Horizon Bancorp (HBNC) 10-Q 11 May 20 2020 Q1 Quarterly report Financial data

Cover Page

Cover Page - shares	3 Months Ended
	Mar. 31, 2020	May 08, 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	0-10792
Entity Registrant Name	HORIZON BANCORP, INC.
Amendment Flag	false
Document Fiscal Year Focus	2020
Document Fiscal Period Focus	Q1
Entity Central Index Key	0000706129
Current Fiscal Year End Date	--12-31
Entity Incorporation, State or Country Code	IN
Entity Tax Identification Number	35-1562417
Entity Address, Address Line One	515 Franklin Street
Entity Address, City or Town	Michigan City
Entity Address, State or Province	IN
Entity Address, Postal Zip Code	46360
City Area Code	219
Local Phone Number	879-0211
Title of 12(b) Security	Common stock, no par value
Trading Symbol	HBNC
Security Exchange Name	NASDAQ
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Emerging Growth Company	false
Entity Small Business	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding		43,772,446

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Assets
Cash and due from banks	$ 86,458	$ 98,831
Interest-earning time deposits	9,239	8,455
Investment securities, available for sale	900,476	834,776
Investment securities, held to maturity (fair value of $207,324 and $215,147)	199,467	207,899
Loans held for sale	6,245	4,088
Loans, net of allowance for loan losses of $48,440 and $17,667	3,658,859	3,619,174
Premises and equipment, net	92,785	92,209
Federal Home Loan Bank stock	22,447	22,447
Goodwill	151,238	151,238
Other intangible assets	25,723	26,679
Interest receivable	17,774	18,828
Cash value of life insurance	95,153	95,577
Other assets	85,461	66,628
Total assets	5,351,325	5,246,829
Deposits
Non-interest bearing	709,978	709,760
Interest bearing	3,172,293	3,221,242
Total deposits	3,882,271	3,931,002
Borrowings	704,613	549,741
Subordinated debentures	56,374	56,311
Interest payable	2,772	3,062
Other liabilities	74,453	50,690
Total liabilities	4,720,483	4,590,806
Commitments and contingent liabilities
Stockholders’ Equity
Preferred stock, Authorized, 1,000,000 shares, Issued 0 shares	0	0
Common stock	0	0
Additional paid-in capital	361,019	379,853
Retained earnings	260,501	269,738
Accumulated other comprehensive income	9,322	6,432
Total stockholders’ equity	630,842	656,023
Total liabilities and stockholders’ equity	5,351,325	5,246,829
Allowance for credit losses on loans	$ 48,440	$ 17,667

Condensed Consolidated Balanc_2

Condensed Consolidated Balance Sheets (Parenthetical) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Statement of Financial Position [Abstract]
Investment securities, held to maturity fair value	$ 207,324	$ 215,147
Total ending allowance balance	$ 48,440	$ 17,667
Preferred stock, shares authorized	1,000,000	1,000,000
Preferred stock, shares issued	0	0
Common stock, shares authorized	99,000,000	99,000,000
Common stock, shares issued	43,788,692	45,000,840
Common stock, shares outstanding (in shares)	43,763,623	44,975,771

Condensed Consolidated Statemen

Condensed Consolidated Statements of Income - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Interest Income
Loans receivable	$ 44,958	$ 39,623
Investment securities - taxable	2,898	3,122
Investment securities - tax exempt	3,798	2,628
Total interest income	51,654	45,373
Interest Expense
Deposits	7,716	6,876
Borrowed funds	2,238	3,621
Subordinated debentures	775	596
Total interest expense	10,729	11,093
Net Interest Income	40,925	34,280
Credit loss expense	8,600	364
Net Interest Income after Credit Loss Expense	32,325	33,916
Non-interest Income
Service charges on deposit accounts	2,446	1,877
Wire transfer fees	171	118
Interchange fees	1,896	1,361
Fiduciary activities	2,528	2,089
Debt and Equity Securities, Gain (Loss)	339	15
Gain on sale of mortgage loans	3,473	1,309
Mortgage servicing income net of impairment	25	606
Increase in cash value of bank owned life insurance	554	513
Death benefit on bank owned life insurance	233	0
Other income	398	824
Total non-interest income	12,063	8,712
Non-interest Expense
Salaries and employee benefits	16,591	14,466
Net occupancy expenses	3,252	2,772
Data processing	2,405	1,966
Professional fees	536	493
Outside services and consultants	1,915	3,530
Loan expense	2,099	1,949
FDIC insurance expense	150	160
Other losses	120	104
Other expense	4,081	4,298
Total non-interest expense	31,149	29,738
Income Before Income Taxes	13,239	12,890
Income Tax Expense (Benefit)	1,584	2,074
Net Income	$ 11,655	$ 10,816
Basic Earnings Per Share (in USD per share)	$ 0.26	$ 0.28
Diluted Earnings Per Share (in USD per share)	$ 0.26	$ 0.28

Condensed Consolidated Statem_2

Condensed Consolidated Statements of Income (Parenthetical) - USD ($)	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Income Statement [Abstract]
Accumulated other comprehensive earnings reclassifications	$ 339,000	$ 15,000
Income tax expense (benefit) from reclassification	$ 71,000	$ 3,000

Condensed Consolidated Statem_3

Condensed Consolidated Statements of Comprehensive Income - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Statement of Comprehensive Income [Abstract]
Net income	$ 11,655	$ 10,816
Change in fair value of derivative instruments:
Change in fair value of derivative instruments for the period	(3,965)	(1,106)
Income tax effect	833	232
Changes from derivative instruments	(3,132)	(874)
Change in securities:
Unrealized appreciation for the period on AFS securities	7,992	11,694
Amortization from transfer of securities from available for sale to held to maturity securities	(30)	(38)
Reclassification adjustment for securities gains realized in income	(339)	(15)
Income tax effect	(1,601)	(2,445)
Unrealized gains on securities	6,022	9,196
Other Comprehensive Income, Net of Tax	2,890	8,322
Comprehensive Income	$ 14,545	$ 19,138

