Southside Bancshares (SBSI) 10-Q 8 May 20 2020 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2020	May 04, 2020
Cover [Abstract]
Document Type	10-Q
Document Quarterly Report	true
Document Period End Date	Mar. 31, 2020
Document Transition Report	false
Entity File Number	000-12247
Entity Registrant Name	SOUTHSIDE BANCSHARES, INC.
Entity Central Index Key	0000705432
Current Fiscal Year End Date	--12-31
Document Fiscal Year Focus	2020
Document Fiscal Period Focus	Q1
Entity Incorporation, State or Country Code	TX
Entity Tax Identification Number	75-1848732
Entity Address, Address Line One	1201 S. Beckham Avenue,
Entity Address, City or Town	Tyler,
Entity Address, State or Province	TX
Entity Address, Postal Zip Code	75701
City Area Code	903
Local Phone Number	531-7111
Title of 12(b) Security	Common Stock, $1.25 par value
Trading Symbol	SBSI
Security Exchange Name	NASDAQ
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Shell Company	false
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Common Stock, Shares Outstanding		33,011,569
Amendment Flag	false

CONSOLIDATED BALANCE SHEETS (UN

CONSOLIDATED BALANCE SHEETS (UNAUDITED) - USD ($)		Mar. 31, 2020	Dec. 31, 2019
ASSETS
Cash and due from banks		$ 71,727,000	$ 66,949,000
Interest earning deposits		40,486,000	43,748,000
Total cash and cash equivalents		112,213,000	110,697,000
Securities available for sale, at estimated fair value (amortized cost of $2,704,874 and $2,306,741, respectively)		2,813,024,000	2,358,597,000
Securities held to maturity (estimated fair value of $144,246)		134,491,000
Securities held to maturity (estimated fair value of $138,879)		134,491,000	134,863,000
Federal Home Loan Bank stock, at cost		54,696,000	50,087,000
Equity investments		12,395,000	12,331,000
Loans held for sale		1,830,000	383,000
Loans:
Loans		3,601,002,000	3,568,204,000
Less: Allowance for loan losses		(53,638,000)	(24,797,000)
Net Loans		3,547,364,000	3,543,407,000
Premises and equipment, net		146,212,000	143,912,000
Operating lease right-of-use assets		9,671,000	9,755,000
Goodwill		201,116,000	201,116,000
Other intangible assets, net		12,381,000	13,361,000
Interest receivable		27,069,000	28,452,000
Unsettled trades to sell securities		67,247,000	0
Unsettled issuances of brokered certificates of deposit		0	20,000,000
Bank owned life insurance		101,066,000	100,498,000
Other assets		32,863,000	21,454,000
Total assets		7,273,638,000	6,748,913,000
Deposits:
Noninterest bearing		1,065,708,000	1,040,112,000
Interest bearing		3,673,415,000	3,662,657,000
Total deposits		4,739,123,000	4,702,769,000
Other borrowings		217,900,000	28,358,000
Federal Home Loan Bank borrowings		1,274,370,000	972,744,000
Subordinated notes, net of unamortized debt issuance costs	[1]	98,619,000	98,576,000
Trust preferred subordinated debentures, net of unamortized debt issuance costs		60,251,000	60,250,000
Deferred tax liability, net		6,964,000	4,823,000
Unsettled trades to purchase securities		14,596,000	17,538,000
Operating lease liabilities		10,123,000	10,174,000
Other liabilities		55,892,000	49,101,000
Total liabilities		6,477,838,000	5,944,333,000
Off-balance-sheet arrangements, commitments and contingencies (Note 12)
Shareholders’ equity:
Common stock: ($1.25 par value, 80,000,000 shares authorized, 37,898,269 shares issued at March 31, 2020 and 37,887,662 shares issued at December 31, 2019)		47,373,000	47,360,000
Paid-in capital		768,440,000	766,718,000
Retained earnings		65,863,000	80,274,000
Treasury stock: (shares at cost, 4,886,700 at March 31, 2020 and 4,064,405 at December 31, 2019)		(119,415,000)	(94,008,000)
Accumulated other comprehensive income		33,539,000	4,236,000
Total shareholders’ equity		795,800,000	804,580,000
Total liabilities and shareholders’ equity		$ 7,273,638,000	$ 6,748,913,000
[1]	This debt consists of subordinated notes with a remaining maturity greater than one year that qualify under the risk-based capital guidelines as Tier 2 capital, subject to certain limitations.

CONSOLIDATED BALANCE SHEETS (_2

CONSOLIDATED BALANCE SHEETS (UNAUDITED) (Parenthetical) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
AVAILABLE FOR SALE
Securities available for sale, amortized cost	$ 2,704,874	$ 2,306,741
Held-to-maturity Securities, Other Disclosure Items [Abstract]
Securities held to maturity, fair value	$ 144,246	$ 138,879
Shareholders' equity:
Common stock, par value (in dollars per share)	$ 1.25	$ 1.25
Common stock, shares authorized (in shares)	80,000,000	80,000,000
Common stock, shares issued (in shares)	37,898,269	37,887,662
Treasury stock (in shares)	4,886,700	4,064,405

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Interest income:
Loans	$ 41,895	$ 41,619
Taxable investment securities	512	28
Tax-exempt investment securities	6,206	4,118
Mortgage-backed securities	11,534	12,474
Federal Home Loan Bank stock and equity investments	425	355
Other interest earning assets	180	433
Total interest income	60,752	59,027
Interest expense:
Deposits	9,919	11,241
Federal Home Loan Bank borrowings	3,974	4,457
Subordinated notes	1,411	1,400
Trust preferred subordinated debentures	600	729
Other borrowings	147	75
Total interest expense	16,051	17,902
Net interest income	44,701	41,125
Provision for (reversal of) credit losses	25,247
Provision for (reversal of) credit losses		(918)
Net interest income after provision for credit losses	19,454	42,043
Noninterest income:
Deposit services	6,279	5,986
Net gain on sale of securities available for sale	5,541	256
Gain on sale of loans	170	93
Trust fees	1,305	1,541
Bank owned life insurance	569	544
Brokerage services	580	517
Other	1,054	601
Total noninterest income	15,498	9,538
Noninterest expense:
Salaries and employee benefits	19,643	18,046
Net occupancy	3,311	3,175
Advertising, travel & entertainment	832	847
ATM expense	224	180
Professional fees	1,195	1,314
Software and data processing	1,227	1,076
Communications	493	487
FDIC insurance	25	422
Amortization of intangibles	980	1,179
Other	2,590	2,901
Total noninterest expense	30,520	29,627
Income before income tax expense	4,432	21,954
Income tax expense	479	3,137
Net income	$ 3,953	$ 18,817
Earnings per common share - basic (in dollars per share)	$ 0.12	$ 0.56
Earnings per common share - diluted (in dollars per share)	0.12	0.56
Cash dividends paid per common share (in dollars per share)	$ 0.31	$ 0.30

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Statement of Comprehensive Income [Abstract]
Net income	$ 3,953	$ 18,817
Securities available for sale and transferred securities:
Change in unrealized holding gain on available for sale securities during the period	61,486	46,626
Reclassification adjustment for amortization related to available for sale and held to maturity debt securities	121	491
Reclassification adjustment for net gain on sale of available for sale securities, included in net income	(5,541)	(256)
Derivatives:
Change in net unrealized loss on effective cash flow hedge interest rate swap derivatives	(19,600)	(3,120)
Reclassification adjustment of net gain related to derivatives designated as cash flow hedges	(101)	(668)
Pension plans:
Amortization of net actuarial loss and prior service credit, included in net periodic benefit cost	727	541
Other comprehensive income, before tax	37,092	43,614
Income tax expense related to items of other comprehensive income	(7,789)	(9,159)
Other comprehensive income, net of tax	29,303	34,455
Comprehensive income	$ 33,256	$ 53,272

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) - USD ($) $ in Thousands	Total	Common Stock	Paid In Capital	Retained Earnings	Treasury Stock	Accumulated Other Comprehensive Income (Loss)
Beginning balance, net of tax at Dec. 31, 2018	$ 731,291	$ 47,307	$ 762,470	$ 64,797	$ (93,055)	$ (50,228)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	18,817			18,817
Other comprehensive income	34,455					34,455
Issuance of common stock for dividend reinvestment plan (10,607 shares in 2020 and 10,565 in 2019)	355	13	342
Purchase of common stock (869,723 shares in 2020 and 40,852 in 2019)	(1,325)				(1,325)
Stock compensation expense	661		661
Net issuance of common stock under employee stock plans (47,428 shares in 2020 and 23,167 in 2019)	338	0	109	(32)	261
Cash dividends paid on common stock ($0.31 per share in 2020 and $0.30 in 2019)	(10,107)			(10,107)
Ending balance, net of tax at Mar. 31, 2019	758,033	47,320	763,582	57,023	(94,119)	(15,773)
Beginning balance, net of tax at Dec. 31, 2019	804,580	47,360	766,718	80,274	(94,008)	4,236
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	3,953			3,953
Other comprehensive income	29,303					29,303
Issuance of common stock for dividend reinvestment plan (10,607 shares in 2020 and 10,565 in 2019)	347	13	334
Purchase of common stock (869,723 shares in 2020 and 40,852 in 2019)	(25,842)				(25,842)
Stock compensation expense	695		695
Net issuance of common stock under employee stock plans (47,428 shares in 2020 and 23,167 in 2019)	1,088		693	(40)	435
Cash dividends paid on common stock ($0.31 per share in 2020 and $0.30 in 2019)	(10,494)			(10,494)
Ending balance, net of tax at Mar. 31, 2020	$ 795,800	$ 47,373	$ 768,440	$ 65,863	$ (119,415)	$ 33,539

CONSOLIDATED STATEMENTS OF CH_2

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Statement of Stockholders' Equity [Abstract]
Issuance of common stock for dividend reinvestment plan (in shares)	10,607	10,565
Cash dividends paid on common stock (in dollars per share)	$ 0.31	$ 0.30
Common stock purchased (in shares)	869,723	40,852
Net issuance of common stock under employee stock plans (in shares)	47,428	23,617

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - USD ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
OPERATING ACTIVITIES:
Net income	$ 3,953,000	$ 18,817,000
Adjustments to reconcile net income to net cash provided by operations:
Depreciation and net amortization	3,021,000	3,023,000
Securities premium amortization (discount accretion), net	4,505,000	3,448,000
Loan (discount accretion) premium amortization, net	(244,000)	(438,000)
Provision for (reversal of) credit losses	25,247,000
Provision for (reversal of) credit losses		(918,000)
Stock compensation expense	695,000	661,000
Deferred tax (benefit) expense	(5,075,000)	126,000
Net gain on sale of securities available for sale	(5,541,000)	(256,000)
Net (gain) loss on premises and equipment	(42,000)	5,000
Gross proceeds from sales of loans held for sale	5,204,000	4,244,000
Gross originations of loans held for sale	(6,651,000)	(4,027,000)
Net loss (gain) on other real estate owned	1,000	(92,000)
Net change in:
Interest receivable	1,383,000	7,270,000
Other assets	(9,318,000)	3,305,000
Interest payable	(2,034,000)	(321,000)
Other liabilities	(17,003,000)	(14,373,000)
Net cash (used in) provided by operating activities	(1,899,000)	20,474,000
Securities available for sale:
Purchases	(683,062,000)	(372,465,000)
Sales	135,000,000	436,182,000
Maturities, calls and principal repayments	80,555,000	30,077,000
Securities held to maturity:
Maturities, calls and principal repayments	352,000	15,405,000
Proceeds from redemption of Federal Home Loan Bank stock and equity investments	0	8,788,000
Purchases of Federal Home Loan Bank stock and equity investments	(4,661,000)	(11,551,000)
Net loan (originations) paydowns	(33,207,000)	5,868,000
Purchases of premises and equipment	(4,259,000)	(4,040,000)
Proceeds from sales of premises and equipment	72,000	2,000
Proceeds from sales of other real estate owned	46,000	470,000
Proceeds from sales of repossessed assets	31,000	137,000
Net cash (used in) provided by investing activities	(509,133,000)	108,873,000
FINANCING ACTIVITIES:
Net change in deposits	56,281,000	157,991,000
Net change in other borrowings	189,542,000	(28,173,000)
Proceeds from Federal Home Loan Bank borrowings	3,247,401,000	1,556,293,000
Repayment of Federal Home Loan Bank borrowings	(2,945,775,000)	(1,655,495,000)
Proceeds from stock option exercises	1,130,000	412,000
Cash paid to tax authority related to tax withholding on share-based awards	(42,000)	(74,000)
Purchase of common stock	(25,842,000)	(1,325,000)
Proceeds from the issuance of common stock for dividend reinvestment plan	347,000	355,000
Cash dividends paid	(10,494,000)	(10,107,000)
Net cash provided by financing activities	512,548,000	19,877,000
Net increase in cash and cash equivalents	1,516,000	149,224,000
Cash and cash equivalents at beginning of period	110,697,000	120,719,000
Cash and cash equivalents at end of period	112,213,000	269,943,000
SUPPLEMENTAL DISCLOSURES FOR CASH FLOW INFORMATION:
Interest paid	18,085,000	18,224,000
Income taxes paid	0	0
SUPPLEMENTAL DISCLOSURES OF NONCASH INVESTING AND FINANCING ACTIVITIES:
Loans transferred to other repossessed assets and real estate through foreclosure	338,000	336,000
Adjustment To Pension Liability	727,000
Unsettled trades to purchase securities	(14,596,000)	(55,826,000)
Unsettled trades to sell securities	67,247,000	$ 95,482,000
Unsettled issuances of brokered certificates of deposit	$ 0

Summary of Significant Accounti

Summary of Significant Accounting and Reporting Policies	3 Months Ended
	Mar. 31, 2020
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Summary of Significant Accounting and Reporting Policies	Summary of Significant Accounting and Reporting Policies Basis of Presentation In this report, the words “the Company,” “we,” “us,” and “our” refer to the combined entities of Southside Bancshares, Inc. and its subsidiaries, including Southside Bank. The words “Southside” and “Southside Bancshares” refer to Southside Bancshares, Inc. The words “Southside Bank” and “the Bank” refer to Southside Bank. “Diboll” refers to Diboll State Bancshares, Inc., a bank holding company and its wholly-owned subsidiary, First Bank & Trust East Texas, acquired by Southside on November 30, 2017. The accompanying unaudited consolidated financial statements have been prepared in accordance with United States (“U.S.”) generally accepted accounting principles (“GAAP”) for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, not all information required by GAAP for complete financial statements is included in these interim statements. In the opinion of management, all adjustments necessary for a fair presentation of such financial statements have been included. Such adjustments consisted only of normal recurring items. The preparation of these consolidated financial statements in accordance with GAAP requires the use of management’s estimates. These estimates are subjective in nature and involve matters of judgment. Actual amounts could differ from these estimates. Interim results are not necessarily indicative of results for a full year. These financial statements should be read in conjunction with the financial statements and notes thereto in our Annual Report on Form 10-K for the year ended December 31, 2019 . Accounting Changes and Reclassifications Certain prior period amounts may be reclassified to conform to current year presentation. Current Expected Credit Losses We adopted ASU 2016-13, “Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments” on January 1, 2020, the effective date of the guidance. ASU 2016-13 replaced the incurred loss model with an expected loss methodology that is referred to as current expected credit loss (“CECL”). The CECL model is used to estimate credit losses on certain off-balance-sheet credit exposures and certain types of financial instruments measured at amortized cost including loan receivables and held to maturity (“HTM”) debt securities. ASU 2016-13 also modified the impairment model on available for sale (“AFS”) debt securities, whereby credit losses are recognized as an allowance rather than a direct write-down of the AFS debt security. In addition, ASU 2016-13 modified the accounting model for purchased financial assets with credit deterioration (“PCD”) since their origination. We adopted ASU 2016-13 using the modified retrospective approach for all financial assets measured at amortized cost and off-balance-sheet credit exposures. Adoption of this guidance on January 1, 2020, resulted in a cumulative-effect adjustment to reduce retained earnings by $7.8 million , net of tax. Due to the implementation of the guidance under the modified retrospective approach, prior periods have not been adjusted and are reported in accordance with previously applicable GAAP. The impairment model for AFS securities will be applied using a prospective approach. We adopted ASU 2016-13 using the prospective transition approach for financial assets purchased with credit deterioration since their origination that were previously classified as purchased credit impaired (“PCI”) and accounted for under ASC 310-30. On the date of adoption, the amortized cost basis of the PCD assets was adjusted by an allowance for credit losses of $231,000 . The remaining noncredit discount based upon the adjusted amortized cost basis will be accreted into interest income at the effective interest rate as of the date of adoption. Current Expected Credit Losses ("CECL") . Current expected credit losses is the estimated credit loss over the contractual life of a financial instrument measured upon origination or purchase of the instrument. The measurement of the credit loss is based upon the historical or expected credit loss patterns adjusted for current conditions and reasonable and supportable forecast periods adjusted for prepayments and significant reserve factors. Reserve factors are specific to the financial instrument segments that share similar risk characteristics based on the probability of default over the contractual term. The forecasted periods gradually mean-revert to the long-run trend based upon historical data. Management may apply additional scenario conditions and/or relevant qualitative factors, not previously considered, to determine the appropriate allowance level. The use of the CECL model includes significant judgment by management and may differ from those of our peers due to different historical loss patterns and the length of time of the reasonable and supportable forecast period and reversion period. When assessing for credit losses from period to period, the change may be indicative of changes in the estimates of timing or the amount of future cash flows, as well as the passage of time. We have elected to report the entire change in present value as provision for credit losses. When using the discounted cash flow method to determine the allowance for credit losses, management does not adjust the effective interest rate used to discount expected cash flows to incorporate expected prepayments, but rather applies separate prepayment factors. The following table reflects the impact of ASU 2016-13 on our allowances for credit losses as of January 1, 2020: January 1, 2020 Pre-Adoption Impact of Adoption Post-Adoption ASSETS Allowance for loan losses Loans: Real estate loans: Construction $ 3,539 $ 2,953 $ 6,492 1-4 family residential 3,833 (1,453 ) 2,380 Commercial 9,572 8,063 17,635 Commercial loans 6,351 (3,554 ) 2,797 Municipal loans 570 (522 ) 48 Loans to individuals 932 (184 ) 748 Allowance for loan losses $ 24,797 $ 5,303 $ 30,100 LIABILITIES Allowance for off-balance-sheet credit exposures $ 1,455 $ 4,840 $ 6,295 Accrued Interest . Accrued interest for our loans and debt securities, included in interest receivable on our consolidated balance sheets, is excluded from the estimate of allowance for credit losses (“ACL”). Nonaccrual Assets and Loan Charge-offs . Nonaccrual assets include financial assets 90 days or more delinquent and collection in full of both the principal and interest is not expected. Financial instruments that are not delinquent or that are delinquent less than 90 days may be placed on nonaccrual status if it is probable that we will not receive contractual principal or interest. When an asset is categorized as nonaccrual, the accrual of interest is discontinued and any accrued balance is reversed for financial statement purposes. Payments received on nonaccrual assets are applied to the outstanding principal balance. Payments of contractual interest are recognized as income only to the extent that full recovery of the principal balance is reasonably certain. Assets are returned to accrual status when all payments contractually due are brought current and future payments are reasonably assured. Industry and our own experience indicates that a portion of our loans will become delinquent and a portion of our loans will require partial or full charge-off. Regardless of the underwriting criteria utilized, losses may occur as a result of various factors beyond our control, including, among other things, changes in market conditions affecting the value of properties used as collateral for loans and problems affecting the credit worthiness of the borrower and the ability of the borrower to make payments on the loan. We charge-off loans when deemed uncollectible. Our policy is to charge-off or partially charge-off a retail credit after it is 120 days past due. Charge-offs on commercial credits is determined on a case-by-case basis when a credit loss has been confirmed. Debt Securities Available for Sale (“AFS”) . Debt securities that will be held for indefinite periods of time, including securities that may be sold in response to changes in market interest or prepayment rates, needs for liquidity and changes in the availability of and the yield on alternative investments are classified as AFS. These assets are carried at fair value with unrealized gains and losses, not related to credit losses, reported as a separate component of accumulated other comprehensive income (“AOCI”), net of tax. Fair value is determined using quoted market prices as of the close of business on the balance sheet date. If quoted market prices are not available, fair values are based on quoted market prices for similar securities or estimates from independent pricing services. Held to Maturity (“HTM”) . Debt securities that management has the positive intent and ability to hold until maturity are classified as HTM and are carried at their amortized cost which includes the remaining unpaid principal balance, net of unamortized premiums or unaccreted discounts. Our HTM securities are presented on the consolidated balance sheet net of allowance for credit losses, if any. As of March 31, 2020, there was no allowance for credit losses on our HTM securities portfolio. Premiums and Discounts . Premiums and discounts on debt securities are generally amortized over the contractual life of the security, except for mortgage backed securities where prepayments are anticipated and for callable debt securities whose premiums are amortized to the earliest call date in accordance with ASC 310. The amortization of purchased premium or discount is included in interest income on our consolidated statements of income. Gains and losses on the sale of securities are recorded in the month of the trade date and are determined using the specific identification method. On January 1, 2019, we adopted ASU 2017-08, “Receivables - Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities,” and in conjunction with the adoption recognized a cumulative effect adjustment to reduce retained earnings by $16.5 million , before tax, related to premiums on callable debt securities. With the adoption of ASU 2017-08, premiums on debt securities will be amortized to the earliest call date. Allowance for Credit Losses - Available for Sale Securities . For AFS debt securities in an unrealized loss position where management (i) has the intent to sell or (ii) where it will more-likely-than-not be required to sell the security before the recovery of its amortized cost basis, we write the security down to fair value through income. For those AFS debt securities that do not meet either of these criteria, management assesses whether the decline in fair value has resulted from credit losses or other factors. Management assesses the financial condition and near-term prospects of the issuer, industry and/or geographic conditions, credit ratings as well as other indicators at the individual security level. If a credit loss is determined to exist, the present value of cash flows expected to be collected from the security are compared to the amortized cost basis of the security. If the present value of discounted cash flows expected to be collected is less than the amortized cost basis, a credit loss exists and an allowance for credit losses is recorded, limited by the amount that the fair value is less than the amortized cost. Any impairment that is not recorded through an allowance for credit losses is recognized in comprehensive income. Any future changes in the allowance for credit losses is recorded as provision for (reversal of) credit losses. Prior to the adoption of ASU 2016-13, the credit related portion of an other-than-temporary impairment was recognized as a direct write-down of the AFS debt security. Allowance for Credit Losses - Held to Maturity Securities . Expected credit losses on HTM securities are measured on a collective basis by major security type, when similar risk characteristics exist. Risk characteristics for segmenting HTM debt securities include issuer, maturity, coupon rate, yield, payment frequency, source of repayment, bond payment structure, and embedded options. Upon assignment of the risk characteristics to the major security types, management may further evaluate the qualitative factors associated with these securities to determine the expectation of credit losses, if any. The major security types within our HTM portfolio include residential and commercial mortgage-backed securities (“MBS”) and state and political subdivisions. Our state and political subdivisions include highly rated municipal securities with a long history of no credit losses. Our investment policy restricts bond purchases with a rating less than BAA and limits our entity concentration. We utilize term structures and due to no prior loss exposure on our state and political subdivision securities, we apply third party average data to model our securities to represent the portion of the asset that would be lost if the issuer were to default. These third party estimates of recoveries and defaults, adjusted for constant probability over the securities expected life, are used to evaluate the expected loss of the securities. Due to the limited number and the nature of the HTM state and political subdivisions we hold, we do not model these securities as a pool, but on the specific identification method in conjunction with the application of our third-party fair value measurement. Our residential and commercial MBS are issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises (“GSEs”) and are collateralized by pools of single- or multi- family mortgages. Our MBS are highly rated securities with a long history of no credit losses which are either explicitly or implicitly backed by the U.S. government agencies, primarily the Government National Mortgage Association (“Ginnie Mae”) and GSEs, primarily Federal Home Loan Mortgage Corporation (“Freddie Mac”) and Federal National Mortgage Association (“Fannie Mae”) which guarantee the payment of principal and interest to investors. Management has collectively evaluated the characteristics of these securities and has assumed an expectation of zero credit loss. Prior to the adoption of ASU 2016-13, the credit related portion of an other-than-temporary impairment was recognized as a direct write-down of the HTM debt security. We reevaluate the characteristics of our major security types at every reporting period and reassess the considerations to continue to support our expectation of credit loss. Loans Loans . Loans that management has the intent and ability to hold for the foreseeable future or until maturity or pay-off are reported at amortized cost. Amortized cost consists of the outstanding principal balance adjusted for any charge-offs and any unamortized origination fees and unamortized premiums or discounts on purchased loans. Loan origination fees, net of certain direct origination costs, are deferred and recognized in interest income over the life of the loan. Allowance for Credit Losses - Loans . With the adoption of ASU 2016-13 on January 1, 2020, the allowance for credit losses on loans is estimated and recognized upon origination of the loan based on expected credit losses. ASU 2016-13 replaced the previous incurred loss model which incorporated only known information as of the balance sheet date. The CECL model uses historical experience and current conditions for homogeneous pools of loans, and reasonable and supportable forecasts about future events. These economic forecasts are adjusted by risk inputs to model the expected credit losses. Management may apply additional scenario conditions and/or relevant qualitative factors, not previously considered, to determine the appropriate allowance level. When determining the appropriate allowance for credit losses on our loan portfolio, our commercial construction and real estate loans, commercial loans and municipal loans utilize the probability of default/loss given default discounted cash flow approach. These loans are assigned to pools based upon risk factors including the loan type and structure, collateral type, leverage ratio, refinancing risk and origination quality, among others. Our consumer construction real estate loans, 1-4 family residential loans and our loans to individuals use a loss rate approach and are assigned to pools based upon risk factors including loan types, origination year and credit scores. Loans evaluated collectively in a pool are monitored to ensure they continue to exhibit similar risk characteristics with other loans in a pool. If a loan does not share similar risk characteristics with other loans, expected credit losses for that loan are evaluated individually. Purchased Credit Deteriorated (“PCD”) Loans . We have purchased certain loans that as of the date of purchase have experienced more-than-insignificant deterioration in credit quality since origination. Management evaluates these loans against a probability threshold to determine if substantially all of the contractually required payments will be received. With the adoption of ASU 2016-13, PCD loans are recorded at the purchase price plus an allowance for credit losses which becomes the PCD loan's initial amortized cost. The non-credit related discount or premium, the difference between the initial amortized cost and the par value, will be amortized into interest income over the life of the loan. Any further changes to the allowance for credit losses are recorded through provision expense. Prior to the adoption of ASU 2016-13, acquired loans considered purchase credit impaired (“PCI”) were measured at fair value at acquisition date. The difference in expected cash flows at the acquisition date in excess of the fair value was recorded as interest income over the life of the loan. In accordance with the adoption of ASU 2016-13, management did not reassess whether PCI assets met the criteria of PCD assets and elected to not maintain pools of loans as of the date of adoption. All PCD loans are evaluated based upon product type within the underlying segment. Troubled Debt Restructurings (“TDRs”) . A loan is considered a TDR if the original terms of a loan are modified, or concessions are made to accommodate a borrower experiencing financial duress. The modification or concession may include reduction of interest rates, reduced payment amounts, and/or extension of terms, among others. The likelihood of initiating a TDR is evaluated at each reporting date for each loan. This evaluation is based on qualitative judgments made by management on a case-by-case basis. If a reasonable expectation of a TDR exists, the expected credit loss is adjusted for any potential delays and/or modifications. In response to the novel strain of coronavirus (“COVID-19”) pandemic, in March 2020, the Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”) was signed into law. Under the CARES Act, banks may elect to deem that loan modifications do not result in TDRs if they are (1) related to COVID-19; (2) executed on a loan that was not more than 30 days past due as of December 31, 2019; and (3) executed between March 1, 2020, and the earlier of (A) 60 days after the date of termination of the national emergency declaration or (B) December 31, 2020. Additionally, in accordance with the Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus (Revised), other short-term modifications made on a good faith basis in response to COVID-19 to borrowers who were current prior to any relief are not TDRs under ASC Subtopic 310-40. This includes short-term (e.g., up to six months) modifications such as payment deferrals, fee waivers, extensions of repayment terms, or delays in payments that are insignificant. Borrowers considered current are those that are less than 30 days past due on their contractual payments at the time a modification program is implemented. Off-Balance-Sheet Arrangements, Commitments and Contingencies Allowance for Credit Losses - Off-Balance-Sheet Credit Exposures . Our off-balance-sheet credit exposures include contractual commitments to extend credit and standby letters of credit. For these credit exposures we evaluate the expected credit losses using usage given defaults and credit conversion factors depending on the type of commitment and based upon historical usage rates. These assumptions are reevaluated on an annual basis and adjusted if necessary. In accordance with Topic 326, credit losses are not recognized for those credit exposures that are unconditionally cancellable by the Company. The allowance for credit losses for these off-balance-sheet credit exposures is included in other liabilities on our consolidated balance sheets and is adjusted with a corresponding adjustment to provision for credit losses on our consolidated statements of income. Prior to the adoption of CECL on January 1, 2020, the provision for off-balance-sheet credit exposures was included in other noninterest expense. Accounting Pronouncements In March 2020, the FASB issued ASU 2020-04, “Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting.” ASU 2020-04 is intended to provide relief for companies preparing for discontinuation of interest rates based on LIBOR. The ASU provides optional expedients and exceptions for applying GAAP to contract modifications and hedging relationships, subject to meeting certain criteria, that reference LIBOR or other reference rates expected to be discontinued. ASU 2020-04 also provides for a one-time sale and/or transfer to AFS or trading to be made for HTM debt securities that both reference an eligible reference rate and were classified as HTM before January 1, 2020. ASU 2020-04 is effective for all entities as of March 12, 2020 and through December 31, 2022. Companies can apply the ASU as of the beginning of the interim period that includes March 12, 2020 or any date thereafter. The guidance requires companies to apply the guidance prospectively to contract modifications and hedging relationships while the one-time election to sell and/or transfer debt securities classified as HTM may be made any time after March 12, 2020. ASU 2020-04 is not expected to have a material impact on our consolidated financial statements.

