned properties are evaluated on a quarterly basis for additional impairment and adjusted accordingly. Appraisals for both collateral dependent impaired loans and foreclosed assets are performed by certified general appraisers (for commercial properties) or certified residential appraisers (for residential properties) whose qualifications and licenses have been reviewed and verified by the Company. Once received, a member of the Special Assets Department reviews the assumptions and approaches utilized in the appraisal as well as the overall resulting fair value in comparison with independent data sources such as recent market data or industry-wide statistics. Interest Rate Swaps - Interest rate swaps are valued by the Company’s swap dealers using cash flow valuation techniques with observable market data inputs. The fair values estimated by the Company’s swap dealers use interest rates that are observable or that can be corroborated by observable market data and, therefore, are classified within Level 2 of the valuation hierarchy. The Company has entered into collateral agreements with its swap dealers which entitle it to receive collateral to cover market values on derivatives which are in asset position, thus a credit risk adjustment on interest rate swaps is not warranted. Credit Risk Participation Agreements — The Company enters into credit RPAs with institutional counterparties, under which the Company assumes its pro-rata share of the credit exposure associated with a borrower’s performance related to interest rate derivative contracts. The fair value of RPAs is calculated by determining the total expected asset or liability exposure of the derivatives to the borrowers and applying the borrowers’ credit spread to that exposure. Total expected exposure incorporates both the current and potential future exposure of the derivatives, derived from using observable inputs, such as yield curves and volatilities. Accordingly, RPAs fall within Level 2. The following tables present information on the assets and liabilities measured at fair value on a recurring basis as of the dates indicated: Fair Value Measurements as of March 31, 2019 (in thousands) Total Level 1 Level 2 Level 3 Assets: Available for sale debt securities: U.S. Government agencies and corporations $ 5,490 $ — $ 5,490 $ — State and political subdivisions 108,296 — 108,296 — Mortgage-backed securities 49,591 — 49,591 — Collateralized mortgage obligations 176,007 — 176,007 — Corporate debt securities 93,595 — 93,595 — Total available for sale debt securities $ 432,979 $ — $ 432,979 $ — Equity securities 2,776 2,776 — — Interest rate swaps 551 — 551 — Liabilities: Derivatives: Interest rate swaps $ 1,139 $ — $ 1,139 $ — RPAs 102 — 102 — Total derivative liabilities $ 1,241 $ — $ 1,241 $ — Fair Value Measurements as of December 31, 2018 (in thousands) Total Level 1 Level 2 Level 3 Assets: Debt securities available for sale: U.S. Government agencies and corporations $ 5,495 $ — $ 5,495 $ — State and political subdivisions 121,901 — 121,901 — Mortgage-backed securities 50,653 — 50,653 — Collateralized mortgage obligations 169,928 — 169,928 — Corporate debt securities 66,124 — 66,124 — Total debt securities available for sale $ 414,101 $ — $ 414,101 $ — Equity securities 2,737 2,737 — — Interest rate swaps 321 — 321 — Liabilities: Derivatives: Interest rate swaps $ 582 $ — $ 582 $ — RPAs 85 — 85 — Total derivative liabilities $ 667 $ — $ 667 $ — There were no transfers of assets between Level 3 and other levels of the fair value hierarchy during the three months ended March 31, 2019 or the year ended December 31, 2018 . Changes in the fair value of AFS debt securities are included in other comprehensive income, and changes in the fair value of equity securities are included in noninterest income. The following tables present assets measured at fair value on a nonrecurring basis as of the dates indicated: Fair Value Measurements as of March 31, 2019 (in thousands) Total Level 1 Level 2 Level 3 Impaired loans, net of related allowance $ 8,937 $ — $ — $ 8,937 Foreclosed assets, net $ 336 $ — $ — $ 336 Fair Value Measurements as of December 31, 2018 (in thousands) Total Level 1 Level 2 Level 3 Impaired loans, net of related allowance $ 10,084 $ — $ — $ 10,084 Foreclosed assets, net $ 535 $ — $ — $ 535 The following table presents the valuation technique and unobservable inputs for Level 3 assets measured at fair value as of the date indicated: March 31, 2019 (dollars in thousands) Fair Value Valuation Techniques(s) Unobservable Input Range of Inputs Weighted Average Impaired loans, net of related allowance $ 8,937 Third party appraisal Appraisal discount NM * - NM * NM * Foreclosed assets, net $ 336 Third party appraisal Appraisal discount NM * - NM * NM * * Not Meaningful. Third party appraisals are obtained as to the value of the underlying asset, but disclosure of this information would not provide meaningful information, as the range will vary widely from loan to loan. Types of discounts considered include age of the appraisal, local market conditions, current condition of the property, and estimated sales costs. These discounts will also vary from loan to loan, thus providing a range would not be meaningful. The following tables summarize the carrying amount and estimated fair value of selected financial instruments as of the dated indicated: March 31, 2019 (in thousands) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 42,971 $ 42,971 $ 42,971 $ — $ — Equity securities 2,776 2,776 2,776 — — Debt securities available for sale 432,979 432,979 — 432,979 — Debt securities held to maturity 195,033 194,751 — 194,751 — Loans held for sale 309 313 — 313 — Loans held for investment, net 2,374,107 2,348,467 — — 2,348,467 Interest receivable 14,931 14,931 14,931 — — Federal Home Loan Bank stock 12,581 12,581 — 12,581 — Derivative assets 551 551 — 551 — Financial liabilities: Noninterest bearing deposits 426,729 426,729 426,729 — — Interest bearing deposits 2,258,098 2,254,137 1,527,596 726,541 — Short-term borrowings 76,066 76,066 76,066 — — Finance lease liability 1,310 1,310 — 1,310 — Federal Home Loan Bank borrowings 131,000 130,618 — 130,618 — Junior subordinated notes issued to capital trusts 23,911 21,184 — 21,184 — Other long-term debt 6,250 6,250 — 6,250 — Derivative liabilities 1,241 1,241 — 1,241 — December 31, 2018 (in thousands) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 45,480 $ 45,480 $ 45,480 $ — $ — Equity securities 2,737 2,737 2,737 — — Debt securities available for sale 414,101 414,101 — 414,101 — Debt securities held to maturity 195,822 192,564 — 192,564 — Loans held for sale 666 678 — 678 — Loans held for investment, net 2,369,472 2,343,654 — — 2,343,654 Interest receivable 14,736 14,736 14,736 — — Federal Home Loan Bank stock 14,678 14,678 — 14,678 — Derivative assets 321 321 — 321 — Financial liabilities: Noninterest bearing deposits 439,133 439,133 439,133 — — Interest bearing deposits 2,173,796 2,166,518 1,450,149 716,369 — Short-term borrowings 131,422 131,422 131,422 — — Capital lease liability 1,338 1,338 — 1,338 — Federal Home Loan Bank borrowings 136,000 134,995 — 134,995 — Junior subordinated notes issued to capital trusts 23,888 21,215 — 21,215 — Other long-term debt 7,500 7,500 — 7,500 — Derivative liabilities 667 667 — 667 —

Revenue Recognition (Notes)

Revenue Recognition (Notes)	3 Months Ended
	Mar. 31, 2019
Revenue from Contract with Customer [Abstract]
Revenue from Contract with Customer [Text Block]	Revenue Recognition Trust and Asset Management Trust and asset management income is primarily comprised of fees earned from the management and administration of trusts and other customer assets. The Company’s performance obligation is generally satisfied over time, and the resulting fees are recognized monthly, based upon the month-end market value of the assets under management and the applicable fee rate. Payment is generally received a few days after month end through a direct charge to customers’ accounts. The Company does not earn performance-based incentives. Optional services such as real estate sales and tax return preparation services are also available to existing trust and asset management customers. The Company’s performance obligation for these transactional-based services is generally satisfied, and related revenue recognized, at a point in time (i.e., as incurred). Payment is received shortly after services are rendered. Service Charges on Deposit Accounts Service charges on deposit accounts consist of account analysis fees (i.e., net fees earned on analyzed business and public checking accounts), monthly service fees, check orders, and other deposit account related fees. The Company’s performance obligation for account analysis fees and monthly service fees is generally satisfied, and the related revenue recognized, over the period in which the service is provided. Check orders and other deposit account related fees are largely transactional based, and therefore, the Company’s performance obligation is satisfied, and related revenue recognized, at a point in time. Payment for service charges on deposit accounts is primarily received immediately or in the following month through a direct charge to customers’ accounts. Fees, Exchange, and Other Service Charges Fees, exchange, and other service charges are primarily comprised of debit and credit card income, ATM fees, merchant services income, and other service charges. Debit and credit card income is primarily comprised of interchange fees earned whenever the Company’s debit and credit cards are processed through card payment networks such as Visa. ATM fees are primarily generated when a Company cardholder uses a non-Company ATM or a non-Company cardholder uses a Company ATM. Merchant services income mainly represents fees charged to merchants to process their debit and credit card transactions, in addition to account management fees. Other service charges include revenue from processing wire transfers, bill pay service, cashier’s checks, and other services. The Company’s performance obligation for fees, exchange, and other service charges are largely satisfied, and related revenue recognized, when the services are rendered or upon completion. Payment is typically received immediately or in the following month. Gains/Losses on Sales of Foreclosed Assets Gain or loss from the sale of foreclosed assets occurs when control of the property transfers to the buyer, which generally occurs at the time of an executed deed. When the Company finances the sale of foreclosed assets to the buyer, the Company assesses whether the buyer is committed to perform their obligations under the contract and whether collectability of the transaction price is probable. Once these criteria are met, the foreclosed assets are derecognized and the gain or loss on sale is recorded upon the transfer of control of the property to the buyer. In determining the gain or loss on the sale, the Company adjusts the transaction price and related gain (loss) on sale if a significant financing component is present. Foreclosed asset sales for the three months ended March 31, 2019 and March 31, 2018 were not financed by the Bank. Other Other noninterest income consists of other recurring revenue streams such as safe deposit box rental fees, and other miscellaneous revenue streams. Safe deposit box rental fees are charged to the customer on an annual basis and recognized upon receipt of payment. The Company determined that since rentals and renewals occur fairly consistently over time, revenue is recognized on a basis consistent with the duration of the performance obligation. Contract Balances A contract asset balance occurs when an entity performs a service for a customer before the customer pays consideration (resulting in a contract receivable) or before payment is due (resulting in a contract asset). A contract liability balance is an entity’s obligation to transfer a service to a customer for which the entity has already received payment (or payment is due) from the customer. The Company’s noninterest revenue streams are largely based on transactional activity, or standard month-end revenue accruals such as asset management fees based on month-end market values. Consideration is often received immediately or shortly after the Company satisfies its performance obligation and revenue is recognized. The Company does not typically enter into long-term revenue contracts with customers, and therefore, does not experience significant contract balances. As of March 31, 2019 and December 31, 2018 , the Company did not have any significant contract balances. Contract Acquisition Costs

Leases (Notes)

Leases (Notes)	3 Months Ended
	Mar. 31, 2019
Leases [Abstract]
Lessee, Operating Leases [Text Block]	Leases A lease is defined as a contract, or part of a contract, that conveys the right to control the use of identified property, plant or equipment for a period of time in exchange for consideration. On January 1, 2019, the Company adopted ASU No. 2016-02 “Leases” (Topic 842) and all subsequent ASUs that modified Topic 842. For the Company, Topic 842 primarily affected the accounting treatment for operating lease agreements in which the Company is the lessee. As stated in Note 2. “Effect of New Financial Accounting Standards,” the implementation of the new standard did not have a material effect on the Company’s consolidated financial statements. The Company adopted the new standard utilizing the cumulative effect approach, and also elected certain relief options offered in ASU 2016-02 including the package of practical expedients, the option not to separate lease and non-lease components and instead to account for them as a single lease component, and the option not to recognize ROU assets and lease liabilities that arise from short-term leases (i.e., leases with terms of twelve months or less). The Company elected the hindsight practical expedient, which allows entities to use hindsight when determining lease term and impairment of ROU assets. The Company has several lease agreements for branch locations, which are considered operating leases, and are now recognized on the Company’s consolidated balance sheets. Lessee Accounting Substantially all of the leases in which the Company is the lessee are comprised of real estate property for branches and office space with terms extending through 2025. We do not have any subleased properties. Substantially all of our leases are classified as operating leases, and therefore, were previously not recognized on the Company’s consolidated balance sheets. With the adoption of Topic 842, operating lease agreements are required to be recognized on the consolidated statements of condition as a ROU asset and a corresponding lease liability. Upon adoption of ASU 2016-02, the Company recognized a ROU asset on its balance sheet in the amount of $2.9 million , and a corresponding operating lease liability of $2.9 million . The Company has one existing finance lease (previously referred to as a capital lease) for a branch location with a lease term through 2025. As this lease was previously required to be recorded on the Company’s consolidated statements of condition, Topic 842 did not materially impact the accounting for this lease. The following table represents the consolidated statements of condition classification of the Company’s ROU assets and lease liabilities. The Company elected not to include short-term leases (i.e., leases with initial terms of twelve months or less) on the consolidated statements of condition. (in thousands) March 31, 2019 Lease Right-of-Use Assets Classification Operating lease right-of-use assets Other assets $ 2,719 Finance lease right-of-use asset Premises and equipment, net 709 Total right-of-use assets $ 3,428 Lease Liabilities Operating lease liability Other liabilities $ 2,723 Finance lease liability Long-term debt 1,310 Total lease liabilities $ 4,033 The calculated amount of the ROU assets and lease liabilities in the table above are impacted by the length of the lease term and the discount rate used to present value the minimum lease payments. The Company’s lease agreements often include one or more options to renew at the Company’s discretion. If at lease inception, the Company considers the exercising of a renewal option to be reasonably certain, the Company will include the extended term in the calculation of the ROU asset and lease liability. Regarding the discount rate, Topic 842 requires the use of the rate implicit in the lease whenever this rate is readily determinable. As this rate is rarely determinable, the Company utilizes its incremental borrowing rate at lease inception, on a collateralized basis, over a similar term. For operating leases existing prior to January 1, 2019, the rate for the remaining lease term as of January 1, 2019 was used. For the Company’s only finance lease, the Company utilized the rate implicit in the lease. The following table presents the weighted-average remaining term and weighted-average discount rate for both operating and finance leases as of March 31, 2019 : March 31, 2019 Weighted-average remaining lease term Operating leases 7.42 years Finance lease 4.97 years Weighted-average discount rate Operating leases 2.96 % Finance lease 8.89 % The following table represents lease costs and other lease information. As the Company elected, for all classes of underlying assets, not to separate lease and non-lease components and instead to account for them as a single lease component, the variable lease cost primarily represents variable payments such as common area maintenance and utilities. Three Months Ended March 31, (in thousands) 2019 Lease Costs Operating lease cost $ 193 Variable lease cost 35 Short-term lease cost 1 Finance lease cost Interest on lease liabilities (1) 29 Amortization of right-of-use assets 24 Net lease cost $ 282 Other Information Cash paid for amounts included in the measurement of lease liabilities: Operating cash flows from operating leases $ 359 Operating cash flows from finance lease 29 Finance cash flows from finance lease 27 Right-of-use assets obtained in exchange for new operating lease liabilities — Right-of-use assets obtained in exchange for new finance lease liabilities — (1) Included in long-term debt interest expense in the Company’s consolidated statements of income. All other lease costs in this table are included in occupancy expense of premises, net. Future minimum payments for finance leases and operating leases with initial or remaining terms of one year or more as of March 31, 2019 were as follows: (in thousands) Finance Leases Operating Leases Twelve Months Ended: March 31, 2020 $ 227 $ 646 March 31, 2021 232 587 March 31, 2022 236 498 March 31, 2023 241 485 March 31, 2024 246 507 Thereafter 614 211 Total future minimum lease payments $ 1,796 $ 2,934 Lease liability 1,310 2,723 Amounts representing interest $ 486 $ 211
Lessee, Finance Leases [Text Block]	Leases A lease is defined as a contract, or part of a contract, that conveys the right to control the use of identified property, plant or equipment for a period of time in exchange for consideration. On January 1, 2019, the Company adopted ASU No. 2016-02 “Leases” (Topic 842) and all subsequent ASUs that modified Topic 842. For the Company, Topic 842 primarily affected the accounting treatment for operating lease agreements in which the Company is the lessee. As stated in Note 2. “Effect of New Financial Accounting Standards,” the implementation of the new standard did not have a material effect on the Company’s consolidated financial statements. The Company adopted the new standard utilizing the cumulative effect approach, and also elected certain relief options offered in ASU 2016-02 including the package of practical expedients, the option not to separate lease and non-lease components and instead to account for them as a single lease component, and the option not to recognize ROU assets and lease liabilities that arise from short-term leases (i.e., leases with terms of twelve months or less). The Company elected the hindsight practical expedient, which allows entities to use hindsight when determining lease term and impairment of ROU assets. The Company has several lease agreements for branch locations, which are considered operating leases, and are now recognized on the Company’s consolidated balance sheets. Lessee Accounting Substantially all of the leases in which the Company is the lessee are comprised of real estate property for branches and office space with terms extending through 2025. We do not have any subleased properties. Substantially all of our leases are classified as operating leases, and therefore, were previously not recognized on the Company’s consolidated balance sheets. With the adoption of Topic 842, operating lease agreements are required to be recognized on the consolidated statements of condition as a ROU asset and a corresponding lease liability. Upon adoption of ASU 2016-02, the Company recognized a ROU asset on its balance sheet in the amount of $2.9 million , and a corresponding operating lease liability of $2.9 million . The Company has one existing finance lease (previously referred to as a capital lease) for a branch location with a lease term through 2025. As this lease was previously required to be recorded on the Company’s consolidated statements of condition, Topic 842 did not materially impact the accounting for this lease. The following table represents the consolidated statements of condition classification of the Company’s ROU assets and lease liabilities. The Company elected not to include short-term leases (i.e., leases with initial terms of twelve months or less) on the consolidated statements of condition. (in thousands) March 31, 2019 Lease Right-of-Use Assets Classification Operating lease right-of-use assets Other assets $ 2,719 Finance lease right-of-use asset Premises and equipment, net 709 Total right-of-use assets $ 3,428 Lease Liabilities Operating lease liability Other liabilities $ 2,723 Finance lease liability Long-term debt 1,310 Total lease liabilities $ 4,033 The calculated amount of the ROU assets and lease liabilities in the table above are impacted by the length of the lease term and the discount rate used to present value the minimum lease payments. The Company’s lease agreements often include one or more options to renew at the Company’s discretion. If at lease inception, the Company considers the exercising of a renewal option to be reasonably certain, the Company will include the extended term in the calculation of the ROU asset and lease liability. Regarding the discount rate, Topic 842 requires the use of the rate implicit in the lease whenever this rate is readily determinable. As this rate is rarely determinable, the Company utilizes its incremental borrowing rate at lease inception, on a collateralized basis, over a similar term. For operating leases existing prior to January 1, 2019, the rate for the remaining lease term as of January 1, 2019 was used. For the Company’s only finance lease, the Company utilized the rate implicit in the lease. The following table presents the weighted-average remaining term and weighted-average discount rate for both operating and finance leases as of March 31, 2019 : March 31, 2019 Weighted-average remaining lease term Operating leases 7.42 years Finance lease 4.97 years Weighted-average discount rate Operating leases 2.96 % Finance lease 8.89 % The following table represents lease costs and other lease information. As the Company elected, for all classes of underlying assets, not to separate lease and non-lease components and instead to account for them as a single lease component, the variable lease cost primarily represents variable payments such as common area maintenance and utilities. Three Months Ended March 31, (in thousands) 2019 Lease Costs Operating lease cost $ 193 Variable lease cost 35 Short-term lease cost 1 Finance lease cost Interest on lease liabilities (1) 29 Amortization of right-of-use assets 24 Net lease cost $ 282 Other Information Cash paid for amounts included in the measurement of lease liabilities: Operating cash flows from operating leases $ 359 Operating cash flows from finance lease 29 Finance cash flows from finance lease 27 Right-of-use assets obtained in exchange for new operating lease liabilities — Right-of-use assets obtained in exchange for new finance lease liabilities — (1) Included in long-term debt interest expense in the Company’s consolidated statements of income. All other lease costs in this table are included in occupancy expense of premises, net. Future minimum payments for finance leases and operating leases with initial or remaining terms of one year or more as of March 31, 2019 were as follows: (in thousands) Finance Leases Operating Leases Twelve Months Ended: March 31, 2020 $ 227 $ 646 March 31, 2021 232 587 March 31, 2022 236 498 March 31, 2023 241 485 March 31, 2024 246 507 Thereafter 614 211 Total future minimum lease payments $ 1,796 $ 2,934 Lease liability 1,310 2,723 Amounts representing interest $ 486 $ 211

Operating Segments

Operating Segments	3 Months Ended
	Mar. 31, 2019
Segment Reporting [Abstract]
Segment Reporting Disclosure [Text Block]	Operating SegmentsThe Company’s activities are considered to be a single industry segment for financial reporting purposes. The Company is engaged in the business of commercial and retail banking, investment management and insurance services with operations throughout central and eastern Iowa, the Twin Cities area of Minnesota and Wisconsin, Florida, and Denver, Colorado. Substantially all income is derived from a diverse base of commercial, mortgage and retail lending activities, and investments.