Earnings Per Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2020
Earnings Per Share [Abstract]
Earnings Per Share	Earnings Per Share Earnings per share on a basic and diluted basis are calculated as follows (in thousands, except per share amounts): Three Months Ended 2020 2019 Basic and Diluted Earnings: Net income $ 3,953 $ 18,817 Basic weighted-average shares outstanding 33,691 33,697 Add: Stock awards 114 149 Diluted weighted-average shares outstanding 33,805 33,846 Basic earnings per share: Net income $ 0.12 $ 0.56 Diluted earnings per share: Net income $ 0.12 $ 0.56 For the three months ended March 31, 2020 and 2019, there were approximately 775,000 and 490,000

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income (Loss)	3 Months Ended
	Mar. 31, 2020
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated Other Comprehensive Income (Loss)	Accumulated Other Comprehensive Income (Loss) The changes in accumulated other comprehensive income (loss) by component are as follows (in thousands): Three Months Ended March 31, 2020 Pension Plans Unrealized Gains (Losses) on Securities Unrealized Gains (Losses) on Derivatives Net Prior Net Gain (Loss) Total Beginning balance, net of tax $ 38,038 $ (1,672 ) $ (145 ) $ (31,985 ) $ 4,236 Other comprehensive income (loss): Other comprehensive income (loss) before reclassifications 61,486 (19,600 ) — — 41,886 Reclassification adjustments included in net income (5,420 ) (101 ) (1 ) 728 (4,794 ) Income tax (expense) benefit (11,774 ) 4,137 — (152 ) (7,789 ) Net current-period other comprehensive income (loss), net of tax 44,292 (15,564 ) (1 ) 576 29,303 Ending balance, net of tax $ 82,330 $ (17,236 ) $ (146 ) $ (31,409 ) $ 33,539 Three Months Ended March 31, 2019 Pension Plans Unrealized Gains (Losses) on Securities Unrealized Gains (Losses) on Derivatives Net Prior Service (Cost) Credit Net Gain (Loss) Total Beginning balance, net of tax $ (31,120 ) $ 7,146 $ (139 ) $ (26,115 ) $ (50,228 ) Other comprehensive income (loss): Other comprehensive income (loss) before reclassifications 46,626 (3,120 ) — — 43,506 Reclassification adjustments included in net income 235 (668 ) (1 ) 542 108 Income tax (expense) benefit (9,840 ) 795 — (114 ) (9,159 ) Net current-period other comprehensive income (loss), net of tax 37,021 (2,993 ) (1 ) 428 34,455 Ending balance, net of tax $ 5,901 $ 4,153 $ (140 ) $ (25,687 ) $ (15,773 ) The reclassification adjustments out of accumulated other comprehensive income (loss) included in net income are presented below (in thousands): Three Months Ended 2020 2019 Unrealized gains and losses on securities transferred: Amortization of unrealized gains and losses (1) $ (121 ) $ (491 ) Tax benefit 25 103 Net of tax (96 ) (388 ) Unrealized gains and losses on available for sale securities: Realized net gain on sale of securities (2) 5,541 256 Tax expense (1,164 ) (54 ) Net of tax 4,377 202 Derivatives: Realized net gain on interest rate swap derivatives (3) 93 646 Tax expense (19 ) (136 ) Net of tax 74 510 Amortization of unrealized gains on terminated interest rate swap derivatives (3) 8 22 Tax expense (1 ) (5 ) Net of tax 7 17 Amortization of pension plan: Net actuarial loss (4) (728 ) (542 ) Prior service credit (4) 1 1 Total before tax (727 ) (541 ) Tax benefit 152 114 Net of tax (575 ) (427 ) Total reclassifications for the period, net of tax $ 3,787 $ (86 ) (1) Included in interest income on the consolidated statements of income. (2) Listed as net gain on sale of securities available for sale on the consolidated statements of income. (3) Included in interest expense for Federal Home Loan Bank of Dallas (“FHLB”) borrowings on the consolidated statements of income. (4) These AOCI components are included in the computation of net periodic pension cost (income) presented in “Note 8 – Employee Benefit Plans.”

Securities

Securities	3 Months Ended
	Mar. 31, 2020
Investments, Debt and Equity Securities [Abstract]
Securities	Securities Debt securities The amortized cost, gross unrealized gains and losses and estimated fair value of investment and mortgage-backed securities available for sale (“AFS”) and held to maturity (“HTM”) as of March 31, 2020 and December 31, 2019 are reflected in the tables below (in thousands): March 31, 2020 Amortized Gross Unrealized Gross Unrealized Estimated AVAILABLE FOR SALE Cost Gains Losses Fair Value Investment securities: State and political subdivisions $ 1,415,227 $ 52,027 $ 1,513 $ 1,465,741 Other stocks and bonds 10,000 — 589 9,411 Mortgage-backed securities: (1) Residential 1,158,314 52,348 — 1,210,662 Commercial 121,333 5,877 — 127,210 Total $ 2,704,874 $ 110,252 $ 2,102 $ 2,813,024 HELD TO MATURITY Investment securities: State and political subdivisions $ 2,880 $ 23 $ — $ 2,903 Mortgage-backed securities: (1) Residential 59,648 4,872 — 64,520 Commercial 71,963 4,860 — 76,823 Total $ 134,491 $ 9,755 $ — $ 144,246 December 31, 2019 Amortized Gross Unrealized Gross Unrealized Estimated AVAILABLE FOR SALE Cost Gains Losses Fair Value Investment securities: State and political subdivisions $ 780,376 $ 23,832 $ 1,406 $ 802,802 Other stocks and bonds 10,000 137 — 10,137 Mortgage-backed securities: (1) Residential 1,286,110 25,662 1,130 1,310,642 Commercial 230,255 4,795 34 235,016 Total $ 2,306,741 $ 54,426 $ 2,570 $ 2,358,597 HELD TO MATURITY Investment securities: State and political subdivisions $ 2,888 $ 30 $ — $ 2,918 Mortgage-backed securities: (1) Residential 59,701 2,586 139 62,148 Commercial 72,274 1,622 83 73,813 Total $ 134,863 $ 4,238 $ 222 $ 138,879 (1) All mortgage-backed securities issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises. Investment securities and MBS with carrying values of $1.64 billion and $1.12 billion were pledged as of March 31, 2020 and December 31, 2019 , respectively, to collateralize FHLB borrowings, borrowings from the Federal Reserve Discount Window, repurchase agreements and public funds, for potential liquidity needs or other purposes as required by law. The following tables represent the fair value and unrealized losses on AFS investment and mortgage-backed securities for which an allowance for credit losses has not been recorded as of March 31, 2020 and AFS and HTM investment and mortgage-backed securities as of December 31, 2019 , segregated by major security type and length of time in a continuous loss position (in thousands): March 31, 2020 Less Than 12 Months More Than 12 Months Total Fair Value Unrealized Loss Fair Value Unrealized Loss Fair Value Unrealized Loss AVAILABLE FOR SALE Investment securities: State and political subdivisions $ 113,733 $ 1,513 $ — $ — $ 113,733 $ 1,513 Other stocks and bonds 9,411 589 — — 9,411 589 Mortgage-backed securities: Residential 39 — — — 39 — Total $ 123,183 $ 2,102 $ — $ — $ 123,183 $ 2,102 December 31, 2019 Less Than 12 Months More Than 12 Months Total Fair Value Unrealized Fair Value Unrealized Fair Value Unrealized AVAILABLE FOR SALE Investment securities: State and political subdivisions $ 158,629 $ 1,270 $ 7,555 $ 136 $ 166,184 $ 1,406 Mortgage-backed securities: Residential 101,779 980 21,696 150 123,475 1,130 Commercial 13,555 32 1,446 2 15,001 34 Total $ 273,963 $ 2,282 $ 30,697 $ 288 $ 304,660 $ 2,570 HELD TO MATURITY Mortgage-backed securities: Residential $ 272 $ 9 $ 2,304 $ 130 $ 2,576 $ 139 Commercial 12,781 67 1,788 16 14,569 83 Total $ 13,053 $ 76 $ 4,092 $ 146 $ 17,145 $ 222 With the adoption of ASU 2016-13, for those AFS debt securities in an unrealized loss position where management (i) has the intent to sell or (ii) where it will more-likely-than-not be required to sell the security before the recovery of its amortized cost basis, we write the security down to fair value with an adjustment to earnings. For those AFS debt securities in an unrealized loss position that do not meet either of these criteria, management assesses whether the decline in fair value has resulted from credit-related factors, using both qualitative and quantitative criteria. Determining the allowance under the credit loss method requires the use of a discounted cash flow method to assess the credit losses. Any credit-related impairment will be recognized as an allowance for credit losses on the balance sheet with a corresponding adjustment to earnings. Noncredit-related impairment, the portion of the impairment relating to factors other than credit (such as changes in market interest rates), is recognized in other comprehensive income, net of tax. Based on our consideration of the qualitative factors associated with each security type in our AFS portfolio, we did no t recognize any unrealized losses in income on our AFS securities during the three months ended March 31, 2020 . Our state and political subdivisions are highly rated municipal securities with a long history of no credit losses. Our AFS MBS are highly rated securities which are either explicitly or implicitly backed by the U.S. Government through its agencies, are highly rated by major ratings agencies and also have a long history of no credit losses. Our other stocks and bonds as of March 31, 2020 consist of highly rated investment grade bonds. Management does not intend to sell and it is likely we will not be required to sell those securities in an unrealized loss position prior to the anticipated recovery of the amortized cost basis. These unrealized losses on our investment and MBS are largely due to changes in interest rates and spreads and other market conditions impacted by COVID-19. As of March 31, 2020 , we did no t have an allowance for credit losses on our AFS securities. We assess the likelihood of default and the potential amount of default when assessing our HTM securities for credit losses. We utilize term structures and, due to no prior loss exposure on our state and political subdivision securities, we currently apply a third- party average loss given default rate to model our securities. Due to a small number of HTM municipal securities in our portfolio as of March 31, 2020 , we elected to use the specific identification method to model these securities which aligns with our third party fair value measurement process. The model determined the expected credit loss over the life of these securities to be remote. Management further evaluated the remote expectation of loss along with the qualitative factors associated with these securities and concluded that, due to the securities being highly rated municipals with a long history of no credit losses, no credit loss was recognized for these securities for the three months ended March 31, 2020 . We recognize the change in the allowance for credit losses due to the passage of time for our HTM debt securities, if any, in provision for credit losses. As of March 31, 2020 , we did no t have an allowance for credit losses on our HTM securities. From time to time, we have transferred securities from AFS to HTM due to overall balance sheet strategies. The remaining net unamortized, unrealized loss on the transferred securities included in AOCI in the accompanying balance sheets totaled $3.9 million ( $3.1 million , net of tax) at March 31, 2020 and $3.7 million ( $2.9 million , net of tax) at December 31, 2019 . Any net unrealized gain or loss on the transferred securities included in AOCI at the time of transfer will be amortized over the remaining life of the underlying security as an adjustment to the yield on those securities. Securities transferred with losses included in AOCI continue to be included in management’s assessment for impairment for each individual security. There were no securities transferred from AFS to HTM during the three months ended March 31, 2020 or the year ended December 31, 2019 . The accrued interest receivable on our debt securities is excluded from the credit loss estimate and is included in interest receivable on our consolidated balance sheets. As of March 31, 2020, accrued interest receivable on AFS and HTM debt securities totaled $14.0 million and $356,000 , respectively. No HTM debt securities were past-due or on no naccrual status as of March 31, 2020. The following table reflects interest income recognized on securities for the periods presented (in thousands): Three Months Ended 2020 2019 State and political subdivisions $ 6,625 $ 4,118 Other stocks and bonds 93 28 Mortgage-backed securities 11,534 12,474 Total interest income on securities $ 18,252 $ 16,620 There was a $5.5 million net realized gain from the AFS securities portfolio for the three months ended March 31, 2020 , which consisted of $5.5 million in realized gains and $10,000 in realized losses. There was a $256,000 net realized gain from the AFS securities portfolio for the three months ended March 31, 2019 , which consisted of $5.0 million in realized gains and $4.8 million in realized losses. There were no sales from the HTM portfolio during the three months ended March 31, 2020 or 2019 . We calculate realized gains and losses on sales of securities under the specific identification method. Expected maturities on our securities may differ from contractual maturities because issuers may have the right to call or prepay obligations. MBS are presented in total by category due to the fact that MBS typically are issued with stated principal amounts, and the securities are backed by pools of mortgages that have loans with varying maturities. The characteristics of the underlying pool of mortgages, such as fixed-rate or adjustable-rate, as well as prepayment risk, are passed on to the security holder. The term of a mortgage-backed pass-through security thus approximates the term of the underlying mortgages and can vary significantly due to prepayments. The amortized cost and estimated fair value of AFS and HTM securities at March 31, 2020 , are presented below by contractual maturity (in thousands): March 31, 2020 Amortized Cost Fair Value AVAILABLE FOR SALE Investment securities: Due in one year or less $ 1,294 $ 1,305 Due after one year through five years 8,521 8,441 Due after five years through ten years 40,357 41,409 Due after ten years 1,375,055 1,423,997 1,425,227 1,475,152 Mortgage-backed securities: 1,279,647 1,337,872 Total $ 2,704,874 $ 2,813,024 March 31, 2020 Amortized Cost Fair Value HELD TO MATURITY Investment securities: Due in one year or less $ 115 $ 115 Due after one year through five years 1,658 1,669 Due after five years through ten years 1,107 1,119 Due after ten years — — 2,880 2,903 Mortgage-backed securities: 131,611 141,343 Total $ 134,491 $ 144,246 Equity Investments Equity investments on our consolidated balance sheets include Community Reinvestment Act funds with a readily determinable fair value as well as equity investments without readily determinable fair values. At March 31, 2020 and December 31, 2019 , we had equity investments recorded in our consolidated balance sheets of $12.4 million and $12.3 million , respectively. Any realized and unrealized gains and losses on equity investments are reported in income. Equity investments without readily determinable fair values are recorded at cost less impairment, if any. The following is a summary of unrealized and realized gains and losses on equity investments recognized in other noninterest income in the consolidated statements of income during the periods presented (in thousands): Three Months Ended 2020 2019 Net gains recognized during the period on equity investments $ 53 $ 76 Less: Net gains recognized during the period on equity investments sold during the period — — Unrealized gains recognized during the reporting period on equity investments held at the reporting date $ 53 $ 76 Equity investments are assessed quarterly for other-than-temporary impairment. Based upon that evaluation, management does no t consider any of our equity investments to be other-than-temporarily impaired at March 31, 2020 . FHLB Stock Our FHLB stock, which has limited marketability, is carried at cost and is assessed quarterly for other-than-temporary impairment. Based upon evaluation by management at March 31, 2020 , our FHLB stock was not impaired and thus was no t considered to be other-than-temporarily impaired.

Loans and Allowance for Loan Lo

Loans and Allowance for Loan Losses	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Loans and Allowance for Loan Losses	Loans and Allowance for Loan Losses Loans in the accompanying consolidated balance sheets are classified as follows (in thousands): March 31, 2020 December 31, 2019 Real estate loans: Construction $ 603,952 $ 644,948 1-4 family residential 787,875 787,562 Commercial 1,350,818 1,250,208 Commercial loans 383,984 401,521 Municipal loans 375,934 383,960 Loans to individuals 98,439 100,005 Total loans 3,601,002 3,568,204 Less: Allowance for loan losses 53,638 24,797 Net loans $ 3,547,364 $ 3,543,407 Construction Real Estate Loans Our construction loans are collateralized by property located primarily in or near the market areas we serve. A number of our construction loans will be owner occupied upon completion. Construction loans for non-owner occupied projects are financed, but these typically have cash flows from leases with tenants, secondary sources of repayment, and in some cases, additional collateral. Our construction loans have both adjustable and fixed interest rates during the construction period. Construction loans to individuals are typically priced and made with the intention of granting the permanent loan on the completed property. Speculative and commercial construction loans are subject to underwriting standards similar to that of the commercial portfolio. Owner occupied 1-4 family residential construction loans are subject to the underwriting standards of the permanent loan. 1-4 Family Residential Real Estate Loans Residential loan originations are generated by our loan officers, in-house origination staff, marketing efforts, present customers, walk-in customers and referrals from real estate agents and builders. We focus our lending efforts primarily on the origination of loans secured by first mortgages on owner occupied 1-4 family residences. Substantially all of our 1-4 family residential originations are secured by properties located in or near our market areas. Our 1-4 family residential loans generally have maturities ranging from five to 30 years. These loans are typically fully amortizing with monthly payments sufficient to repay the total amount of the loan. Our 1-4 family residential loans are made at both fixed and adjustable interest rates. Underwriting for 1-4 family residential loans includes debt-to-income analysis, credit history analysis, appraised value and down payment considerations. Changes in the market value of real estate can affect the potential losses in the portfolio. Commercial Real Estate Loans Commercial real estate loans as of March 31, 2020 consisted of $1.19 billion of owner and non-owner occupied real estate, $145.1 million of loans secured by multi-family properties and $18.3 million of loans secured by farmland. Commercial real estate loans primarily include loans collateralized by retail, commercial office buildings, multi-family residential buildings, medical facilities and offices, senior living, assisted living and skilled nursing facilities, warehouse facilities, hotels and churches. In determining whether to originate commercial real estate loans, we generally consider such factors as the financial condition of the borrower and the debt service coverage of the property. Commercial real estate loans are made at both fixed and adjustable interest rates for terms generally up to 20 years. Commercial Loans Our commercial loans are diversified loan types including short-term working capital loans for inventory and accounts receivable and short- and medium-term loans for equipment or other business capital expansion. In our commercial loan underwriting, we assess the creditworthiness, ability to repay and the value and liquidity of the collateral being offered. Terms of commercial loans are generally commensurate with the useful life of the collateral offered. Municipal Loans We make loans to municipalities and school districts primarily throughout the state of Texas, with a small percentage originating outside of the state. The majority of the loans to municipalities and school districts have tax or revenue pledges and in some cases are additionally supported by collateral. Municipal loans made without a direct pledge of taxes or revenues are usually made based on some type of collateral that represents an essential service. Lending money directly to these municipalities allows us to earn a higher yield than we could if we purchased municipal securities for similar durations. Loans to Individuals Substantially all originations of our loans to individuals are made to consumers in our market areas. The majority of loans to individuals are collateralized by titled equipment, which are primarily automobiles. Loan terms vary according to the type and value of collateral, length of contract and creditworthiness of the borrower. The underwriting standards we employ for consumer loans include an application, a determination of the applicant’s payment history on other debts, with the greatest weight being given to payment history with us and an assessment of the borrower’s ability to meet existing obligations and payments on the proposed loan. Although creditworthiness of the applicant is a primary consideration, the underwriting process also includes a comparison of the value of the collateral, if any, in relation to the proposed loan amount. Most of our loans to individuals are collateralized, which management believes assists in limiting our exposure. Credit Quality Indicators We categorize loans into risk categories on an ongoing basis based on relevant information about the ability of borrowers to service their debt such as: current financial information, historical payment experience, credit documentation, public information and current economic trends, among other factors. We use the following definitions for risk ratings: • Pass (Rating 1 – 4) – This rating is assigned to all satisfactory loans. This category, by definition, consists of acceptable credit. Credit and collateral exceptions should not be present, although their presence would not necessarily prohibit a loan from being rated Pass, if deficiencies are in the process of correction. These loans are not included in the Watch List. • Pass Watch (Rating 5) – These loans require some degree of special treatment, but not due to credit quality. This category does not include loans specially mentioned or adversely classified; however, particular attention is warranted to characteristics such as: ◦ A lack of, or abnormally extended payment program; ◦ A heavy degree of concentration of collateral without sufficient margin; ◦ A vulnerability to competition through lesser or extensive financial leverage; and ◦ A dependence on a single or few customers or sources of supply and materials without suitable substitutes or alternatives. • Special Mention (Rating 6) – A Special Mention loan 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 loan or in our credit position at some future date. Special Mention loans are not adversely classified and do not expose us to sufficient risk to warrant adverse classification. • Substandard (Rating 7) – Substandard loans are inadequately protected by the current sound worth and paying capacity of the obligor or of the collateral pledged, if any. Loans so classified must have a well-defined weakness or weaknesses that jeopardize the liquidation of the debt. They are characterized by the distinct possibility that the Bank will sustain some loss if the deficiencies are not corrected. • Doubtful (Rating 8) – Loans classified as Doubtful have all the weaknesses inherent in those classified 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. The following table sets forth the amortized cost basis by class of financing receivable and credit quality indicator for the periods presented (in thousands): Term Loans Amortized Cost Basis by Origination Year Revolving Loans Amortized Cost Basis Total 2020 2019 2018 2017 2016 Prior Construction real estate: Pass $ 29,892 $ 209,457 $ 124,688 $ 95,489 $ 4,535 $ 11,739 $ 127,245 $ 603,045 Pass watch — — — — 23 — — 23 Special mention — — — — — 4 — 4 Substandard — 610 — — — 262 — 872 Doubtful — — — — — 8 — 8 Total construction real estate $ 29,892 $ 210,067 $ 124,688 $ 95,489 $ 4,558 $ 12,013 $ 127,245 $ 603,952 1-4 family residential real estate: Pass $ 41,857 $ 141,799 $ 98,077 $ 78,376 $ 79,022 $ 336,336 $ 3,476 $ 778,943 Pass watch — — — — — 1,351 — 1,351 Special mention — — — — — 174 — 174 Substandard — 104 27 157 1,329 4,796 73 6,486 Doubtful 3 — 23 42 179 674 — 921 Total 1-4 family residential real estate $ 41,860 $ 141,903 $ 98,127 $ 78,575 $ 80,530 $ 343,331 $ 3,549 $ 787,875 Commercial real estate: Pass $ 80,313 $ 333,065 $ 173,335 $ 316,346 $ 124,840 $ 270,531 $ 13,964 $ 1,312,394 Pass watch — — 2,237 — — 2,990 — 5,227 Special mention — 2,605 2,230 — — 5,808 — 10,643 Substandard 550 — 308 118 587 20,851 — 22,414 Doubtful — — — — 58 82 — 140 Total commercial real estate $ 80,863 $ 335,670 $ 178,110 $ 316,464 $ 125,485 $ 300,262 $ 13,964 $ 1,350,818 Commercial loans: Pass $ 27,192 $ 102,359 $ 59,583 $ 17,660 $ 8,374 $ 10,435 $ 143,114 $ 368,717 Pass watch 111 582 109 — — 2 17 821 Special mention — 427 63 281 403 660 5,990 7,824 Substandard — 2,304 1,604 528 65 281 1,677 6,459 Doubtful — 68 80 13 — 2 — 163 Total commercial loans $ 27,303 $ 105,740 $ 61,439 $ 18,482 $ 8,842 $ 11,380 $ 150,798 $ 383,984 Municipal loans: Pass $ 9,755 $ 73,238 $ 36,874 $ 64,898 $ 28,030 $ 163,139 $ — $ 375,934 Pass watch — — — — — — — — Special mention — — — — — — — — Substandard — — — — — — — — Doubtful — — — — — — — — Total municipal loans $ 9,755 $ 73,238 $ 36,874 $ 64,898 $ 28,030 $ 163,139 $ — $ 375,934 Loans to individuals: Pass $ 15,018 $ 43,215 $ 18,653 $ 9,703 $ 4,203 $ 2,332 $ 4,860 $ 97,984 Pass watch — — — — — — — — Special mention — — — — — — — — Substandard — 1 52 77 62 58 6 256 Doubtful — 5 21 64 98 11 — 199 Total loans to individuals $ 15,018 $ 43,221 $ 18,726 $ 9,844 $ 4,363 $ 2,401 $ 4,866 $ 98,439 Total loans $ 204,691 $ 909,839 $ 517,964 $ 583,752 $ 251,808 $ 832,526 $ 300,422 $ 3,601,002 The following tables present the aging of the amortized cost basis in past due loans by class of loans (in thousands): March 31, 2020 30-59 Days Past Due 60-89 Days Past Due Greater than 90 Days Past Due Total Past Due Current Total Real estate loans: Construction $ 985 $ 205 $ 610 $ 1,800 $ 602,152 $ 603,952 1-4 family residential 12,713 411 1,934 15,058 772,817 787,875 Commercial 1,944 158 — 2,102 1,348,716 1,350,818 Commercial loans 3,935 878 236 5,049 378,935 383,984 Municipal loans — — — — 375,934 375,934 Loans to individuals 961 161 38 1,160 97,279 98,439 Total $ 20,538 $ 1,813 $ 2,818 $ 25,169 $ 3,575,833 $ 3,601,002 December 31, 2019 30-59 Days Past Due 60-89 Days Past Due Greater than 89 Days Past Due Total Past Due Current (1) Total Real estate loans: Construction $ 1,236 $ 229 $ 337 $ 1,802 $ 643,146 $ 644,948 1-4 family residential 8,788 1,077 1,607 11,472 776,090 787,562 Commercial 795 259 536 1,590 1,248,618 1,250,208 Commercial loans 1,917 722 651 3,290 398,231 401,521 Municipal loans — — — — 383,960 383,960 Loans to individuals 660 261 128 1,049 98,956 100,005 Total $ 13,396 $ 2,548 $ 3,259 $ 19,203 $ 3,549,001 $ 3,568,204 (1) Prior to the adoption of CECL, included PCI loans measured at fair value at acquisition if the timing and amount of cash flows expected to be collected from those sales could be reasonably estimated. The following table sets forth the amortized cost basis of nonperforming assets for the periods presented (in thousands): March 31, 2020 December 31, 2019 Nonaccrual loans: Real estate loans: Construction $ 671 $ 405 1-4 family residential 3,025 2,611 Commercial 742 704 Commercial loans 549 944 Loans to individuals 234 299 Total nonaccrual loans (1) 5,221 4,963 Accruing loans past due more than 90 days — — Troubled debt restructured loans (2) 11,448 12,014 Other real estate owned 734 472 Repossessed assets — — Total nonperforming assets $ 17,403 $ 17,449 (1) Prior to the adoption of CECL, excluded PCI loans measured at fair value at acquisition if the timing and amount of cash flows expected to be collected from those sales could be reasonably estimated. Includes $374,000 and $469,000 of restructured loans as of March 31, 2020 and December 31, 2019 , respectively. (2) As of December 31, 2019 , prior to the adoption of CECL, included $755,000 in PCI loans restructured. We reversed $121,000 of interest income on nonaccrual loans during the period ending March 31, 2020. We had $1.1 million of loans on nonaccrual for which there was no related allowance for credit losses as of March 31, 2020. Collateral-dependent loans are loans that we expect the repayment to be provided substantially through the operation or sale of the collateral of the loan and we have determined that the borrower is experiencing financial difficulty. As of March 31, 2020, we had $11.7 million of collateral dependent loans, secured mainly by real estate and equipment. There have been no significant changes to the collateral that secures the collateral dependent assets. Foreclosed assets include other real estate owned and repossessed assets. For 1-4 family residential real estate properties, a loan is recognized as a foreclosed property once legal title to the real estate property has been received upon completion of foreclosure or the borrower has conveyed all interest in the residential property through a deed in lieu of foreclosure. There were $1.2 million and $992,000 in loans secured by 1-4 family residential properties for which formal foreclosure proceedings were in process as of March 31, 2020 and December 31, 2019 , respectively. Troubled Debt Restructurings The restructuring of a loan is considered a TDR if both (i) the borrower is experiencing financial difficulties and (ii) the creditor has granted a concession. Concessions may include interest rate reductions or below market interest rates, restructuring amortization schedules and other actions intended to minimize potential losses. We may provide a combination of concessions which may include an extension of the amortization period, interest rate reduction and/or converting the loan to interest-only for a limited period of time. In response to the novel strain of coronavirus (“COVID-19”) pandemic in March 2020, the Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”) was signed into law. Under the CARES Act, banks may elect to deem that loan modifications do not result in TDRs if they are (1) related to COVID-19; (2) executed on a loan that was not more than 30 days past due as of December 31, 2019; and (3) executed between March 1, 2020, and the earlier of (A) 60 days after the date of termination of the national emergency declaration or (B) December 31, 2020. Additionally, in accordance with the Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus (Revised), other short-term modifications made on a good faith basis in response to COVID-19 to borrowers who were current prior to any relief are not TDRs under ASC Subtopic 310-40. This includes short-term (e.g., up to six months) modifications such as payment deferrals, fee waivers, extensions of repayment terms, or delays in payment that are insignificant. Borrowers considered current are those that are less than 30 days past due on their contractual payments at the time a modification program is implemented. The following tables set forth the recorded balance of loans considered to be TDRs that were restructured and the type of concession by class of loans during the periods presented (dollars in thousands): Three Months Ended March 31, 2020 Extend Amortization Period Interest Rate Reductions Combination Total Modifications Number of Loans Real estate loans: Commercial $ — $ — $ 59 $ 59 1 Commercial loans — — 3 3 1 Total $ — $ — $ 62 $ 62 2 Three Months Ended March 31, 2019 Extend Amortization Period Interest Rate Reductions Combination Total Modifications Number of Loans Real estate loans: 1-4 family residential $ — $ — $ 113 $ 113 1 Commercial 7,627 — — 7,627 1 Commercial loans 57 — — 57 1 Loans to individuals — — 15 15 2 Total $ 7,684 $ — $ 128 $ 7,812 5 The majority of loans restructured as TDRs during the three months ended March 31, 2020 and 2019 were modified with maturity extensions. Interest continues to be charged on principal balances outstanding during the extended term. Therefore, the financial effects of the recorded investment of loans restructured as TDRs during the three months ended March 31, 2020 and 2019 were not significant. Generally, the loans identified as TDRs were previously reported as impaired loans prior to restructuring, and therefore, the modification did not impact our determination of the allowance for loans losses. On an ongoing basis, the performance of the TDRs is monitored for subsequent payment default. Payment default for TDRs is recognized when the borrower is 90 days or more past due. For the three months ended March 31, 2020 , and 2019 the amount of TDRs in default was not significant. Payment defaults for TDRs did not significantly impact the determination of the allowance for loan losses in the periods presented. At March 31, 2020 and 2019 , there were no commitments to lend additional funds to borrowers whose terms had been modified in TDRs. Allowance for Loan Losses The following tables detail activity in the allowance for loan losses by portfolio segment for the periods presented (in thousands): Three Months Ended March 31, 2020 Real Estate Construction 1-4 Family Residential Commercial Commercial Loans Municipal Loans Loans to Individuals Total Balance at beginning of period $ 3,539 $ 3,833 $ 9,572 $ 6,351 $ 570 $ 932 $ 24,797 Impact of CECL adoption - cumulative effect adjustment 2,968 (1,447 ) 7,730 (3,532 ) (522 ) (125 ) 5,072 Impact of CECL adoption - purchased loans with credit deterioration (15 ) (6 ) 333 (22 ) — (59 ) 231 Loans charged-off (33 ) (54 ) (21 ) (296 ) — (591 ) (995 ) Recoveries of loans charged off 11 4 69 74 — 293 451 Net loans (charged-off) recovered (22 ) (50 ) 48 (222 ) — (298 ) (544 ) Provision for (reversal of) loan losses (1) 3,184 310 18,437 1,944 (1 ) 208 24,082 Balance at end of period $ 9,654 $ 2,640 $ 36,120 $ 4,519 $ 47 $ 658 $ 53,638 Three Months Ended March 31, 2019 Real Estate Construction 1-4 Family Residential Commercial Commercial Loans Municipal Loans Loans to Individuals Total Balance at beginning of period $ 3,597 $ 3,844 $ 13,968 $ 3,974 $ 525 $ 1,111 $ 27,019 Loans charged-off — (18 ) (1,215 ) (451 ) — (601 ) (2,285 ) Recoveries of loans charged-off — 3 19 30 — 287 339 Net loans (charged-off) recovered — (15 ) (1,196 ) (421 ) — (314 ) (1,946 ) Provision for (reversal of) loan losses (1) 662 (447 ) (2,112 ) 734 (17 ) 262 (918 ) Balance at end of period $ 4,259 $ 3,382 $ 10,660 $ 4,287 $ 508 $ 1,059 $ 24,155 (1) The increase in the provision for credit losses during the first quarter of 2020 was primarily due to the application of the CECL model and the economic impact of COVID-19 on macroeconomic factors used in the CECL methodology. The accrued interest receivable on our loan receivables is excluded from the allowance for credit loss estimate and is included in interest receivable on our consolidated balance sheets. As of March 31, 2020 and December 31, 2019 , the accrued interest on our loan portfolio was $12.7 million and $14.2 million , respectively.

Borrowing Arrangements

Borrowing Arrangements	3 Months Ended
	Mar. 31, 2020
Debt Disclosure [Abstract]
Borrowing Arrangements	Borrowing Arrangements Information related to borrowings is provided in the table below (dollars in thousands): March 31, 2020 December 31, 2019 Other borrowings: Balance at end of period $ 217,900 $ 28,358 Average amount outstanding during the period (1) 69,846 15,645 Maximum amount outstanding during the period (2) 217,900 28,358 Weighted average interest rate during the period (3) 0.9 % 1.7 % Interest rate at end of period (4) 0.4 % 1.7 % Federal Home Loan Bank borrowings: Balance at end of period $ 1,274,370 $ 972,744 Average amount outstanding during the period (1) 999,070 868,859 Maximum amount outstanding during the period (2) 1,274,370 1,077,883 Weighted average interest rate during the period (3) 1.6 % 2.0 % Interest rate at end of period (4) 0.9 % 1.8 % (1) The average amount outstanding during the period was computed by dividing the total daily outstanding principal balances by the number of days in the period. (2) The maximum amount outstanding at any month-end during the period. (3) The weighted average interest rate during the period was computed by dividing the actual interest expense (annualized for interim periods) by the average amount outstanding during the period. The weighted average interest rate on the FHLB borrowings includes the effect of interest rate swaps. (4) Stated rate. Maturities of the obligations associated with our borrowing arrangements based on scheduled repayments at March 31, 2020 are as follows (in thousands): Payments Due by Period Less than 1-2 Years 2-3 Years 3-4 Years 4-5 Years Thereafter Total Other borrowings $ 217,900 $ — $ — $ — $ — $ — $ 217,900 Federal Home Loan Bank borrowings 1,263,840 6,659 688 717 748 1,718 1,274,370 Total obligations $ 1,481,740 $ 6,659 $ 688 $ 717 $ 748 $ 1,718 $ 1,492,270 Other borrowings include federal funds purchased, repurchase agreements and borrowings from the Federal Reserve Discount Window (“FRDW”). Southside Bank has three unsecured lines of credit for the purchase of overnight federal funds at prevailing rates with Frost Bank, TIB – The Independent Bankers Bank and Comerica Bank for $40.0 million , $15.0 million and $7.5 million , respectively. There were $189.5 million of borrowings from the FRDW at March 31, 2020 , partially utilizing collateral of $495.0 million of municipal securities pledged to the FRDW. To provide more liquidity in response to the COVID-19 pandemic, the Federal Reserve took steps to encourage broader use of the discount window. There were no federal funds purchased at March 31, 2020 or December 31, 2019 . Southside Bank has a $5.0 million line of credit with Frost Bank to be used to issue letters of credit, and at March 31, 2020 , the line had no outstanding letters of credit. Southside Bank currently has no outstanding letters of credit from FHLB held as collateral for its public fund deposits. Southside Bank enters into sales of securities under repurchase agreements. These repurchase agreements totaled $28.4 million at March 31, 2020 and December 31, 2019 , and had maturities of less than one year . During the fourth quarter of 2019, Southside Bank entered into a $20.0 million variable rate repurchase agreement with an interest rate tied to one-month LIBOR . Repurchase agreements are secured by investment and MBS securities and are stated at the amount of cash received in connection with the transaction. FHLB borrowings represent borrowings with fixed and floating interest rates ranging from 0.25% to 4.799% and with remaining maturities of one day to 8.3 years at March 31, 2020 . FHLB borrowings may be collateralized by FHLB stock, nonspecified loans and/or securities. At March 31, 2020 , the amount of additional funding Southside Bank could obtain from FHLB, collateralized by securities, FHLB stock and nonspecified loans and securities, was approximately $936.2 million , net of FHLB stock purchases required. Southside Bank has entered into various variable rate agreements and fixed rate short-term pay agreements with third-party financial institutions with rates tied to LIBOR. These agreements totaled $690.0 million at March 31, 2020 and $310.0 million at December 31, 2019 . Six of the agreements have an interest rate tied to three-month LIBOR and the remaining agreements have interest rates tied to one-month LIBOR . In connection with $670.0 million of these agreements, Southside Bank also entered into various interest rate swap contracts that are treated as cash flow hedges under ASC Topic 815, “Derivatives and Hedging” that are expected to be effective in hedging the variability in future cash flows attributable to fluctuations in the underlying LIBOR interest rate. The interest rate swap contracts had an average rate of 1.15% with an average weighted maturity of 4.5 years at March 31, 2020 . Refer to “Note 9 – Derivative Financial Instruments and Hedging Activities” in our consolidated financial statements included in this report for a detailed description of our hedging policy and methodology related to derivative instruments.

Long-term Debt

Long-term Debt	3 Months Ended
	Mar. 31, 2020
Debt Disclosure [Abstract]
Long-term Debt	Long-term Debt Information related to our long-term debt is summarized as follows for the periods presented (in thousands): March 31, December 31, Subordinated notes: (1) 5.50% Subordinated notes, net of unamortized debt issuance costs (2) $ 98,619 $ 98,576 Total Subordinated notes 98,619 98,576 Trust preferred subordinated debentures: (3) Southside Statutory Trust III, net of unamortized debt issuance costs (4) 20,560 20,558 Southside Statutory Trust IV 23,196 23,196 Southside Statutory Trust V 12,887 12,887 Magnolia Trust Company I 3,609 3,609 Total Trust preferred subordinated debentures 60,252 60,250 Total Long-term debt $ 158,871 $ 158,826 (1) This debt consists of subordinated notes with a remaining maturity greater than one year that qualify under the risk-based capital guidelines as Tier 2 capital, subject to certain limitations. (2) The unamortized discount and debt issuance costs reflected in the carrying amount of the subordinated notes totaled approximately $1.4 million at March 31, 2020 and December 31, 2019 . (3) This debt consists of trust preferred securities that qualify under the risk-based capital guidelines as Tier 1 capital, subject to certain limitations. (4) The unamortized debt issuance costs reflected in the carrying amount of the Southside Statutory Trust III junior subordinated debentures totaled $59,000 at March 31, 2020 and $61,000 at December 31, 2019 . As of March 31, 2020 , the details of the subordinated notes and the trust preferred subordinated debentures are summarized below (dollars in thousands): Date Issued Amount Issued Fixed or Floating Rate Interest Rate Maturity Date 5.50% Subordinated Notes September 19, 2016 $ 100,000 Fixed-to-Floating 5.50% September 30, 2026 Southside Statutory Trust III September 4, 2003 $ 20,619 Floating 3 month LIBOR + 2.94% September 4, 2033 Southside Statutory Trust IV August 8, 2007 $ 23,196 Floating 3 month LIBOR + 1.30% October 30, 2037 Southside Statutory Trust V August 10, 2007 $ 12,887 Floating 3 month LIBOR + 2.25% September 15, 2037 Magnolia Trust Company I (1) October 10, 2007 $ 3,609 Floating 3 month LIBOR + 1.80% November 23, 2035 (1) On October 10, 2007, as part of an acquisition we assumed $3.6 million of floating rate junior subordinated debentures issued in 2005 to Magnolia Trust Company I. On September 19, 2016 , the Company issued $100.0 million aggregate principal amount of fixed-to-floating rate subordinated notes that mature on September 30, 2026 . This debt initially bears interest at a fixed rate of 5.50% through September 29, 2021 and thereafter, adjusts quarterly at a floating rate equal to three-month LIBOR plus 429.7 basis points.

Employee Benefit Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2020
Defined Contribution Plan [Abstract]
Employee Benefit Plans	Employee Benefit Plans The components of net periodic benefit cost (income) related to our employee benefit plans are as follows (in thousands): Three Months Ended March 31, Defined Benefit Defined Benefit Pension Plan Acquired Restoration 2020 2019 2020 2019 2020 2019 Service cost $ 423 $ 316 $ — $ — $ 85 $ 60 Interest cost 837 908 41 41 160 161 Expected return on assets (1,668 ) (1,504 ) (84 ) (73 ) — — Net loss amortization 533 443 2 — 193 99 Prior service (credit) cost amortization (3 ) (3 ) — — 2 2 Net periodic benefit cost (income) $ 122 $ 160 $ (41 ) $ (32 ) $ 440 $ 322 The service cost component is recorded on our consolidated income statements as salaries and employee benefits in noninterest expense while all other components other than service cost are recorded in other noninterest expense. The noncash adjustment to the employee benefit plan liabilities, consisting of changes in prior service cost and net loss, was $727,000 for the three months ended March 31, 2020

Derivative Financial Instrument

Derivative Financial Instruments and Hedging Activities	3 Months Ended
	Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments and Hedging Activities	Derivative Financial Instruments and Hedging Activities Our hedging policy allows the use of interest rate derivative instruments to manage our exposure to interest rate risk or hedge specified assets and liabilities. These instruments may include interest rate swaps and interest rate caps and floors. All derivative instruments are carried on the balance sheet at their estimated fair value and are recorded in other assets or other liabilities, as appropriate. Derivative instruments may be designated as cash flow hedges of variable rate assets or liabilities, cash flow hedges of forecasted transactions, fair value hedges of a recognized asset or liability or as non-hedging instruments. Gains and losses on derivative instruments designated as cash flow hedges are recorded in AOCI to the extent they are effective. The amount recorded in other comprehensive income is reclassified to earnings in the same periods that the hedged cash flows impact earnings. The ineffective portion of changes in fair value is reported in current earnings. Gains and losses on derivative instruments designated as fair value hedges, as well as the change in fair value on the hedged item, are recorded in interest income in the consolidated statements of income. Gains and losses due to changes in fair value of the interest rate swap agreements completely offset changes in the fair value of the hedged portion of the hedged item. For derivative instruments not designated as hedging instruments, the gain or loss is recognized in current earnings during the period of change. We have entered into certain interest rate swap contracts on specific variable rate agreements and fixed rate short-term pay agreements with third-party financial institutions. These interest rate swap contracts were designated as hedging instruments in cash flow hedges under ASC Topic 815. The objective of the interest rate swap contracts is to manage the expected future cash flows on $670.0 million of debt. The cash flows from the swap contracts are expected to be effective in hedging the variability in future cash flows attributable to fluctuations in the underlying LIBOR interest rate. During the first quarter of 2019, our partial-term fair value hedges for certain of our fixed rate callable AFS municipal securities were ineffective due to the sale of the hedged items. These partial-term hedges of selected cash flows covering the time periods to the call dates of the hedged securities were expected to be effective in offsetting changes in the fair value of the hedged securities. Interest rate swaps designated as partial-term fair value hedges are utilized to mitigate the effect of changing interest rates on the hedged securities. The hedging strategy converted a portion of the fixed interest rates on the securities to LIBOR-based variable interest rates. As a result of the sale, the cumulative adjustments to the carrying amount was a fair value loss recognized in earnings and recorded in interest income. The remaining fair value loss from the date of the sale of the hedged items through March 31, 2019, was recognized in earnings and recorded in noninterest income. Due to the sale of the hedged items, the interest rate swaps were considered non-hedging instruments and were subsequently terminated on April 12, 2019. In accordance with ASC Topic 815, if a hedging item is terminated prior to maturity for a cash settlement, the existing gain or loss within AOCI will continue to be reclassified into earnings during the period or periods in which the hedged forecasted transaction affects earnings unless it is probable that the forecasted transaction will not occur by the end of the originally specified time period. These transactions are reevaluated on a monthly basis to determine if the hedged forecasted transactions are still probable of occurring. If at a subsequent evaluation, it is determined that the transactions will not occur, any related gains or losses recorded in AOCI are immediately recognized in earnings. From time to time, we may enter into certain interest rate swaps, cap and floor contracts that are not designated as hedging instruments. These interest rate derivative contracts relate to transactions in which we enter into an interest rate swap, cap or floor with a customer while concurrently entering into an offsetting interest rate swap, cap or floor with a third party financial institution. We agree to pay interest to the customer on a notional amount at a variable rate and receive interest from the customer on a similar notional amount at a fixed interest rate. At the same time, we agree to pay a third party financial institution the same fixed interest rate on the same notional amount and receive the same variable interest rate on the same notional amount. These interest rate derivative contracts allow our customers to effectively convert a variable rate loan to a fixed rate loan. The changes in the fair value of the underlying derivative contracts primarily offset each other and do not significantly impact our results of operations. We recognized swap fee income associated with these derivative contracts immediately based upon the difference in the bid/ask spread of the underlying transactions with the customer and the third party financial institution. The swap fee income is included in other noninterest income in our consolidated statements of income. At March 31, 2020 and December 31, 2019 , net derivative liabilities included $43.0 million and $10.1 million , respectively, of cash collateral held by counterparties subject to master netting agreements. We had $591,000 and $883,000 of cash collateral receivable that was not offset against derivative liabilities at March 31, 2020 and December 31, 2019 , respectively. The notional amounts of the derivative instruments represent the contractual cash flows pertaining to the underlying agreements. These amounts are not exchanged and are not reflected in the consolidated balance sheets. The fair value of the interest rate swaps are presented at net in other assets and other liabilities when a right of offset exists, based on transactions with a single counterparty that are subject to a legally enforceable master netting agreement. The following tables present the notional and estimated fair value amount of derivative positions outstanding (in thousands): March 31, 2020 December 31, 2019 Estimated Fair Value Estimated Fair Value Notional (1) Asset Derivative Liability Derivative Notional (1) Asset Derivative Liability Derivative Derivatives designated as hedging instruments Interest rate contracts: Swaps-Cash Flow Hedge-Financial institution counterparties $ 670,000 $ — $ 21,835 $ 270,000 $ 1,513 $ 3,655 Derivatives designated as non-hedging instruments Interest rate contracts: Swaps-Financial institution counterparties 136,534 — 21,409 131,685 56 8,031 Swaps-Customer counterparties 136,534 21,409 — 131,685 8,031 56 Gross derivatives 21,409 43,244 9,600 11,742 Offsetting derivative assets/liabilities — — (1,569 ) (1,569 ) Cash collateral received/posted — (43,039 ) — (10,117 ) Net derivatives included in the consolidated balance sheets (2) $ 21,409 $ 205 $ 8,031 $ 56 (1) Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets. (2) Net derivative assets are included in other assets and net derivative liabilities are included in other liabilities on the consolidated balance sheets. Included in the fair value of net derivative assets and net derivative liabilities are credit valuation adjustments reflecting counterparty credit risk and our credit risk. We had $591,000 credit exposure related to interest rate swaps with financial institutions and $21.4 million related to interest rate swaps with customers at March 31, 2020 . We had $883,000 credit exposure related to interest rate swaps with financial institutions and $8.0 million related to interest rate swaps with customers at December 31, 2019 . The credit risk associated with customer transactions is partially mitigated as these are generally secured by the non-cash collateral securing the underlying transaction being hedged. The summarized expected weighted average remaining maturity of the notional amount of interest rate swaps and the weighted average interest rates associated with the amounts expected to be received or paid on interest rate swap agreements are presented below (dollars in thousands). Variable rates received on fixed pay swaps are based on one-month or three-month LIBOR rates in effect at March 31, 2020 and December 31, 2019 : March 31, 2020 December 31, 2019 Weighted Average Weighted Average Notional Amount Remaining Maturity (in years) Receive Rate Pay Rate Notional Amount Remaining Maturity Receive Rate Pay Swaps-Cash Flow hedge Financial institution counterparties $ 670,000 4.5 1.00 % 1.15 % $ 270,000 3.8 1.77 % 1.58 % Swaps-Non-hedging Financial institution counterparties 136,534 10.5 1.32 2.45 131,685 10.6 1.71 2.47 Customer counterparties 136,534 10.5 2.45 1.32 131,685 10.6 2.47 1.71