Subsequent Events

Subsequent Events	3 Months Ended
	Mar. 31, 2019
Subsequent Events [Abstract]
Subsequent Events [Text Block]	Subsequent Events Management evaluated subsequent events through the date the consolidated financial statements were issued. Events or transactions occurring after March 31, 2019 , but prior to the date the consolidated financial statements were issued, that provided additional evidence about conditions that existed at March 31, 2019 have been recognized in the consolidated financial statements for the three months ended March 31, 2019 . Events or transactions that provided evidence about conditions that did not exist at March 31, 2019 , but arose before the consolidated financial statements were issued, have not been recognized in the consolidated financial statements for the three months ended March 31, 2019 . On April 18, 2019 , the board of directors of the Company declared a cash dividend of $0.2025 per share payable on June 17, 2019 to shareholders of record as of the close of business on April 29, 2019 . Pursuant to the Company’s share repurchase program approved on October 16, 2018 , the Company purchased 9,523 shares of common stock subsequent to March 31, 2019 and through May 7, 2019 for a total cost of $0.3 million inclusive of transaction costs, leaving $2.3 million remaining available under the program. On May 1, 2019 , the Company entered into a $10.0 million unsecured line of credit with a correspondent bank. Interest is payable at a rate of one-month LIBOR plus 1.75% . The line expires on April 30, 2020 . On May 1, 2019 , the Company completed its previously announced acquisition of ATBancorp, for total consideration of $152.9 million . The Company acquired all

Significant Accounting Policies

Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2019
Accounting Policies [Abstract]
Certain Loans and Debt Securities Acquired in Transfer, Recognizing Interest Income on Impaired Loans, Policy [Policy Text Block]	Purchased Loans Policy All purchased loans (nonimpaired and impaired) are initially measured at fair value as of the acquisition date in accordance with applicable authoritative accounting guidance. Credit discounts are included in the determination of fair value. An ALLL is not recorded at the acquisition date for loans purchased. Individual loans acquired through the completion of a transfer, including loans that have evidence of deterioration of credit quality since origination and for which it is probable, at acquisition, that the Company will be unable to collect all contractually required payments receivable, are referred to herein as PCI loans. In determining the acquisition date fair value and estimated credit losses of PCI loans, and in subsequent accounting, the Company accounts for loans individually. Contractually required payments for interest and principal that exceed the undiscounted cash flows expected at acquisition, or the “nonaccretable difference,” are not recognized as a yield adjustment or as a loss accrual or valuation allowance. Expected cash flows at the purchase date in excess of the fair value of loans, if any, are recorded as interest income over the expected life of the loans if the timing and amount of future cash flows are reasonably estimable. Subsequent to the purchase date, increases in cash flows over those expected at the purchase date are recognized as interest income prospectively. The present value of any decreases in expected cash flows after the purchase date is recognized by recording an ALLL and a provision for loan losses. If the Company does not have the information necessary to reasonably estimate cash flows to be expected, it may use the cost-recovery method or cash-basis method of income recognition.
Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts [Policy Text Block]	Charge-off Policy The Company requires a loan to be charged-off, in whole or in part, as soon as it becomes apparent that some loss will be incurred, or when its collectability is sufficiently questionable that it no longer is considered a bankable asset. The primary considerations when determining if and how much of a loan should be charged-off are as follows: (1) the potential for future cash flows; (2) the value of any collateral; and (3) the strength of any co-makers or guarantors.
Loans and Leases Receivable, Allowance for Loan Losses Policy [Policy Text Block]	Allowance for Loan and Lease Losses The Company requires the maintenance of an adequate allowance for loan and lease losses (“ALLL”) in order to cover estimated probable losses without eroding the Company’s capital base. Calculations are done at each quarter end, or more frequently if warranted, to analyze the collectability of loans and to ensure the adequacy of the allowance. In line with FDIC directives, the ALLL calculation does not include consideration of loans held for sale or off-balance-sheet credit exposures (such as unfunded letters of credit). Determining the appropriate level for the ALLL relies on the informed judgment of management, and as such, is subject to inexactness. Given the inherently imprecise nature of calculating the necessary ALLL, the Company’s policy permits the actual ALLL to be between 20% above and 5% below the “indicated reserve.”
Loans and Leases Receivable, Troubled Debt Restructuring Policy [Policy Text Block]	Loans Reviewed Individually for Impairment The Company identifies loans to be reviewed and evaluated individually for impairment based on current information and events and the probability that the borrower will be unable to repay all amounts due according to the contractual terms of the loan agreement. Specific areas of consideration include: size of credit exposure, risk rating, delinquency, nonaccrual status, and loan classification. The level of individual impairment is measured using one of the following methods: (1) the fair value of the collateral less costs to sell; (2) the present value of expected future cash flows, discounted at the loan’s effective interest rate; or (3) the loan’s observable market price. Loans that are deemed fully collateralized or have been charged down to a level corresponding with any of the three measurements require no assignment of reserves from the ALLL. A loan modification is a change in an existing loan contract that has been agreed to by the borrower and the Bank, which may or may not be a troubled debt restructure, “TDR”. All loans deemed TDR are considered impaired. A loan is considered a TDR when, for economic or legal reasons related to a borrower’s financial difficulties, a concession is granted to the borrower that would not otherwise be considered. Both financial distress on the part of the borrower and the Bank’s granting of a concession, which are detailed further below, must be present in order for the loan to be considered a TDR. All of the following factors are indicators that the debtor is experiencing financial difficulties (one or more items may be present): • The debtor is currently in default on any of its debt. • The debtor has declared or is in the process of declaring bankruptcy. • There is significant doubt as to whether the debtor will continue to be a going concern. • Currently, the debtor has securities being held as collateral that have been delisted, are in the process of being delisted, or are under threat of being delisted from an exchange. • Based on estimates and projections that only encompass the current business capabilities, the debtor forecasts that its entity-specific cash flows will be insufficient to service the debt (both interest and principal) in accordance with the contractual terms of the existing agreement through maturity. • Absent the current modification, the debtor cannot obtain funds from sources other than the existing creditors at an effective interest rate equal to the current market interest rate for similar debt for a non-troubled debtor. The following factors are potential indicators that a concession has been granted (one or multiple items may be present): • The borrower receives a reduction of the stated interest rate for the remaining original life of the debt. • The borrower receives an extension of the maturity date or dates at a stated interest rate lower that the current market interest rate for new debt with similar risk characteristics. • The borrower receives a reduction of the face amount or maturity amount of the debt as stated in the instrument or other agreement. • The borrower receives a deferral of required payments (principal and/or interest). •
Loans and Leases Receivable, Past Due Status, Policy [Policy Text Block]	Non-accrual and Delinquent Loans Loans are placed on non-accrual when (1) payment in full of principal and interest is no longer expected or (2) principal or interest has been in default for 90 days or more (unless the loan is both well secured with marketable collateral and in the process of collection). All loans rated doubtful or worse, and certain loans rated substandard, are placed on non-accrual. A non-accrual loan may be restored to an accrual status when (1) all past due principal and interest has been paid (excluding renewals and modifications that involve the capitalizing of interest) or (2) the loan becomes well secured with marketable collateral and is in the process of collection. An established track record of performance is also considered when determining accrual status.
Derivatives, Methods of Accounting, Hedging Derivatives [Policy Text Block]	he Company records all derivatives on the balance sheet at fair value. The accounting for changes in the fair value of derivatives depends on the intended use of the derivative, whether the Company has elected to designate a derivative in a hedging relationship and apply hedge accounting and whether the hedging relationship has satisfied the criteria necessary to apply hedge accounting. Derivatives designated and qualifying as a hedge of the exposure to changes in the fair value of an asset, liability, or firm commitment attributable to a particular risk, such as interest rate risk, are considered fair value hedges. Derivatives designated and qualifying as a hedge of the exposure to variability in expected future cash flows, or other types of forecasted transactions, are considered cash flow hedges. Hedge accounting generally provides for the matching of the timing of gain or loss recognition on the hedging instrument with the recognition of the changes in the fair value of the hedged asset or liability that are attributable to the hedged risk in a fair value hedge or the earnings effect of the hedged forecasted transactions in a cash flow hedge. The Company may enter into derivative contracts that are intended to economically hedge certain of its risks, even though hedge accounting does not apply or the Company elects not to apply hedge accounting. The Company does not use derivatives for trading or speculative purposes.
Fair Value of Financial Instruments, Policy [Policy Text Block]	Fair value is the exchange price that would be received for an asset or paid to transfer a liability (exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. Market participants are defined as buyers and sellers in the principal (or most advantageous) market for the asset or liability that have all of the following characteristics: 1) an unrelated party; 2) knowledgeable (having a reasonable understanding about the asset or liability and the transaction based on all available information; including information that might be obtained through due diligence efforts that are usual or customary); 3) able to transact; and 4) willing to transact (motivated but not forced or otherwise compelled to do so). The FASB states “valuation techniques that are appropriate in the circumstances and for which sufficient data are available shall be used to measure fair value.” The valuation techniques for measuring fair value are consistent with the three traditional approaches to value: the market approach, the income approach, and the cost or asset approach. In applying valuation techniques, the use of relevant inputs (both observable and unobservable) based on the facts and circumstances must be used. The FASB has defined a fair value hierarchy for these inputs which prioritizes the inputs into three broad levels: • Level 1 Inputs – Quoted prices (unadjusted) for identical assets or liabilities in active markets. A quoted price in an active market provides the most reliable evidence of fair value and is used to measure fair value whenever available. A contractually binding sales price also provides reliable evidence of fair value. • Level 2 Inputs – Inputs to the valuation methodology include quoted prices for similar assets or liabilities in active markets; inputs to the valuation methodology include quoted prices for identical or similar assets or liabilities in markets that are not active; or inputs to the valuation methodology that utilize model-based techniques for which all significant assumptions are observable in the market. • Level 3 Inputs – Inputs to the valuation methodology are unobservable and significant to the fair value measurement; inputs to the valuation methodology that utilize model-based techniques for which significant assumptions are not observable in the market; or inputs to the valuation methodology that require significant management judgment or estimation, some of which may be internally developed. Unobservable inputs should be used only to the extent that relevant observable inputs are not available; this allows for situations where there is little, if any, market activity for the asset or liability at the measurement date. Unobservable inputs should reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk.
Fair Value Measurement, Policy [Policy Text Block]	The Company used the following methods and significant assumptions to estimate fair value: Investment Securities - The fair value for investment securities are determined by quoted market prices, if available (Level 1). The Company utilizes an independent pricing service to obtain the fair value of debt securities. On a quarterly basis, the Company selects a sample of 30 securities from its primary pricing service and compares them to a secondary independent pricing service to validate value. In addition, the Company periodically reviews the pricing methodology utilized by the primary independent service for reasonableness. Debt securities issued by the U.S. Treasury and other U.S. Government agencies and corporations, MBS, and CMOs are priced utilizing industry-standard models that consider various assumptions, including time value, yield curves, volatility factors, prepayment speeds, default rates, loss severity, current market and contractual prices for the underlying financial instruments, as well as other relevant economic measures. Substantially all of these assumptions are observable in the marketplace, can be derived from observable data, or are supported by observable levels at which transactions are executed in the marketplace (Level 2). Municipal securities are valued using a type of matrix, or grid, pricing in which securities are benchmarked against the treasury rate based on credit rating (Level 2). On an annual basis, a group of selected municipal securities have their credit rating evaluated by a securities dealer and that information is used to verify the primary independent service’s rating and pricing. Loans Held for Sale - Loans held for sale are carried at the lower of cost or fair value, with fair value being based on binding contracts from third party investors (Level 2). The portfolio has historically consisted primarily of residential real estate loans. Loans Held for Investment - The estimated fair value of loans, net, was performed using the income approach, with the market approach used for certain nonperforming loans, resulting in a Level 3 fair value classification. The application of the income approach establishes value by methods that discount or capitalize earnings and/or cash flow, by a discount or capitalization rate that reflects market rate of return expectations, market conditions, and the relative risk of the investment. Generally, this can be accomplished by the discounted cash flow method. For loans that exhibited some characteristics of performance and where it appears that the borrower may have adequate cash flows to service the loan, a discounted cash flow analysis was used. The discounted cash flow analysis was based on the contractual maturity of the loan and market indications of rates, prepayment speeds, defaults and credit risk. For loans with balloon or interest only payment structures, the repayment was extended by assuming a renewal period beyond the current contractual maturity date. For loans analyzed using the asset approach, the fair value was determined based on the estimated values of the underlying collateral. For impaired loans, the estimated net sales proceeds was used to determine the fair value of the loans when deemed appropriate. The implied sales proceeds value provides a better indication of value than the income stream as these loans are not performing or exhibit strong signs indicative of nonperformance. Impaired Loans, Net of Related Allowance - From time to time, a loan is considered impaired and an allowance for credit losses is established. The specific reserves for collateral dependent impaired loans are based on the fair value of the collateral less estimated costs to sell, based on appraisals. These appraisals may utilize a single valuation approach or a combination of approaches including comparable sales and the income approach. Adjustments are routinely made in the appraisal process by the independent appraisers to adjust for differences between the comparable sales and income data available for similar loans and collateral underlying such loans, and resulted in a Level 3 classification for inputs for determining fair value. Non-real estate collateral may be valued using an appraisal, net book value per the borrower’s financial statements, or aging reports, adjusted or discounted based on management’s historical knowledge, changes in market conditions from the time of valuation, and management’s expertise and knowledge of the client and the client’s business, resulting in a Level 3 fair value classification. Impaired loans are evaluated on a quarterly basis for additional impairment and adjusted in accordance with the allowance policy. Foreclosed Assets, Net - Foreclosed assets, net represents property acquired through foreclosures and settlements of loans. Property acquired through or in lieu of foreclosure are initially recorded at fair value less estimated selling cost at the date of foreclosure, establishing a new cost basis. These assets are subsequently accounted for at the lower of cost or fair value less estimated costs to sell. Fair value is commonly based on recent real estate appraisals which are updated no less frequently than every 18 months. These appraisals may utilize a single valuation approach or a combination of approaches, including comparable sales and the income approach. Adjustments are routinely made in the appraisal process by the independent appraisers to adjust for differences between the comparable sales and income data available for similar loans and the collateral underlying such loans, resulting in a Level 3 classification for inputs for determining fair value. Real estate owned properties are evaluated on a quarterly basis for additional impairment and adjusted accordingly. Appraisals for both collateral dependent impaired loans and foreclosed assets are performed by certified general appraisers (for commercial properties) or certified residential appraisers (for residential properties) whose qualifications and licenses have been reviewed and verified by the Company. Once received, a member of the Special Assets Department reviews the assumptions and approaches utilized in the appraisal as well as the overall resulting fair value in comparison with independent data sources such as recent market data or industry-wide statistics. Interest Rate Swaps - Interest rate swaps are valued by the Company’s swap dealers using cash flow valuation techniques with observable market data inputs. The fair values estimated by the Company’s swap dealers use interest rates that are observable or that can be corroborated by observable market data and, therefore, are classified within Level 2 of the valuation hierarchy. The Company has entered into collateral agreements with its swap dealers which entitle it to receive collateral to cover market values on derivatives which are in asset position, thus a credit risk adjustment on interest rate swaps is not warranted. Credit Risk Participation Agreements

Debt Securities (Tables)