Fair Value Measurement

Fair Value Measurement	3 Months Ended
	Mar. 31, 2020
Fair Value Disclosures [Abstract]
Fair Value Measurement	Fair Value Measurement Fair value is the price that would be received upon the sale of an asset or paid to transfer a liability (exit price) in an orderly transaction between market participants. A fair value measurement assumes the transaction to sell the asset or transfer the liability occurs in the principal market for the asset or liability or, in the absence of a principal market, the most advantageous market for the asset or liability. The price in the principal (or most advantageous) market used to measure the fair value of the asset or liability is not adjusted for transaction costs. An orderly transaction is a transaction that assumes exposure to the market for a period prior to the measurement date to allow for marketing activities that are usual and customary for transactions involving such assets and liabilities; it is not a forced transaction. Market participants are buyers and sellers in the principal market that are (i) independent, (ii) knowledgeable, (iii) able to transact and (iv) willing to transact. Valuation techniques including the market approach, the income approach and/or the cost approach are utilized to determine fair value. Inputs to valuation techniques refer to the assumptions market participants would use in pricing the asset or liability. Valuation policies and procedures are determined by our investment department and reported to our Asset/Liability Committee (“ALCO”) for review. An entity must consider all aspects of nonperforming risk, including the entity’s own credit standing, when measuring fair value of a liability. Inputs may be observable, meaning those that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from independent sources, or unobservable, meaning those that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. A fair value hierarchy for valuation inputs gives the highest priority to quoted prices in active markets for identical assets or liabilities and the lowest priority to unobservable inputs. The fair value hierarchy is as follows: Level 1 Inputs - Unadjusted quoted prices in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date. Level 2 Inputs - Inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These might include quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the asset or liability (such as interest rates, volatilities, prepayment speeds, credit risks, etc.) or inputs that are derived principally from or corroborated by market data by correlation or other means. Level 3 Inputs - Unobservable inputs for determining the fair values of assets or liabilities that reflect an entity’s own assumptions about the assumptions that market participants would use in pricing the assets or liabilities. Certain financial assets are measured at fair value in accordance with GAAP. Adjustments to the fair value of these assets usually result from the application of fair value accounting or write-downs of individual assets. A description of the valuation methodologies used for assets and liabilities measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy, is set forth below. Securities Available for Sale and Equity Investments with readily determinable fair values – U.S. Treasury securities and equity investments with readily determinable fair values are reported at fair value utilizing Level 1 inputs. Other securities classified as available for sale are reported at fair value utilizing Level 2 inputs. For these securities, we obtain fair value measurements from independent pricing services and obtain an understanding of the pricing methodologies used by these independent pricing services. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things, as stated in the pricing methodologies of the independent pricing services. We review and validate the prices supplied by the independent pricing services for reasonableness by comparison to prices obtained from, in most cases, two additional third party sources. For securities where prices are outside a reasonable range, we further review those securities, based on internal ALCO approved procedures, to determine what a reasonable fair value measurement is for those securities, given available data. Derivatives – Derivatives are reported at fair value utilizing Level 2 inputs. We obtain fair value measurements from two sources including an independent pricing service and the counterparty to the derivatives designated as hedges. The fair value measurements consider observable data that may include dealer quotes, market spreads, the U.S. Treasury yield curve, live trading levels, trade execution data, credit information and the derivatives’ terms and conditions, among other things. We review the prices supplied by the sources for reasonableness. In addition, we obtain a basic understanding of their underlying pricing methodology. We validate prices supplied by the sources by comparison to one another. Certain nonfinancial assets and nonfinancial liabilities measured at fair value on a recurring basis include reporting units measured at fair value and tested for goodwill impairment. Certain financial assets and financial liabilities are measured at fair value on a nonrecurring basis, which means that the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment). Financial assets and financial liabilities measured at fair value on a nonrecurring basis included foreclosed assets and collateral-dependent loans at March 31, 2020 and December 31, 2019 . Foreclosed Assets – Foreclosed assets are initially recorded at fair value less costs to sell. The fair value measurements of foreclosed assets can include Level 2 measurement inputs such as real estate appraisals and comparable real estate sales information, in conjunction with Level 3 measurement inputs such as cash flow projections, qualitative adjustments and sales cost estimates. As a result, the categorization of foreclosed assets is Level 3 of the fair value hierarchy. In connection with the measurement and initial recognition of certain foreclosed assets, we may recognize charge-offs through the allowance for credit losses. Collateral-Dependent Loans (Impaired loans prior to the adoption of ASU 2016-13) – Certain loans may be reported at the fair value of the underlying collateral if repayment is expected substantially from the operation or sale of the collateral. Collateral values are estimated using Level 3 inputs based on customized discounting criteria or appraisals. At March 31, 2020 and December 31, 2019 , the impact of the fair value of collateral dependent loans was reflected in our allowance for loan losses. The fair value estimate of financial instruments for which quoted market prices are unavailable is dependent upon the assumptions used. Consequently, those estimates cannot be substantiated by comparison to independent markets and, in many cases, could not be realized in immediate settlement of the instruments. Accordingly, the aggregate fair value amounts presented in the fair value tables do not necessarily represent their underlying value. The following tables summarize assets measured at fair value on a recurring and nonrecurring basis segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value (in thousands): Fair Value Measurements at the End of the Reporting Period Using March 31, 2020 Carrying Amount Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Recurring fair value measurements Investment securities: State and political subdivisions $ 1,465,741 $ — $ 1,465,741 $ — Other stocks and bonds 9,411 — 9,411 — Mortgage-backed securities: (1) Residential 1,210,662 — 1,210,662 — Commercial 127,210 — 127,210 — Equity investments: Equity investments 6,061 6,061 — — Derivative assets: Interest rate swaps 21,409 — 21,409 — Total asset recurring fair value measurements $ 2,840,494 $ 6,061 $ 2,834,433 $ — Derivative liabilities: Interest rate swaps $ 43,244 $ — $ 43,244 $ — Total liability recurring fair value measurements $ 43,244 $ — $ 43,244 $ — Nonrecurring fair value measurements Foreclosed assets $ 734 $ — $ — $ 734 Collateral-dependent loans (2) 10,346 — — 10,346 Total asset nonrecurring fair value measurements $ 11,080 $ — $ — $ 11,080 Fair Value Measurements at the End of the Reporting Period Using December 31, 2019 Carrying Amount Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Recurring fair value measurements Investment securities: State and political subdivisions $ 802,802 $ — $ 802,802 $ — Other stocks and bonds 10,137 — 10,137 — Mortgage-backed securities: (1) Residential 1,310,642 — 1,310,642 — Commercial 235,016 — 235,016 — Equity investments: Equity investments 5,965 5,965 — — Derivative assets: Interest rate swaps 9,600 — 9,600 — Total asset recurring fair value measurements $ 2,374,162 $ 5,965 $ 2,368,197 $ — Derivative liabilities: Interest rate swaps $ 11,742 $ — $ 11,742 $ — Total liability recurring fair value measurements $ 11,742 $ — $ 11,742 $ — Nonrecurring fair value measurements Foreclosed assets $ 472 $ — $ — $ 472 Impaired loans (2) 18,586 — — 18,586 Total asset nonrecurring fair value measurements $ 19,058 $ — $ — $ 19,058 (1) All mortgage-backed securities are issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises. (2) Consists of individually evaluated loans. Loans for which the fair value of the collateral and commercial real estate fair value of the properties is less than cost basis are presented net of allowance. Losses on these loans represent charge-offs which are netted against the allowance for loan losses. Disclosure of fair value information about financial instruments, whether or not recognized in the balance sheet, is required when it is practicable to estimate that value. In cases where quoted market prices are not available, fair values are based on estimates using present value or other estimation techniques. Those techniques are significantly affected by the assumptions used, including the discount rate and estimates of future cash flows. Such techniques and assumptions, as they apply to individual categories of our financial instruments, are as follows: Cash and cash equivalents – The carrying amount for cash and cash equivalents is a reasonable estimate of those assets’ fair value. Investment and mortgage-backed securities held to maturity – Fair values for these securities are based on quoted market prices, where available. If quoted market prices are not available, fair values are based on quoted market prices for similar securities or estimates from independent pricing services. FHLB stock – The carrying amount of FHLB stock is a reasonable estimate of the fair value of those assets. Equity investments – The carrying value of equity investments without readily determinable fair values are measured at cost less impairment, if any, adjusted for observable price changes for an identical or similar investment of the same issuer. This carrying value is a reasonable estimate of the fair value of those assets. Loans receivable – We estimate the fair value of our loan portfolio to an exit price notion with adjustments for liquidity, credit and prepayment factors. Nonperforming loans continue to be estimated using discounted cash flow analyses or the underlying value of the collateral where applicable. Loans held for sale – The fair value of loans held for sale is determined based on expected proceeds, which are based on sales contracts and commitments. Deposit liabilities – The fair value of demand deposits, savings accounts and certain money market deposits is the amount on demand at the reporting date, which is the carrying value. Fair values for fixed rate CDs are estimated using a discounted cash flow calculation that applies interest rates currently being offered for deposits of similar remaining maturities. Other borrowings – Federal funds purchased generally have original terms to maturity of one day and repurchase agreements generally have terms of less than one year, and therefore both are considered short-term borrowings. Consequently, their carrying value is a reasonable estimate of fair value. FHLB borrowings – The fair value of these borrowings is estimated by discounting the future cash flows using rates at which borrowings would be made to borrowers with similar credit ratings and for the same remaining maturities. Subordinated notes – The fair value of the subordinated notes is estimated by discounting future cash flows using estimated rates at which long-term debt would be made to borrowers with similar credit ratings and for the remaining maturities. Trust preferred subordinated debentures – The fair value of the long-term debt is estimated by discounting future cash flows using estimated rates at which long-term debt would be made to borrowers with similar credit ratings and for the remaining maturities. The following tables present our financial assets and financial liabilities measured on a nonrecurring basis at both their respective carrying amounts and estimated fair value (in thousands): Estimated Fair Value March 31, 2020 Carrying Total Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 112,213 $ 112,213 $ 112,213 $ — $ — Investment securities: Held to maturity, at carrying value 2,880 2,903 — 2,903 — Mortgage-backed securities: Held to maturity, at carrying value 131,611 141,343 — 141,343 — Federal Home Loan Bank stock, at cost 54,696 54,696 — 54,696 — Equity investments 6,334 6,334 — 6,334 — Loans, net of allowance for loan losses 3,547,364 3,708,899 — — 3,708,899 Loans held for sale 1,830 1,830 — 1,830 — Financial liabilities: Deposits $ 4,739,123 $ 4,748,530 $ — $ 4,748,530 $ — Other borrowings 217,900 217,900 — 217,900 — Federal Home Loan Bank borrowings 1,274,370 1,297,867 — 1,297,867 — Subordinated notes, net of unamortized debt issuance costs 98,619 98,859 — 98,859 — Trust preferred subordinated debentures, net of unamortized debt issuance costs 60,251 50,293 — 50,293 — Estimated Fair Value December 31, 2019 Carrying Total Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 110,697 $ 110,697 $ 110,697 $ — $ — Investment securities: Held to maturity, at carrying value 2,888 2,918 — 2,918 — Mortgage-backed securities: Held to maturity, at carrying value 131,975 135,961 — 135,961 — Federal Home Loan Bank stock, at cost 50,087 50,087 — 50,087 — Equity investments 6,366 6,366 — 6,366 — Loans, net of allowance for loan losses 3,543,407 3,610,591 — — 3,610,591 Loans held for sale 383 383 — 383 — Financial liabilities: Deposits $ 4,702,769 $ 4,703,914 $ — $ 4,703,914 $ — Other borrowings 28,358 28,358 — 28,358 — Federal Home Loan Bank borrowings 972,744 975,606 — 975,606 — Subordinated notes, net of unamortized debt issuance costs 98,576 98,346 — 98,346 — Trust preferred subordinated debentures, net of unamortized debt issuance costs 60,250 55,937 — 55,937 —

Income Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2020
Income Tax Disclosure [Abstract]
Income Taxes	Income Taxes The income tax expense included in the accompanying consolidated statements of income consists of the following (in thousands): Three Months Ended 2020 2019 Current income tax expense $ 5,554 $ 3,011 Deferred income tax (benefit) expense (5,075 ) 126 Income tax expense $ 479 $ 3,137 The net deferred tax liability totaled $7.0 million at March 31, 2020 and $4.8 million at December 31, 2019 . No valuation allowance was recorded at March 31, 2020 or December 31, 2019 , as management believes it is more likely than not that all of the deferred tax asset items will be realized in future years. Unrecognized tax benefits were not material at March 31, 2020 or December 31, 2019 . We recognized income tax expense of $479,000 , for an effective tax rate (“ETR”) of 10.8% for the three months ended March 31, 2020 , compared to income tax expense of $3.1 million , for an ETR of 14.3% , for the three months ended March 31, 2019 . The lower ETR for the three months ended March 31, 2020 was primarily due to an increase in tax-exempt income as a percentage of pre-tax income as compared to the same period in 2019. The ETR differs from the stated rate of 21% for the three months ended March 31, 2020 and 2019 primarily due to the effect of tax-exempt income from municipal loans and securities, as well as bank owned life insurance. We file income tax returns in the U.S. federal jurisdictions and in certain states. We are no longer subject to U.S. federal income tax examinations by tax authorities for years before 2016 or Texas state tax examinations by tax authorities for years before 2015

Off-Balance-Sheet Arrangements,

Off-Balance-Sheet Arrangements, Commitments and Contingencies	3 Months Ended
	Mar. 31, 2020
Commitments and Contingencies Disclosure [Abstract]
Off-Balance-Sheet Arrangements, Commitments and Contingencies	Off-Balance-Sheet Arrangements, Commitments and Contingencies Financial Instruments with Off-Balance-Sheet Risk . In the normal course of business, we are a party to certain financial instruments with off-balance-sheet risk to meet the financing needs of our customers. These off-balance-sheet instruments include commitments to extend credit and standby letters of credit. These instruments involve, to varying degrees, elements of credit and interest rate risk in excess of the amount reflected in the financial statements. The contract or notional amounts of these instruments reflect the extent of involvement and exposure to credit loss that we have in these particular classes of financial instruments. The allowance for credit losses on these off-balance-sheet credit exposures is included in other liabilities on our consolidated balance sheets and was $7.6 million as of March 31, 2020. For the three months ended March 31, 2020, the provision for credit losses on off-balance-sheet credit exposures was $1.2 million , compared to a reversal of provision of $56,000 for the three months ended March 31, 2019. Contractual commitments to extend credit are agreements to lend to a customer provided the terms established in the contract are met. Commitments to extend credit generally have fixed expiration dates and may require the payment of fees. Since some commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. Standby letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. These guarantees are primarily issued to support public and private borrowing arrangements. The credit risk involved in issuing letters of credit is essentially the same as that involved in commitments to extend credit and similarly do not necessarily represent future cash obligations. Financial instruments with off-balance-sheet risk were as follows (in thousands): March 31, 2020 December 31, 2019 Commitments to extend credit $ 874,065 $ 925,671 Standby letters of credit 17,697 17,211 Total $ 891,762 $ 942,882 We apply the same credit policies in making commitments to extend credit and standby letters of credit as we do for on-balance-sheet instruments. We evaluate each customer’s creditworthiness on a case-by-case basis. The amount of collateral obtained, if deemed necessary, upon extension of credit is based on management’s credit evaluation of the borrower. Collateral held varies but may include cash or cash equivalents, negotiable instruments, real estate, accounts receivable, inventory, oil, gas and mineral interests, property, plant and equipment. Securities . In the normal course of business we buy and sell securities. At March 31, 2020 , there were $14.6 million of unsettled trades to purchase securities and $67.2 million unsettled trades to sell securities. At December 31, 2019 , there were $17.5 million unsettled trades to purchase securities and no unsettled trades to sell securities. Deposits . There were no unsettled issuances of brokered certificates of deposits (“CD”) at March 31, 2020 . There were $20.0 million of unsettled issuances of brokered CDs at December 31, 2019 . Litigation . We are involved with various litigation in the normal course of business. Management, after consulting with our legal counsel, believes that any liability resulting from litigation will not have a material effect on our financial position, results of operations or liquidity.

Subsequent Events

Subsequent Events	3 Months Ended
	Mar. 31, 2020
Subsequent Events [Abstract]
Subsequent Events	Subsequent Events The COVID-19 pandemic is having, and will likely continue to have, significant effects on global markets, supply chains, businesses and communities. COVID-19 is likely to impact the Company’s future financial condition and results of operations including but not limited to additional credit loss reserves, additional collateral and/or modifications to debt obligations, liquidity, limited dividend payouts or potential shortages of personnel. Management continues to take appropriate actions to mitigate the negative impact the virus has on the Company, including restricting employee travel, directing employees to work remotely, cancelling in-person meetings and implementing our business continuity plans and protocols to the extent necessary. However, the full impact of COVID-19 is unknown and cannot be reasonably estimated as these events are still developing.

Summary of Significant Accoun_2

Summary of Significant Accounting and Reporting Policies (Policies)	3 Months Ended
	Mar. 31, 2020
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Presentation	Basis of Presentation In this report, the words “the Company,” “we,” “us,” and “our” refer to the combined entities of Southside Bancshares, Inc. and its subsidiaries, including Southside Bank. The words “Southside” and “Southside Bancshares” refer to Southside Bancshares, Inc. The words “Southside Bank” and “the Bank” refer to Southside Bank. “Diboll” refers to Diboll State Bancshares, Inc., a bank holding company and its wholly-owned subsidiary, First Bank & Trust East Texas, acquired by Southside on November 30, 2017. The accompanying unaudited consolidated financial statements have been prepared in accordance with United States (“U.S.”) generally accepted accounting principles (“GAAP”) for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, not all information required by GAAP for complete financial statements is included in these interim statements. In the opinion of management, all adjustments necessary for a fair presentation of such financial statements have been included. Such adjustments consisted only of normal recurring items. The preparation of these consolidated financial statements in accordance with GAAP requires the use of management’s estimates. These estimates are subjective in nature and involve matters of judgment. Actual amounts could differ from these estimates. Interim results are not necessarily indicative of results for a full year. These financial statements should be read in conjunction with the financial statements and notes thereto in our Annual Report on Form 10-K for the year ended December 31, 2019 .
Accounting Pronouncements	Accounting Changes and Reclassifications Certain prior period amounts may be reclassified to conform to current year presentation. Current Expected Credit Losses We adopted ASU 2016-13, “Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments” on January 1, 2020, the effective date of the guidance. ASU 2016-13 replaced the incurred loss model with an expected loss methodology that is referred to as current expected credit loss (“CECL”). The CECL model is used to estimate credit losses on certain off-balance-sheet credit exposures and certain types of financial instruments measured at amortized cost including loan receivables and held to maturity (“HTM”) debt securities. ASU 2016-13 also modified the impairment model on available for sale (“AFS”) debt securities, whereby credit losses are recognized as an allowance rather than a direct write-down of the AFS debt security. In addition, ASU 2016-13 modified the accounting model for purchased financial assets with credit deterioration (“PCD”) since their origination. We adopted ASU 2016-13 using the modified retrospective approach for all financial assets measured at amortized cost and off-balance-sheet credit exposures. Adoption of this guidance on January 1, 2020, resulted in a cumulative-effect adjustment to reduce retained earnings by $7.8 million , net of tax. Due to the implementation of the guidance under the modified retrospective approach, prior periods have not been adjusted and are reported in accordance with previously applicable GAAP. The impairment model for AFS securities will be applied using a prospective approach. We adopted ASU 2016-13 using the prospective transition approach for financial assets purchased with credit deterioration since their origination that were previously classified as purchased credit impaired (“PCI”) and accounted for under ASC 310-30. On the date of adoption, the amortized cost basis of the PCD assets was adjusted by an allowance for credit losses of $231,000 . The remaining noncredit discount based upon the adjusted amortized cost basis will be accreted into interest income at the effective interest rate as of the date of adoption. Current Expected Credit Losses ("CECL") . Current expected credit losses is the estimated credit loss over the contractual life of a financial instrument measured upon origination or purchase of the instrument. The measurement of the credit loss is based upon the historical or expected credit loss patterns adjusted for current conditions and reasonable and supportable forecast periods adjusted for prepayments and significant reserve factors. Reserve factors are specific to the financial instrument segments that share similar risk characteristics based on the probability of default over the contractual term. The forecasted periods gradually mean-revert to the long-run trend based upon historical data. Management may apply additional scenario conditions and/or relevant qualitative factors, not previously considered, to determine the appropriate allowance level. The use of the CECL model includes significant judgment by management and may differ from those of our peers due to different historical loss patterns and the length of time of the reasonable and supportable forecast period and reversion period. When assessing for credit losses from period to period, the change may be indicative of changes in the estimates of timing or the amount of future cash flows, as well as the passage of time. We have elected to report the entire change in present value as provision for credit losses. When using the discounted cash flow method to determine the allowance for credit losses, management does not adjust the effective interest rate used to discount expected cash flows to incorporate expected prepayments, but rather applies separate prepayment factors. The following table reflects the impact of ASU 2016-13 on our allowances for credit losses as of January 1, 2020: January 1, 2020 Pre-Adoption Impact of Adoption Post-Adoption ASSETS Allowance for loan losses Loans: Real estate loans: Construction $ 3,539 $ 2,953 $ 6,492 1-4 family residential 3,833 (1,453 ) 2,380 Commercial 9,572 8,063 17,635 Commercial loans 6,351 (3,554 ) 2,797 Municipal loans 570 (522 ) 48 Loans to individuals 932 (184 ) 748 Allowance for loan losses $ 24,797 $ 5,303 $ 30,100 LIABILITIES Allowance for off-balance-sheet credit exposures $ 1,455 $ 4,840 $ 6,295 Accounting Pronouncements In March 2020, the FASB issued ASU 2020-04, “Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting.” ASU 2020-04 is intended to provide relief for companies preparing for discontinuation of interest rates based on LIBOR. The ASU provides optional expedients and exceptions for applying GAAP to contract modifications and hedging relationships, subject to meeting certain criteria, that reference LIBOR or other reference rates expected to be discontinued. ASU 2020-04 also provides for a one-time sale and/or transfer to AFS or trading to be made for HTM debt securities that both reference an eligible reference rate and were classified as HTM before January 1, 2020. ASU 2020-04 is effective for all entities as of March 12, 2020 and through December 31, 2022. Companies can apply the ASU as of the beginning of the interim period that includes March 12, 2020 or any date thereafter. The guidance requires companies to apply the guidance prospectively to contract modifications and hedging relationships while the one-time election to sell and/or transfer debt securities classified as HTM may be made any time after March 12, 2020. ASU 2020-04 is not expected to have a material impact on our consolidated financial statements.
Accrued Interest	Accrued Interest . Accrued interest for our loans and debt securities, included in interest receivable on our consolidated balance sheets, is excluded from the estimate of allowance for credit losses (“ACL”).
Nonaccrual Assets and Loan Charge-offs	Nonaccrual Assets and Loan Charge-offs . Nonaccrual assets include financial assets 90 days or more delinquent and collection in full of both the principal and interest is not expected. Financial instruments that are not delinquent or that are delinquent less than 90 days may be placed on nonaccrual status if it is probable that we will not receive contractual principal or interest. When an asset is categorized as nonaccrual, the accrual of interest is discontinued and any accrued balance is reversed for financial statement purposes. Payments received on nonaccrual assets are applied to the outstanding principal balance. Payments of contractual interest are recognized as income only to the extent that full recovery of the principal balance is reasonably certain. Assets are returned to accrual status when all payments contractually due are brought current and future payments are reasonably assured. Industry and our own experience indicates that a portion of our loans will become delinquent and a portion of our loans will require partial or full charge-off. Regardless of the underwriting criteria utilized, losses may occur as a result of various factors beyond our control, including, among other things, changes in market conditions affecting the value of properties used as collateral for loans and problems affecting the credit worthiness of the borrower and the ability of the borrower to make payments on the loan. We charge-off loans when deemed uncollectible. Our policy is to charge-off or partially charge-off a retail credit after it is 120 days past due. Charge-offs on commercial credits is determined on a case-by-case basis when a credit loss has been confirmed.
Debt Securities	Debt Securities Available for Sale (“AFS”) . Debt securities that will be held for indefinite periods of time, including securities that may be sold in response to changes in market interest or prepayment rates, needs for liquidity and changes in the availability of and the yield on alternative investments are classified as AFS. These assets are carried at fair value with unrealized gains and losses, not related to credit losses, reported as a separate component of accumulated other comprehensive income (“AOCI”), net of tax. Fair value is determined using quoted market prices as of the close of business on the balance sheet date. If quoted market prices are not available, fair values are based on quoted market prices for similar securities or estimates from independent pricing services. Held to Maturity (“HTM”) . Debt securities that management has the positive intent and ability to hold until maturity are classified as HTM and are carried at their amortized cost which includes the remaining unpaid principal balance, net of unamortized premiums or unaccreted discounts. Our HTM securities are presented on the consolidated balance sheet net of allowance for credit losses, if any. As of March 31, 2020, there was no allowance for credit losses on our HTM securities portfolio. Premiums and Discounts . Premiums and discounts on debt securities are generally amortized over the contractual life of the security, except for mortgage backed securities where prepayments are anticipated and for callable debt securities whose premiums are amortized to the earliest call date in accordance with ASC 310. The amortization of purchased premium or discount is included in interest income on our consolidated statements of income. Gains and losses on the sale of securities are recorded in the month of the trade date and are determined using the specific identification method. On January 1, 2019, we adopted ASU 2017-08, “Receivables - Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities,” and in conjunction with the adoption recognized a cumulative effect adjustment to reduce retained earnings by $16.5 million , before tax, related to premiums on callable debt securities. With the adoption of ASU 2017-08, premiums on debt securities will be amortized to the earliest call date.
Allowance for Credit Losses - Debt Securities	Allowance for Credit Losses - Available for Sale Securities . For AFS debt securities in an unrealized loss position where management (i) has the intent to sell or (ii) where it will more-likely-than-not be required to sell the security before the recovery of its amortized cost basis, we write the security down to fair value through income. For those AFS debt securities that do not meet either of these criteria, management assesses whether the decline in fair value has resulted from credit losses or other factors. Management assesses the financial condition and near-term prospects of the issuer, industry and/or geographic conditions, credit ratings as well as other indicators at the individual security level. If a credit loss is determined to exist, the present value of cash flows expected to be collected from the security are compared to the amortized cost basis of the security. If the present value of discounted cash flows expected to be collected is less than the amortized cost basis, a credit loss exists and an allowance for credit losses is recorded, limited by the amount that the fair value is less than the amortized cost. Any impairment that is not recorded through an allowance for credit losses is recognized in comprehensive income. Any future changes in the allowance for credit losses is recorded as provision for (reversal of) credit losses. Prior to the adoption of ASU 2016-13, the credit related portion of an other-than-temporary impairment was recognized as a direct write-down of the AFS debt security. Allowance for Credit Losses - Held to Maturity Securities . Expected credit losses on HTM securities are measured on a collective basis by major security type, when similar risk characteristics exist. Risk characteristics for segmenting HTM debt securities include issuer, maturity, coupon rate, yield, payment frequency, source of repayment, bond payment structure, and embedded options. Upon assignment of the risk characteristics to the major security types, management may further evaluate the qualitative factors associated with these securities to determine the expectation of credit losses, if any. The major security types within our HTM portfolio include residential and commercial mortgage-backed securities (“MBS”) and state and political subdivisions. Our state and political subdivisions include highly rated municipal securities with a long history of no credit losses. Our investment policy restricts bond purchases with a rating less than BAA and limits our entity concentration. We utilize term structures and due to no prior loss exposure on our state and political subdivision securities, we apply third party average data to model our securities to represent the portion of the asset that would be lost if the issuer were to default. These third party estimates of recoveries and defaults, adjusted for constant probability over the securities expected life, are used to evaluate the expected loss of the securities. Due to the limited number and the nature of the HTM state and political subdivisions we hold, we do not model these securities as a pool, but on the specific identification method in conjunction with the application of our third-party fair value measurement. Our residential and commercial MBS are issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises (“GSEs”) and are collateralized by pools of single- or multi- family mortgages. Our MBS are highly rated securities with a long history of no credit losses which are either explicitly or implicitly backed by the U.S. government agencies, primarily the Government National Mortgage Association (“Ginnie Mae”) and GSEs, primarily Federal Home Loan Mortgage Corporation (“Freddie Mac”) and Federal National Mortgage Association (“Fannie Mae”) which guarantee the payment of principal and interest to investors. Management has collectively evaluated the characteristics of these securities and has assumed an expectation of zero credit loss. Prior to the adoption of ASU 2016-13, the credit related portion of an other-than-temporary impairment was recognized as a direct write-down of the HTM debt security. We reevaluate the characteristics of our major security types at every reporting period and reassess the considerations to continue to support our expectation of credit loss.
Loans	Loans . Loans that management has the intent and ability to hold for the foreseeable future or until maturity or pay-off are reported at amortized cost. Amortized cost consists of the outstanding principal balance adjusted for any charge-offs and any unamortized origination fees and unamortized premiums or discounts on purchased loans. Loan origination fees, net of certain direct origination costs, are deferred and recognized in interest income over the life of the loan.
Allowance for Credit Losses - Loans	Allowance for Credit Losses - Loans . With the adoption of ASU 2016-13 on January 1, 2020, the allowance for credit losses on loans is estimated and recognized upon origination of the loan based on expected credit losses. ASU 2016-13 replaced the previous incurred loss model which incorporated only known information as of the balance sheet date. The CECL model uses historical experience and current conditions for homogeneous pools of loans, and reasonable and supportable forecasts about future events. These economic forecasts are adjusted by risk inputs to model the expected credit losses. Management may apply additional scenario conditions and/or relevant qualitative factors, not previously considered, to determine the appropriate allowance level. When determining the appropriate allowance for credit losses on our loan portfolio, our commercial construction and real estate loans, commercial loans and municipal loans utilize the probability of default/loss given default discounted cash flow approach. These loans are assigned to pools based upon risk factors including the loan type and structure, collateral type, leverage ratio, refinancing risk and origination quality, among others. Our consumer construction real estate loans, 1-4 family residential loans and our loans to individuals use a loss rate approach and are assigned to pools based upon risk factors including loan types, origination year and credit scores. Loans evaluated collectively in a pool are monitored to ensure they continue to exhibit similar risk characteristics with other loans in a pool. If a loan does not share similar risk characteristics with other loans, expected credit losses for that loan are evaluated individually.
Purchased Credit Deteriorated Loans	Purchased Credit Deteriorated (“PCD”) Loans . We have purchased certain loans that as of the date of purchase have experienced more-than-insignificant deterioration in credit quality since origination. Management evaluates these loans against a probability threshold to determine if substantially all of the contractually required payments will be received. With the adoption of ASU 2016-13, PCD loans are recorded at the purchase price plus an allowance for credit losses which becomes the PCD loan's initial amortized cost. The non-credit related discount or premium, the difference between the initial amortized cost and the par value, will be amortized into interest income over the life of the loan. Any further changes to the allowance for credit losses are recorded through provision expense. Prior to the adoption of ASU 2016-13, acquired loans considered purchase credit impaired (“PCI”) were measured at fair value at acquisition date. The difference in expected cash flows at the acquisition date in excess of the fair value was recorded as interest income over the life of the loan. In accordance with the adoption of ASU 2016-13, management did not reassess whether PCI assets met the criteria of PCD assets and elected to not maintain pools of loans as of the date of adoption. All PCD loans are evaluated based upon product type within the underlying segment.
Troubled Debt Restructuring	Troubled Debt Restructurings (“TDRs”) . A loan is considered a TDR if the original terms of a loan are modified, or concessions are made to accommodate a borrower experiencing financial duress. The modification or concession may include reduction of interest rates, reduced payment amounts, and/or extension of terms, among others. The likelihood of initiating a TDR is evaluated at each reporting date for each loan. This evaluation is based on qualitative judgments made by management on a case-by-case basis. If a reasonable expectation of a TDR exists, the expected credit loss is adjusted for any potential delays and/or modifications. In response to the novel strain of coronavirus (“COVID-19”) pandemic, in March 2020, the Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”) was signed into law. Under the CARES Act, banks may elect to deem that loan modifications do not result in TDRs if they are (1) related to COVID-19; (2) executed on a loan that was not more than 30 days past due as of December 31, 2019; and (3) executed between March 1, 2020, and the earlier of (A) 60 days after the date of termination of the national emergency declaration or (B) December 31, 2020. Additionally, in accordance with the Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus (Revised), other short-term modifications made on a good faith basis in response to COVID-19 to borrowers who were current prior to any relief are not TDRs under ASC Subtopic 310-40. This includes short-term (e.g., up to six months) modifications such as payment deferrals, fee waivers, extensions of repayment terms, or delays in payments that are insignificant. Borrowers considered current are those that are less than 30 days past due on their contractual payments at the time a modification program is implemented.
Allowance for Credit Losses - Off-Balance-Sheet Credit Exposures	Allowance for Credit Losses - Off-Balance-Sheet Credit Exposures . Our off-balance-sheet credit exposures include contractual commitments to extend credit and standby letters of credit. For these credit exposures we evaluate the expected credit losses using usage given defaults and credit conversion factors depending on the type of commitment and based upon historical usage rates. These assumptions are reevaluated on an annual basis and adjusted if necessary. In accordance with Topic 326, credit losses are not recognized for those credit exposures that are unconditionally cancellable by the Company. The allowance for credit losses for these off-balance-sheet credit exposures is included in other liabilities on our consolidated balance sheets and is adjusted with a corresponding adjustment to provision for credit losses on our consolidated statements of income. Prior to the adoption of CECL on January 1, 2020, the provision for off-balance-sheet credit exposures was included in other noninterest expense.

Summary of Significant Accoun_3

Summary of Significant Accounting and Reporting Policies Summary of Significant Accounting and Reporting Policies (Tables)	3 Months Ended
	Mar. 31, 2020
Accounting Changes and Error Corrections [Abstract]
Impact of ASU 2016-13 on Allowance for Credit Losses	The following table reflects the impact of ASU 2016-13 on our allowances for credit losses as of January 1, 2020: January 1, 2020 Pre-Adoption Impact of Adoption Post-Adoption ASSETS Allowance for loan losses Loans: Real estate loans: Construction $ 3,539 $ 2,953 $ 6,492 1-4 family residential 3,833 (1,453 ) 2,380 Commercial 9,572 8,063 17,635 Commercial loans 6,351 (3,554 ) 2,797 Municipal loans 570 (522 ) 48 Loans to individuals 932 (184 ) 748 Allowance for loan losses $ 24,797 $ 5,303 $ 30,100 LIABILITIES Allowance for off-balance-sheet credit exposures $ 1,455 $ 4,840 $ 6,295

Earnings Per Share (Tables)

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2020
Earnings Per Share [Abstract]
Earnings per share on a basic and diluted basis	Earnings per share on a basic and diluted basis are calculated as follows (in thousands, except per share amounts): Three Months Ended 2020 2019 Basic and Diluted Earnings: Net income $ 3,953 $ 18,817 Basic weighted-average shares outstanding 33,691 33,697 Add: Stock awards 114 149 Diluted weighted-average shares outstanding 33,805 33,846 Basic earnings per share: Net income $ 0.12 $ 0.56 Diluted earnings per share: Net income $ 0.12 $ 0.56

Accumulated Other Comprehensi_2

Accumulated Other Comprehensive Income (Loss) (Tables)	3 Months Ended
	Mar. 31, 2020
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Schedule of accumulated other comprehensive income (loss) by component	The changes in accumulated other comprehensive income (loss) by component are as follows (in thousands): Three Months Ended March 31, 2020 Pension Plans Unrealized Gains (Losses) on Securities Unrealized Gains (Losses) on Derivatives Net Prior Net Gain (Loss) Total Beginning balance, net of tax $ 38,038 $ (1,672 ) $ (145 ) $ (31,985 ) $ 4,236 Other comprehensive income (loss): Other comprehensive income (loss) before reclassifications 61,486 (19,600 ) — — 41,886 Reclassification adjustments included in net income (5,420 ) (101 ) (1 ) 728 (4,794 ) Income tax (expense) benefit (11,774 ) 4,137 — (152 ) (7,789 ) Net current-period other comprehensive income (loss), net of tax 44,292 (15,564 ) (1 ) 576 29,303 Ending balance, net of tax $ 82,330 $ (17,236 ) $ (146 ) $ (31,409 ) $ 33,539 Three Months Ended March 31, 2019 Pension Plans Unrealized Gains (Losses) on Securities Unrealized Gains (Losses) on Derivatives Net Prior Service (Cost) Credit Net Gain (Loss) Total Beginning balance, net of tax $ (31,120 ) $ 7,146 $ (139 ) $ (26,115 ) $ (50,228 ) Other comprehensive income (loss): Other comprehensive income (loss) before reclassifications 46,626 (3,120 ) — — 43,506 Reclassification adjustments included in net income 235 (668 ) (1 ) 542 108 Income tax (expense) benefit (9,840 ) 795 — (114 ) (9,159 ) Net current-period other comprehensive income (loss), net of tax 37,021 (2,993 ) (1 ) 428 34,455 Ending balance, net of tax $ 5,901 $ 4,153 $ (140 ) $ (25,687 ) $ (15,773 )
Reclassifications out of accumulated other comprehensive income	The reclassification adjustments out of accumulated other comprehensive income (loss) included in net income are presented below (in thousands): Three Months Ended 2020 2019 Unrealized gains and losses on securities transferred: Amortization of unrealized gains and losses (1) $ (121 ) $ (491 ) Tax benefit 25 103 Net of tax (96 ) (388 ) Unrealized gains and losses on available for sale securities: Realized net gain on sale of securities (2) 5,541 256 Tax expense (1,164 ) (54 ) Net of tax 4,377 202 Derivatives: Realized net gain on interest rate swap derivatives (3) 93 646 Tax expense (19 ) (136 ) Net of tax 74 510 Amortization of unrealized gains on terminated interest rate swap derivatives (3) 8 22 Tax expense (1 ) (5 ) Net of tax 7 17 Amortization of pension plan: Net actuarial loss (4) (728 ) (542 ) Prior service credit (4) 1 1 Total before tax (727 ) (541 ) Tax benefit 152 114 Net of tax (575 ) (427 ) Total reclassifications for the period, net of tax $ 3,787 $ (86 ) (1) Included in interest income on the consolidated statements of income. (2) Listed as net gain on sale of securities available for sale on the consolidated statements of income. (3) Included in interest expense for Federal Home Loan Bank of Dallas (“FHLB”) borrowings on the consolidated statements of income. (4) These AOCI components are included in the computation of net periodic pension cost (income) presented in “Note 8 – Employee Benefit Plans.”

Securities (Tables)

Securities (Tables)	3 Months Ended
	Mar. 31, 2020
Investments, Debt and Equity Securities [Abstract]
Amortized cost and estimated fair value of investment and mortgage-backed securities	The amortized cost, gross unrealized gains and losses and estimated fair value of investment and mortgage-backed securities available for sale (“AFS”) and held to maturity (“HTM”) as of March 31, 2020 and December 31, 2019 are reflected in the tables below (in thousands): March 31, 2020 Amortized Gross Unrealized Gross Unrealized Estimated AVAILABLE FOR SALE Cost Gains Losses Fair Value Investment securities: State and political subdivisions $ 1,415,227 $ 52,027 $ 1,513 $ 1,465,741 Other stocks and bonds 10,000 — 589 9,411 Mortgage-backed securities: (1) Residential 1,158,314 52,348 — 1,210,662 Commercial 121,333 5,877 — 127,210 Total $ 2,704,874 $ 110,252 $ 2,102 $ 2,813,024 HELD TO MATURITY Investment securities: State and political subdivisions $ 2,880 $ 23 $ — $ 2,903 Mortgage-backed securities: (1) Residential 59,648 4,872 — 64,520 Commercial 71,963 4,860 — 76,823 Total $ 134,491 $ 9,755 $ — $ 144,246 December 31, 2019 Amortized Gross Unrealized Gross Unrealized Estimated AVAILABLE FOR SALE Cost Gains Losses Fair Value Investment securities: State and political subdivisions $ 780,376 $ 23,832 $ 1,406 $ 802,802 Other stocks and bonds 10,000 137 — 10,137 Mortgage-backed securities: (1) Residential 1,286,110 25,662 1,130 1,310,642 Commercial 230,255 4,795 34 235,016 Total $ 2,306,741 $ 54,426 $ 2,570 $ 2,358,597 HELD TO MATURITY Investment securities: State and political subdivisions $ 2,888 $ 30 $ — $ 2,918 Mortgage-backed securities: (1) Residential 59,701 2,586 139 62,148 Commercial 72,274 1,622 83 73,813 Total $ 134,863 $ 4,238 $ 222 $ 138,879 (1) All mortgage-backed securities issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises.
Unrealized loss on securities	The following tables represent the fair value and unrealized losses on AFS investment and mortgage-backed securities for which an allowance for credit losses has not been recorded as of March 31, 2020 and AFS and HTM investment and mortgage-backed securities as of December 31, 2019 , segregated by major security type and length of time in a continuous loss position (in thousands): March 31, 2020 Less Than 12 Months More Than 12 Months Total Fair Value Unrealized Loss Fair Value Unrealized Loss Fair Value Unrealized Loss AVAILABLE FOR SALE Investment securities: State and political subdivisions $ 113,733 $ 1,513 $ — $ — $ 113,733 $ 1,513 Other stocks and bonds 9,411 589 — — 9,411 589 Mortgage-backed securities: Residential 39 — — — 39 — Total $ 123,183 $ 2,102 $ — $ — $ 123,183 $ 2,102 December 31, 2019 Less Than 12 Months More Than 12 Months Total Fair Value Unrealized Fair Value Unrealized Fair Value Unrealized AVAILABLE FOR SALE Investment securities: State and political subdivisions $ 158,629 $ 1,270 $ 7,555 $ 136 $ 166,184 $ 1,406 Mortgage-backed securities: Residential 101,779 980 21,696 150 123,475 1,130 Commercial 13,555 32 1,446 2 15,001 34 Total $ 273,963 $ 2,282 $ 30,697 $ 288 $ 304,660 $ 2,570 HELD TO MATURITY Mortgage-backed securities: Residential $ 272 $ 9 $ 2,304 $ 130 $ 2,576 $ 139 Commercial 12,781 67 1,788 16 14,569 83 Total $ 13,053 $ 76 $ 4,092 $ 146 $ 17,145 $ 222
Interest income recognized on securities	The following table reflects interest income recognized on securities for the periods presented (in thousands): Three Months Ended 2020 2019 State and political subdivisions $ 6,625 $ 4,118 Other stocks and bonds 93 28 Mortgage-backed securities 11,534 12,474 Total interest income on securities $ 18,252 $ 16,620
Amortized cost, carrying value and fair value of securities presented by contractual maturity	The amortized cost and estimated fair value of AFS and HTM securities at March 31, 2020 , are presented below by contractual maturity (in thousands): March 31, 2020 Amortized Cost Fair Value AVAILABLE FOR SALE Investment securities: Due in one year or less $ 1,294 $ 1,305 Due after one year through five years 8,521 8,441 Due after five years through ten years 40,357 41,409 Due after ten years 1,375,055 1,423,997 1,425,227 1,475,152 Mortgage-backed securities: 1,279,647 1,337,872 Total $ 2,704,874 $ 2,813,024 March 31, 2020 Amortized Cost Fair Value HELD TO MATURITY Investment securities: Due in one year or less $ 115 $ 115 Due after one year through five years 1,658 1,669 Due after five years through ten years 1,107 1,119 Due after ten years — — 2,880 2,903 Mortgage-backed securities: 131,611 141,343 Total $ 134,491 $ 144,246
Unrealized and realized gains (losses) recognized in net income on equity investments	The following is a summary of unrealized and realized gains and losses on equity investments recognized in other noninterest income in the consolidated statements of income during the periods presented (in thousands): Three Months Ended 2020 2019 Net gains recognized during the period on equity investments $ 53 $ 76 Less: Net gains recognized during the period on equity investments sold during the period — — Unrealized gains recognized during the reporting period on equity investments held at the reporting date $ 53 $ 76

Loans and Allowance for Loan _2

Loans and Allowance for Loan Losses (Tables)	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Classification of loans in the consolidated balance sheets	. Loans in the accompanying consolidated balance sheets are classified as follows (in thousands): March 31, 2020 December 31, 2019 Real estate loans: Construction $ 603,952 $ 644,948 1-4 family residential 787,875 787,562 Commercial 1,350,818 1,250,208 Commercial loans 383,984 401,521 Municipal loans 375,934 383,960 Loans to individuals 98,439 100,005 Total loans 3,601,002 3,568,204 Less: Allowance for loan losses 53,638 24,797 Net loans $ 3,547,364 $ 3,543,407
Summary of loans by credit quality indicators	The following table sets forth the amortized cost basis by class of financing receivable and credit quality indicator for the periods presented (in thousands): Term Loans Amortized Cost Basis by Origination Year Revolving Loans Amortized Cost Basis Total 2020 2019 2018 2017 2016 Prior Construction real estate: Pass $ 29,892 $ 209,457 $ 124,688 $ 95,489 $ 4,535 $ 11,739 $ 127,245 $ 603,045 Pass watch — — — — 23 — — 23 Special mention — — — — — 4 — 4 Substandard — 610 — — — 262 — 872 Doubtful — — — — — 8 — 8 Total construction real estate $ 29,892 $ 210,067 $ 124,688 $ 95,489 $ 4,558 $ 12,013 $ 127,245 $ 603,952 1-4 family residential real estate: Pass $ 41,857 $ 141,799 $ 98,077 $ 78,376 $ 79,022 $ 336,336 $ 3,476 $ 778,943 Pass watch — — — — — 1,351 — 1,351 Special mention — — — — — 174 — 174 Substandard — 104 27 157 1,329 4,796 73 6,486 Doubtful 3 — 23 42 179 674 — 921 Total 1-4 family residential real estate $ 41,860 $ 141,903 $ 98,127 $ 78,575 $ 80,530 $ 343,331 $ 3,549 $ 787,875 Commercial real estate: Pass $ 80,313 $ 333,065 $ 173,335 $ 316,346 $ 124,840 $ 270,531 $ 13,964 $ 1,312,394 Pass watch — — 2,237 — — 2,990 — 5,227 Special mention — 2,605 2,230 — — 5,808 — 10,643 Substandard 550 — 308 118 587 20,851 — 22,414 Doubtful — — — — 58 82 — 140 Total commercial real estate $ 80,863 $ 335,670 $ 178,110 $ 316,464 $ 125,485 $ 300,262 $ 13,964 $ 1,350,818 Commercial loans: Pass $ 27,192 $ 102,359 $ 59,583 $ 17,660 $ 8,374 $ 10,435 $ 143,114 $ 368,717 Pass watch 111 582 109 — — 2 17 821 Special mention — 427 63 281 403 660 5,990 7,824 Substandard — 2,304 1,604 528 65 281 1,677 6,459 Doubtful — 68 80 13 — 2 — 163 Total commercial loans $ 27,303 $ 105,740 $ 61,439 $ 18,482 $ 8,842 $ 11,380 $ 150,798 $ 383,984 Municipal loans: Pass $ 9,755 $ 73,238 $ 36,874 $ 64,898 $ 28,030 $ 163,139 $ — $ 375,934 Pass watch — — — — — — — — Special mention — — — — — — — — Substandard — — — — — — — — Doubtful — — — — — — — — Total municipal loans $ 9,755 $ 73,238 $ 36,874 $ 64,898 $ 28,030 $ 163,139 $ — $ 375,934 Loans to individuals: Pass $ 15,018 $ 43,215 $ 18,653 $ 9,703 $ 4,203 $ 2,332 $ 4,860 $ 97,984 Pass watch — — — — — — — — Special mention — — — — — — — — Substandard — 1 52 77 62 58 6 256 Doubtful — 5 21 64 98 11 — 199 Total loans to individuals $ 15,018 $ 43,221 $ 18,726 $ 9,844 $ 4,363 $ 2,401 $ 4,866 $ 98,439 Total loans $ 204,691 $ 909,839 $ 517,964 $ 583,752 $ 251,808 $ 832,526 $ 300,422 $ 3,601,002
Past due loans	The following tables present the aging of the amortized cost basis in past due loans by class of loans (in thousands): March 31, 2020 30-59 Days Past Due 60-89 Days Past Due Greater than 90 Days Past Due Total Past Due Current Total Real estate loans: Construction $ 985 $ 205 $ 610 $ 1,800 $ 602,152 $ 603,952 1-4 family residential 12,713 411 1,934 15,058 772,817 787,875 Commercial 1,944 158 — 2,102 1,348,716 1,350,818 Commercial loans 3,935 878 236 5,049 378,935 383,984 Municipal loans — — — — 375,934 375,934 Loans to individuals 961 161 38 1,160 97,279 98,439 Total $ 20,538 $ 1,813 $ 2,818 $ 25,169 $ 3,575,833 $ 3,601,002 December 31, 2019 30-59 Days Past Due 60-89 Days Past Due Greater than 89 Days Past Due Total Past Due Current (1) Total Real estate loans: Construction $ 1,236 $ 229 $ 337 $ 1,802 $ 643,146 $ 644,948 1-4 family residential 8,788 1,077 1,607 11,472 776,090 787,562 Commercial 795 259 536 1,590 1,248,618 1,250,208 Commercial loans 1,917 722 651 3,290 398,231 401,521 Municipal loans — — — — 383,960 383,960 Loans to individuals 660 261 128 1,049 98,956 100,005 Total $ 13,396 $ 2,548 $ 3,259 $ 19,203 $ 3,549,001 $ 3,568,204 (1) Prior to the adoption of CECL, included PCI loans measured at fair value at acquisition if the timing and amount of cash flows expected to be collected from those sales could be reasonably estimated.
Summary of nonperforming assets for the period	The following table sets forth the amortized cost basis of nonperforming assets for the periods presented (in thousands): March 31, 2020 December 31, 2019 Nonaccrual loans: Real estate loans: Construction $ 671 $ 405 1-4 family residential 3,025 2,611 Commercial 742 704 Commercial loans 549 944 Loans to individuals 234 299 Total nonaccrual loans (1) 5,221 4,963 Accruing loans past due more than 90 days — — Troubled debt restructured loans (2) 11,448 12,014 Other real estate owned 734 472 Repossessed assets — — Total nonperforming assets $ 17,403 $ 17,449 (1) Prior to the adoption of CECL, excluded PCI loans measured at fair value at acquisition if the timing and amount of cash flows expected to be collected from those sales could be reasonably estimated. Includes $374,000 and $469,000 of restructured loans as of March 31, 2020 and December 31, 2019 , respectively. (2) As of December 31, 2019 , prior to the adoption of CECL, included $755,000 in PCI loans restructured.
Schedule of recorded investment in loans modified	The following tables set forth the recorded balance of loans considered to be TDRs that were restructured and the type of concession by class of loans during the periods presented (dollars in thousands): Three Months Ended March 31, 2020 Extend Amortization Period Interest Rate Reductions Combination Total Modifications Number of Loans Real estate loans: Commercial $ — $ — $ 59 $ 59 1 Commercial loans — — 3 3 1 Total $ — $ — $ 62 $ 62 2 Three Months Ended March 31, 2019 Extend Amortization Period Interest Rate Reductions Combination Total Modifications Number of Loans Real estate loans: 1-4 family residential $ — $ — $ 113 $ 113 1 Commercial 7,627 — — 7,627 1 Commercial loans 57 — — 57 1 Loans to individuals — — 15 15 2 Total $ 7,684 $ — $ 128 $ 7,812 5
Activity in the allowance for loan losses by portfolio segment	The following tables detail activity in the allowance for loan losses by portfolio segment for the periods presented (in thousands): Three Months Ended March 31, 2020 Real Estate Construction 1-4 Family Residential Commercial Commercial Loans Municipal Loans Loans to Individuals Total Balance at beginning of period $ 3,539 $ 3,833 $ 9,572 $ 6,351 $ 570 $ 932 $ 24,797 Impact of CECL adoption - cumulative effect adjustment 2,968 (1,447 ) 7,730 (3,532 ) (522 ) (125 ) 5,072 Impact of CECL adoption - purchased loans with credit deterioration (15 ) (6 ) 333 (22 ) — (59 ) 231 Loans charged-off (33 ) (54 ) (21 ) (296 ) — (591 ) (995 ) Recoveries of loans charged off 11 4 69 74 — 293 451 Net loans (charged-off) recovered (22 ) (50 ) 48 (222 ) — (298 ) (544 ) Provision for (reversal of) loan losses (1) 3,184 310 18,437 1,944 (1 ) 208 24,082 Balance at end of period $ 9,654 $ 2,640 $ 36,120 $ 4,519 $ 47 $ 658 $ 53,638 Three Months Ended March 31, 2019 Real Estate Construction 1-4 Family Residential Commercial Commercial Loans Municipal Loans Loans to Individuals Total Balance at beginning of period $ 3,597 $ 3,844 $ 13,968 $ 3,974 $ 525 $ 1,111 $ 27,019 Loans charged-off — (18 ) (1,215 ) (451 ) — (601 ) (2,285 ) Recoveries of loans charged-off — 3 19 30 — 287 339 Net loans (charged-off) recovered — (15 ) (1,196 ) (421 ) — (314 ) (1,946 ) Provision for (reversal of) loan losses (1) 662 (447 ) (2,112 ) 734 (17 ) 262 (918 ) Balance at end of period $ 4,259 $ 3,382 $ 10,660 $ 4,287 $ 508 $ 1,059 $ 24,155 (1) The increase in the provision for credit losses during the first quarter of 2020 was primarily due to the application of the CECL model and the economic impact of COVID-19 on macroeconomic factors used in the CECL methodology.