Debt Securities (Tables)	3 Months Ended
	Mar. 31, 2019
Debt Securities [Abstract]
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	The amortized cost and fair value of debt securities AFS, with gross unrealized gains and losses, were as follows: As of March 31, 2019 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value U.S. Government agencies and corporations $ 5,501 $ — $ 11 $ 5,490 State and political subdivisions 107,086 1,257 47 108,296 Mortgage-backed securities 49,876 118 403 49,591 Collateralized mortgage obligations 180,284 459 4,736 176,007 Corporate debt securities 93,781 264 450 93,595 Total debt securities $ 436,528 $ 2,098 $ 5,647 $ 432,979 As of December 31, 2018 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value U.S. Government agencies and corporations $ 5,522 $ — $ 27 $ 5,495 State and political subdivisions 121,403 877 379 121,901 Mortgage-backed securities 51,625 100 1,072 50,653 Collateralized mortgage obligations 176,134 220 6,426 169,928 Corporate debt securities 67,077 64 1,017 66,124 Total debt securities $ 421,761 $ 1,261 $ 8,921 $ 414,101
Debt Securities, Held-to-maturity [Table Text Block]	The amortized cost and fair value of debt securities HTM, with gross unrealized gains and losses, were as follows: As of March 31, 2019 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value State and political subdivisions $ 131,117 $ 954 $ 837 $ 131,234 Mortgage-backed securities 10,996 1 113 10,884 Collateralized mortgage obligations 17,827 — 422 17,405 Corporate debt securities 35,093 273 138 35,228 Total debt securities $ 195,033 $ 1,228 $ 1,510 $ 194,751 As of December 31, 2018 (in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value State and political subdivisions $ 131,177 $ 314 $ 2,437 $ 129,054 Mortgage-backed securities 11,016 1 331 10,686 Collateralized mortgage obligations 18,527 — 669 17,858 Corporate debt securities 35,102 331 467 34,966 Total debt securities $ 195,822 $ 646 $ 3,904 $ 192,564
Schedule of Temporary Impairment Losses, Investments [Table Text Block]	The following tables present information pertaining to debt securities with gross unrealized losses as of March 31, 2019 and December 31, 2018 , aggregated by investment category and length of time that individual securities have been in a continuous loss position: As of March 31, 2019 Number of Securities Less than 12 Months 12 Months or More Total Available for Sale Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) U.S. Government agencies and corporations 2 $ — $ — $ 5,490 $ 11 $ 5,490 $ 11 State and political subdivisions 26 3,218 13 7,203 34 10,421 47 Mortgage-backed securities 20 446 3 39,238 400 39,684 403 Collateralized mortgage obligations 36 3,263 74 122,168 4,662 125,431 4,736 Corporate debt securities 15 12,024 31 58,513 419 70,537 450 Total 99 $ 18,951 $ 121 $ 232,612 $ 5,526 $ 251,563 $ 5,647 As of December 31, 2018 Number of Securities Less than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) U.S. Government agencies and corporations 2 $ — $ — $ 5,495 $ 27 $ 5,495 $ 27 State and political subdivisions 75 27,508 121 12,140 258 39,648 379 Mortgage-backed securities 24 1,893 15 44,882 1,057 46,775 1,072 Collateralized mortgage obligations 40 3,906 75 134,742 6,351 138,648 6,426 Corporate debt securities 11 — — 58,040 1,017 58,040 1,017 Total 152 $ 33,307 $ 211 $ 255,299 $ 8,710 $ 288,606 $ 8,921 As of March 31, 2019 Number of Securities Less than 12 Months 12 Months or More Total Held to Maturity Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) State and political subdivisions 116 $ 430 $ 1 $ 43,551 $ 836 $ 43,981 $ 837 Mortgage-backed securities 6 — — 10,823 113 10,823 113 Collateralized mortgage obligations 8 — — 17,397 422 17,397 422 Corporate debt securities 7 1,984 16 10,163 122 12,147 138 Total 137 $ 2,414 $ 17 $ 81,934 $ 1,493 $ 84,348 $ 1,510 As of December 31, 2018 Number of Securities Less than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (in thousands, except number of securities) State and political subdivisions 223 $ 20,905 $ 130 $ 56,154 $ 2,307 $ 77,059 $ 2,437 Mortgage-backed securities 6 9,486 298 1,138 33 10,624 331 Collateralized mortgage obligations 8 — — 17,849 669 17,849 669 Corporate debt securities 5 8,177 181 5,685 286 13,862 467 Total 242 $ 38,568 $ 609 $ 80,826 $ 3,295 $ 119,394 $ 3,904
Investments Classified by Contractual Maturity Date [Table Text Block]	The contractual maturity distribution of investment debt securities at March 31, 2019 , is summarized as follows: Available For Sale Held to Maturity (in thousands) Amortized Cost Fair Value Amortized Cost Fair Value Due in one year or less $ 15,954 $ 15,955 $ 731 $ 732 Due after one year through five years 109,177 109,271 25,991 26,023 Due after five years through ten years 75,518 76,396 106,501 106,770 Due after ten years 5,719 5,759 32,987 32,937 Debt securities without a single maturity date 230,160 225,598 28,823 28,289 Total $ 436,528 $ 432,979 $ 195,033 $ 194,751
Realized Gain (Loss) on Investments [Table Text Block]	The following table presents the net gains and losses on equity investments during the three months ended March 31, 2019 and 2018 , disaggregated into realized and unrealized gains and losses: Three Months Ended March 31, (in thousands) 2019 2018 Net gains (losses) recognized $ 27 $ (24 ) Less: Net gains (losses) recognized due to sales — — Unrealized gains (losses) on securities still held at the reporting date $ 27 $ (24 )

Loans Receivable and the Allo_2

Loans Receivable and the Allowance for Loan Losses (Tables)	3 Months Ended
	Mar. 31, 2019
Loans and Leases Receivable Disclosure [Abstract]
Schedule of Accounts, Notes, Loans and Financing Receivable [Table Text Block]	The composition of allowance for loan losses and loans by portfolio segment and impairment method are as follows: Recorded Investment in Loan Receivables and Allowance for Loan Losses As of March 31, 2019 and December 31, 2018 (in thousands) Agricultural Commercial and Industrial Commercial Real Estate Residential Real Estate Consumer Total March 31, 2019 Loans receivable Individually evaluated for impairment $ 4,608 $ 7,522 $ 8,854 $ 1,016 $ 22 $ 22,022 Collectively evaluated for impairment 92,158 528,313 1,257,829 449,821 36,642 2,364,763 Purchased credit impaired loans — 43 12,755 4,176 — 16,974 Total $ 96,766 $ 535,878 $ 1,279,438 $ 455,013 $ 36,664 $ 2,403,759 Allowance for loan losses: Individually evaluated for impairment $ 554 $ 2,162 $ 2,371 $ 259 $ 22 $ 5,368 Collectively evaluated for impairment 3,137 5,431 11,707 2,537 275 23,087 Purchased credit impaired loans — 1 720 476 — 1,197 Total $ 3,691 $ 7,594 $ 14,798 $ 3,272 $ 297 $ 29,652 (in thousands) Agricultural Commercial and Industrial Commercial Real Estate Residential Real Estate Consumer Total December 31, 2018 Loans receivable Individually evaluated for impairment $ 4,090 $ 8,957 $ 7,957 $ 1,760 $ 24 $ 22,788 Collectively evaluated for impairment 92,866 524,182 1,246,589 455,941 39,404 2,358,982 Purchased credit impaired loans — 49 12,782 4,178 — 17,009 Total $ 96,956 $ 533,188 $ 1,267,328 $ 461,879 $ 39,428 $ 2,398,779 Allowance for loan losses: Individually evaluated for impairment $ 322 $ 2,159 $ 2,683 $ 120 $ — $ 5,284 Collectively evaluated for impairment 3,315 5,318 12,232 1,753 208 22,826 Purchased credit impaired loans — 1 720 476 — 1,197 Total $ 3,637 $ 7,478 $ 15,635 $ 2,349 $ 208 $ 29,307
Allowance for Credit Losses on Financing Receivables [Table Text Block]	The changes in the ALLL by portfolio segment were as follows: Allowance for Loan Loss Activity For the Three Months Ended March 31, 2019 and 2018 (in thousands) Agricultural Commercial and Industrial Commercial Real Estate Residential Real Estate Consumer Total 2019 Beginning balance $ 3,637 $ 7,478 $ 15,635 $ 2,349 $ 208 $ 29,307 Charge-offs (134 ) (354 ) (650 ) (49 ) (168 ) (1,355 ) Recoveries 7 48 8 9 34 106 Provision (negative provision) 181 422 (195 ) 963 223 1,594 Ending balance $ 3,691 $ 7,594 $ 14,798 $ 3,272 $ 297 $ 29,652 2018 Beginning balance $ 2,790 $ 8,518 $ 13,637 $ 2,870 $ 244 $ 28,059 Charge-offs — (87 ) (264 ) (104 ) (21 ) (476 ) Recoveries 6 79 76 62 15 238 Provision (negative provision) 357 (148 ) 1,548 49 44 1,850 Ending balance $ 3,153 $ 8,362 $ 14,997 $ 2,877 $ 282 $ 29,671
Troubled Debt Restructurings on Financing Receivables [Table Text Block]	The following table sets forth information on the Company’s TDRs by class of loan occurring during the stated periods: Three Months Ended March 31, 2019 2018 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (dollars in thousands) Troubled Debt Restructurings (1) : Residential real estate: One- to four- family junior liens Extended maturity date 1 $ 51 $ 51 — $ — $ — Total 1 $ 51 $ 51 — $ — $ — (1) TDRs may include multiple concessions, and the disclosure classifications are based on the primary concession provided to the borrower. Loans by class modified as TDRs within 12 months of modification and for which there was a payment default during the stated periods were as follows: Three Months Ended March 31, 2019 2018 (dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Troubled Debt Restructurings (1) That Subsequently Defaulted: Commercial real estate: Commercial real estate-other Extended maturity date — $ — 1 $ 2,657 Total — $ — 1 $ 2,657 (1) TDRs may include multiple concessions, and the disclosure classifications are based on the primary concession provided to the borrower.
Financing Receivable Credit Quality Indicators [Table Text Block]	The following tables set forth the risk category of loans by class of receivable and credit quality indicator based on the most recent analysis performed, as of March 31, 2019 and December 31, 2018 : (in thousands) Pass Special Mention/ Watch Substandard Doubtful Loss Total March 31, 2019 Agricultural $ 75,878 $ 10,836 $ 10,025 $ 27 $ — $ 96,766 Commercial and industrial 506,363 9,636 19,831 3 45 535,878 Commercial real estate: Construction and development 176,266 10,690 950 — — 187,906 Farmland 70,744 5,283 10,621 — — 86,648 Multifamily 150,344 10,723 — — 161,067 Commercial real estate-other 780,394 41,566 21,857 — — 843,817 Total commercial real estate 1,177,748 68,262 33,428 — — 1,279,438 Residential real estate: One- to four- family first liens 325,860 3,079 4,025 256 — 333,220 One- to four- family junior liens 119,997 413 1,383 — — 121,793 Total residential real estate 445,857 3,492 5,408 256 — 455,013 Consumer 36,597 — 43 24 — 36,664 Total $ 2,242,443 $ 92,226 $ 68,735 $ 310 $ 45 $ 2,403,759 (in thousands) Pass Special Mention/ Watch Substandard Doubtful Loss Total December 31, 2018 Agricultural $ 74,126 $ 12,960 $ 9,870 $ — $ — $ 96,956 Commercial and industrial 499,042 13,583 20,559 4 — 533,188 Commercial real estate: Construction and development 215,625 1,069 923 — — 217,617 Farmland 72,924 4,818 11,065 — — 88,807 Multifamily 133,310 1,431 — — — 134,741 Commercial real estate-other 766,702 38,275 21,186 — — 826,163 Total commercial real estate 1,188,561 45,593 33,174 — — 1,267,328 Residential real estate: One- to four- family first liens 335,233 2,080 4,256 261 — 341,830 One- to four- family junior liens 118,146 426 1,477 — — 120,049 Total residential real estate 453,379 2,506 5,733 261 — 461,879 Consumer 39,357 22 24 25 — 39,428 Total $ 2,254,465 $ 74,664 $ 69,360 $ 290 $ — $ 2,398,779
Impaired Financing Receivables [Table Text Block]	The following table presents loans individually evaluated for impairment by class of receivable, as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Recorded Investment Unpaid Principal Balance Related Allowance Recorded Investment Unpaid Principal Balance Related Allowance With no related allowance recorded: Agricultural $ 1,689 $ 2,199 $ — $ 1,999 $ 2,511 $ — Commercial and industrial 2,333 2,381 — 2,761 2,977 — Commercial real estate: Construction and development — — — 84 84 — Farmland 2,023 2,023 — 110 110 — Multifamily — — — — — — Commercial real estate-other 1,179 1,683 — 1,533 2,046 — Total commercial real estate 3,202 3,706 — 1,727 2,240 — Residential real estate: One- to four- family first liens 151 151 — 617 644 — One- to four- family junior liens 342 342 — 292 293 — Total residential real estate 493 493 — 909 937 — Consumer — — — 24 24 — Total $ 7,717 $ 8,779 $ — $ 7,420 $ 8,689 $ — With an allowance recorded: Agricultural $ 2,919 $ 2,938 $ 554 $ 2,091 $ 2,097 $ 322 Commercial and industrial 5,189 7,816 2,162 6,196 8,550 2,159 Commercial real estate: Construction and development — — — — — — Farmland 1,441 2,092 — 2,123 2,123 662 Multifamily — — — — — — Commercial real estate-other 4,211 4,494 2,371 4,107 4,365 2,021 Total commercial real estate 5,652 6,586 2,371 6,230 6,488 2,683 Residential real estate: One- to four- family first liens 523 526 259 851 851 120 One- to four- family junior liens — — — — — — Total residential real estate 523 526 259 851 851 120 Consumer 22 22 22 — — — Total $ 14,305 $ 17,888 $ 5,368 $ 15,368 $ 17,986 $ 5,284 Total: Agricultural $ 4,608 $ 5,137 $ 554 $ 4,090 $ 4,608 $ 322 Commercial and industrial 7,522 10,197 2,162 8,957 11,527 2,159 Commercial real estate: Construction and development — — — 84 84 — Farmland 3,464 4,115 — 2,233 2,233 662 Multifamily — — — — — — Commercial real estate-other 5,390 6,177 2,371 5,640 6,411 2,021 Total commercial real estate 8,854 10,292 2,371 7,957 8,728 2,683 Residential real estate: One- to four- family first liens 674 677 259 1,468 1,495 120 One- to four- family junior liens 342 342 — 292 293 — Total residential real estate 1,016 1,019 259 1,760 1,788 120 Consumer 22 22 22 24 24 — Total $ 22,022 $ 26,667 $ 5,368 $ 22,788 $ 26,675 $ 5,284 The following table presents the average recorded investment and interest income recognized for loans individually evaluated for impairment by class of receivable, during the stated periods: Three Months Ended March 31, 2019 2018 (in thousands) Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized With no related allowance recorded: Agricultural $ 1,538 $ — $ 5,015 $ 124 Commercial and industrial 2,343 — 3,189 46 Commercial real estate: Construction and development — — 84 — Farmland 1,011 — 1,976 39 Multifamily — — 413 10 Commercial real estate-other 1,185 6 5,930 67 Total commercial real estate 2,196 6 8,403 116 Residential real estate: One- to four- family first liens 75 — 1,602 — One- to four- family junior liens 305 1 293 — Total residential real estate 380 1 1,895 — Consumer — — — — Total $ 6,457 $ 7 $ 18,502 $ 286 With an allowance recorded: Agricultural $ 2,735 $ — $ 1,946 $ 17 Commercial and industrial 5,460 — 7,088 — Commercial real estate: Construction and development — — — — Farmland 1,442 — 1,046 27 Multifamily — — — — Commercial real estate-other 3,966 3 4,141 — Total commercial real estate 5,408 3 5,187 27 Residential real estate: One- to four- family first liens 394 1 976 9 One- to four- family junior liens — — — — Total residential real estate 394 1 976 9 Consumer 11 — — — Total $ 14,008 $ 4 $ 15,197 $ 53 Total: Agricultural $ 4,273 $ — $ 6,961 $ 141 Commercial and industrial 7,803 — 10,277 46 Commercial real estate: Construction and development — — 84 — Farmland 2,453 — 3,022 66 Multifamily — — 413 10 Commercial real estate-other 5,151 9 10,071 67 Total commercial real estate 7,604 9 13,590 143 Residential real estate: One- to four- family first liens 469 1 2,578 9 One- to four- family junior liens 305 1 293 — Total residential real estate 774 2 2,871 9 Consumer 11 — — — Total $ 20,465 $ 11 $ 33,699 $ 339
Past Due Financing Receivables [Table Text Block]	The following table presents the contractual aging of the recorded investment in past due loans by class of receivable at March 31, 2019 and December 31, 2018 : (in thousands) 30 - 59 Days Past Due 60 - 89 Days Past Due 90 Days or More Past Due Total Past Due Current Total Loans Receivable March 31, 2019 Agricultural $ 2,090 $ 1,671 $ 887 $ 4,648 $ 92,118 $ 96,766 Commercial and industrial 1,452 630 3,814 5,896 529,982 535,878 Commercial real estate: Construction and development 296 26 94 416 187,490 187,906 Farmland 2,180 — 1,442 3,622 83,026 86,648 Multifamily — — — — 161,067 161,067 Commercial real estate-other 1,588 102 4,175 5,865 837,952 843,817 Total commercial real estate 4,064 128 5,711 9,903 1,269,535 1,279,438 Residential real estate: One- to four- family first liens 2,131 248 1,486 3,865 329,355 333,220 One- to four- family junior liens 250 124 626 1,000 120,793 121,793 Total residential real estate 2,381 372 2,112 4,865 450,148 455,013 Consumer 38 10 106 154 36,510 36,664 Total $ 10,025 $ 2,811 $ 12,630 $ 25,466 $ 2,378,293 $ 2,403,759 Included in the totals above are the following purchased credit impaired loans $ — $ — $ 143 $ 143 $ 16,831 $ 16,974 December 31, 2018 Agricultural $ 97 $ 130 $ 248 $ 475 $ 96,481 $ 96,956 Commercial and industrial 2,467 9 4,475 6,951 526,237 533,188 Commercial real estate: Construction and development 42 — 93 135 217,482 217,617 Farmland 44 — 529 573 88,234 88,807 Multifamily — — — — 134,741 134,741 Commercial real estate-other 436 2,655 1,327 4,418 821,745 826,163 Total commercial real estate 522 2,655 1,949 5,126 1,262,202 1,267,328 Residential real estate: One- to four- family first liens 1,876 1,332 977 4,185 337,645 341,830 One- to four- family junior liens 406 114 474 994 119,055 120,049 Total residential real estate 2,282 1,446 1,451 5,179 456,700 461,879 Consumer 47 16 24 87 39,341 39,428 Total $ 5,415 $ 4,256 $ 8,147 $ 17,818 $ 2,380,961 $ 2,398,779 Included in the totals above are the following purchased credit impaired loans $ 295 $ — $ — $ 295 $ 16,714 $ 17,009
Schedule of Financing Receivables, Non Accrual Status [Table Text Block]	The following table sets forth the composition of the Company’s recorded investment in loans on nonaccrual status and past due 90 days or more and still accruing by class of receivable, excluding PCI loans, as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Non-Accrual Loans Past Due 90 Days or More and Still Accruing Non-Accrual Loans Past Due 90 Days or More and Still Accruing Agricultural $ 2,321 $ — $ 1,622 $ — Commercial and industrial 7,726 — 9,218 — Commercial real estate: Construction and development 100 — 99 — Farmland 3,587 — 2,751 — Multifamily — — — — Commercial real estate-other 4,939 — 4,558 — Total commercial real estate 8,626 — 7,408 — Residential real estate: One- to four- family first liens 1,893 202 1,049 341 One- to four- family junior liens 521 6 465 24 Total residential real estate 2,414 208 1,514 365 Consumer 187 — 162 — Total $ 21,274 $ 208 $ 19,924 $ 365
Schedule of Changes in Accretable Yield for Purchased Credit Impaired Loans [Table Text Block]	Changes in the accretable yield for loans acquired and accounted for under ASC 310-30 were as follows for the three months ended March 31, 2019 and 2018 : Three Months Ended March 31, (in thousands) 2019 2018 Balance at beginning of period $ 3,840 $ 4,304 Accretion (168 ) (277 ) Balance at end of period $ 3,672 $ 4,027