Borrowing Arrangements (Tables)

Borrowing Arrangements (Tables)	3 Months Ended
	Mar. 31, 2020
Debt Disclosure [Abstract]
Schedule of Debt	Information related to borrowings is provided in the table below (dollars in thousands): March 31, 2020 December 31, 2019 Other borrowings: Balance at end of period $ 217,900 $ 28,358 Average amount outstanding during the period (1) 69,846 15,645 Maximum amount outstanding during the period (2) 217,900 28,358 Weighted average interest rate during the period (3) 0.9 % 1.7 % Interest rate at end of period (4) 0.4 % 1.7 % Federal Home Loan Bank borrowings: Balance at end of period $ 1,274,370 $ 972,744 Average amount outstanding during the period (1) 999,070 868,859 Maximum amount outstanding during the period (2) 1,274,370 1,077,883 Weighted average interest rate during the period (3) 1.6 % 2.0 % Interest rate at end of period (4) 0.9 % 1.8 % (1) The average amount outstanding during the period was computed by dividing the total daily outstanding principal balances by the number of days in the period. (2) The maximum amount outstanding at any month-end during the period. (3) The weighted average interest rate during the period was computed by dividing the actual interest expense (annualized for interim periods) by the average amount outstanding during the period. The weighted average interest rate on the FHLB borrowings includes the effect of interest rate swaps. (4) Stated rate.
Schedule of Maturities of Borrowings	Maturities of the obligations associated with our borrowing arrangements based on scheduled repayments at March 31, 2020 are as follows (in thousands): Payments Due by Period Less than 1-2 Years 2-3 Years 3-4 Years 4-5 Years Thereafter Total Other borrowings $ 217,900 $ — $ — $ — $ — $ — $ 217,900 Federal Home Loan Bank borrowings 1,263,840 6,659 688 717 748 1,718 1,274,370 Total obligations $ 1,481,740 $ 6,659 $ 688 $ 717 $ 748 $ 1,718 $ 1,492,270

Long-term Debt (Tables)

Long-term Debt (Tables)	3 Months Ended
	Mar. 31, 2020
Debt Disclosure [Abstract]
Schedule of Long-term Debt Instruments [Table Text Block]	March 31, December 31, Subordinated notes: (1) 5.50% Subordinated notes, net of unamortized debt issuance costs (2) $ 98,619 $ 98,576 Total Subordinated notes 98,619 98,576 Trust preferred subordinated debentures: (3) Southside Statutory Trust III, net of unamortized debt issuance costs (4) 20,560 20,558 Southside Statutory Trust IV 23,196 23,196 Southside Statutory Trust V 12,887 12,887 Magnolia Trust Company I 3,609 3,609 Total Trust preferred subordinated debentures 60,252 60,250 Total Long-term debt $ 158,871 $ 158,826 (1) This debt consists of subordinated notes with a remaining maturity greater than one year that qualify under the risk-based capital guidelines as Tier 2 capital, subject to certain limitations. (2) The unamortized discount and debt issuance costs reflected in the carrying amount of the subordinated notes totaled approximately $1.4 million at March 31, 2020 and December 31, 2019 . (3) This debt consists of trust preferred securities that qualify under the risk-based capital guidelines as Tier 1 capital, subject to certain limitations. (4) The unamortized debt issuance costs reflected in the carrying amount of the Southside Statutory Trust III junior subordinated debentures totaled $59,000 at March 31, 2020 and $61,000 at December 31, 2019 .
Schedule of Subordinated Borrowing [Table Text Block]	As of March 31, 2020 , the details of the subordinated notes and the trust preferred subordinated debentures are summarized below (dollars in thousands): Date Issued Amount Issued Fixed or Floating Rate Interest Rate Maturity Date 5.50% Subordinated Notes September 19, 2016 $ 100,000 Fixed-to-Floating 5.50% September 30, 2026 Southside Statutory Trust III September 4, 2003 $ 20,619 Floating 3 month LIBOR + 2.94% September 4, 2033 Southside Statutory Trust IV August 8, 2007 $ 23,196 Floating 3 month LIBOR + 1.30% October 30, 2037 Southside Statutory Trust V August 10, 2007 $ 12,887 Floating 3 month LIBOR + 2.25% September 15, 2037 Magnolia Trust Company I (1) October 10, 2007 $ 3,609 Floating 3 month LIBOR + 1.80% November 23, 2035 (1) On October 10, 2007, as part of an acquisition we assumed $3.6 million of floating rate junior subordinated debentures issued in 2005 to Magnolia Trust Company I.

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2020
Defined Contribution Plan [Abstract]
The components of net periodic benefit cost	The components of net periodic benefit cost (income) related to our employee benefit plans are as follows (in thousands): Three Months Ended March 31, Defined Benefit Defined Benefit Pension Plan Acquired Restoration 2020 2019 2020 2019 2020 2019 Service cost $ 423 $ 316 $ — $ — $ 85 $ 60 Interest cost 837 908 41 41 160 161 Expected return on assets (1,668 ) (1,504 ) (84 ) (73 ) — — Net loss amortization 533 443 2 — 193 99 Prior service (credit) cost amortization (3 ) (3 ) — — 2 2 Net periodic benefit cost (income) $ 122 $ 160 $ (41 ) $ (32 ) $ 440 $ 322

Derivative Financial Instrume_2

Derivative Financial Instruments and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	The following tables present the notional and estimated fair value amount of derivative positions outstanding (in thousands): March 31, 2020 December 31, 2019 Estimated Fair Value Estimated Fair Value Notional (1) Asset Derivative Liability Derivative Notional (1) Asset Derivative Liability Derivative Derivatives designated as hedging instruments Interest rate contracts: Swaps-Cash Flow Hedge-Financial institution counterparties $ 670,000 $ — $ 21,835 $ 270,000 $ 1,513 $ 3,655 Derivatives designated as non-hedging instruments Interest rate contracts: Swaps-Financial institution counterparties 136,534 — 21,409 131,685 56 8,031 Swaps-Customer counterparties 136,534 21,409 — 131,685 8,031 56 Gross derivatives 21,409 43,244 9,600 11,742 Offsetting derivative assets/liabilities — — (1,569 ) (1,569 ) Cash collateral received/posted — (43,039 ) — (10,117 ) Net derivatives included in the consolidated balance sheets (2) $ 21,409 $ 205 $ 8,031 $ 56 (1) Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets. (2) Net derivative assets are included in other assets and net derivative liabilities are included in other liabilities on the consolidated balance sheets. Included in the fair value of net derivative assets and net derivative liabilities are credit valuation adjustments reflecting counterparty credit risk and our credit risk. We had $591,000 credit exposure related to interest rate swaps with financial institutions and $21.4 million related to interest rate swaps with customers at March 31, 2020 . We had $883,000 credit exposure related to interest rate swaps with financial institutions and $8.0 million related to interest rate swaps with customers at December 31, 2019
Weighted Average Maturity And Interest Rates On Risk Management Interest Rate Swaps [Table Text Block]	The summarized expected weighted average remaining maturity of the notional amount of interest rate swaps and the weighted average interest rates associated with the amounts expected to be received or paid on interest rate swap agreements are presented below (dollars in thousands). Variable rates received on fixed pay swaps are based on one-month or three-month LIBOR rates in effect at March 31, 2020 and December 31, 2019 : March 31, 2020 December 31, 2019 Weighted Average Weighted Average Notional Amount Remaining Maturity (in years) Receive Rate Pay Rate Notional Amount Remaining Maturity Receive Rate Pay Swaps-Cash Flow hedge Financial institution counterparties $ 670,000 4.5 1.00 % 1.15 % $ 270,000 3.8 1.77 % 1.58 % Swaps-Non-hedging Financial institution counterparties 136,534 10.5 1.32 2.45 131,685 10.6 1.71 2.47 Customer counterparties 136,534 10.5 2.45 1.32 131,685 10.6 2.47 1.71

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	3 Months Ended
	Mar. 31, 2020
Fair Value Disclosures [Abstract]
Summary of fair value measurement on recurring and nonrecurring basis segregated by level of valuation inputs within fair value hierarchy utilized to measure fair value	The following tables summarize assets measured at fair value on a recurring and nonrecurring basis segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value (in thousands): Fair Value Measurements at the End of the Reporting Period Using March 31, 2020 Carrying Amount Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Recurring fair value measurements Investment securities: State and political subdivisions $ 1,465,741 $ — $ 1,465,741 $ — Other stocks and bonds 9,411 — 9,411 — Mortgage-backed securities: (1) Residential 1,210,662 — 1,210,662 — Commercial 127,210 — 127,210 — Equity investments: Equity investments 6,061 6,061 — — Derivative assets: Interest rate swaps 21,409 — 21,409 — Total asset recurring fair value measurements $ 2,840,494 $ 6,061 $ 2,834,433 $ — Derivative liabilities: Interest rate swaps $ 43,244 $ — $ 43,244 $ — Total liability recurring fair value measurements $ 43,244 $ — $ 43,244 $ — Nonrecurring fair value measurements Foreclosed assets $ 734 $ — $ — $ 734 Collateral-dependent loans (2) 10,346 — — 10,346 Total asset nonrecurring fair value measurements $ 11,080 $ — $ — $ 11,080 Fair Value Measurements at the End of the Reporting Period Using December 31, 2019 Carrying Amount Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Recurring fair value measurements Investment securities: State and political subdivisions $ 802,802 $ — $ 802,802 $ — Other stocks and bonds 10,137 — 10,137 — Mortgage-backed securities: (1) Residential 1,310,642 — 1,310,642 — Commercial 235,016 — 235,016 — Equity investments: Equity investments 5,965 5,965 — — Derivative assets: Interest rate swaps 9,600 — 9,600 — Total asset recurring fair value measurements $ 2,374,162 $ 5,965 $ 2,368,197 $ — Derivative liabilities: Interest rate swaps $ 11,742 $ — $ 11,742 $ — Total liability recurring fair value measurements $ 11,742 $ — $ 11,742 $ — Nonrecurring fair value measurements Foreclosed assets $ 472 $ — $ — $ 472 Impaired loans (2) 18,586 — — 18,586 Total asset nonrecurring fair value measurements $ 19,058 $ — $ — $ 19,058 (1) All mortgage-backed securities are issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises. (2) Consists of individually evaluated loans. Loans for which the fair value of the collateral and commercial real estate fair value of the properties is less than cost basis are presented net of allowance. Losses on these loans represent charge-offs which are netted against the allowance for loan losses.
Financial assets, financial liabilities, and unrecognized financial instruments at carrying amount and fair value	The following tables present our financial assets and financial liabilities measured on a nonrecurring basis at both their respective carrying amounts and estimated fair value (in thousands): Estimated Fair Value March 31, 2020 Carrying Total Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 112,213 $ 112,213 $ 112,213 $ — $ — Investment securities: Held to maturity, at carrying value 2,880 2,903 — 2,903 — Mortgage-backed securities: Held to maturity, at carrying value 131,611 141,343 — 141,343 — Federal Home Loan Bank stock, at cost 54,696 54,696 — 54,696 — Equity investments 6,334 6,334 — 6,334 — Loans, net of allowance for loan losses 3,547,364 3,708,899 — — 3,708,899 Loans held for sale 1,830 1,830 — 1,830 — Financial liabilities: Deposits $ 4,739,123 $ 4,748,530 $ — $ 4,748,530 $ — Other borrowings 217,900 217,900 — 217,900 — Federal Home Loan Bank borrowings 1,274,370 1,297,867 — 1,297,867 — Subordinated notes, net of unamortized debt issuance costs 98,619 98,859 — 98,859 — Trust preferred subordinated debentures, net of unamortized debt issuance costs 60,251 50,293 — 50,293 — Estimated Fair Value December 31, 2019 Carrying Total Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 110,697 $ 110,697 $ 110,697 $ — $ — Investment securities: Held to maturity, at carrying value 2,888 2,918 — 2,918 — Mortgage-backed securities: Held to maturity, at carrying value 131,975 135,961 — 135,961 — Federal Home Loan Bank stock, at cost 50,087 50,087 — 50,087 — Equity investments 6,366 6,366 — 6,366 — Loans, net of allowance for loan losses 3,543,407 3,610,591 — — 3,610,591 Loans held for sale 383 383 — 383 — Financial liabilities: Deposits $ 4,702,769 $ 4,703,914 $ — $ 4,703,914 $ — Other borrowings 28,358 28,358 — 28,358 — Federal Home Loan Bank borrowings 972,744 975,606 — 975,606 — Subordinated notes, net of unamortized debt issuance costs 98,576 98,346 — 98,346 — Trust preferred subordinated debentures, net of unamortized debt issuance costs 60,250 55,937 — 55,937 —

Income Taxes Income Taxes (Tab

Income Taxes Income Taxes (Tables)	3 Months Ended
	Mar. 31, 2020
Income Tax Disclosure [Abstract]
Income Taxes	The income tax expense included in the accompanying consolidated statements of income consists of the following (in thousands): Three Months Ended 2020 2019 Current income tax expense $ 5,554 $ 3,011 Deferred income tax (benefit) expense (5,075 ) 126 Income tax expense $ 479 $ 3,137

Off-Balance-Sheet Arrangement_2

Off-Balance-Sheet Arrangements, Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2020
Commitments and Contingencies Disclosure [Abstract]
Schedule of unused commitments	Financial instruments with off-balance-sheet risk were as follows (in thousands): March 31, 2020 December 31, 2019 Commitments to extend credit $ 874,065 $ 925,671 Standby letters of credit 17,697 17,211 Total $ 891,762 $ 942,882

Summary of Significant Accoun_4

Summary of Significant Accounting and Reporting Policies - Reclassifications (Details) - USD ($)	Jan. 01, 2020	Jan. 01, 2019	Mar. 31, 2020
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Debt Securities, Held-to-maturity, Allowance for Credit Loss			$ 0
Accounting Standards Update 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect on Retained Earnings, net of tax	$ (7,800,000)
Allowance for credit losses, purchased with credit deterioration	$ 231,000
Accounting Standards Update 2017-08
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect on Retained Earnings, before tax		$ (16,500,000)

Summary of Significant Accoun_5

Summary of Significant Accounting and Reporting Policies - ASU 2016-13 Impact on Allowance (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Jan. 01, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	$ 53,638	$ 24,797	$ 24,797	$ 24,155	$ 27,019
Allowance for off-balance-sheet credit exposures	7,600	1,455
Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		5,303
Allowance for off-balance-sheet credit exposures		4,840
Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		30,100
Allowance for off-balance-sheet credit exposures		6,295
Construction Real Estate Loans
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	9,654	3,539	3,539	4,259	3,597
Construction Real Estate Loans | Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		2,953
Construction Real Estate Loans | Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		6,492
1-4 Family Residential Real Estate Loans
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	2,640	3,833	3,833	3,382	3,844
1-4 Family Residential Real Estate Loans | Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		(1,453)
1-4 Family Residential Real Estate Loans | Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		2,380
Commercial Real Estate Loans
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	36,120	9,572	9,572	10,660	13,968
Commercial Real Estate Loans | Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		8,063
Commercial Real Estate Loans | Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		17,635
Commercial loans
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	4,519	6,351	6,351	4,287	3,974
Commercial loans | Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		(3,554)
Commercial loans | Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		2,797
Municipal loans
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	47	570	570	508	525
Municipal loans | Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		(522)
Municipal loans | Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		48
Loans to individuals
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	$ 658	932	$ 932	$ 1,059	$ 1,111
Loans to individuals | Impact of Adoption
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		(184)
Loans to individuals | Ending Balance
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		$ 748

Earnings Per Share (Details)

Earnings Per Share (Details) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Basic and Diluted Earnings:
Net income	$ 3,953	$ 18,817
Basic weighted-average shares outstanding (in shares)	33,691	33,697
Add: Stock awards (in shares)	114	149
Diluted weighted-average shares outstanding (in shares)	33,805	33,846
Basic Earnings Per Share:
Earnings per common share - basic (in dollars per share)	$ 0.12	$ 0.56
Diluted Earnings Per Share:
Earnings per common share - diluted (in dollars per share)	$ 0.12	$ 0.56
Antidilutive securities excluded from calculating earnings
Number of antidilutive options (in shares)	775	490

Accumulated Other Comprehensi_3

Accumulated Other Comprehensive Income (Loss) - Accumulated Other Comprehensive Income, Changes In (Details) - USD ($) $ in Thousands		Jan. 01, 2019	Mar. 31, 2020	Mar. 31, 2019	Jan. 01, 2020
AOCI Attributable to Parent, Net of Tax
Beginning balance, net of tax		$ 731,291	$ 804,580	$ 731,291
Cumulative effect of accounting change		(16,452)			$ (7,830)
Adjusted beginning balance, net of tax		714,839			796,750
Income tax (expense) benefit			(7,789)	(9,159)
Ending balance, net of tax			795,800	758,033
Unrealized Gains (Losses) on Securities
AOCI Attributable to Parent, Net of Tax
Beginning balance, net of tax		(31,120)	38,038	(31,120)
Other comprehensive income (loss) before reclassifications			61,486	46,626
Reclassification adjustments included in net income			(5,420)	235
Income tax (expense) benefit			(11,774)	(9,840)
Net current-period other comprehensive income (loss), net of tax			44,292	37,021
Ending balance, net of tax			82,330	5,901
Unrealized Gains (Losses) on Derivatives
AOCI Attributable to Parent, Net of Tax
Beginning balance, net of tax		7,146	(1,672)	7,146
Other comprehensive income (loss) before reclassifications			(19,600)	(3,120)
Reclassification adjustments included in net income			(101)	(668)
Income tax (expense) benefit			4,137	795
Net current-period other comprehensive income (loss), net of tax			(15,564)	(2,993)
Ending balance, net of tax			(17,236)	4,153
Net Prior Service (Cost) Credit
AOCI Attributable to Parent, Net of Tax
Reclassification adjustments included in net income	[1]		(1)	(1)
Net Gain (Loss)
AOCI Attributable to Parent, Net of Tax
Reclassification adjustments included in net income	[1]		728	542
Total
AOCI Attributable to Parent, Net of Tax
Beginning balance, net of tax		(50,228)	4,236	(50,228)
Cumulative effect of accounting change		0
Adjusted beginning balance, net of tax		(50,228)			$ 4,236
Other comprehensive income (loss) before reclassifications			41,886	43,506
Reclassification adjustments included in net income			(4,794)	108
Income tax (expense) benefit			(7,789)	(9,159)
Net current-period other comprehensive income (loss), net of tax			29,303	34,455
Ending balance, net of tax			33,539	(15,773)
Defined Benefit Pension Plan | Net Prior Service (Cost) Credit
AOCI Attributable to Parent, Net of Tax
Beginning balance, net of tax		(139)	(145)	(139)
Other comprehensive income (loss) before reclassifications			0	0
Reclassification adjustments included in net income			(1)	(1)
Income tax (expense) benefit			0	0
Net current-period other comprehensive income (loss), net of tax			(1)	(1)
Ending balance, net of tax			(146)	(140)
Defined Benefit Pension Plan | Net Gain (Loss)
AOCI Attributable to Parent, Net of Tax
Beginning balance, net of tax		$ (26,115)	(31,985)	(26,115)
Other comprehensive income (loss) before reclassifications			0	0
Reclassification adjustments included in net income			728	542
Income tax (expense) benefit			(152)	(114)
Net current-period other comprehensive income (loss), net of tax			576	428
Ending balance, net of tax			$ (31,409)	$ (25,687)
[1]	These AOCI components are included in the computation of net periodic pension cost (income) presented in “Note 8 – Employee Benefit Plans.”

Accumulated Other Comprehensi_4

Accumulated Other Comprehensive Income (Loss) - Reclassifications out of Accumulated Other Comprehensive Income (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2020	Mar. 31, 2019
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Amortization of unrealized gains and losses		$ 121	$ 491
Tax benefit (expense)		(479)	(3,137)
Realized net gain on sale of securities		5,541	256
Total reclassifications for the period, net of tax		3,787	(86)
Unrealized gains (losses)
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Reclassified from accumulated other comprehensive income		5,420	(235)
Realized net gain on interest rate swap derivatives
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Reclassified from accumulated other comprehensive income		101	668
Net actuarial loss
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Reclassified from accumulated other comprehensive income	[1]	(728)	(542)
Prior service credit
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Reclassified from accumulated other comprehensive income	[1]	1	1
Amortization of pension plan
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Reclassified from accumulated other comprehensive income		(727)	(541)
Tax benefit		152	114
Total reclassifications for the period, net of tax		(575)	(427)
Unrealized losses on securities transferred | Reclassification out of accumulated other comprehensive income | Unrealized gains (losses)
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Amortization of unrealized gains and losses	[2]	(121)	(491)
Tax benefit (expense)		25	103
Net of tax		(96)	(388)
Unrealized gains and losses on available for sale securities | Reclassification out of accumulated other comprehensive income | Unrealized gains (losses)
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Tax benefit (expense)		(1,164)	(54)
Net of tax		4,377	202
Realized net gain on sale of securities	[3]	5,541	256
Interest rate swap derivatives | Reclassification out of accumulated other comprehensive income | Realized net gain on interest rate swap derivatives
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Tax benefit (expense)		(19)	(136)
Net of tax		74	510
Realized net gain (loss) on interest rate swap derivatives	[4]	93	646
Interest rate swap derivatives | Reclassification out of accumulated other comprehensive income | Amortization of unrealized gains on terminated interest rate swap derivatives
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Tax benefit (expense)		(1)	(5)
Net of tax		7	17
Realized net gain (loss) on interest rate swap derivatives	[4]	$ 8	$ 22
[1]	These AOCI components are included in the computation of net periodic pension cost (income) presented in “Note 8 – Employee Benefit Plans.”
[2]	Included in interest income on the consolidated statements of income.
[3]	Listed as net gain on sale of securities available for sale on the consolidated statements of income.
[4]	Included in interest expense for Federal Home Loan Bank of Dallas (“FHLB”) borrowings on the consolidated statements of income.

Securities - Schedule of Debt

Securities - Schedule of Debt Securities Components (Details) - USD ($) $ in Thousands		Mar. 31, 2020	Dec. 31, 2019
AVAILABLE FOR SALE
Amortized Cost		$ 2,704,874	$ 2,306,741
Gross unrealized gains		110,252	54,426
Gross unrealized losses		2,102	2,570
Securities available for sale, at estimated fair value		2,813,024	2,358,597
HELD TO MATURITY
Amortized cost		134,491
Amortized cost		134,491	134,863
Gross unrealized gains		9,755	4,238
Gross unrealized losses		0	222
Estimated Fair Value		144,246	138,879
State and political subdivisions
AVAILABLE FOR SALE
Amortized Cost		1,415,227	780,376
Gross unrealized gains		52,027	23,832
Gross unrealized losses		1,513	1,406
Securities available for sale, at estimated fair value		1,465,741	802,802
HELD TO MATURITY
Amortized cost		2,880
Amortized cost			2,888
Gross unrealized gains		23	30
Gross unrealized losses		0	0
Estimated Fair Value		2,903	2,918
Other stocks and bonds
AVAILABLE FOR SALE
Amortized Cost		10,000	10,000
Gross unrealized gains		0	137
Gross unrealized losses		589	0
Securities available for sale, at estimated fair value		9,411	10,137
Residential
AVAILABLE FOR SALE
Amortized Cost	[1]	1,158,314	1,286,110
Gross unrealized gains	[1]	52,348	25,662
Gross unrealized losses	[1]	0	1,130
Securities available for sale, at estimated fair value	[1]	1,210,662	1,310,642
HELD TO MATURITY
Amortized cost	[1]	59,648
Amortized cost	[1]		59,701
Gross unrealized gains	[1]	4,872	2,586
Gross unrealized losses	[1]	0	139
Estimated Fair Value	[1]	64,520	62,148
Commercial
AVAILABLE FOR SALE
Amortized Cost	[1]	121,333	230,255
Gross unrealized gains	[1]	5,877	4,795
Gross unrealized losses	[1]	0	34
Securities available for sale, at estimated fair value	[1]	127,210	235,016
HELD TO MATURITY
Amortized cost	[1]	71,963
Amortized cost	[1]		72,274
Gross unrealized gains	[1]	4,860	1,622
Gross unrealized losses	[1]	0	83
Estimated Fair Value	[1]	$ 76,823	$ 73,813
[1]	All mortgage-backed securities issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises.