Derivatives and Hedging Activ_2

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments [Table Text Block]	The following table presents the total notional and gross fair value of the Company’s derivatives as of March 31, 2019 and December 31, 2018 . The derivative asset and liability balances are presented on a gross basis, prior to the application of master netting agreements, as included in other assets and other liabilities, respectively, on the consolidated balance sheets. As of March 31, 2019 As of December 31, 2018 Fair Value Fair Value (in thousands) Notional Amount Derivative Assets Derivative Liabilities Notional Amount Derivative Assets Derivative Liabilities Derivatives designated as hedging instruments: Fair value hedges: Interest rate swaps $ 11,006 $ — $ 528 $ 8,927 $ — $ 223 Derivatives not designated as hedging instruments: Interest rate swaps $ 17,014 $ 551 $ 611 $ 13,830 $ 321 $ 359 Risk participation agreements (RPAs) 10,112 — 102 10,112 — 85 Total derivatives not designated as hedging instruments $ 27,126 $ 551 $ 713 $ 23,942 $ 321 $ 444
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location [Table Text Block]	The table below presents the effect of the Company’s derivative financial instruments designated as hedging instruments on the consolidated statements of income for the three months ended March 31, 2019 and March 31, 2018 : Location and Amount of Gain or Loss Recognized in Income on Fair Value Hedging Relationships For the Three Months Ended March 31, 2019 2018 (in thousands) Interest Income (Expense) Other Income Interest Income (Expense) Other Income Total amounts of income and expense line items presented in the Consolidated Statements of Income in which the effects of fair value hedges are recorded $ (1 ) $ — $ (1 ) $ — The effects of fair value hedging: Gain (Loss) on fair value hedging relationships in subtopic 815-20: Interest contracts: Hedged items 304 — (162 ) — Derivative designated as hedging instruments (305 ) — 161 —
Hedged Items In Fair Value Hedging Relationship [Table Text Block]	As of March 31, 2019 , the following amounts were recorded on the balance sheet related to cumulative basis adjustment for fair value hedges: Line Item in the Balance Sheet in Which the Hedged Item is Included Carrying Amount of the Hedged Assets Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Asset (in thousands) Loans $ 11,531 $ 525
Derivatives Not Designated as Hedging Instruments [Table Text Block]	Derivatives Not Designated as Hedging Instruments Interest Rate Swaps -The Company enters into interest rate derivatives, including interest rate swaps with its customers, to allow them to hedge against the risk of rising interest rates by providing fixed rate loans. To economically hedge against the interest rate risks in the products offered to its customers, the Company enters into mirrored interest rate contracts with institutional counterparties, with one designated as a central counterparty. The following table represents the notional amounts and the gross fair values of interest rate derivative contracts outstanding as of March 31, 2019 and December 31, 2018 . March 31, 2019 Customer Counterparties Financial Counterparties Fair Value Fair Value (in thousands) Notional Amount Assets Liabilities Notional Amount Assets Liabilities Swaps $ 8,507 $ 551 $ — $ 8,507 $ — $ 611 December 31, 2018 Customer Counterparties Financial Counterparties Fair Value Fair Value (in thousands) Notional Amount Assets Liabilities Notional Amount Assets Liabilities Swaps $ 6,915 $ 321 $ — $ 6,915 $ — $ 359 Credit Risk Participation Agreements -The Company may periodically enter into RPAs to manage the credit exposure on interest rate contracts associated with a syndicated loan. The Company may enter into protection purchased RPAs with institutional counterparties to decrease or increase its exposure to a borrower. Under the RPA, the Company will receive or make payment if a borrower defaults on the related interest rate contract. The Company manages its credit risk on RPAs by monitoring the creditworthiness of the borrowers and institutional counterparties, which is based on the normal credit review process. The notional amount of the RPAs reflects the Company’s pro-rata share of the derivative instrument. The following table represents the notional amounts and the gross fair values of RPAs purchased and sold outstanding as of March 31, 2019 and December 31, 2018 . March 31, 2019 December 31, 2018 Fair Value Fair Value (in thousands) Notional Amount Assets Liabilities Notional Amount Assets Liabilities RPAs - protection purchased $ 10,112 $ — $ 102 $ 10,112 $ — $ 85 The following table presents the net gains (losses) recognized on the consolidated statements of income related to the derivatives not designated as hedging instruments for the three months ended March 31, 2019 and March 31, 2018 : Location in the Consolidated Statements of Income For the Three Months Ended March 31, (in thousands) 2019 2018 Interest rate swaps Other income $ (22 ) $ — RPAs Other income (17 ) — Total $ (39 ) $ —
Offsetting Derivative Assets And Liabilities [Table Text Block]	Offsetting of Derivatives The table below presents a gross presentation, the effects of offsetting, and a net presentation of the Company’s derivatives as of March 31, 2019 and December 31, 2018 . The net amounts of derivative assets or liabilities can be reconciled to the tabular disclosure of fair value. The tabular disclosure of fair value provides the location that derivative assets and liabilities are presented on the consolidated balance sheets. Gross Amounts Not Offset in the Balance Sheet (in thousands) Gross Amounts of Recognized Assets (Liabilities) Gross Amounts Offset in the Balance Sheet Net Amounts of Assets (Liabilities) presented in the Balance Sheet Financial Instruments Cash Collateral Pledged Net Assets (Liabilities) As of March 31, 2019 Asset Derivatives $ 551 $ — $ 551 $ — $ — $ 551 Liability Derivatives (1,240 ) — (1,240 ) — (1,240 ) — As of December 31, 2018 Asset Derivatives $ 321 $ — $ 321 $ — $ — $ 321 Liability Derivatives (667 ) — (667 ) — (530 ) (137 )

Goodwill and Intangible Assets

Goodwill and Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2019
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Intangible Assets and Goodwill [Table Text Block]	The following table presents the changes in the carrying amount of intangibles (excluding goodwill), gross carrying amount, accumulated amortization, and net book value as of and for the three months ended March 31, 2019 : (in thousands) Insurance Agency Intangible Core Deposit Intangible Indefinite-Lived Trade Name Intangible Finite-Lived Trade Name Intangible Customer List Intangible Total March 31, 2019 Balance, beginning of period $ 110 $ 1,973 $ 7,040 $ 556 $ 196 $ 9,875 Amortization expense (5 ) (393 ) — (43 ) (11 ) (452 ) Balance at end of period $ 105 $ 1,580 $ 7,040 $ 513 $ 185 $ 9,423 Gross carrying amount $ 1,320 $ 18,206 $ 7,040 $ 1,380 $ 455 $ 28,401 Accumulated amortization (1,215 ) (16,626 ) — (867 ) (270 ) (18,978 ) Net book value $ 105 $ 1,580 $ 7,040 $ 513 $ 185 $ 9,423

Other Assets (Tables)

Other Assets (Tables)	3 Months Ended
	Mar. 31, 2019
Other Assets [Abstract]
Schedule of Other Assets [Table Text Block]	The components of the Company’s other assets were as follows: (in thousands) March 31, 2019 December 31, 2018 Bank-owned life insurance $ 61,381 $ 60,989 Equity securities 2,776 2,737 FHLB Stock 12,581 14,678 Mortgage servicing rights 2,641 2,803 Operating leases right-of-use asset 2,719 — Federal & state taxes, current 487 2,361 Federal & state taxes, deferred 7,207 8,273 Accounts receivable & other miscellaneous assets 24,171 23,261 $ 113,963 $ 115,102
Realized Gain (Loss) on Investments [Table Text Block]	The following table presents the net gains and losses on equity investments during the three months ended March 31, 2019 and 2018 , disaggregated into realized and unrealized gains and losses: Three Months Ended March 31, (in thousands) 2019 2018 Net gains (losses) recognized $ 27 $ (24 ) Less: Net gains (losses) recognized due to sales — — Unrealized gains (losses) on securities still held at the reporting date $ 27 $ (24 )

Deposits (Tables)

Deposits (Tables)	3 Months Ended
	Mar. 31, 2019
Deposits [Abstract]
Deposit Liabilities, Type [Table Text Block]	The composition of the Company’s deposits as of March 31, 2019 and December 31, 2018 were as follows: March 31, 2019 December 31, 2018 (in thousands) Non-interest-bearing deposits $ 426,729 $ 439,133 Interest-bearing checking 696,760 683,894 Money market 629,838 555,839 Savings 200,998 210,416 Certificates of deposit under $250,000 541,310 532,395 Certificates of deposit of $250,000 or more 189,192 191,252 Total deposits $ 2,684,827 $ 2,612,929

Short-Term Borrowings (Tables)

Short-Term Borrowings (Tables)	3 Months Ended
	Mar. 31, 2019
Short-term Debt [Abstract]
Schedule of Short-term Debt [Table Text Block]	Short-term borrowings were as follows as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Weighted Average Cost Balance Weighted Average Cost Balance Securities sold under agreements to repurchase 1.17 % $ 68,722 1.00 % $ 74,522 Federal Home Loan Bank advances 2.62 7,200 2.60 56,900 Federal funds purchased 3.10 144 — — Total 1.31 % $ 76,066 1.69 % $ 131,422

Junior Subordinated Notes Iss_2

Junior Subordinated Notes Issued to Capital Trusts (Tables)	3 Months Ended
	Mar. 31, 2019
Junior Subordinated Notes [Abstract]
Schedule of Subordinated Borrowing [Table Text Block]	The table below summarizes the outstanding junior subordinated notes and the related trust preferred securities issued by each trust as of March 31, 2019 and December 31, 2018 : Face Value Book Value Interest Rate Interest Rate at Maturity Date Callable Date (in thousands) 3/31/2019 March 31, 2019 Central Bancshares Capital Trust II $ 7,217 $ 6,743 Three-month LIBOR + 3.50% 6.11 % 03/15/2038 03/15/2013 Barron Investment Capital Trust I 2,062 1,704 Three-month LIBOR + 2.15% 4.75 % 09/23/2036 09/23/2011 MidWestOne Statutory Trust II 15,464 15,464 Three-month LIBOR + 1.59% 4.20 % 12/15/2037 12/15/2012 Total $ 24,743 $ 23,911 Face Value Book Value Interest Rate Interest Rate at Maturity Date Callable Date (in thousands) 12/31/2018 December 31, 2018 Central Bancshares Capital Trust II $ 7,217 $ 6,730 Three-month LIBOR + 3.50% 6.29 % 03/15/2038 03/15/2013 Barron Investment Capital Trust I 2,062 1,694 Three-month LIBOR + 2.15% 4.97 % 09/23/2036 09/23/2011 MidWestOne Statutory Trust II 15,464 15,464 Three-month LIBOR + 1.59% 4.38 % 12/15/2037 12/15/2012 Total $ 24,743 $ 23,888

Long-Term Debt (Tables)

Long-Term Debt (Tables)	3 Months Ended
	Mar. 31, 2019
Long-term Debt, by Type, Current and Noncurrent [Abstract]
Schedule of Long-term Debt Instruments [Table Text Block]	Long-term debt was as follows as of March 31, 2019 and December 31, 2018 : March 31, 2019 December 31, 2018 (in thousands) Weighted Average Cost Balance Weighted Average Cost Balance Finance lease payable 8.89 % $ 1,310 8.89 % $ 1,338 FHLB term borrowings 2.43 131,000 2.45 136,000 Other long-term debt 4.23 6,250 4.13 7,500 Total 2.57 % $ 138,560 2.60 % $ 144,838

Income Taxes (Tables)

Income Taxes (Tables)	3 Months Ended
	Mar. 31, 2019
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation [Table Text Block]	Income tax expense for the three months ended March 31, 2019 and 2018 was equal to or less than the amount computed by applying the maximum effective federal income tax rate of 21% , to the income before income taxes, because of the following items: For the Three Months Ended March 31, 2019 2018 (in thousands) Amount % of Pretax Income Amount % of Pretax Income Income tax based on statutory rate $ 1,927 21.0 % $ 2,053 21.0 % Tax-exempt interest (468 ) (5.1 ) (490 ) (5.0 ) Bank-owned life insurance (82 ) (0.9 ) (91 ) (0.9 ) State income taxes, net of federal income tax benefit 487 5.3 529 5.4 Non-deductible acquisition expenses 26 0.3 — — General business credits (14 ) (0.2 ) (47 ) (0.8 ) Other 14 0.2 30 0.6 Total income tax expense $ 1,890 20.6 % $ 1,984 20.3 %

Earnings per Share (Tables)

Earnings per Share (Tables)	3 Months Ended
	Mar. 31, 2019
Earnings Per Share [Abstract]
Schedule of Earnings Per Share, Basic, by Common Class, Including Two Class Method [Table Text Block]	The following table presents the computation of earnings per common share for the respective periods: Three Months Ended March 31, (dollars in thousands, except per share amounts) 2019 2018 Basic earnings per common share computation Numerator: Net income $ 7,285 $ 7,793 Denominator: Weighted average shares outstanding 12,164,360 12,222,690 Basic earnings per common share $ 0.60 $ 0.64 Diluted earnings per common share computation Numerator: Net income $ 7,285 $ 7,793 Denominator: Weighted average shares outstanding, including all dilutive potential shares 12,176,757 12,241,714 Diluted earnings per common share $ 0.60 $ 0.64

Regulatory Capital Requiremen_2

Regulatory Capital Requirements and Restrictions on Subsidiary Cash (Tables)	3 Months Ended
	Mar. 31, 2019
Regulatory Capital Requirements [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	Actual For Capital Adequacy Purposes With Capital Conservation Buffer (1) To Be Well Capitalized Under Prompt Corrective Action Provisions (dollars in thousands) Amount Ratio Amount Ratio Amount Ratio At March 31, 2019 Consolidated: Total capital/risk based assets $ 346,503 12.26 % $ 296,799 10.500 % N/A N/A Tier 1 capital/risk based assets 316,851 11.21 240,266 8.500 N/A N/A Common equity tier 1 capital/risk based assets 292,940 10.36 197,866 7.000 N/A N/A Tier 1 capital/adjusted average assets 316,851 9.80 129,299 4.000 N/A N/A MidWest One Bank: Total capital/risk based assets $ 336,786 11.95 % $ 295,883 10.500 % $ 281,794 10.00 % Tier 1 capital/risk based assets 307,134 10.90 239,525 8.500 225,435 8.00 Common equity tier 1 capital/risk based assets 307,134 10.90 197,256 7.000 183,166 6.50 Tier 1 capital/adjusted average assets 307,134 9.52 129,008 4.000 161,260 5.00 At December 31, 2018 Consolidated: Total capital/risk based assets $ 342,054 12.23 % $ 276,283 9.875 % N/A N/A Tier 1 capital/risk based assets 312,747 11.18 220,327 7.875 N/A N/A Common equity tier 1 capital/risk based assets 288,859 10.32 178,360 6.375 N/A N/A Tier 1 capital/adjusted average assets 312,747 9.73 128,531 4.000 N/A N/A MidWest One Bank: Total capital/risk based assets $ 333,074 11.94 % $ 275,468 9.875 % $ 278,955 10.00 % Tier 1 capital/risk based assets 303,767 10.89 219,677 7.875 223,164 8.00 Common equity tier 1 capital/risk based assets 303,767 10.89 177,833 6.375 181,320 6.50 Tier 1 capital/adjusted average assets 303,767 9.47 128,259 4.000 160,324 5.00

Commitments and Contingencies_2

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2019
Commitments and Contingencies Disclosure [Abstract]
Other Commitments [Table Text Block]	A summary of the Bank’s commitments at March 31, 2019 and December 31, 2018 , is as follows: March 31, 2019 December 31, 2018 (in thousands) Commitments to extend credit $ 530,671 $ 521,270 Commitments to sell loans 309 666 Standby letters of credit 16,002 16,709 Total $ 546,982 $ 538,645

Estimated Fair Value of Finan_2

Estimated Fair Value of Financial Instruments and Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2019
Fair Value Disclosures [Abstract]
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]	The following tables present information on the assets and liabilities measured at fair value on a recurring basis as of the dates indicated: Fair Value Measurements as of March 31, 2019 (in thousands) Total Level 1 Level 2 Level 3 Assets: Available for sale debt securities: U.S. Government agencies and corporations $ 5,490 $ — $ 5,490 $ — State and political subdivisions 108,296 — 108,296 — Mortgage-backed securities 49,591 — 49,591 — Collateralized mortgage obligations 176,007 — 176,007 — Corporate debt securities 93,595 — 93,595 — Total available for sale debt securities $ 432,979 $ — $ 432,979 $ — Equity securities 2,776 2,776 — — Interest rate swaps 551 — 551 — Liabilities: Derivatives: Interest rate swaps $ 1,139 $ — $ 1,139 $ — RPAs 102 — 102 — Total derivative liabilities $ 1,241 $ — $ 1,241 $ — Fair Value Measurements as of December 31, 2018 (in thousands) Total Level 1 Level 2 Level 3 Assets: Debt securities available for sale: U.S. Government agencies and corporations $ 5,495 $ — $ 5,495 $ — State and political subdivisions 121,901 — 121,901 — Mortgage-backed securities 50,653 — 50,653 — Collateralized mortgage obligations 169,928 — 169,928 — Corporate debt securities 66,124 — 66,124 — Total debt securities available for sale $ 414,101 $ — $ 414,101 $ — Equity securities 2,737 2,737 — — Interest rate swaps 321 — 321 — Liabilities: Derivatives: Interest rate swaps $ 582 $ — $ 582 $ — RPAs 85 — 85 — Total derivative liabilities $ 667 $ — $ 667 $ —
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Table Text Block]	The following tables present assets measured at fair value on a nonrecurring basis as of the dates indicated: Fair Value Measurements as of March 31, 2019 (in thousands) Total Level 1 Level 2 Level 3 Impaired loans, net of related allowance $ 8,937 $ — $ — $ 8,937 Foreclosed assets, net $ 336 $ — $ — $ 336 Fair Value Measurements as of December 31, 2018 (in thousands) Total Level 1 Level 2 Level 3 Impaired loans, net of related allowance $ 10,084 $ — $ — $ 10,084 Foreclosed assets, net $ 535 $ — $ — $ 535
Fair Value, by Balance Sheet Grouping [Table Text Block]	The following tables summarize the carrying amount and estimated fair value of selected financial instruments as of the dated indicated: March 31, 2019 (in thousands) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 42,971 $ 42,971 $ 42,971 $ — $ — Equity securities 2,776 2,776 2,776 — — Debt securities available for sale 432,979 432,979 — 432,979 — Debt securities held to maturity 195,033 194,751 — 194,751 — Loans held for sale 309 313 — 313 — Loans held for investment, net 2,374,107 2,348,467 — — 2,348,467 Interest receivable 14,931 14,931 14,931 — — Federal Home Loan Bank stock 12,581 12,581 — 12,581 — Derivative assets 551 551 — 551 — Financial liabilities: Noninterest bearing deposits 426,729 426,729 426,729 — — Interest bearing deposits 2,258,098 2,254,137 1,527,596 726,541 — Short-term borrowings 76,066 76,066 76,066 — — Finance lease liability 1,310 1,310 — 1,310 — Federal Home Loan Bank borrowings 131,000 130,618 — 130,618 — Junior subordinated notes issued to capital trusts 23,911 21,184 — 21,184 — Other long-term debt 6,250 6,250 — 6,250 — Derivative liabilities 1,241 1,241 — 1,241 — December 31, 2018 (in thousands) Carrying Amount Estimated Fair Value Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 45,480 $ 45,480 $ 45,480 $ — $ — Equity securities 2,737 2,737 2,737 — — Debt securities available for sale 414,101 414,101 — 414,101 — Debt securities held to maturity 195,822 192,564 — 192,564 — Loans held for sale 666 678 — 678 — Loans held for investment, net 2,369,472 2,343,654 — — 2,343,654 Interest receivable 14,736 14,736 14,736 — — Federal Home Loan Bank stock 14,678 14,678 — 14,678 — Derivative assets 321 321 — 321 — Financial liabilities: Noninterest bearing deposits 439,133 439,133 439,133 — — Interest bearing deposits 2,173,796 2,166,518 1,450,149 716,369 — Short-term borrowings 131,422 131,422 131,422 — — Capital lease liability 1,338 1,338 — 1,338 — Federal Home Loan Bank borrowings 136,000 134,995 — 134,995 — Junior subordinated notes issued to capital trusts 23,888 21,215 — 21,215 — Other long-term debt 7,500 7,500 — 7,500 — Derivative liabilities 667 667 — 667 —
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Table Text Block]	The following table presents the valuation technique and unobservable inputs for Level 3 assets measured at fair value as of the date indicated: March 31, 2019 (dollars in thousands) Fair Value Valuation Techniques(s) Unobservable Input Range of Inputs Weighted Average Impaired loans, net of related allowance $ 8,937 Third party appraisal Appraisal discount NM * - NM * NM * Foreclosed assets, net $ 336 Third party appraisal Appraisal discount NM * - NM * NM *

Leases (Tables)

Leases (Tables)	3 Months Ended
	Mar. 31, 2019
Leases [Abstract]
Schedule of Lease Assets and Liabilities [Table Text Block]	The following table represents the consolidated statements of condition classification of the Company’s ROU assets and lease liabilities. The Company elected not to include short-term leases (i.e., leases with initial terms of twelve months or less) on the consolidated statements of condition. (in thousands) March 31, 2019 Lease Right-of-Use Assets Classification Operating lease right-of-use assets Other assets $ 2,719 Finance lease right-of-use asset Premises and equipment, net 709 Total right-of-use assets $ 3,428 Lease Liabilities Operating lease liability Other liabilities $ 2,723 Finance lease liability Long-term debt 1,310 Total lease liabilities $ 4,033
Lease, Cost [Table Text Block]	March 31, 2019 Weighted-average remaining lease term Operating leases 7.42 years Finance lease 4.97 years Weighted-average discount rate Operating leases 2.96 % Finance lease 8.89 % The following table represents lease costs and other lease information. As the Company elected, for all classes of underlying assets, not to separate lease and non-lease components and instead to account for them as a single lease component, the variable lease cost primarily represents variable payments such as common area maintenance and utilities. Three Months Ended March 31, (in thousands) 2019 Lease Costs Operating lease cost $ 193 Variable lease cost 35 Short-term lease cost 1 Finance lease cost Interest on lease liabilities (1) 29 Amortization of right-of-use assets 24 Net lease cost $ 282 Other Information Cash paid for amounts included in the measurement of lease liabilities: Operating cash flows from operating leases $ 359 Operating cash flows from finance lease 29 Finance cash flows from finance lease 27 Right-of-use assets obtained in exchange for new operating lease liabilities — Right-of-use assets obtained in exchange for new finance lease liabilities —
Finance Lease, Liability, Maturity [Table Text Block]	Future minimum payments for finance leases and operating leases with initial or remaining terms of one year or more as of March 31, 2019 were as follows: (in thousands) Finance Leases Operating Leases Twelve Months Ended: March 31, 2020 $ 227 $ 646 March 31, 2021 232 587 March 31, 2022 236 498 March 31, 2023 241 485 March 31, 2024 246 507 Thereafter 614 211 Total future minimum lease payments $ 1,796 $ 2,934 Lease liability 1,310 2,723 Amounts representing interest $ 486 $ 211
Lessee, Operating Lease, Liability, Maturity [Table Text Block]	Future minimum payments for finance leases and operating leases with initial or remaining terms of one year or more as of March 31, 2019 were as follows: (in thousands) Finance Leases Operating Leases Twelve Months Ended: March 31, 2020 $ 227 $ 646 March 31, 2021 232 587 March 31, 2022 236 498 March 31, 2023 241 485 March 31, 2024 246 507 Thereafter 614 211 Total future minimum lease payments $ 1,796 $ 2,934 Lease liability 1,310 2,723 Amounts representing interest $ 486 $ 211

Debt Securities Schedule of Ava

Debt Securities Schedule of Available for Sale Securities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Schedule of Available-for-sale Securities
Amortized cost basis	$ 436,528	$ 421,761
Gross unrealized gains	2,098	1,261
Gross unrealized losses	5,647	8,921
Estimated fair value	432,979	414,101
U.S. Government agencies and corporations
Schedule of Available-for-sale Securities
Amortized cost basis	5,501	5,522
Gross unrealized gains	0	0
Gross unrealized losses	11	27
Estimated fair value	5,490	5,495
State and political subdivisions
Schedule of Available-for-sale Securities
Amortized cost basis	107,086	121,403
Gross unrealized gains	1,257	877
Gross unrealized losses	47	379
Estimated fair value	108,296	121,901
Mortgage-backed securities
Schedule of Available-for-sale Securities
Amortized cost basis	49,876	51,625
Gross unrealized gains	118	100
Gross unrealized losses	403	1,072
Estimated fair value	49,591	50,653
Collateralized mortgage obligations
Schedule of Available-for-sale Securities
Amortized cost basis	180,284	176,134
Gross unrealized gains	459	220
Gross unrealized losses	4,736	6,426
Estimated fair value	176,007	169,928
Corporate debt securities
Schedule of Available-for-sale Securities
Amortized cost basis	93,781	67,077
Gross unrealized gains	264	64
Gross unrealized losses	450	1,017
Estimated fair value	$ 93,595	$ 66,124

Debt Securities Schedule of Hel

Debt Securities Schedule of Held to Maturity Securities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Schedule of Held-to-maturity Securities
Held to maturity securities, amortized cost	$ 195,033	$ 195,822
Gross unrealized gains	1,228	646
Gross unrealized losses	1,510	3,904
Estimated fair value	194,751	192,564
State and political subdivisions
Schedule of Held-to-maturity Securities
Held to maturity securities, amortized cost	131,117	131,177
Gross unrealized gains	954	314
Gross unrealized losses	837	2,437
Estimated fair value	131,234	129,054
Mortgage-backed securities
Schedule of Held-to-maturity Securities
Held to maturity securities, amortized cost	10,996	11,016
Gross unrealized gains	1	1
Gross unrealized losses	113	331
Estimated fair value	10,884	10,686
Collateralized mortgage obligations
Schedule of Held-to-maturity Securities
Held to maturity securities, amortized cost	17,827	18,527
Gross unrealized losses	422	669
Estimated fair value	17,405	17,858
Corporate debt securities
Schedule of Held-to-maturity Securities
Held to maturity securities, amortized cost	35,093	35,102
Gross unrealized gains	273	331
Gross unrealized losses	138	467
Estimated fair value	$ 35,228	$ 34,966

Debt Securities Available for S

Debt Securities Available for Sale Securities in Continuous Loss Position (Details) $ in Thousands	Mar. 31, 2019USD ($)count	Dec. 31, 2018USD ($)count
Schedule of Available-for-sale Securities
Available for sale securities in unrealized loss positions, number of positions | count	99	152
Available for sale securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 18,951	$ 33,307
Available for sale securities, continuous unrealized loss position, less than 12 months, Accumulated Loss	121	211
Available for sale securities, continuous unrealized loss position, twelve months or longer, estimated fair value	232,612	255,299
Available for sale securities, continuous unrealized loss position, 12 months or longer, accumulated loss	5,526	8,710
Available for sale securities, continuous unrealized loss position, fair value	251,563	288,606
Available for sale securities, continuous unrealized loss position, accumulated loss	$ 5,647	$ 8,921
U.S. Government agencies and corporations
Schedule of Available-for-sale Securities
Available for sale securities in unrealized loss positions, number of positions | count	2	2
Available for sale securities, continuous unrealized loss position, twelve months or longer, estimated fair value	$ 5,490	$ 5,495
Available for sale securities, continuous unrealized loss position, 12 months or longer, accumulated loss	11	27
Available for sale securities, continuous unrealized loss position, fair value	5,490	5,495
Available for sale securities, continuous unrealized loss position, accumulated loss	$ 11	$ 27
State and political subdivisions
Schedule of Available-for-sale Securities
Available for sale securities in unrealized loss positions, number of positions | count	26	75
Available for sale securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 3,218	$ 27,508
Available for sale securities, continuous unrealized loss position, less than 12 months, Accumulated Loss	13	121
Available for sale securities, continuous unrealized loss position, twelve months or longer, estimated fair value	7,203	12,140
Available for sale securities, continuous unrealized loss position, 12 months or longer, accumulated loss	34	258
Available for sale securities, continuous unrealized loss position, fair value	10,421	39,648
Available for sale securities, continuous unrealized loss position, accumulated loss	$ 47	$ 379
Mortgage-backed securities
Schedule of Available-for-sale Securities
Available for sale securities in unrealized loss positions, number of positions | count	20	24
Available for sale securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 446	$ 1,893
Available for sale securities, continuous unrealized loss position, less than 12 months, Accumulated Loss	3	15
Available for sale securities, continuous unrealized loss position, twelve months or longer, estimated fair value	39,238	44,882
Available for sale securities, continuous unrealized loss position, 12 months or longer, accumulated loss	400	1,057
Available for sale securities, continuous unrealized loss position, fair value	39,684	46,775
Available for sale securities, continuous unrealized loss position, accumulated loss	$ 403	$ 1,072
Collateralized mortgage obligations
Schedule of Available-for-sale Securities
Available for sale securities in unrealized loss positions, number of positions | count	36	40
Available for sale securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 3,263	$ 3,906
Available for sale securities, continuous unrealized loss position, less than 12 months, Accumulated Loss	74	75
Available for sale securities, continuous unrealized loss position, twelve months or longer, estimated fair value	122,168	134,742
Available for sale securities, continuous unrealized loss position, 12 months or longer, accumulated loss	4,662	6,351
Available for sale securities, continuous unrealized loss position, fair value	125,431	138,648
Available for sale securities, continuous unrealized loss position, accumulated loss	$ 4,736	$ 6,426
Corporate debt securities
Schedule of Available-for-sale Securities
Available for sale securities in unrealized loss positions, number of positions | count	15	11
Available for sale securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 12,024
Available for sale securities, continuous unrealized loss position, less than 12 months, Accumulated Loss	31
Available for sale securities, continuous unrealized loss position, twelve months or longer, estimated fair value	58,513	$ 58,040
Available for sale securities, continuous unrealized loss position, 12 months or longer, accumulated loss	419	1,017
Available for sale securities, continuous unrealized loss position, fair value	70,537	58,040
Available for sale securities, continuous unrealized loss position, accumulated loss	$ 450	$ 1,017

Debt Securities Held to Maturit

Debt Securities Held to Maturity Securities in Continuous Loss Position (Details) $ in Thousands	Mar. 31, 2019USD ($)count	Dec. 31, 2018USD ($)count
Schedule of Held-to-maturity Securities
Held to maturity securities in unrealized loss positions, number of positions | count	137	242
Held to maturity securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 2,414	$ 38,568
Held to maturity securities, continuous unrealized loss position, less than 12 months, accumulated loss	17	609
Held to maturity securities, continuous unrealized loss position, twelve months or longer, fair value	81,934	80,826
Held to maturity securities, continuous unrealized loss position, 12 months or longer, accumulated loss	1,493	3,295
Held to maturity securities, continuous urealized loss position, fair value	84,348	119,394
Held to maturity securities, continuous unrealized loss position, accumulated loss	$ 1,510	$ 3,904
State and political subdivisions
Schedule of Held-to-maturity Securities
Held to maturity securities in unrealized loss positions, number of positions | count	116	223
Held to maturity securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 430	$ 20,905
Held to maturity securities, continuous unrealized loss position, less than 12 months, accumulated loss	1	130
Held to maturity securities, continuous unrealized loss position, twelve months or longer, fair value	43,551	56,154
Held to maturity securities, continuous unrealized loss position, 12 months or longer, accumulated loss	836	2,307
Held to maturity securities, continuous urealized loss position, fair value	43,981	77,059
Held to maturity securities, continuous unrealized loss position, accumulated loss	$ 837	$ 2,437
Mortgage-backed securities
Schedule of Held-to-maturity Securities
Held to maturity securities in unrealized loss positions, number of positions | count	6	6
Held to maturity securities, continuous unrealized loss position, less than twelve months, estimated fair value		$ 9,486
Held to maturity securities, continuous unrealized loss position, less than 12 months, accumulated loss		298
Held to maturity securities, continuous unrealized loss position, twelve months or longer, fair value	$ 10,823	1,138
Held to maturity securities, continuous unrealized loss position, 12 months or longer, accumulated loss	113	33
Held to maturity securities, continuous urealized loss position, fair value	10,823	10,624
Held to maturity securities, continuous unrealized loss position, accumulated loss	$ 113	$ 331
Collateralized mortgage obligations
Schedule of Held-to-maturity Securities
Held to maturity securities in unrealized loss positions, number of positions | count	8	8
Held to maturity securities, continuous unrealized loss position, twelve months or longer, fair value	$ 17,397	$ 17,849
Held to maturity securities, continuous unrealized loss position, 12 months or longer, accumulated loss	422	669
Held to maturity securities, continuous urealized loss position, fair value	17,397	17,849
Held to maturity securities, continuous unrealized loss position, accumulated loss	$ 422	$ 669
Corporate debt securities
Schedule of Held-to-maturity Securities
Held to maturity securities in unrealized loss positions, number of positions | count	7	5
Held to maturity securities, continuous unrealized loss position, less than twelve months, estimated fair value	$ 1,984	$ 8,177
Held to maturity securities, continuous unrealized loss position, less than 12 months, accumulated loss	16	181
Held to maturity securities, continuous unrealized loss position, twelve months or longer, fair value	10,163	5,685
Held to maturity securities, continuous unrealized loss position, 12 months or longer, accumulated loss	122	286
Held to maturity securities, continuous urealized loss position, fair value	12,147	13,862
Held to maturity securities, continuous unrealized loss position, accumulated loss	$ 138	$ 467

Debt Securities Investments Cla

Debt Securities Investments Classified by Contractual Maturity (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Debt Securities, Available-for-sale, Maturity, Amortized Cost, Rolling Maturity [Abstract]
Due in one year or less, amortized cost	$ 15,954
Due after one year through five years, amortized cost	109,177
Due after five years through ten years, amortized cost	75,518
Due after ten years, amortized cost	5,719
Debt securities without a single maturity date, amortized cost	230,160
Total available for sale securities, debt securities, amortized cost	436,528
Debt Securities, Available-for-sale, Maturity, Fair Value, Rolling Maturity [Abstract]
Due in one year or less, estimated fair value	15,955
Due after one year through five years, estimated fair value	109,271
Due after five years through ten years, estimated fair value	76,396
Due after ten years, estimated fair value	5,759
Debt securities without a single maturity date, estimated fair value	225,598
Total debt securities available for sale, estimated fair value	432,979	$ 414,101
Debt Securities, Held-to-maturity, Maturity, Amortized Cost, Rolling Maturity [Abstract]
Due in one year or less, amortized cost	731
Due after one year through five years, amortized cost	25,991
Due after five years through ten years, amortized cost	106,501
Due after ten years, amortized cost	32,987
Debt securities without a single maturity date, amortized cost	28,823
Held to maturity securities, amortized cost	195,033	195,822
Debt Securities, Held-to-maturity, Maturity, Fair Value, Rolling Maturity [Abstract]
Due in one year or less, estimated fair value	732
Due after one year through five years, estimated fair value	26,023
Due after five years through ten years, estimated fair value	106,770
Due after ten years, estimated fair value	32,937
Debt securities without a single maturity date, estimated fair value	28,289
Fair value of debt securities held to maturity	$ 194,751	$ 192,564

Debt Securities Realized Gains

Debt Securities Realized Gains and Losses (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Debt Securities, Realized Gain (Loss)	$ 17	$ 9
Debt securities
Debt Securities, Available-for-sale [Abstract]
Gross realized gains	26	9
Gross realized losses	(9)	0
Available for sale securities, gross realized gain (loss)	$ 17	$ 9