Securities - Unrealized Loss o

Securities - Unrealized Loss on Securities (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Available-for-sale, Unrealized Loss Position [Abstract]
Less than 12 Months, fair value	$ 123,183	$ 273,963
More than 12 Months, fair value	0	30,697
Total fair value	123,183	304,660
Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Less than 12 Months, unrealized loss	2,102	2,282
More than 12 Months, unrealized Loss	0	288
Total unrealized loss	2,102	2,570
Held-to-maturity, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months, fair value		13,053
More than 12 Months, fair value		4,092
Total fair value		17,145
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Losses [Abstract]
Less than 12 months, unrealized loss		76
More than 12 months, unrealized loss		146
Total unrealized loss		222
State and political subdivisions
Available-for-sale, Unrealized Loss Position [Abstract]
Less than 12 Months, fair value	113,733	158,629
More than 12 Months, fair value	0	7,555
Total fair value	113,733	166,184
Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Less than 12 Months, unrealized loss	1,513	1,270
More than 12 Months, unrealized Loss	0	136
Total unrealized loss	1,513	1,406
Other stocks and bonds
Available-for-sale, Unrealized Loss Position [Abstract]
Less than 12 Months, fair value	9,411
More than 12 Months, fair value	0
Total fair value	9,411
Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Less than 12 Months, unrealized loss	589
More than 12 Months, unrealized Loss	0
Total unrealized loss	589
Residential
Available-for-sale, Unrealized Loss Position [Abstract]
Less than 12 Months, fair value	39	101,779
More than 12 Months, fair value	0	21,696
Total fair value	39	123,475
Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Less than 12 Months, unrealized loss	0	980
More than 12 Months, unrealized Loss	0	150
Total unrealized loss	$ 0	1,130
Held-to-maturity, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months, fair value		272
More than 12 Months, fair value		2,304
Total fair value		2,576
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Losses [Abstract]
Less than 12 months, unrealized loss		9
More than 12 months, unrealized loss		130
Total unrealized loss		139
Commercial
Available-for-sale, Unrealized Loss Position [Abstract]
Less than 12 Months, fair value		13,555
More than 12 Months, fair value		1,446
Total fair value		15,001
Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]
Less than 12 Months, unrealized loss		32
More than 12 Months, unrealized Loss		2
Total unrealized loss		34
Held-to-maturity, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months, fair value		12,781
More than 12 Months, fair value		1,788
Total fair value		14,569
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Losses [Abstract]
Less than 12 months, unrealized loss		67
More than 12 months, unrealized loss		16
Total unrealized loss		$ 83

Securities - Interest Income o

Securities - Interest Income on Securities (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Investments, Debt Securities [Abstract]
State and political subdivisions	$ 6,625	$ 4,118
Other stocks and bonds	93	28
Mortgage-backed securities	11,534	12,474
Total interest income on securities	$ 18,252	$ 16,620

Securities - Amortized Cost an

Securities - Amortized Cost and Estimated Fair Value of Investments in Debt Securities by Contractual Maturity (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Available for sale, Amortized Cost
Due in one year or less	$ 1,294
Due after one year through five years	8,521
Due after five years through ten years	40,357
Due after ten years	1,375,055
Total available-for-sale investment securities	1,425,227
Mortgage-backed securities:	1,279,647
Amortized Cost	2,704,874	$ 2,306,741
Available for sale, Fair Value
Due in one year or less	1,305
Due after one year through five years	8,441
Due after five years through ten years	41,409
Due after ten years	1,423,997
Total available-for-sale investment securities	1,475,152
Mortgage-backed securities:	1,337,872
Total	2,813,024	2,358,597
Held to maturity, Amortized Cost
Due in one year or less	115
Due after one year through five years	1,658
Due after five years through ten years	1,107
Due after ten years	0
Total held-to-maturity investment securities	2,880
Mortgage-backed securities	131,611
Amortized cost	134,491	134,863
Held to maturity, Fair Value
Due in one year or less	115
Due after one year through five years	1,669
Due after five years through ten years	1,119
Due after ten years	0
Total held-to-maturity investment securities	2,903
Mortgage-backed securities	141,343
Total	$ 144,246	$ 138,879

Securities - Unrealized and Re

Securities - Unrealized and Realized Gain (Loss) Recognized in Net Income on Equity Investments (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Gain (Loss) on Securities [Line Items]
Net gains recognized during the period on equity investments	$ 53	$ 76
Less: Net gains recognized during the period on equity investments sold during the period	0	0
Unrealized gains recognized during the reporting period on equity investments held at the reporting date	$ 53	$ 76

Securities - Narrative (Detail

Securities - Narrative (Details)	Jan. 01, 2019USD ($)	Mar. 31, 2020USD ($)	Mar. 31, 2019USD ($)	Dec. 31, 2019USD ($)
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Allowance for Credit Loss, Period Increase (Decrease)		$ 0
Debt Securities, Available-for-sale, Allowance for Credit Loss		0
Debt Securities, Held-to-maturity, Credit Loss Expense (Reversal)		0
Debt Securities, Held-to-maturity, Allowance for Credit Loss		0
Transferred Securities, Unrealized Loss, Before Tax		3,900,000		$ 3,700,000
Securities transferred, Unrealized Loss, Net of Tax		3,100,000		2,900,000
Fair value of securities transferred from AFS to HTM		0		0
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Net gain on sale of securities available for sale		5,541,000	$ 256,000
Gross realized gains on AFS securities		5,500,000	5,000,000
Gross realized losses on AFS securities		10,000	4,800,000
Carrying value of investment securities pledged as collateral		1,640,000,000		1,120,000,000
Equity investments		$ 12,395,000		12,331,000
Equity investments with other-than-temporary impairment		0
Federal Home Loan Bank stock with other-than-temporary impairment		0
Debt Securities, Held-to-maturity, Sale or Transfer of Investment [Abstract]
Sale of HTM portfolio		$ 0	$ 0
Interest receivable		27,069,000		$ 28,452,000
Debt Securities, Held-to-maturity, Nonaccrual		0
Debt Securities, Held-to-maturity, Past Due		0
Accounting Standards Update 2017-08
Schedule of Investments [Line Items]
Cumulative effect on Retained Earnings, before tax	$ (16,500,000)
Available-for-sale Securities [Member]
Debt Securities, Held-to-maturity, Sale or Transfer of Investment [Abstract]
Interest receivable		14,000,000
Held-to-maturity Securities [Member]
Debt Securities, Held-to-maturity, Sale or Transfer of Investment [Abstract]
Interest receivable		$ 356,000

Loans and Allowance for Loan _3

Loans and Allowance for Loan Losses - Loans by Portfolio Segment (Details) - USD ($)	Mar. 31, 2020	Jan. 01, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
Loans and Leases Receivable Disclosure [Abstract]
Total loans	$ 3,601,002,000		$ 3,568,204,000
Less: Allowance for loan losses	53,638,000	$ 24,797,000	24,797,000	$ 24,155,000	$ 27,019,000
Total loans	3,547,364,000		3,543,407,000
Construction Real Estate Loans
Loans and Leases Receivable Disclosure [Abstract]
Total loans	603,952,000		644,948,000
Less: Allowance for loan losses	9,654,000	3,539,000	3,539,000	4,259,000	3,597,000
1-4 Family Residential Real Estate Loans
Loans and Leases Receivable Disclosure [Abstract]
Total loans	787,875,000		787,562,000
Less: Allowance for loan losses	2,640,000	3,833,000	3,833,000	3,382,000	3,844,000
Commercial Real Estate Loans
Loans and Leases Receivable Disclosure [Abstract]
Total loans	1,350,818,000		1,250,208,000
Less: Allowance for loan losses	36,120,000	9,572,000	9,572,000	10,660,000	13,968,000
Commercial loans
Loans and Leases Receivable Disclosure [Abstract]
Total loans	383,984,000		401,521,000
Less: Allowance for loan losses	4,519,000	6,351,000	6,351,000	4,287,000	3,974,000
Municipal loans
Loans and Leases Receivable Disclosure [Abstract]
Total loans	375,934,000		383,960,000
Less: Allowance for loan losses	47,000	570,000	570,000	508,000	525,000
Loans to individuals
Loans and Leases Receivable Disclosure [Abstract]
Total loans	98,439,000		100,005,000
Less: Allowance for loan losses	$ 658,000	$ 932,000	$ 932,000	$ 1,059,000	$ 1,111,000

Loans and Allowance for Loan _4

Loans and Allowance for Loan Losses - Loans by Credit Quality Indicator (Details) - USD ($)	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Credit Quality Indicator [Line Items]
2020	$ 204,691,000
2019	909,839,000
2018	517,964,000
2017	583,752,000
2016	251,808,000
Prior	832,526,000
Revolving Loans Amortized Cost Basis	300,422,000
Total	3,601,002,000	$ 3,568,204,000
Construction Real Estate Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	29,892,000
2019	210,067,000
2018	124,688,000
2017	95,489,000
2016	4,558,000
Prior	12,013,000
Revolving Loans Amortized Cost Basis	127,245,000
Total	603,952,000	644,948,000
Construction Real Estate Loans | Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	29,892,000
2019	209,457,000
2018	124,688,000
2017	95,489,000
2016	4,535,000
Prior	11,739,000
Revolving Loans Amortized Cost Basis	127,245,000
Total	603,045,000
Construction Real Estate Loans | Pass Watch
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	23,000
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	23,000
Construction Real Estate Loans | Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	4,000
Revolving Loans Amortized Cost Basis	0
Total	4,000
Construction Real Estate Loans | Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	610,000
2018	0
2017	0
2016	0
Prior	262,000
Revolving Loans Amortized Cost Basis	0
Total	872,000
Construction Real Estate Loans | Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	8,000
Revolving Loans Amortized Cost Basis	0
Total	8,000
1-4 Family Residential Real Estate Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	41,860,000
2019	141,903,000
2018	98,127,000
2017	78,575,000
2016	80,530,000
Prior	343,331,000
Revolving Loans Amortized Cost Basis	3,549,000
Total	787,875,000	787,562,000
1-4 Family Residential Real Estate Loans | Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	41,857,000
2019	141,799,000
2018	98,077,000
2017	78,376,000
2016	79,022,000
Prior	336,336,000
Revolving Loans Amortized Cost Basis	3,476,000
Total	778,943,000
1-4 Family Residential Real Estate Loans | Pass Watch
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	1,351,000
Revolving Loans Amortized Cost Basis	0
Total	1,351,000
1-4 Family Residential Real Estate Loans | Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	174,000
Revolving Loans Amortized Cost Basis	0
Total	174,000
1-4 Family Residential Real Estate Loans | Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	104,000
2018	27,000
2017	157,000
2016	1,329,000
Prior	4,796,000
Revolving Loans Amortized Cost Basis	73,000
Total	6,486,000
1-4 Family Residential Real Estate Loans | Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	3,000
2019	0
2018	23,000
2017	42,000
2016	179,000
Prior	674,000
Revolving Loans Amortized Cost Basis	0
Total	921,000
Commercial Real Estate Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	80,863,000
2019	335,670,000
2018	178,110,000
2017	316,464,000
2016	125,485,000
Prior	300,262,000
Revolving Loans Amortized Cost Basis	13,964,000
Total	1,350,818,000	1,250,208,000
Commercial Real Estate Loans | Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	80,313,000
2019	333,065,000
2018	173,335,000
2017	316,346,000
2016	124,840,000
Prior	270,531,000
Revolving Loans Amortized Cost Basis	13,964,000
Total	1,312,394,000
Commercial Real Estate Loans | Pass Watch
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	2,237,000
2017	0
2016	0
Prior	2,990,000
Revolving Loans Amortized Cost Basis	0
Total	5,227,000
Commercial Real Estate Loans | Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	2,605,000
2018	2,230,000
2017	0
2016	0
Prior	5,808,000
Revolving Loans Amortized Cost Basis	0
Total	10,643,000
Commercial Real Estate Loans | Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
2020	550,000
2019	0
2018	308,000
2017	118,000
2016	587,000
Prior	20,851,000
Revolving Loans Amortized Cost Basis	0
Total	22,414,000
Commercial Real Estate Loans | Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	58,000
Prior	82,000
Revolving Loans Amortized Cost Basis	0
Total	140,000
Commercial loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	27,303,000
2019	105,740,000
2018	61,439,000
2017	18,482,000
2016	8,842,000
Prior	11,380,000
Revolving Loans Amortized Cost Basis	150,798,000
Total	383,984,000	401,521,000
Commercial loans | Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	27,192,000
2019	102,359,000
2018	59,583,000
2017	17,660,000
2016	8,374,000
Prior	10,435,000
Revolving Loans Amortized Cost Basis	143,114,000
Total	368,717,000
Commercial loans | Pass Watch
Financing Receivable, Credit Quality Indicator [Line Items]
2020	111,000
2019	582,000
2018	109,000
2017	0
2016	0
Prior	2,000
Revolving Loans Amortized Cost Basis	17,000
Total	821,000
Commercial loans | Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	427,000
2018	63,000
2017	281,000
2016	403,000
Prior	660,000
Revolving Loans Amortized Cost Basis	5,990,000
Total	7,824,000
Commercial loans | Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	2,304,000
2018	1,604,000
2017	528,000
2016	65,000
Prior	281,000
Revolving Loans Amortized Cost Basis	1,677,000
Total	6,459,000
Commercial loans | Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	68,000
2018	80,000
2017	13,000
2016	0
Prior	2,000
Revolving Loans Amortized Cost Basis	0
Total	163,000
Municipal loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	9,755,000
2019	73,238,000
2018	36,874,000
2017	64,898,000
2016	28,030,000
Prior	163,139,000
Revolving Loans Amortized Cost Basis	0
Total	375,934,000	383,960,000
Municipal loans | Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	9,755,000
2019	73,238,000
2018	36,874,000
2017	64,898,000
2016	28,030,000
Prior	163,139,000
Revolving Loans Amortized Cost Basis	0
Total	375,934,000
Municipal loans | Pass Watch
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	0
Municipal loans | Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	0
Municipal loans | Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	0
Municipal loans | Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	0
Loans to individuals
Financing Receivable, Credit Quality Indicator [Line Items]
2020	15,018,000
2019	43,221,000
2018	18,726,000
2017	9,844,000
2016	4,363,000
Prior	2,401,000
Revolving Loans Amortized Cost Basis	4,866,000
Total	98,439,000	$ 100,005,000
Loans to individuals | Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	15,018,000
2019	43,215,000
2018	18,653,000
2017	9,703,000
2016	4,203,000
Prior	2,332,000
Revolving Loans Amortized Cost Basis	4,860,000
Total	97,984,000
Loans to individuals | Pass Watch
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	0
Loans to individuals | Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans Amortized Cost Basis	0
Total	0
Loans to individuals | Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	1,000
2018	52,000
2017	77,000
2016	62,000
Prior	58,000
Revolving Loans Amortized Cost Basis	6,000
Total	256,000
Loans to individuals | Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	5,000
2018	21,000
2017	64,000
2016	98,000
Prior	11,000
Revolving Loans Amortized Cost Basis	0
Total	$ 199,000

Loans and Allowance for Loan _5

Loans and Allowance for Loan Losses - Aging of Past Due Loans by Class of Loan (Details) - USD ($)	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 25,169,000	$ 19,203,000
Current	3,575,833,000	3,549,001,000	[1]
Total ending loan balance	3,601,002,000	3,568,204,000
30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	20,538,000	13,396,000
60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	1,813,000	2,548,000
Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	2,818,000	3,259,000
Construction Real Estate Loans
Financing Receivable, Past Due [Line Items]
Total Past Due	1,800,000	1,802,000
Current	602,152,000	643,146,000	[1]
Total ending loan balance	603,952,000	644,948,000
Construction Real Estate Loans | 30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	985,000	1,236,000
Construction Real Estate Loans | 60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	205,000	229,000
Construction Real Estate Loans | Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	610,000	337,000
1-4 Family Residential Real Estate Loans
Financing Receivable, Past Due [Line Items]
Total Past Due	15,058,000	11,472,000
Current	772,817,000	776,090,000	[1]
Total ending loan balance	787,875,000	787,562,000
1-4 Family Residential Real Estate Loans | 30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	12,713,000	8,788,000
1-4 Family Residential Real Estate Loans | 60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	411,000	1,077,000
1-4 Family Residential Real Estate Loans | Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	1,934,000	1,607,000
Commercial Real Estate Loans
Financing Receivable, Past Due [Line Items]
Total Past Due	2,102,000	1,590,000
Current	1,348,716,000	1,248,618,000	[1]
Total ending loan balance	1,350,818,000	1,250,208,000
Commercial Real Estate Loans | 30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	1,944,000	795,000
Commercial Real Estate Loans | 60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	158,000	259,000
Commercial Real Estate Loans | Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	0	536,000
Commercial loans
Financing Receivable, Past Due [Line Items]
Total Past Due	5,049,000	3,290,000
Current	378,935,000	398,231,000	[1]
Total ending loan balance	383,984,000	401,521,000
Commercial loans | 30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	3,935,000	1,917,000
Commercial loans | 60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	878,000	722,000
Commercial loans | Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	236,000	651,000
Municipal loans
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
Current	375,934,000	383,960,000	[1]
Total ending loan balance	375,934,000	383,960,000
Municipal loans | 30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
Municipal loans | 60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
Municipal loans | Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
Loans to individuals
Financing Receivable, Past Due [Line Items]
Total Past Due	1,160,000	1,049,000
Current	97,279,000	98,956,000	[1]
Total ending loan balance	98,439,000	100,005,000
Loans to individuals | 30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	961,000	660,000
Loans to individuals | 60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	161,000	261,000
Loans to individuals | Greater than 90 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 38,000	$ 128,000
[1]	Prior to the adoption of CECL, included PCI loans measured at fair value at acquisition if the timing and amount of cash flows expected to be collected from those sales could be reasonably estimated.

Loans and Allowance for Loan _6

Loans and Allowance for Loan Losses - Nonperforming Assets by Asset Class (Details) - USD ($)		Mar. 31, 2020	Dec. 31, 2019
Nonperforming Assets [Abstract]
Total loans		$ 3,547,364,000	$ 3,543,407,000
Restructured nonaccrual loans		374,000	469,000
PCI loans restructured		755,000
Nonperforming Financial Instruments
Nonperforming Assets [Abstract]
Nonaccrual loans	[1]	5,221,000	4,963,000
Accruing loans past due more than 90 days		0	0
Troubled debt restructured loans		11,448,000	12,014,000	[2]
Other real estate owned		734,000	472,000
Repossessed assets		0	0
Total loans		17,403,000	17,449,000
Nonperforming Financial Instruments | Construction Real Estate Loans
Nonperforming Assets [Abstract]
Nonaccrual loans		671,000	405,000
Nonperforming Financial Instruments | 1-4 Family Residential Real Estate Loans
Nonperforming Assets [Abstract]
Nonaccrual loans		3,025,000	2,611,000
Nonperforming Financial Instruments | Commercial Real Estate Loans
Nonperforming Assets [Abstract]
Nonaccrual loans		742,000	704,000
Nonperforming Financial Instruments | Commercial loans
Nonperforming Assets [Abstract]
Nonaccrual loans		549,000	944,000
Nonperforming Financial Instruments | Loans to individuals
Nonperforming Assets [Abstract]
Nonaccrual loans		$ 234,000	$ 299,000
[1]	Prior to the adoption of CECL, excluded PCI loans measured at fair value at acquisition if the timing and amount of cash flows expected to be collected from those sales could be reasonably estimated. Includes $374,000 and $469,000 of restructured loans as of March 31, 2020 and December 31, 2019 , respectively.
[2]	As of December 31, 2019 , prior to the adoption of CECL, included $755,000 in PCI loans restructured.

Loans and Allowance for Loan _7

Loans and Allowance for Loan Losses - Troubled Debt Restructurings (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020USD ($)contract	Mar. 31, 2019USD ($)contract
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of Loans | contract	2	5
Total Modifications	$ 62	$ 7,812
1-4 Family Residential Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of Loans | contract		1
Total Modifications		$ 113
Commercial Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of Loans | contract	1	1
Total Modifications	$ 59	$ 7,627
Commercial loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of Loans | contract	1	1
Total Modifications	$ 3	$ 57
Loans to individuals
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of Loans | contract		2
Total Modifications		$ 15
Extended Amortization Period
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	0	7,684
Extended Amortization Period | 1-4 Family Residential Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications		0
Extended Amortization Period | Commercial Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	0	7,627
Extended Amortization Period | Commercial loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	0	57
Extended Amortization Period | Loans to individuals
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications		0
Interest Rate Reduction
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	0	0
Interest Rate Reduction | 1-4 Family Residential Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications		0
Interest Rate Reduction | Commercial Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	0	0
Interest Rate Reduction | Commercial loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	0	0
Interest Rate Reduction | Loans to individuals
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications		0
Combination
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	62	128
Combination | 1-4 Family Residential Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications		113
Combination | Commercial Real Estate Loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	59	0
Combination | Commercial loans
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications	$ 3	0
Combination | Loans to individuals
Financing Receivable, Troubled Debt Restructuring [Line Items]
Total Modifications		$ 15

Loans and Allowance for Loan _8

Loans and Allowance for Loan Losses - Allowance for Loan Losses Activity by Portfolio Segment (Details) - USD ($) $ in Thousands	Jan. 01, 2020	Mar. 31, 2020		Mar. 31, 2019
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	$ 24,797	$ 24,797		$ 27,019
Loans charged off		(995)		(2,285)
Recoveries of loans charged off		451		339
Allowance for Loan and Lease Losses Write-offs, Net		544		1,946
Provision (reversal) for loan losses		24,082	[1]	(918)
Balance at end of period	24,797	53,638		24,155
Construction Real Estate Loans
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	3,539	3,539		3,597
Loans charged off		(33)		0
Recoveries of loans charged off		11		0
Allowance for Loan and Lease Losses Write-offs, Net		22		0
Provision (reversal) for loan losses		3,184	[1]	662
Balance at end of period	3,539	9,654		4,259
1-4 Family Residential Real Estate Loans
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	3,833	3,833		3,844
Loans charged off		(54)		(18)
Recoveries of loans charged off		4		3
Allowance for Loan and Lease Losses Write-offs, Net		50		15
Provision (reversal) for loan losses		310	[1]	(447)
Balance at end of period	3,833	2,640		3,382
Commercial Real Estate Loans
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	9,572	9,572		13,968
Loans charged off		(21)		(1,215)
Recoveries of loans charged off		69		19
Allowance for Loan and Lease Losses Write-offs, Net		(48)		1,196
Provision (reversal) for loan losses		18,437	[1]	(2,112)
Balance at end of period	9,572	36,120		10,660
Commercial loans
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	6,351	6,351		3,974
Loans charged off		(296)		(451)
Recoveries of loans charged off		74		30
Allowance for Loan and Lease Losses Write-offs, Net		222		421
Provision (reversal) for loan losses		1,944	[1]	734
Balance at end of period	6,351	4,519		4,287
Municipal loans
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	570	570		525
Loans charged off		0		0
Recoveries of loans charged off		0		0
Allowance for Loan and Lease Losses Write-offs, Net		0		0
Provision (reversal) for loan losses		(1)	[1]	(17)
Balance at end of period	570	47		508
Loans to individuals
Allowances for Loan Losses [Roll Forward]
Balance at beginning of period	932	932		1,111
Loans charged off		(591)		(601)
Recoveries of loans charged off		293		287
Allowance for Loan and Lease Losses Write-offs, Net		298		314
Provision (reversal) for loan losses		208	[1]	262
Balance at end of period	932	$ 658		$ 1,059
Accounting Standards Update 2016-13
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	5,072
Impact of CECL adoption - purchased loans with credit deterioration	231
Accounting Standards Update 2016-13 | Construction Real Estate Loans
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	2,968
Impact of CECL adoption - purchased loans with credit deterioration	(15)
Accounting Standards Update 2016-13 | 1-4 Family Residential Real Estate Loans
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	(1,447)
Impact of CECL adoption - purchased loans with credit deterioration	(6)
Accounting Standards Update 2016-13 | Commercial Real Estate Loans
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	7,730
Impact of CECL adoption - purchased loans with credit deterioration	333
Accounting Standards Update 2016-13 | Commercial loans
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	(3,532)
Impact of CECL adoption - purchased loans with credit deterioration	(22)
Accounting Standards Update 2016-13 | Municipal loans
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	(522)
Impact of CECL adoption - purchased loans with credit deterioration	0
Accounting Standards Update 2016-13 | Loans to individuals
Allowances for Loan Losses [Roll Forward]
Impact of CECL adoption - cumulative effect adjustment	(125)
Impact of CECL adoption - purchased loans with credit deterioration	$ (59)
[1]	The increase in the provision for credit losses during the first quarter of 2020 was primarily due to the application of the CECL model and the economic impact of COVID-19 on macroeconomic factors used in the CECL methodology.

Loans and Allowance for Loan _9

Loans and Allowance for Loan Losses - Narrative (Details) - USD ($)	3 Months Ended
	Mar. 31, 2020	Dec. 31, 2019	Mar. 31, 2019
Financing Receivable, Allowance for Credit Loss [Line Items]
Interest receivable	$ 27,069,000	$ 28,452,000
Interest income reversed on nonaccrual loans	121,000
Nonaccrual loans, no allowance	1,100,000
Financing Receivable, Collateral Dependent	11,700,000
Loans in process of foreclosure	1,200,000	992,000
Commitments to lend additional funds on Troubled Debt Restructurings (TDR)	0		$ 0
Commercial Real Estate Loans
Financing Receivable, Allowance for Credit Loss [Line Items]
Owner and nonowner-occupied real estate	1,190,000,000
Loans secured by multi-family properties	145,100,000
Loans secured by farmland	18,300,000
Loan portfolio
Financing Receivable, Allowance for Credit Loss [Line Items]
Interest receivable	$ 12,700,000	$ 14,200,000

Borrowing Arrangements (Details

Borrowing Arrangements (Details) - USD ($) $ in Thousands		3 Months Ended	12 Months Ended
		Mar. 31, 2020	Dec. 31, 2019
Debt Instrument [Line Items]
Other borrowings		$ 217,900	$ 28,358
Federal Home Loan Bank borrowings		1,274,370	972,744
Other borrowings:
Debt Instrument [Line Items]
Other borrowings		217,900	28,358
Average amount outstanding during the period	[1]	69,846	15,645
Maximum amount outstanding during the period	[2]	$ 217,900	$ 28,358
Weighted average interest rate during the period	[3]	0.90%	1.70%
Interest rate at end of the period	[4]	0.40%	1.70%
Federal Home Loan Bank borrowings:
Debt Instrument [Line Items]
Federal Home Loan Bank borrowings		$ 1,274,370	$ 972,744
Average amount outstanding during the period	[1]	999,070	868,859
Maximum amount outstanding during the period	[2]	$ 1,274,370	$ 1,077,883
Weighted average interest rate during the period	[3]	1.60%	2.00%
Interest rate at end of the period	[4]	0.90%	1.80%
[1]	The average amount outstanding during the period was computed by dividing the total daily outstanding principal balances by the number of days in the period.
[2]	The maximum amount outstanding at any month-end during the period.
[3]	The weighted average interest rate during the period was computed by dividing the actual interest expense (annualized for interim periods) by the average amount outstanding during the period. The weighted average interest rate on the FHLB borrowings includes the effect of interest rate swaps.
[4]	Stated rate.

Borrowings Maturities Table (De

Borrowings Maturities Table (Details) $ in Thousands	Mar. 31, 2020USD ($)
Debt Instrument [Line Items]
Less than 1 Year	$ 1,481,740
1-2 Years	6,659
2-3 Years	688
3-4 Years	717
4-5 Years	748
Thereafter	1,718
Total	1,492,270
Other borrowings:
Debt Instrument [Line Items]
Less than 1 Year	217,900
1-2 Years	0
2-3 Years	0
3-4 Years	0
4-5 Years	0
Thereafter	0
Total	217,900
Federal Home Loan Bank borrowings:
Debt Instrument [Line Items]
Less than 1 Year	1,263,840
1-2 Years	6,659
2-3 Years	688
3-4 Years	717
4-5 Years	748
Thereafter	1,718
Total	$ 1,274,370

Borrowing Arrangements Narrativ

Borrowing Arrangements Narrative (Details)	3 Months Ended
	Mar. 31, 2020USD ($)credit_lineagreementoustanding_letters_of_creditRate	Dec. 31, 2019USD ($)
Line of Credit Facility [Line Items]
Number of credit lines maintained by the Company | credit_line	3
Carrying value of investment securities pledged as collateral	$ 1,640,000,000	$ 1,120,000,000
Federal funds purchased	0	0
Letters of Credit, Federal Home Loan Bank, as collateral	$ 0
Maturity of repurchase agreements (less than)	1 year
Securities sold under repurchase agreements	$ 28,400,000	28,400,000
Federal Home Loan Bank borrowings, additional funding available	936,200,000
Federal Home Loan Bank borrowings with variable interest rate, face amount	670,000,000
Frost Bank
Line of Credit Facility [Line Items]
Line of credit, maximum borrowing capacity	40,000,000
Line of credit, capacity available for issuance of letters of credit	$ 5,000,000
Number of outstanding letters of credit | oustanding_letters_of_credit	0
TIB - The Independent Bankers Bank
Line of Credit Facility [Line Items]
Line of credit, maximum borrowing capacity	$ 15,000,000
Comerica Bank
Line of Credit Facility [Line Items]
Line of credit, maximum borrowing capacity	7,500,000
Federal Reserve Discount Window
Line of Credit Facility [Line Items]
Municipal securities pledged as collateral	$ 495,000,000
Minimum
Line of Credit Facility [Line Items]
Federal Home Loan Bank borrowings interest rates	0.25%
Federal Home Loan Bank borrowings maturities	1 day
Maximum
Line of Credit Facility [Line Items]
Federal Home Loan Bank borrowings interest rates	4.799%
Federal Home Loan Bank borrowings maturities	8 years 3 months 18 days
Variable Rate Agreements and Fixed Short-term Pay Agreements [Member]
Line of Credit Facility [Line Items]
Federal Home Loan Bank borrowings with variable interest rate, face amount	$ 690,000,000	$ 310,000,000
Three-Month London Interbank Offered Rate (LIBOR) | Variable Rate Agreements and Fixed Short-term Pay Agreements [Member]
Line of Credit Facility [Line Items]
Description of variable and fixed rate basis	three-month LIBOR
Three-Month London Interbank Offered Rate (LIBOR) | Variable Rate Agreements and Fixed Short-term Pay Agreements [Member] | Maximum
Line of Credit Facility [Line Items]
Debt Instrument, Number Of Variable Rate Advance Agreements | agreement	6
One-Month London Interbank Offered Rate (LIBOR)
Line of Credit Facility [Line Items]
Securities sold under repurchase agreements	$ 20,000,000
One-Month London Interbank Offered Rate (LIBOR) | Securities Sold under Agreements to Repurchase [Member]
Line of Credit Facility [Line Items]
Description of variable rate basis	one-month LIBOR
One-Month London Interbank Offered Rate (LIBOR) | Variable Rate Agreements and Fixed Short-term Pay Agreements [Member]
Line of Credit Facility [Line Items]
Description of variable and fixed rate basis	one-month LIBOR
Cash flow hedging | Variable Rate Agreements and Fixed Short-term Pay Agreements [Member]
Line of Credit Facility [Line Items]
Federal Home Loan Bank borrowings with variable interest rate, face amount	$ 670,000,000
Debt Instrument, Interest Rate During Period | Rate	1.15%
Derivative, Average Remaining Maturity	4 years 6 months
Federal Reserve Discount Window
Line of Credit Facility [Line Items]
Other borrowings	$ 189,500,000

Long-term Debt Other Long-term

Long-term Debt Other Long-term Debt (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2020		Dec. 31, 2019		Oct. 10, 2007	Aug. 10, 2007	Aug. 08, 2007	Sep. 04, 2003
Debt Instruments [Abstract]
Subordinated notes, net of unamortized debt issuance costs:	[1]	$ 98,619		$ 98,576
Trust preferred subordinated debentures	[2]	60,252		60,250
Total long-term debt		158,871		158,826
5.50% Subordinated Notes
Debt Instruments [Abstract]
Subordinated notes, net of unamortized debt issuance costs:	[1],[3]	98,619		98,576
Unamortized Debt Issuance Expense		1,400		1,400
Southside Statutory Trust III, net of unamortized debt issuance costs [Member]
Debt Instruments [Abstract]
Trust preferred subordinated debentures		20,560	[2],[4]	20,558	[2],[4]				$ 20,619
Unamortized Debt Issuance Expense		59		61
Southside Statutory Trust IV
Debt Instruments [Abstract]
Trust preferred subordinated debentures		23,196	[2]	23,196	[2]			$ 23,196
Southside Statutory Trust V
Debt Instruments [Abstract]
Trust preferred subordinated debentures		12,887	[2]	12,887	[2]		$ 12,887
Magnolia Trust Company I
Debt Instruments [Abstract]
Trust preferred subordinated debentures		$ 3,609	[2]	$ 3,609	[2]	$ 3,609
Minimum | 5.50% Subordinated Notes
Debt Instruments [Abstract]
Long-term debt, remaining maturity, greater than		1 year
[1]	This debt consists of subordinated notes with a remaining maturity greater than one year that qualify under the risk-based capital guidelines as Tier 2 capital, subject to certain limitations.
[2]	This debt consists of trust preferred securities that qualify under the risk-based capital guidelines as Tier 1 capital, subject to certain limitations.
[3]	The unamortized discount and debt issuance costs reflected in the carrying amount of the subordinated notes totaled approximately $1.4 million at March 31, 2020 and December 31, 2019 .
[4]	The unamortized debt issuance costs reflected in the carrying amount of the Southside Statutory Trust III junior subordinated debentures totaled $59,000 at March 31, 2020 and $61,000 at December 31, 2019 .

Long-term Debt LT Debt Interest

Long-term Debt LT Debt Interest Rates (Details) - USD ($) $ in Thousands		Sep. 30, 2021	Sep. 19, 2016	Oct. 10, 2007	Aug. 10, 2007	Aug. 08, 2007	Sep. 04, 2003	Mar. 31, 2020		Dec. 31, 2019
Debt Instrument [Line Items]
Other long-term debt	[1]							$ 60,252		$ 60,250
5.50% Subordinated Notes
Debt Instrument [Line Items]
Unamortized Debt Issuance Expense								1,400		1,400
Amount issued			$ 100,000
Stated interest rate			5.50%
Southside Statutory Trust III
Debt Instrument [Line Items]
Unamortized Debt Issuance Expense								59		61
Other long-term debt							$ 20,619	20,560	[1],[2]	20,558	[1],[2]
Southside Statutory Trust III | Three-Month London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Basis on variable rate							2.94%
Southside Statutory Trust IV
Debt Instrument [Line Items]
Other long-term debt						$ 23,196		23,196	[1]	23,196	[1]
Southside Statutory Trust IV | Three-Month London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Basis on variable rate						1.30%
Southside Statutory Trust V
Debt Instrument [Line Items]
Other long-term debt					$ 12,887			12,887	[1]	12,887	[1]
Southside Statutory Trust V | Three-Month London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Basis on variable rate					2.25%
Magnolia Trust Company I
Debt Instrument [Line Items]
Other long-term debt				$ 3,609				$ 3,609	[1]	$ 3,609	[1]
Magnolia Trust Company I | Three-Month London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Basis on variable rate				1.80%
Scenario, Forecast | 5.50% Subordinated Notes | Three-Month London Interbank Offered Rate (LIBOR)
Debt Instrument [Line Items]
Basis on variable rate		4.297%
[1]	This debt consists of trust preferred securities that qualify under the risk-based capital guidelines as Tier 1 capital, subject to certain limitations.
[2]	The unamortized debt issuance costs reflected in the carrying amount of the Southside Statutory Trust III junior subordinated debentures totaled $59,000 at March 31, 2020 and $61,000 at December 31, 2019 .

Employee Benefit Plans (Details

Employee Benefit Plans (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Defined Benefit Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 423	$ 316
Interest cost	837	908
Expected return on assets	(1,668)	(1,504)
Net loss amortization	533	443
Prior service (credit) cost amortization	(3)	(3)
Net periodic benefit cost (income)	122	160
Defined Benefit Pension Plan Acquired
Defined Benefit Plan Disclosure [Line Items]
Service cost	0	0
Interest cost	41	41
Expected return on assets	(84)	(73)
Net loss amortization	2	0
Prior service (credit) cost amortization	0	0
Net periodic benefit cost (income)	(41)	(32)
Restoration Plan
Defined Benefit Plan Disclosure [Line Items]
Service cost	85	60
Interest cost	160	161
Expected return on assets	0	0
Net loss amortization	193	99
Prior service (credit) cost amortization	2	2
Net periodic benefit cost (income)	$ 440	$ 322

Employee Benefit Plans Narrativ

Employee Benefit Plans Narrative (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2020USD ($)
Defined Benefit Plan Disclosure [Line Items]
Noncash adjustment to employee benefit plan liabilities, consisting of changes in prior service cost and net loss	$ (727)

Derivative Financial Instrume_3

Derivative Financial Instruments and Hedging Activities - Schedule Of Derivative Instruments (Details) - USD ($) $ in Thousands		Mar. 31, 2020	Dec. 31, 2019
Asset Derivative
Gross derivatives		$ 21,409	$ 9,600
Offsetting derivative assets		0	(1,569)
Cash collateral received/posted		0	0
Net derivatives included in the consolidated balance sheets	[1]	21,409	8,031
Liability Derivative
Gross derivatives		43,244	11,742
Offsetting derivative liabilities		0	(1,569)
Cash collateral received/posted		(43,039)	(10,117)
Net derivatives included in the consolidated balance sheets	[1]	205	56
Financial Institution Counterparties
Derivatives, Fair Value [Line Items]
Credit exposure related to interest rate swaps		591	883
Financial Institution Counterparties | Designated as Hedging Instrument | Cash Flow Hedging | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	670,000	270,000
Asset Derivative
Gross derivatives		0	1,513
Liability Derivative
Gross derivatives		21,835	3,655
Financial Institution Counterparties | Not Designated as Hedging Instrument | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	136,534	131,685
Asset Derivative
Gross derivatives		0	56
Liability Derivative
Gross derivatives		21,409	8,031
Customer Counterparties
Derivatives, Fair Value [Line Items]
Credit exposure related to interest rate swaps		21,400	8,000
Customer Counterparties | Not Designated as Hedging Instrument | Interest Rate Swap
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	[2]	136,534	131,685
Asset Derivative
Gross derivatives		21,409	8,031
Liability Derivative
Gross derivatives		$ 0	$ 56
[1]	Net derivative assets are included in other assets and net derivative liabilities are included in other liabilities on the consolidated balance sheets. Included in the fair value of net derivative assets and net derivative liabilities are credit valuation adjustments reflecting counterparty credit risk and our credit risk. We had $591,000 credit exposure related to interest rate swaps with financial institutions and $21.4 million related to interest rate swaps with customers at March 31, 2020 . We had $883,000 credit exposure related to interest rate swaps with financial institutions and $8.0 million related to interest rate swaps with customers at December 31, 2019 . The credit risk associated with customer transactions is partially mitigated as these are generally secured by the non-cash collateral securing the underlying transaction being hedged.
[2]	Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets.

Derivative Financial Instrume_4

Derivative Financial Instruments and Hedging Activities - Weighted Average Remaining Maturity, Lives, and Rates of Interest Rate Swaps (Details) - Interest Rate Swap - USD ($) $ in Thousands		3 Months Ended	12 Months Ended
		Mar. 31, 2020	Dec. 31, 2019
Financial Institution Counterparties | Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 136,534	$ 131,685
Remaining Maturity		10 years 6 months	10 years 7 months 6 days
Weighted Average Receive Rate		1.32%	1.71%
Weighted Average Pay Rate		2.45%	2.47%
Financial Institution Counterparties | Cash Flow Hedging | Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 670,000	$ 270,000
Remaining Maturity		4 years 6 months	3 years 9 months 18 days
Weighted Average Receive Rate		1.00%	1.77%
Weighted Average Pay Rate		1.15%	1.58%
Customer Counterparties | Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ 136,534	$ 131,685
Remaining Maturity		10 years 6 months	10 years 7 months 6 days
Weighted Average Receive Rate		2.45%	2.47%
Weighted Average Pay Rate		1.32%	1.71%
[1]	Notional amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets.

Derivative Financial Instrume_5

Derivative Financial Instruments and Hedging Activities - Narrative (Details) - USD ($)	Mar. 31, 2020	Dec. 31, 2019
Derivative [Line Items]
Debt face amount	$ 670,000,000
Cash collateral held by counterparties subject to master netting agreements	43,000,000	$ 10,100,000
Cash collateral receivable that was not offset against derivative liabilities	$ 591,000	$ 883,000

Fair Value Measurement - Recur

Fair Value Measurement - Recurring and Nonrecurring Basis (Details) - USD ($) $ in Thousands		Mar. 31, 2020	Dec. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		$ 2,813,024	$ 2,358,597
Derivative assets	[1]	21,409	8,031
Derivative liabilities	[1]	205	56
State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		1,465,741	802,802
Other stocks and bonds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		9,411	10,137
Residential MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[2]	1,210,662	1,310,642
Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[2]	127,210	235,016
Fair Value, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity investments		6,061	5,965
Total asset fair value measurements		2,840,494	2,374,162
Total liability fair value measurements		43,244	11,742
Fair Value, Recurring [Member] | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		1,465,741	802,802
Fair Value, Recurring [Member] | Other stocks and bonds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		9,411	10,137
Fair Value, Recurring [Member] | Residential MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	1,210,662	1,310,642
Fair Value, Recurring [Member] | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	127,210	235,016
Fair Value, Recurring [Member] | Interest Rate Swap
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		21,409	9,600
Derivative liabilities		43,244	11,742
Fair Value, Recurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity investments		6,061	5,965
Total asset fair value measurements		6,061	5,965
Total liability fair value measurements		0	0
Fair Value, Recurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		0	0
Fair Value, Recurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) | Other stocks and bonds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		0	0
Fair Value, Recurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) | Residential MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	0	0
Fair Value, Recurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	0	0
Fair Value, Recurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest Rate Swap
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		0	0
Derivative liabilities		0	0
Fair Value, Recurring [Member] | Significant Other Observable Inputs (Level 2)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity investments		0	0
Total asset fair value measurements		2,834,433	2,368,197
Total liability fair value measurements		43,244	11,742
Fair Value, Recurring [Member] | Significant Other Observable Inputs (Level 2) | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		1,465,741	802,802
Fair Value, Recurring [Member] | Significant Other Observable Inputs (Level 2) | Other stocks and bonds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		9,411	10,137
Fair Value, Recurring [Member] | Significant Other Observable Inputs (Level 2) | Residential MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	1,210,662	1,310,642
Fair Value, Recurring [Member] | Significant Other Observable Inputs (Level 2) | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	127,210	235,016
Fair Value, Recurring [Member] | Significant Other Observable Inputs (Level 2) | Interest Rate Swap
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		21,409	9,600
Derivative liabilities		43,244	11,742
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity investments		0	0
Total asset fair value measurements		0	0
Total liability fair value measurements		0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | State and political subdivisions
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Other stocks and bonds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value		0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Residential MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Commercial MBS
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities available for sale, at estimated fair value	[3]	0	0
Fair Value, Recurring [Member] | Significant Unobservable Inputs (Level 3) | Interest Rate Swap
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		0	0
Derivative liabilities		0	0
Fair Value, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed assets		734	472
Impaired loans	[4]		18,586
Total asset fair value measurements		11,080	19,058
Fair Value, Nonrecurring [Member] | Collateral-dependent loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans	[4]	10,346
Fair Value, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed assets		0	0
Impaired loans	[4]		0
Total asset fair value measurements		0	0
Fair Value, Nonrecurring [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) | Collateral-dependent loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans	[4]	0
Fair Value, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed assets		0	0
Impaired loans	[4]		0
Total asset fair value measurements		0	0
Fair Value, Nonrecurring [Member] | Significant Other Observable Inputs (Level 2) | Collateral-dependent loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans	[4]	0
Fair Value, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed assets		734	472
Impaired loans	[4]		18,586
Total asset fair value measurements		11,080	$ 19,058
Fair Value, Nonrecurring [Member] | Significant Unobservable Inputs (Level 3) | Collateral-dependent loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans	[4]	$ 10,346
[1]	Net derivative assets are included in other assets and net derivative liabilities are included in other liabilities on the consolidated balance sheets. Included in the fair value of net derivative assets and net derivative liabilities are credit valuation adjustments reflecting counterparty credit risk and our credit risk. We had $591,000 credit exposure related to interest rate swaps with financial institutions and $21.4 million related to interest rate swaps with customers at March 31, 2020 . We had $883,000 credit exposure related to interest rate swaps with financial institutions and $8.0 million related to interest rate swaps with customers at December 31, 2019 . The credit risk associated with customer transactions is partially mitigated as these are generally secured by the non-cash collateral securing the underlying transaction being hedged.
[2]	All mortgage-backed securities issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises.
[3]	All mortgage-backed securities are issued and/or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises.
[4]	individually evaluated loans. Loans for which the fair value of the collateral and commercial real estate fair value of the properties is less than cost basis are presented net of allowance. Losses on these loans represent charge-offs which are netted against the allowance for loan losses.

Fair Value Measurement - Balan

Fair Value Measurement - Balance Sheet Grouping (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Carrying Amount
Financial assets:
Cash and cash equivalents	$ 112,213	$ 110,697
Investment securities:
Held to maturity, at carrying value	2,880	2,888
Mortgage-backed securities:
Held to maturity, at carrying value	131,611	131,975
Federal Home Loan Bank stock, at cost	54,696	50,087
Equity investments	6,334	6,366
Loans, net of allowance for loan losses	3,547,364	3,543,407
Loans held for sale	1,830	383
Financial liabilities:
Deposits	4,739,123	4,702,769
Other borrowings	217,900	28,358
Federal Home Loan Bank borrowings	1,274,370	972,744
Subordinated notes, net of unamortized debt issuance costs	98,619	98,576
Trust preferred subordinated debentures, net of unamortized debt issuance costs	60,251	60,250
Estimated Fair Value
Financial assets:
Cash and cash equivalents	112,213	110,697
Investment securities:
Held to maturity, at carrying value	2,903	2,918
Mortgage-backed securities:
Held to maturity, at carrying value	141,343	135,961
Federal Home Loan Bank stock, at cost	54,696	50,087
Equity investments	6,334	6,366
Loans, net of allowance for loan losses	3,708,899	3,610,591
Loans held for sale	1,830	383
Financial liabilities:
Deposits	4,748,530	4,703,914
Other borrowings	217,900	28,358
Federal Home Loan Bank borrowings	1,297,867	975,606
Subordinated notes, net of unamortized debt issuance costs	98,859	98,346
Trust preferred subordinated debentures, net of unamortized debt issuance costs	50,293	55,937
Estimated Fair Value | Level 1
Financial assets:
Cash and cash equivalents	112,213	110,697
Investment securities:
Held to maturity, at carrying value	0	0
Mortgage-backed securities:
Held to maturity, at carrying value	0	0
Federal Home Loan Bank stock, at cost	0	0
Equity investments	0	0
Loans, net of allowance for loan losses	0	0
Loans held for sale	0	0
Financial liabilities:
Deposits	0	0
Other borrowings	0	0
Federal Home Loan Bank borrowings	0	0
Subordinated notes, net of unamortized debt issuance costs	0	0
Trust preferred subordinated debentures, net of unamortized debt issuance costs	0	0
Estimated Fair Value | Level 2
Financial assets:
Cash and cash equivalents	0	0
Investment securities:
Held to maturity, at carrying value	2,903	2,918
Mortgage-backed securities:
Held to maturity, at carrying value	141,343	135,961
Federal Home Loan Bank stock, at cost	54,696	50,087
Equity investments	6,334	6,366
Loans, net of allowance for loan losses	0	0
Loans held for sale	1,830	383
Financial liabilities:
Deposits	4,748,530	4,703,914
Other borrowings	217,900	28,358
Federal Home Loan Bank borrowings	1,297,867	975,606
Subordinated notes, net of unamortized debt issuance costs	98,859	98,346
Trust preferred subordinated debentures, net of unamortized debt issuance costs	50,293	55,937
Estimated Fair Value | Level 3
Financial assets:
Cash and cash equivalents	0	0
Investment securities:
Held to maturity, at carrying value	0	0
Mortgage-backed securities:
Held to maturity, at carrying value	0	0
Federal Home Loan Bank stock, at cost	0	0
Equity investments	0	0
Loans, net of allowance for loan losses	3,708,899	3,610,591
Loans held for sale	0	0
Financial liabilities:
Deposits	0	0
Other borrowings	0	0
Federal Home Loan Bank borrowings	0	0
Subordinated notes, net of unamortized debt issuance costs	0	0
Trust preferred subordinated debentures, net of unamortized debt issuance costs	$ 0	$ 0

Fair Value Measurement Narrativ

Fair Value Measurement Narrative (Details)	3 Months Ended
	Mar. 31, 2020source
Available-for-sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Number of third party sources used to validate prices	2
Derivative [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Number of third party sources used to validate prices	2

Income Taxes - Provision for I

Income Taxes - Provision for Income Taxes (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Income Tax Disclosure [Abstract]
Current income tax expense	$ 5,554	$ 3,011
Deferred income tax (benefit) expense	(5,075)	126
Income tax expense	$ 479	$ 3,137

Income Taxes - Narrative (Detai

Income Taxes - Narrative (Details) - USD ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Income Tax Disclosure [Abstract]
Deferred tax liability, net	$ 7,000,000		$ 4,800,000
Deferred tax assets, valuation allowance	0		$ 0
Income tax expense	$ 479,000	$ 3,137,000
Effective income tax rate, percent	10.80%	14.30%

Off-Balance-Sheet Arrangement_3

Off-Balance-Sheet Arrangements, Commitments and Contingencies (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Financial instruments with off-balance-sheet risk, at fair value	$ 891,762	$ 942,882
Commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Financial instruments with off-balance-sheet risk, at fair value	874,065	925,671
Standby letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Financial instruments with off-balance-sheet risk, at fair value	$ 17,697	$ 17,211

Off-Balance-Sheet Arrangement_4

Off-Balance-Sheet Arrangements, Commitments and Contingencies Narrative (Details) - USD ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019	Jan. 01, 2020	Dec. 31, 2019
Financial Instruments with Off-Balance Sheet Risk:
Allowance for credit losses on off-balance-sheet credit exposures	$ 7,600,000		$ 1,455,000
Provision for credit losses on off-balance-sheet credit exposures	1,200,000	$ 56,000
Securities:
Unsettled trades to purchase securities	14,596,000	55,826,000		$ 17,538,000
Unsettled trades to sell securities	67,247,000	$ 95,482,000		0
Deposits:
Unsettled Issuances of Brokered CDs	$ 0			$ 20,000,000

Uncategorized Items - sbsi10-q0

Label	Element	Value
Common Stock [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	$ 47,307,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	47,360,000
Retained Earnings [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	48,345,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	72,444,000
Cumulative Effect of New Accounting Principle in Period of Adoption	us-gaap_CumulativeEffectOfNewAccountingPrincipleInPeriodOfAdoption	(7,830,000)
Cumulative Effect of New Accounting Principle in Period of Adoption	us-gaap_CumulativeEffectOfNewAccountingPrincipleInPeriodOfAdoption	(16,452,000)
Treasury Stock [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	(93,055,000)
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	(94,008,000)
Additional Paid-in Capital [Member]
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	762,470,000
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest, Adjusted Balance	us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAdjustedBalance1	$ 766,718,000