Debt Securities Textual Referen

Debt Securities Textual References (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Schedule of Available-for-sale Securities
Pledged securities	$ 191.3	$ 197.2
Geographic Concentration Risk | Total Obligations of State and Political Subdivisions | State and political subdivisions | IOWA
Schedule of Available-for-sale Securities
Concentration risk, percentage	56.00%
Geographic Concentration Risk | Total Obligations of State and Political Subdivisions | State and political subdivisions | MINNESOTA
Schedule of Available-for-sale Securities
Concentration risk, percentage	22.00%

Loans Receivable and the Allo_3

Loans Receivable and the Allowance for Loan Losses Allowance for Loan Losses and Recorded Investment in Loan Receivables (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018	Dec. 31, 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable, individually evaluated for impairment	$ 22,022	$ 22,788
Loans receivable, collectively evaluated for impairment	2,364,763	2,358,982
Loans and leases receivable, gross	2,403,759	2,398,779
Allowance for Loan Losses [Abstract]
Loans receivable, allowance for credit losses, individually evaluated for impairment	5,368	5,284
Loans receivable, allowance for credit losses, collectively evaluated for impairment	23,087	22,826
Allowance for loan losses	29,652	29,307	$ 29,671	$ 28,059
Receivables Acquired with Deteriorated Credit Quality
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable,purchased credit impaired	16,974	17,009
Allowance for Loan Losses [Abstract]
Certain loans acquired in transfer not accounted for as debt securities, allowance for loan losses	1,197	1,197
Agricultural Portfolio Segment
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable, individually evaluated for impairment	4,608	4,090
Loans receivable, collectively evaluated for impairment	92,158	92,866
Loans and leases receivable, gross	96,766	96,956
Allowance for Loan Losses [Abstract]
Loans receivable, allowance for credit losses, individually evaluated for impairment	554	322
Loans receivable, allowance for credit losses, collectively evaluated for impairment	3,137	3,315
Allowance for loan losses	3,691	3,637	3,153	2,790
Commercial Portfolio Segment
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable, individually evaluated for impairment	7,522	8,957
Loans receivable, collectively evaluated for impairment	528,313	524,182
Loans and leases receivable, gross	535,878	533,188
Allowance for Loan Losses [Abstract]
Loans receivable, allowance for credit losses, individually evaluated for impairment	2,162	2,159
Loans receivable, allowance for credit losses, collectively evaluated for impairment	5,431	5,318
Allowance for loan losses	7,594	7,478	8,362	8,518
Commercial Portfolio Segment | Receivables Acquired with Deteriorated Credit Quality
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable,purchased credit impaired	43	49
Allowance for Loan Losses [Abstract]
Certain loans acquired in transfer not accounted for as debt securities, allowance for loan losses	1	1
Commercial Real Estate Portfolio Segment
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable, individually evaluated for impairment	8,854	7,957
Loans receivable, collectively evaluated for impairment	1,257,829	1,246,589
Loans and leases receivable, gross	1,279,438	1,267,328
Allowance for Loan Losses [Abstract]
Loans receivable, allowance for credit losses, individually evaluated for impairment	2,371	2,683
Loans receivable, allowance for credit losses, collectively evaluated for impairment	11,707	12,232
Allowance for loan losses	14,798	15,635	14,997	13,637
Commercial Real Estate Portfolio Segment | Receivables Acquired with Deteriorated Credit Quality
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable,purchased credit impaired	12,755	12,782
Allowance for Loan Losses [Abstract]
Certain loans acquired in transfer not accounted for as debt securities, allowance for loan losses	720	720
Residential Portfolio Segment
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable, individually evaluated for impairment	1,016	1,760
Loans receivable, collectively evaluated for impairment	449,821	455,941
Loans and leases receivable, gross	455,013	461,879
Allowance for Loan Losses [Abstract]
Loans receivable, allowance for credit losses, individually evaluated for impairment	259	120
Loans receivable, allowance for credit losses, collectively evaluated for impairment	2,537	1,753
Allowance for loan losses	3,272	2,349	2,877	2,870
Residential Portfolio Segment | Receivables Acquired with Deteriorated Credit Quality
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable,purchased credit impaired	4,176	4,178
Allowance for Loan Losses [Abstract]
Certain loans acquired in transfer not accounted for as debt securities, allowance for loan losses	476	476
Consumer Portfolio Segment
Loans and Leases Receivable Disclosure [Line Items]
Loans receivable, individually evaluated for impairment	22	24
Loans receivable, collectively evaluated for impairment	36,642	39,404
Loans and leases receivable, gross	36,664	39,428
Allowance for Loan Losses [Abstract]
Loans receivable, allowance for credit losses, individually evaluated for impairment	22
Loans receivable, allowance for credit losses, collectively evaluated for impairment	275	208
Allowance for loan losses	$ 297	$ 208	$ 282	$ 244

Loans Receivable and the Allo_4

Loans Receivable and the Allowance for Loan Losses Allowance for Loan Loss Activity (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	$ 29,307	$ 28,059
Charge-offs	(1,355)	(476)
Recoveries	106	238
Provision	1,594	1,850
Ending balance	29,652	29,671
Agricultural Portfolio Segment
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	3,637	2,790
Charge-offs	(134)
Recoveries	7	6
Provision	181	357
Ending balance	3,691	3,153
Commercial Portfolio Segment
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	7,478	8,518
Charge-offs	(354)	(87)
Recoveries	48	79
Provision	422	(148)
Ending balance	7,594	8,362
Commercial Real Estate Portfolio Segment
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	15,635	13,637
Charge-offs	(650)	(264)
Recoveries	8	76
Provision	(195)	1,548
Ending balance	14,798	14,997
Residential Portfolio Segment
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	2,349	2,870
Charge-offs	(49)	(104)
Recoveries	9	62
Provision	963	49
Ending balance	3,272	2,877
Consumer Portfolio Segment
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Beginning balance	208	244
Charge-offs	(168)	(21)
Recoveries	34	15
Provision	223	44
Ending balance	$ 297	$ 282

Loans Receivable and the Allo_5

Loans Receivable and the Allowance for Loan Losses New Troubled Debt Restructurings During Period (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)count
Financing Receivable, Modifications
Financing Receivable, Modifications, Number of Contracts | count	1
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 51
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 51
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Extended Maturity
Financing Receivable, Modifications
Financing Receivable, Modifications, Number of Contracts | count	1	[1]
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 51	[1]
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 51	[1]
[1]	TDRs may include multiple concessions, and the disclosure classifications are based on the primary concession provided to the borrower.

Loans Receivable and the Allo_6

Loans Receivable and the Allowance for Loan Losses New Troubled Debt Restructurings During Past Twelve Months That Defaulted During the Period (Details) $ in Thousands		3 Months Ended
		Mar. 31, 2019USD ($)count	Mar. 31, 2018USD ($)count
Financing Receivable, Modifications
Financing receivable, modifications, subsequent default, number of contracts | count		0	1
Financing receivable, modifications, subsequent default, recorded investment | $		$ 0	$ 2,657
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Extended Maturity
Financing Receivable, Modifications
Financing receivable, modifications, subsequent default, number of contracts | count	[1]		1
Financing receivable, modifications, subsequent default, recorded investment | $	[1]		$ 2,657
[1]	TDRs may include multiple concessions, and the disclosure classifications are based on the primary concession provided to the borrower.

Loans Receivable and the Allo_7

Loans Receivable and the Allowance for Loan Losses Loans by Internally Assigned Credit Quality Indicators (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financing Receivable, Recorded Investment
Loans receivable, net	$ 2,403,759	$ 2,398,779
Certain loans acquired in transfer not accounted for as debt securities, internally classified as other than pass	8,400	8,900
Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	2,242,443	2,254,465
Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	92,226	74,664
Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	68,735	69,360
Internally Assigned Grade Doubtful
Financing Receivable, Recorded Investment
Loans receivable, net	310	290
Unlikely to be Collected Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	45
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	96,766	96,956
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	75,878	74,126
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	10,836	12,960
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	10,025	9,870
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Internally Assigned Grade Doubtful
Financing Receivable, Recorded Investment
Loans receivable, net	27
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	535,878	533,188
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	506,363	499,042
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	9,636	13,583
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	19,831	20,559
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Internally Assigned Grade Doubtful
Financing Receivable, Recorded Investment
Loans receivable, net	3	4
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Unlikely to be Collected Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	45
Commercial Real Estate Portfolio Segment
Financing Receivable, Recorded Investment
Loans receivable, net	1,279,438	1,267,328
Commercial Real Estate Portfolio Segment | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	1,177,748	1,188,561
Commercial Real Estate Portfolio Segment | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	68,262	45,593
Commercial Real Estate Portfolio Segment | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	33,428	33,174
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	187,906	217,617
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	176,266	215,625
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	10,690	1,069
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	950	923
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	86,648	88,807
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	70,744	72,924
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	5,283	4,818
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	10,621	11,065
Commercial Real Estate Portfolio Segment | Multifamily Real Estate Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	161,067	134,741
Commercial Real Estate Portfolio Segment | Multifamily Real Estate Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	150,344	133,310
Commercial Real Estate Portfolio Segment | Multifamily Real Estate Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	10,723	1,431
Commercial Real Estate Portfolio Segment | Multifamily Real Estate Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	843,817	826,163
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	780,394	766,702
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	41,566	38,275
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	21,857	21,186
Residential Portfolio Segment
Financing Receivable, Recorded Investment
Loans receivable, net	455,013	461,879
Residential Portfolio Segment | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	445,857	453,379
Residential Portfolio Segment | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	3,492	2,506
Residential Portfolio Segment | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	5,408	5,733
Residential Portfolio Segment | Internally Assigned Grade Doubtful
Financing Receivable, Recorded Investment
Loans receivable, net	256	261
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	333,220	341,830
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	325,860	335,233
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	3,079	2,080
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	4,025	4,256
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Internally Assigned Grade Doubtful
Financing Receivable, Recorded Investment
Loans receivable, net	256	261
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	121,793	120,049
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	119,997	118,146
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net	413	426
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	1,383	1,477
Consumer Portfolio Segment | Consumer Loan Financing Receivable
Financing Receivable, Recorded Investment
Loans receivable, net	36,664	39,428
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Internally Assigned Grade Pass
Financing Receivable, Recorded Investment
Loans receivable, net	36,597	39,357
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Internally Assigned Grade Special Mention Watch
Financing Receivable, Recorded Investment
Loans receivable, net		22
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Internally Assigned Grade Substandard
Financing Receivable, Recorded Investment
Loans receivable, net	43	24
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Internally Assigned Grade Doubtful
Financing Receivable, Recorded Investment
Loans receivable, net	$ 24	$ 25

Loans Receivable and the Allo_8

Loans Receivable and the Allowance for Loan Losses Amounts and Categories of Impaired Loans (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	$ 7,717		$ 7,420
Impaired financing receivable, with no related allowance, unpaid principal balance	8,779		8,689
Impaired financing receivable, with related allowance, recorded investment	14,305		15,368
Impaired financing receivable, with related allowance, unpaid principal balance	17,888		17,986
Impaired financing receivable, related allowance	5,368		5,284
Impaired financing receivable, recorded investment	22,022		22,788
Impaired financing receivable, unpaid principal balance	26,667		26,675
Impaired financing receivable, with no related allowance, average recorded investment	6,457	$ 18,502
Impaired financing receivable, with no related allowance, interest income, accrual method	7	286
Impaired financing receivable, with related allowance, average recorded investment	14,008	15,197
Impaired financing receivable, with related allowance, interest income, accrual method	4	53
Impaired financing receivable, average recorded investment	20,465	33,699
Impaired financing receivable, interest income, accrual method	11	339
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	1,689		1,999
Impaired financing receivable, with no related allowance, unpaid principal balance	2,199		2,511
Impaired financing receivable, with related allowance, recorded investment	2,919		2,091
Impaired financing receivable, with related allowance, unpaid principal balance	2,938		2,097
Impaired financing receivable, related allowance	554		322
Impaired financing receivable, recorded investment	4,608		4,090
Impaired financing receivable, unpaid principal balance	5,137		4,608
Impaired financing receivable, with no related allowance, average recorded investment	1,538	5,015
Impaired financing receivable, with no related allowance, interest income, accrual method		124
Impaired financing receivable, with related allowance, average recorded investment	2,735	1,946
Impaired financing receivable, with related allowance, interest income, accrual method		17
Impaired financing receivable, average recorded investment	4,273	6,961
Impaired financing receivable, interest income, accrual method		141
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	2,333		2,761
Impaired financing receivable, with no related allowance, unpaid principal balance	2,381		2,977
Impaired financing receivable, with related allowance, recorded investment	5,189		6,196
Impaired financing receivable, with related allowance, unpaid principal balance	7,816		8,550
Impaired financing receivable, related allowance	2,162		2,159
Impaired financing receivable, recorded investment	7,522		8,957
Impaired financing receivable, unpaid principal balance	10,197		11,527
Impaired financing receivable, with no related allowance, average recorded investment	2,343	3,189
Impaired financing receivable, with no related allowance, interest income, accrual method		46
Impaired financing receivable, with related allowance, average recorded investment	5,460	7,088
Impaired financing receivable, average recorded investment	7,803	10,277
Impaired financing receivable, interest income, accrual method		46
Commercial Real Estate Portfolio Segment
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	3,202		1,727
Impaired financing receivable, with no related allowance, unpaid principal balance	3,706		2,240
Impaired financing receivable, with related allowance, recorded investment	5,652		6,230
Impaired financing receivable, with related allowance, unpaid principal balance	6,586		6,488
Impaired financing receivable, related allowance	2,371		2,683
Impaired financing receivable, recorded investment	8,854		7,957
Impaired financing receivable, unpaid principal balance	10,292		8,728
Impaired financing receivable, with no related allowance, average recorded investment	2,196	8,403
Impaired financing receivable, with no related allowance, interest income, accrual method	6	116
Impaired financing receivable, with related allowance, average recorded investment	5,408	5,187
Impaired financing receivable, with related allowance, interest income, accrual method	3	27
Impaired financing receivable, average recorded investment	7,604	13,590
Impaired financing receivable, interest income, accrual method	9	143
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment			84
Impaired financing receivable, with no related allowance, unpaid principal balance			84
Impaired financing receivable, recorded investment			84
Impaired financing receivable, unpaid principal balance			84
Impaired financing receivable, with no related allowance, average recorded investment		84
Impaired financing receivable, average recorded investment		84
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	2,023		110
Impaired financing receivable, with no related allowance, unpaid principal balance	2,023		110
Impaired financing receivable, with related allowance, recorded investment	1,441		2,123
Impaired financing receivable, with related allowance, unpaid principal balance	2,092		2,123
Impaired financing receivable, related allowance			662
Impaired financing receivable, recorded investment	3,464		2,233
Impaired financing receivable, unpaid principal balance	4,115		2,233
Impaired financing receivable, with no related allowance, average recorded investment	1,011	1,976
Impaired financing receivable, with no related allowance, interest income, accrual method		39
Impaired financing receivable, with related allowance, average recorded investment	1,442	1,046
Impaired financing receivable, with related allowance, interest income, accrual method		27
Impaired financing receivable, average recorded investment	2,453	3,022
Impaired financing receivable, interest income, accrual method		66
Commercial Real Estate Portfolio Segment | Multifamily Real Estate Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, average recorded investment		413
Impaired financing receivable, with no related allowance, interest income, accrual method		10
Impaired financing receivable, average recorded investment		413
Impaired financing receivable, interest income, accrual method		10
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	1,179		1,533
Impaired financing receivable, with no related allowance, unpaid principal balance	1,683		2,046
Impaired financing receivable, with related allowance, recorded investment	4,211		4,107
Impaired financing receivable, with related allowance, unpaid principal balance	4,494		4,365
Impaired financing receivable, related allowance	2,371		2,021
Impaired financing receivable, recorded investment	5,390		5,640
Impaired financing receivable, unpaid principal balance	6,177		6,411
Impaired financing receivable, with no related allowance, average recorded investment	1,185	5,930
Impaired financing receivable, with no related allowance, interest income, accrual method	6	67
Impaired financing receivable, with related allowance, average recorded investment	3,966	4,141
Impaired financing receivable, with related allowance, interest income, accrual method	3
Impaired financing receivable, average recorded investment	5,151	10,071
Impaired financing receivable, interest income, accrual method	9	67
Residential Portfolio Segment
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	493		909
Impaired financing receivable, with no related allowance, unpaid principal balance	493		937
Impaired financing receivable, with related allowance, recorded investment	523		851
Impaired financing receivable, with related allowance, unpaid principal balance	526		851
Impaired financing receivable, related allowance	259		120
Impaired financing receivable, recorded investment	1,016		1,760
Impaired financing receivable, unpaid principal balance	1,019		1,788
Impaired financing receivable, with no related allowance, average recorded investment	380	1,895
Impaired financing receivable, with no related allowance, interest income, accrual method	1
Impaired financing receivable, with related allowance, average recorded investment	394	976
Impaired financing receivable, with related allowance, interest income, accrual method	1	9
Impaired financing receivable, average recorded investment	774	2,871
Impaired financing receivable, interest income, accrual method	2	9
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	151		617
Impaired financing receivable, with no related allowance, unpaid principal balance	151		644
Impaired financing receivable, with related allowance, recorded investment	523		851
Impaired financing receivable, with related allowance, unpaid principal balance	526		851
Impaired financing receivable, related allowance	259		120
Impaired financing receivable, recorded investment	674		1,468
Impaired financing receivable, unpaid principal balance	677		1,495
Impaired financing receivable, with no related allowance, average recorded investment	75	1,602
Impaired financing receivable, with related allowance, average recorded investment	394	976
Impaired financing receivable, with related allowance, interest income, accrual method	1	9
Impaired financing receivable, average recorded investment	469	2,578
Impaired financing receivable, interest income, accrual method	1	9
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment	342		292
Impaired financing receivable, with no related allowance, unpaid principal balance	342		293
Impaired financing receivable, recorded investment	342		292
Impaired financing receivable, unpaid principal balance	342		293
Impaired financing receivable, with no related allowance, average recorded investment	305	293
Impaired financing receivable, with no related allowance, interest income, accrual method	1
Impaired financing receivable, average recorded investment	305	$ 293
Impaired financing receivable, interest income, accrual method	1
Consumer Portfolio Segment | Consumer Loan Financing Receivable
Financing Receivable, Impaired
Impaired financing receivable, with no related allowance, recorded investment			24
Impaired financing receivable, with no related allowance, unpaid principal balance			24
Impaired financing receivable, with related allowance, recorded investment	22
Impaired financing receivable, with related allowance, unpaid principal balance	22
Impaired financing receivable, related allowance	22
Impaired financing receivable, recorded investment	22		24
Impaired financing receivable, unpaid principal balance	22		$ 24
Impaired financing receivable, with related allowance, average recorded investment	11
Impaired financing receivable, average recorded investment	$ 11

Loans Receivable and the Allo_9

Loans Receivable and the Allowance for Loan Losses Past Due Loan Aging (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financing Receivable, Recorded Investment, Past Due
Loans past due	$ 25,466	$ 17,818
Loans current	2,378,293	2,380,961
Total Loans Receivable	2,403,759	2,398,779
Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	10,025	5,415
Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	2,811	4,256
Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	12,630	8,147
Purchased Credit Impaired Loans Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	143	295
Loans current	16,831	16,714
Total Loans Receivable	16,974	17,009
Purchased Credit Impaired Loans Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due		295
Purchased Credit Impaired Loans Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	143
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	4,648	475
Loans current	92,118	96,481
Total Loans Receivable	96,766	96,956
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	2,090	97
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	1,671	130
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	887	248
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	5,896	6,951
Loans current	529,982	526,237
Total Loans Receivable	535,878	533,188
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	1,452	2,467
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	630	9
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	3,814	4,475
Commercial Real Estate Portfolio Segment
Financing Receivable, Recorded Investment, Past Due
Loans past due	9,903	5,126
Loans current	1,269,535	1,262,202
Total Loans Receivable	1,279,438	1,267,328
Commercial Real Estate Portfolio Segment | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	4,064	522
Commercial Real Estate Portfolio Segment | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	128	2,655
Commercial Real Estate Portfolio Segment | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	5,711	1,949
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	416	135
Loans current	187,490	217,482
Total Loans Receivable	187,906	217,617
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	296	42
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	26
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	94	93
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	3,622	573
Loans current	83,026	88,234
Total Loans Receivable	86,648	88,807
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	2,180	44
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	1,442	529
Commercial Real Estate Portfolio Segment | Multifamily Real Estate Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans current	161,067	134,741
Total Loans Receivable	161,067	134,741
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	5,865	4,418
Loans current	837,952	821,745
Total Loans Receivable	843,817	826,163
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	1,588	436
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	102	2,655
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	4,175	1,327
Residential Portfolio Segment
Financing Receivable, Recorded Investment, Past Due
Loans past due	4,865	5,179
Loans current	450,148	456,700
Total Loans Receivable	455,013	461,879
Residential Portfolio Segment | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	2,381	2,282
Residential Portfolio Segment | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	372	1,446
Residential Portfolio Segment | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	2,112	1,451
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	3,865	4,185
Loans current	329,355	337,645
Total Loans Receivable	333,220	341,830
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	2,131	1,876
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	248	1,332
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	1,486	977
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	1,000	994
Loans current	120,793	119,055
Total Loans Receivable	121,793	120,049
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	250	406
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	124	114
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	626	474
Consumer Portfolio Segment | Consumer Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans past due	154	87
Loans current	36,510	39,341
Total Loans Receivable	36,664	39,428
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	38	47
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	10	16
Consumer Portfolio Segment | Consumer Loan Financing Receivable | Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Past Due
Loans past due	$ 106	$ 24

Loans Receivable and the All_10

Loans Receivable and the Allowance for Loan Losses Nonaccrual and 90+ Days Past Due and Still Accruing Loans (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	$ 21,274	$ 19,924
Loans 90 days past due and still accruing	208	365
Purchased Credit Impaired Loans Receivable
Financing Receivable, Recorded Investment, Past Due
Loans, nonaccrual or 90 days past due and still accruing	500	300
Loans, discount, nonaccrual or 90 days past due and still accruing	0	0
Agricultural Portfolio Segment | Agricultural Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	2,321	1,622
Commercial Portfolio Segment | Commercial and Industrial Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	7,726	9,218
Commercial Real Estate Portfolio Segment
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	8,626	7,408
Loans 90 days past due and still accruing		0
Commercial Real Estate Portfolio Segment | Commercial Real Estate Construction and Development Loan Financing Receivable [Member]
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	100	99
Commercial Real Estate Portfolio Segment | Farmland Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	3,587	2,751
Commercial Real Estate Portfolio Segment | Commercial Real Estate Loan Other Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	4,939	4,558
Residential Portfolio Segment
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	2,414	1,514
Loans 90 days past due and still accruing	208	365
Residential Portfolio Segment | Residential Real Estate First Lien Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	1,893	1,049
Loans 90 days past due and still accruing	202	341
Residential Portfolio Segment | Residential Real Estate Junior Lien Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	521	465
Loans 90 days past due and still accruing	6	24
Consumer Portfolio Segment | Consumer Loan Financing Receivable
Financing Receivable, Recorded Investment, Past Due
Loans in nonaccrual status	$ 187	$ 162

Loans Receivable and the All_11

Loans Receivable and the Allowance for Loan Losses Accretable Yield for Loans Acquired and Accounted for Under ASC 310-30 (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Loans and Leases Receivable Disclosure [Abstract]
Balance at beginning of period	$ 3,840	$ 4,304
Accretion	(168)	(277)
Reclassifications from nonaccretable difference	0	0
Balance at end of period	$ 3,672	$ 4,027

Loans Receivable and the All_12

Loans Receivable and the Allowance for Loan Losses Textual References (Details) $ in Millions	Mar. 31, 2019USD ($)quarters	Dec. 31, 2018USD ($)
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans pledged for Federal Home Loan Bank debt	$ 435.6	$ 444.6
Allowance for loan losses, maximum overage percentage	20.00%
Allowance for loan losses, maximum shortage percentage	5.00%
Loans reviewed collectively for impairment, historical loss lookback, number of quarters | quarters	20
Loans and leases receivable, impaired, commitment to lend	$ 0.2
Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Line Items]
Purchased credit-impaired loans, outstanding balance	17.7
Purchased credit-impaired loans, discount	$ 0.8

Derivatives and Hedging Activ_3

Derivatives and Hedging Activities Derivatives and Hedging Activities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional amount	$ 27,126	$ 23,942
Not Designated as Hedging Instrument | Derivative Financial Instruments, Assets
Derivatives, Fair Value [Line Items]
Derivative assets, fair value	551	321
Not Designated as Hedging Instrument | Derivative Financial Instruments, Liabilities
Derivatives, Fair Value [Line Items]
Derivative liabilities, fair value	713	444
Interest Rate Swap | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional amount	11,006	8,927
Interest Rate Swap | Designated as Hedging Instrument | Derivative Financial Instruments, Assets
Derivatives, Fair Value [Line Items]
Derivative assets, fair value	0	0
Interest Rate Swap | Designated as Hedging Instrument | Derivative Financial Instruments, Liabilities
Derivatives, Fair Value [Line Items]
Derivative liabilities, fair value	528	223
Interest Rate Swap | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional amount	17,014	13,830
Interest Rate Swap | Not Designated as Hedging Instrument | Derivative Financial Instruments, Assets
Derivatives, Fair Value [Line Items]
Derivative assets, fair value	551	321
Interest Rate Swap | Not Designated as Hedging Instrument | Derivative Financial Instruments, Liabilities
Derivatives, Fair Value [Line Items]
Derivative liabilities, fair value	611	359
Risk Participation Agreement | Not Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Notional amount	10,112	10,112
Derivative assets, fair value	0	0
Derivative liabilities, fair value	102	85
Risk Participation Agreement | Not Designated as Hedging Instrument | Derivative Financial Instruments, Assets
Derivatives, Fair Value [Line Items]
Derivative assets, fair value	0	0
Risk Participation Agreement | Not Designated as Hedging Instrument | Derivative Financial Instruments, Liabilities
Derivatives, Fair Value [Line Items]
Derivative liabilities, fair value	$ 102	$ 85

Derivatives and Hedging Activ_4

Derivatives and Hedging Activities Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location (Details) - Designated as Hedging Instrument - Interest Rate Swap - Fair Value Hedging - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on fair value hedge ineffectiveness, net	$ (1)	$ (1)
Change in fair value of hedged items	304	(162)
Change in fair value of derivative instruments	(305)	161
Other Income
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on fair value hedge ineffectiveness, net	0	0
Change in fair value of hedged items	0	0
Change in fair value of derivative instruments	$ 0	$ 0

Derivatives and Hedging Activ_5

Derivatives and Hedging Activities Hedged Items in Fair Value Hedging Relationship (Details) - Hedged Item, Loans - Interest Rate Swap - Designated as Hedging Instrument - Fair Value Hedging $ in Thousands	Mar. 31, 2019USD ($)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Carrying amount of hedged assets	$ 11,531
Cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged asset	$ 525

Derivatives and Hedging Activ_6

Derivatives and Hedging Activities Interest Rate Swaps (Details) - Not Designated as Hedging Instrument - Interest Rate Swap - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Customer Counterparties
Derivative [Line Items]
Derivative asset, notional amount	$ 8,507	$ 6,915
Derivative assets, fair value	551	321
Derivative liabilities, fair value	0	0
Financial Counterparties
Derivative [Line Items]
Derivative asset, notional amount	8,507	6,915
Derivative assets, fair value	0	0
Derivative liabilities, fair value	$ 611	$ 359

Derivatives and Hedging Activ_7

Derivatives and Hedging Activities Credit Risk Participation Agreements (Details) - Not Designated as Hedging Instrument - Risk Participation Agreement - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Derivative asset, notional amount	$ 10,112	$ 10,112
Derivative assets, fair value	0	0
Derivative liabilities, fair value	$ 102	$ 85

Derivatives and Hedging Activ_8

Derivatives and Hedging Activities Schedule of Other Derivatives Not Designated as Hedging Instruments (Details) - Other Income - Not Designated as Hedging Instrument - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Derivative Instruments, Gain (Loss) [Line Items]
Other income	$ (39)	$ 0
Interest Rate Swap
Derivative Instruments, Gain (Loss) [Line Items]
Other income	(22)	0
Risk Participation Agreement
Derivative Instruments, Gain (Loss) [Line Items]
Other income	$ (17)	$ 0

Derivatives and Hedging Activ_9

Derivatives and Hedging Activities Offsetting Derivative Assets and Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Derivative Asset [Abstract]
Gross amount of recognized assets	$ 551	$ 321
Gross amount offset in the balance sheet	0	0
Net amount of assets presented in the balance sheet	551	321
Financial instruments	0	0
Cash collateral received	0	0
Net assets	551	321
Derivative Liability [Abstract]
Gross amount of recognized liabilities	(1,240)	(667)
Gross amount offset in the balance sheet	0	0
Net amount of liabilities presented in the balance sheet	(1,240)	(667)
Financial instruments	0	0
Cash collateral paid	(1,240)	(530)
Net liabilities	$ 0	$ (137)

Derivatives and Hedging Acti_10

Derivatives and Hedging Activities Textual References (Details) $ in Millions	Mar. 31, 2019USD ($)
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair value of derivatives in a net liability position, including accrued interest	$ 1.2
Assets needed for immediate settlement, aggregate fair value	$ 1.2

Goodwill and Intangible Asset_2

Goodwill and Intangible Assets Changes in Carrying Amount of Non-Goodwill Intangibles (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Mar. 31, 2019
Schedule of Intangible Assets [Line Items]
Balance, beginning of period	$ 9,875
Amortization expense	(452)	$ (657)
Balance at end of period	9,423
Gross carrying amount			$ 28,401
Accumulated amortizations			(18,978)
Net book value	9,875		9,423
Trade names intangible
Schedule of Intangible Assets [Line Items]
Balance, beginning of period	7,040
Amortization expense	0
Balance at end of period	7,040
Gross carrying amount			7,040
Net book value	7,040		7,040
Insurance agency intangible
Schedule of Intangible Assets [Line Items]
Balance, beginning of period	110
Amortization expense	(5)
Balance at end of period	105
Gross carrying amount			1,320
Accumulated amortizations			(1,215)
Net book value	110		105
Core deposit intangible
Schedule of Intangible Assets [Line Items]
Balance, beginning of period	1,973
Amortization expense	(393)
Balance at end of period	1,580
Gross carrying amount			18,206
Accumulated amortizations			(16,626)
Net book value	1,973		1,580
Trade names intangible
Schedule of Intangible Assets [Line Items]
Balance, beginning of period	556
Amortization expense	(43)
Balance at end of period	513
Gross carrying amount			1,380
Accumulated amortizations			(867)
Net book value	556		513
Customer list intangible
Schedule of Intangible Assets [Line Items]
Balance, beginning of period	196
Amortization expense	(11)
Balance at end of period	185
Gross carrying amount			455
Accumulated amortizations			(270)
Net book value	$ 196		$ 185

Goodwill and Intangible Asset_3

Goodwill and Intangible Assets Textual References (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Schedule of Intangible Assets [Line Items]
Goodwill, impairment loss	$ 0
Goodwill	64,654	$ 64,654
Trade names intangible
Schedule of Intangible Assets [Line Items]
Impairment of indefinite-lived trade name intangible	$ 0

Other Assets Other Assets (Deta

Other Assets Other Assets (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Jan. 01, 2019	Dec. 31, 2018	Mar. 31, 2018
Other Assets [Abstract]
Bank Owned Life Insurance	$ 61,381		$ 60,989
Equity securities	2,776		2,737
Federal Home Loan Bank stock	12,581		14,678
Mortgage servicing rights	2,641		2,803
Operating lease right-of-use asset	2,719	$ 2,892	0	$ 0
Federal & state income taxes receivable, current	487		2,361
Deferred Income Tax Assets, Net	7,207		8,273
Accounts receivable & other miscellaneous assets	24,171		23,261
Other assets	$ 113,963		$ 115,102

Other Assets Equity Investment

Other Assets Equity Investment Gains and Losses (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Equity Securities, FV-NI, Gain (Loss) [Abstract]
Net gains (losses) recognized	$ 27	$ (24)
Net gains (losses) recognized due to sales	0	0
Unrealized gains (losses) on securities still held at the reporting date	$ 27	$ (24)

Other Assets Textual References

Other Assets Textual References (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Schedule of Equity Method Investments [Line Items]
Equity securities	$ 2,776	$ 2,737
Equity investments | Banks and Financial Service-Related Companies
Schedule of Equity Method Investments [Line Items]
Equity securities	300
Community Reinvestment Act qualified investment
Schedule of Equity Method Investments [Line Items]
Equity securities	$ 2,400

Deposits (Details)

Deposits (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Deposits [Abstract]
Non-interest-bearing deposits	$ 426,729	$ 439,133
Interest-bearing checking	696,760	683,894
Money market	629,838	555,839
Savings	200,998	210,416
Certificates of deposit under $250,000	541,310	532,395
Certificates of deposit of $250,000 or more	189,192	191,252
Total deposits	2,684,827	2,612,929
Domestic Time Deposit, Brokered	7,200	8,600
Domestic Non-Time Deposit, Brokered	$ 25,500	$ 23,700

Short-Term Borrowings (Details)

Short-Term Borrowings (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Short-term Debt [Line Items]
Weighted Average Cost	1.31%	1.69%
Short-term borrowings	$ 76,066	$ 131,422
Pledged securities	$ 191,300	$ 197,200
Securities sold under agreements to repurchase
Short-term Debt [Line Items]
Weighted Average Cost	1.17%	1.00%
Short-term borrowings	$ 68,722	$ 74,522
Federal Home Loan Bank Advances
Short-term Debt [Line Items]
Weighted Average Cost	2.62%	2.60%
Short-term borrowings	$ 7,200	$ 56,900
Federal funds purchased
Short-term Debt [Line Items]
Weighted Average Cost	3.10%	0.00%
Short-term borrowings	$ 144	$ 0
Unsercured line of credit, maximum borrowing capacity	150,000
Federal Reserve Bank advances
Short-term Debt [Line Items]
Short-term borrowings	0	0
Unsercured line of credit, maximum borrowing capacity	11,500	11,419
Pledged securities	12,800	$ 12,700
Line of credit
Short-term Debt [Line Items]
Short-term borrowings	0
Unsercured line of credit, maximum borrowing capacity	$ 5,000
Debt instrument, issuance date	Apr. 30, 2015
Debt instrument, maturity date	Apr. 30, 2019
Line of credit | London Interbank Offered Rate (LIBOR)
Short-term Debt [Line Items]
Description of variable interest rate basis	one-month LIBOR
Debt instrument, basis spread on variable rate	2.00%

Junior Subordinated Notes Iss_3

Junior Subordinated Notes Issued to Capital Trusts (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Junior subordinated notes
Debt Instrument [Line Items]
Junior subordinated debenture owed to unconsolidated subsidiary trust, face value	$ 24,743	$ 24,743
Junior subordinated notes issued to capital trusts, book value	23,911	23,888
Junior subordinated notes | CBI Capital Trust II
Debt Instrument [Line Items]
Junior subordinated debenture owed to unconsolidated subsidiary trust, face value	7,217	7,217
Junior subordinated notes issued to capital trusts, book value	$ 6,743	$ 6,730
Interest rate	6.11%	6.29%
Debt instrument, maturity date	Mar. 15, 2038	Mar. 15, 2038
Debt instrument, earliest call date	Mar. 15, 2013	Mar. 15, 2013
Junior subordinated notes | CBI Capital Trust II | London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Description of variable interest rate basis	Three-month LIBOR
Debt instrument, basis spread on variable rate	3.50%
Junior subordinated notes | Barron Investment Capital Trust I
Debt Instrument [Line Items]
Junior subordinated debenture owed to unconsolidated subsidiary trust, face value	$ 2,062	$ 2,062
Junior subordinated notes issued to capital trusts, book value	$ 1,704	$ 1,694
Interest rate	4.75%	4.97%
Debt instrument, maturity date	Sep. 23, 2036	Sep. 23, 2036
Debt instrument, earliest call date	Sep. 23, 2011	Sep. 23, 2011
Junior subordinated notes | Barron Investment Capital Trust I | London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Description of variable interest rate basis	Three-month LIBOR
Debt instrument, basis spread on variable rate	2.15%
Junior subordinated notes | MidWestOne Statutory Trust II
Debt Instrument [Line Items]
Junior subordinated debenture owed to unconsolidated subsidiary trust, face value	$ 15,464	$ 15,464
Junior subordinated notes issued to capital trusts, book value	$ 15,464	$ 15,464
Interest rate	4.20%	4.38%
Debt instrument, maturity date	Dec. 15, 2037	Dec. 15, 2037
Debt instrument, earliest call date	Dec. 15, 2012	Dec. 15, 2012
Junior subordinated notes | MidWestOne Statutory Trust II | London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Description of variable interest rate basis	Three-month LIBOR
Debt instrument, basis spread on variable rate	1.59%
Maximum
Debt Instrument [Line Items]
Junior subordinated debenture owed to unconsolidated subsidiary, deferral period	5 years

Long-Term Debt (Details)

Long-Term Debt (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Dec. 31, 2018	Jun. 30, 2015	Apr. 30, 2015
Debt Instrument [Line Items]
Long-term debt, excluding subordinated debt, weighted average interest rate	2.57%	2.60%
Long-term debt, gross	$ 138,560	$ 144,838
Finance lease payable
Debt Instrument [Line Items]
Weighted average cost	8.89%	8.89%
Long-term debt, gross	$ 1,310	$ 1,338
FHLB term borrowings
Debt Instrument [Line Items]
Weighted average cost	2.43%	2.45%
Long-term debt, gross	$ 131,000	$ 136,000
Federal Home Loan, Bank advances general debt obligations, disclosures maximum borrowing capacity as percentage of total assets	35.00%
Other long-term debt
Debt Instrument [Line Items]
Weighted average cost	4.23%	4.13%
Long-term debt, gross	$ 6,250	$ 7,500
Debt instrument, issuance date	Apr. 30, 2015
Original note face amount				$ 35,000
Debt instrument, maturity date	Jun. 30, 2020
Long-term debt, amount advanced			$ 25,000
Debt instrument, frequency of periodic payment	quarterly
Debt Instrument, Date of First Required Payment	Sep. 30, 2015

Income Taxes (Details)

Income Taxes (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Effective Income Tax Rate Reconciliation, Amount [Abstract]
Income tax based on statutory rate, amount	$ 1,927	$ 2,053
Tax-exempt interest, amount	(468)	(490)
Bank-owned life insurance, amount	(82)	(91)
State income taxes, net of federal income tax benefit, amount	487	529
Non-deductible acquisition expenses	26	0
General business credits, amount	(14)	(47)
Other, amount	14	30
Total income tax expense, amount	$ 1,890	$ 1,984
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Income tax based on statutory amount, percent	21.00%	21.00%
Tax-exempt interest, percent	(5.10%)	(5.00%)
Bank-owned life insurance, percent	(0.90%)	(0.90%)
State income taxes, net of federal income tax benefit, percent	5.30%	5.40%
Non-deductible acquisition expenses, percent	0.30%	0.00%
General business credits, percent	(0.20%)	(0.80%)
Other, percent	0.20%	0.60%
Total income tax provision, percent	20.60%	20.30%

Earnings per Share (Details)

Earnings per Share (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Earnings Per Share [Abstract]
Net income	$ 7,285	$ 7,793
Average number of shares outstanding	12,164,360	12,222,690
Earnings - basic	$ 0.60	$ 0.64
Diluted average number of shares	12,176,757	12,241,714
Earnings - diluted	$ 0.60	$ 0.64

Regulatory Capital Requiremen_3

Regulatory Capital Requirements and Restrictions on Subsidiary Cash (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital conservation buffer		4.26%
Capital		$ 346,503	$ 342,054
Capital to risk weighted assets		12.26%	12.23%
Capital required for capital adequacy		$ 296,799	$ 276,283
Capital required for capital adequacy to risk weighted assets	[1]	10.50%	9.875%
Tier one risk based capital		$ 316,851	$ 312,747
Tier one risk based capital to risk weighted assets		11.21%	11.18%
Tier one risk based capital required for capital adequacy		$ 240,266	$ 220,327
Tier one risk based capital required for capital adequacy to risk weighted assets	[1]	8.50%	7.875%
Common equity tier one capital		$ 292,940	$ 288,859
Common equity tier one capital to risk weighted assets		10.36%	10.32%
Common equity tier one capital required for capital adequacy		$ 197,866	$ 178,360
Common equity tier one capital required for capital adequacy to risk weighted assets	[1]	7.00%	6.375%
Tier one leverage capital		$ 316,851	$ 312,747
Tier one leverage capital to average assets		9.80%	9.73%
Tier one leverage capital required for capital adequacy		$ 129,299	$ 128,531
Tier one leverage capital required for capital adequacy to average assets	[1]	4.00%	4.00%
Policy guideline, minimum tier one capital to total assets		8.00%
Policy guideline, minimum capital to risk weighted assets		10.00%
Deposits [Abstract]
Cash reserve deposit required and made		$ 1,900	$ 14,900
MidWestOne Bank
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital conservation buffer		3.95%
Capital		$ 336,786	$ 333,074
Capital to risk weighted assets		11.95%	11.94%
Capital required for capital adequacy		$ 295,883	$ 275,468
Capital required for capital adequacy to risk weighted assets	[1]	10.50%	9.875%
Capital required to be well capitalized		$ 281,794	$ 278,955
Capital required to be well capitalized to risk weighted assets		10.00%	10.00%
Tier one risk based capital		$ 307,134	$ 303,767
Tier one risk based capital to risk weighted assets		10.90%	10.89%
Tier one risk based capital required for capital adequacy		$ 239,525	$ 219,677
Tier one risk based capital required for capital adequacy to risk weighted assets	[1]	8.50%	7.875%
Tier one risk based capital required to be well capitalized		$ 225,435	$ 223,164
Tier one risk based capital required to be well capitalized to risk weighted assets		8.00%	8.00%
Common equity tier one capital		$ 307,134	$ 303,767
Common equity tier one capital to risk weighted assets		10.90%	10.89%
Common equity tier one capital required for capital adequacy		$ 197,256	$ 177,833
Common equity tier one capital required for capital adequacy to risk weighted assets	[1]	7.00%	6.375%
Common equity tier one risk based capital required to be well capitalized		$ 183,166	$ 181,320
Common equity tier one risk based capital required to be well capitalized to risk weighted assets		6.50%	6.50%
Tier one leverage capital		$ 307,134	$ 303,767
Tier one leverage capital to average assets		9.52%	9.47%
Tier one leverage capital required for capital adequacy		$ 129,008	$ 128,259
Tier one leverage capital required for capital adequacy to average assets	[1]	4.00%	4.00%
Tier one leverage capital required to be well capitalized		$ 161,260	$ 160,324
Tier one leverage capital required to be well capitalized to average assets		5.00%	5.00%
[1]	(1) The ratios for December 31, 2018 include a capital conservation buffer of 1.875%, and the ratios for March 31, 2019 include a capital conservation buffer of 2.5%.

Commitments and Contingencies C

Commitments and Contingencies Commitments and Contingencies (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Other Commitments [Line Items]
Other commitment	$ 546,982	$ 538,645
Commitments to Sell Loans
Other Commitments [Line Items]
Other commitment	309	666
Commitments to Extend Credit
Other Commitments [Line Items]
Other commitment	530,671	521,270
Standby Letters of Credit
Other Commitments [Line Items]
Other commitment	$ 16,002	$ 16,709

Commitments and Contingencies_3

Commitments and Contingencies Commitments and Contingencies Textual References (Details) - Credit Concentration Risk $ in Millions	3 Months Ended
	Mar. 31, 2019USD ($)
Loans Concentration | Commercial Real Estate Portfolio Segment
Concentration Risk [Line Items]
Concentration risk, percentage	72.00%
Loans Concentration | Agricultural Related Loan Financing Receivable
Concentration Risk [Line Items]
Concentration risk, percentage	8.00%
State and political subdivisions | Investment Securities
Concentration Risk [Line Items]
Concentration Risk, Credit Risk, Financial Instrument, Maximum Exposure	$ 5
State and political subdivisions | IOWA | Investment Securities
Concentration Risk [Line Items]
Concentration Risk, Credit Risk, Financial Instrument, Maximum Exposure	132.4
State and political subdivisions | MINNESOTA | Investment Securities
Concentration Risk [Line Items]
Concentration Risk, Credit Risk, Financial Instrument, Maximum Exposure	$ 51.2

Estimated Fair Value of Finan_3

Estimated Fair Value of Financial Instruments and Fair Value Measurements Fair Value Financial Assets and Liabilities Measured on a Recurring Basis (Details) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2019USD ($)count	Dec. 31, 2018USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	$ 432,979	$ 414,101
Equity securities	2,776	2,737
Transfer of assets, fair value, to (from) Level 3, amount	0	0
Fair Value, Inputs, Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	2,776	2,737
Derivative assets, fair value	0	0
Derivative liabilities	0	0
Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	0	0
Derivative assets, fair value	551	321
Derivative liabilities	1,241	667
Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	0	0
Derivative assets, fair value	0	0
Derivative liabilities	0	0
Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	1,241	667
Recurring | Fair Value, Inputs, Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	0	0
Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	1,241	667
Recurring | Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	0	0
U.S. Government agencies and corporations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	5,490	5,495
U.S. Government agencies and corporations | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	5,490	5,495
U.S. Government agencies and corporations | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	5,490	5,495
State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	108,296	121,901
State and political subdivisions | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	108,296	121,901
State and political subdivisions | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	108,296	121,901
Mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	49,591	50,653
Mortgage-backed securities | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	49,591	50,653
Mortgage-backed securities | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	49,591	50,653
Collateralized mortgage obligations | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	176,007	169,928
Collateralized mortgage obligations | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	176,007	169,928
Corporate debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	93,595	66,124
Corporate debt securities | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	93,595	66,124
Corporate debt securities | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	$ 93,595	66,124
Debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Sample size used to validate pricing service results | count	30
Debt securities | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	$ 432,979	414,101
Debt securities | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Available for sale securities	432,979	414,101
Equity investments | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	2,776	2,737
Equity investments | Recurring | Fair Value, Inputs, Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	2,776	2,737
Equity investments | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	0	0
Equity investments | Recurring | Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Equity securities	0	0
Interest Rate Swap | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative assets, fair value	551	321
Derivative liabilities	1,139	582
Interest Rate Swap | Recurring | Fair Value, Inputs, Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative assets, fair value	0	0
Derivative liabilities	0	0
Interest Rate Swap | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative assets, fair value	551	321
Derivative liabilities	1,139	582
Interest Rate Swap | Recurring | Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative assets, fair value	0	0
Derivative liabilities	0	0
Risk Participation Agreement | Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	102	85
Risk Participation Agreement | Recurring | Fair Value, Inputs, Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	0	0
Risk Participation Agreement | Recurring | Fair Value, Inputs, Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	102	85
Risk Participation Agreement | Recurring | Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Derivative liabilities	$ 0	$ 0

Estimated Fair Value of Finan_4

Estimated Fair Value of Financial Instruments and Fair Value Measurements Fair Value Assets and Liabilities Measured on a Nonrecurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Foreclosed assets, net	$ 336	$ 535
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Impaired loans, net of related allowance	8,937	10,084
Foreclosed assets, net	336	535
Nonrecurring | Fair Value, Inputs, Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis
Impaired loans, net of related allowance	8,937	10,084
Foreclosed assets, net	$ 336	$ 535

Estimated Fair Value of Finan_5

Estimated Fair Value of Financial Instruments and Fair Value Measurements Fair Value of Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financial Assets
Equity securities	$ 2,776	$ 2,737
Investment securities:
Debt securities available for sale	432,979	414,101
Debt securities held to maturity securities	195,033	195,822
Debt securities held to maturity, estimated fair value	194,751	192,564
Federal Home Loan Bank stock	12,581	14,678
Deposits:
Interest-bearing checking	696,760	683,894
Short-term borrowings	76,066	131,422
Finance lease liability	1,310
Reported Value Measurement
Financial Assets
Cash and cash equivalents	42,971	45,480
Equity securities	2,776	2,737
Investment securities:
Debt securities available for sale	432,979	414,101
Debt securities held to maturity securities	195,033	195,822
Loans held for sale	309	666
Loans held for investment, net	2,374,107	2,369,472
Interest Receivable	14,931	14,736
Derivative assets, fair value	551	321
Deposits:
Non-interest-bearing demand	426,729	439,133
Interest-bearing checking	2,258,098	2,173,796
Short-term borrowings	76,066	131,422
Finance lease liability	1,310	1,338
Federal Home Loan Bank borrowings	131,000	136,000
Junior subordinated notes issued to capital trusts	23,911	23,888
Other long-term debt	6,250	7,500
Derivative liabilities	1,241	667
Estimate of Fair Value Measurement
Financial Assets
Cash and cash equivalents	42,971	45,480
Equity securities	2,776	2,737
Investment securities:
Debt securities available for sale	432,979	414,101
Debt securities held to maturity, estimated fair value	194,751	192,564
Loans held for sale	313	678
Loans held for investment, net	2,348,467	2,343,654
Interest Receivable	14,931	14,736
Federal Home Loan Bank stock	12,581	14,678
Derivative assets, fair value	551	321
Deposits:
Non-interest-bearing demand	426,729	439,133
Interest-bearing checking	2,254,137	2,166,518
Short-term borrowings	76,066	131,422
Finance lease liability	1,310	1,338
Federal Home Loan Bank borrowings	130,618	134,995
Junior subordinated notes issued to capital trusts	21,184	21,215
Other long-term debt	6,250	7,500
Derivative liabilities	1,241	667
Fair Value, Inputs, Level 1
Financial Assets
Cash and cash equivalents	42,971	45,480
Equity securities	2,776	2,737
Investment securities:
Debt securities available for sale	0	0
Debt securities held to maturity, estimated fair value	0	0
Interest Receivable	14,931	14,736
Federal Home Loan Bank stock	0	0
Derivative assets, fair value	0	0
Deposits:
Non-interest-bearing demand	426,729	439,133
Interest-bearing checking	1,527,596	1,450,149
Short-term borrowings	76,066	131,422
Finance lease liability	0	0
Federal Home Loan Bank borrowings	0	0
Junior subordinated notes issued to capital trusts	0	0
Other long-term debt	0	0
Derivative liabilities	0	0
Fair Value, Inputs, Level 2
Financial Assets
Equity securities	0	0
Investment securities:
Debt securities available for sale	432,979	414,101
Debt securities held to maturity, estimated fair value	194,751	192,564
Loans held for sale	313	678
Interest Receivable	0	0
Federal Home Loan Bank stock	12,581	14,678
Derivative assets, fair value	551	321
Deposits:
Interest-bearing checking	726,541	716,369
Finance lease liability	1,310	1,338
Federal Home Loan Bank borrowings	130,618	134,995
Junior subordinated notes issued to capital trusts	21,184	21,215
Other long-term debt	6,250	7,500
Derivative liabilities	1,241	667
Fair Value, Inputs, Level 3
Financial Assets
Equity securities	0	0
Investment securities:
Loans held for sale	0	0
Loans held for investment, net	2,348,467	2,343,654
Derivative assets, fair value	0	0
Deposits:
Finance lease liability	0	0
Other long-term debt	0	0
Derivative liabilities	$ 0	$ 0

Leases Lease Assets and Lease L

Leases Lease Assets and Lease Liabilities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Jan. 01, 2019	Dec. 31, 2018	Mar. 31, 2018
Lease Right-of-Use Assets [Abstract]
Operating lease right-of-use asset	$ 2,719	$ 2,892	$ 0	$ 0
Finance lease right-of-use asset	709
Total lease right-of-use asset	3,428
Lease Liabilities [Abstract]
Operating lease liability	2,723	$ 2,892		$ 0
Finance lease liability	1,310
Total lease liabilities	$ 4,033

Leases Lessee, Finance Lease, I

Leases Lessee, Finance Lease, Incremental Borrowing Rates (Details)	Mar. 31, 2019
Weighted-average Remaining Lease Term [Abstract]
Operating leases	7 years 5 months 1 day
Finance lease	4 years 11 months 19 days
Weighted-average Discount Rate [Abstract]
Operating leases	2.96%
Finance lease	8.89%

Leases Lease Cost and Other Lea

Leases Lease Cost and Other Lease Information (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)
Lease, Cost [Abstract]
Operating lease cost	$ 193
Variable lease cost	35
Short-term lease cost	1
Finance Lease, Cost [Abstract]
Interest on lease liability	29	[1]
Amortization of right-of-use assets	24
Net lease cost	282
Cash Flow, Operating Activities, Lessee [Abstract]
Operating cash flows from operating leases	359
Operating cash flows from finance lease	29	[1]
Finance cash flows from finance lease	27
Right-of-use assets obtained in exchange for new operating lease liabilities	0
Right-of-use assets obtained in exchange for new finance lease liabilities	$ 0
[1]	(1) Included in long-term debt interest expense in the Company’s consolidated statements of income. All other lease costs in this table are included in occupancy expense of premises, net.

Leases Lease Maturity Schedule

Leases Lease Maturity Schedule (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Jan. 01, 2019	Mar. 31, 2018
Finance Leases
March 31, 2020	$ 227
March 31, 2021	232
March 31, 2022	236
March 31, 2023	241
March 31, 2024	246
Thereafter	614
Total future minimum lease payments	1,796
Finance lease liability	1,310
Amounts representing interest	486
Operating Leases
March 31, 2020	646
March 31, 2021	587
March 31, 2022	498
March 31, 2023	485
March 31, 2024	507
Thereafter	211
Total future minimum lease payments	2,934
Operating lease liability	2,723	$ 2,892	$ 0
Amounts representing interest	$ 211

Subsequent Events (Details)

Subsequent Events (Details) - USD ($) $ / shares in Units, $ in Millions	May 07, 2019	May 01, 2019	Apr. 18, 2019	Mar. 31, 2019
Line of credit
Subsequent Event
Unsercured line of credit, maximum borrowing capacity				$ 5
London Interbank Offered Rate (LIBOR) | Line of credit
Subsequent Event
Description of variable interest rate basis				one-month LIBOR
Debt instrument, basis spread on variable rate				2.00%
Subsequent Event | ATBancorp
Subsequent Event
Business combination, consideration transferred		$ 152.9
Subsequent Event | Line of credit
Subsequent Event
Unsercured line of credit, maximum borrowing capacity		$ 10
Subsequent Event | London Interbank Offered Rate (LIBOR) | Line of credit
Subsequent Event
Description of variable interest rate basis		one-month LIBOR
Debt instrument, basis spread on variable rate		1.75%
Subsequent Event | October 16, 2018 Share Repurchase Program | Common Stock
Subsequent Event
Stock repurchased during period, shares	9,523
Stock repurchased during period, value	$ 0.3
Stock repurchase program, remaining authorized repurchase amount	$ 2.3
Subsequent Event | Common Stock
Subsequent Event
Dividends payable, amount per share			$ 0.2025
Dividends payable, date to be paid			Jun. 17, 2019
Dividends payable, date of record			Apr. 29, 2019