Condensed Consolidated Statem_4

Condensed Consolidated Statement of Stockholders' Equity - USD ($) $ in Thousands	Total	Salin Banc shares Inc	Additional Paid-in Capital	Additional Paid-in CapitalSalin Banc shares Inc	Retained Earnings	Accumulated Other Comprehensive Income (Loss)
Beginning Balances at Dec. 31, 2018	$ 491,992		$ 276,101		$ 224,035	$ (8,144)
Net income	10,816				10,816
Other comprehensive income (loss), net of tax	8,322					8,322
Amortization of unearned compensation	91		91
Exercise of stock options	117		117
Stock option expense	57		57
Stock issued stock plans	125		125
Stock issued in Salin acquisition		$ 102,722		$ 102,722
Cash dividends on common stock	(4,524)				(4,524)
Ending Balances at Mar. 31, 2019	$ 609,468		378,963		230,327	178
Cash dividends on common stock, per share	$ 0.10
Beginning Balances at Dec. 31, 2019	$ 656,023		379,853		269,738	6,432
Net income	11,655				11,655
Other comprehensive income (loss), net of tax	2,890					2,890
Amortization of unearned compensation	200		200
Exercise of stock options	255		255
Stock option expense	50		50
Stock issued stock plans	(297)		(297)
Repurchase of outstanding stock	(19,636)		(19,636)
Cash dividends on common stock	(5,257)				(5,257)
Ending Balances at Mar. 31, 2020	$ 630,842		$ 361,019		$ 260,501	$ 9,322
Cash dividends on common stock, per share	$ 0.12

Condensed Consolidated Statem_5

Condensed Consolidated Statement of Stockholders' Equity (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Statement of Stockholders' Equity [Abstract]
Cash dividends on common stock, per share	$ 0.12	$ 0.10

Condensed Consolidated Statem_6

Condensed Consolidated Statements of Cash Flows - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Operating Activities
Net income	$ 11,655	$ 10,816
Items not requiring (providing) cash
Provision for credit losses	8,600	364
Depreciation and amortization	2,610	1,549
Share based compensation	50	57
Mortgage servicing rights, net impairment	322	(14)
Premium amortization on securities, net	1,997	1,285
Gain on sale of investment securities	(339)	(15)
Gain on sale of mortgage loans	(3,473)	(1,309)
Proceeds from sales of loans	68,892	30,801
Loans originated for sale	(67,576)	(30,433)
Change in cash value life insurance	(554)	(513)
Gain on sale of other real estate owned	(8)	26
Net change in:
Interest receivable	1,054	(696)
Interest payable	(290)	(386)
Other assets	5,721	97,788
Other liabilities	(484)	2,246
Net cash provided by operating activities	28,177	111,566
Investing Activities
Purchases of securities available for sale	(129,405)	(63,574)
Proceeds from sales, maturities, calls and principal repayments of securities available for sale	71,395	42,715
Proceeds from maturities of securities held to maturity	6,708	2,927
Net change in interest-earning time deposits	(784)	(243)
Change in FHLB stock	0	(803)
Net change in loans	(68,685)	(37,028)
Proceeds on the sale of OREO and repossessed assets	155	487
Change in premises and equipment, net	(2,030)	3,260
Death benefit on bank owned life insurance	233	0
Repurchase of outstanding stock	(19,636)	0
Net cash provided by (used in) investing activities	(142,049)	76,486
Net change in:
Deposits	(48,731)	7,180
Borrowings	154,935	(163,061)
Proceeds from issuance of stock	552	(8)
Dividends paid on common stock	(5,257)	(4,524)
Net cash provided by (used in) financing activities	101,499	(160,413)
Net Change in Cash and Cash Equivalents	(12,373)	27,639
Cash and Cash Equivalents, Beginning of Period	98,831	58,492
Cash and Cash Equivalents, End of Period	86,458	86,131
Additional Supplemental Information
Interest paid	11,019	10,653
Income taxes paid	0	0
Transfer of loans to other real estate and repossessed assets	609	759
Right-of-use assets exchanged for lease obligations	0	3,411
Salin
Investing Activities
Net cash received in acquisition, Salin	$ 0	$ 128,745

Future Accounting Matters

Future Accounting Matters	3 Months Ended
	Mar. 31, 2020
Accounting Changes and Error Corrections [Abstract]
Future Accounting Matters	Note 14 – Future Accounting Matters FASB ASU No. 2019-12, Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes The FASB has issued ASU No. 2019-12, Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes. The new guidance is intended to simplify the accounting for income taxes by removing certain exceptions to the general principles of ASC 740. The guidance also improves consistent application by clarifying and amending existing guidance from ASC 740. This guidance is effective for fiscal years beginning after December 15, 2020, including interim periods therein and is to be applied on a retrospective, modified retrospective or prospective approach, depending on the specific amendment. Early adoption is permitted. We are currently evaluating the impact of adopting the new guidance on the consolidated financial statements, but it is not expected to have a material impact.

General Litigation

General Litigation	3 Months Ended
	Mar. 31, 2020
Commitments and Contingencies Disclosure [Abstract]
General Litigation	Note 15 – General Litigation The Company is subject to claims and lawsuits that arise primarily in the ordinary course of business. It is the opinion of management that the disposition or ultimate resolution of such claims and lawsuits will not have a material adverse effect on the consolidated financial position, results of operation and cash flows of the Company.

Accounting Policies

Accounting Policies	3 Months Ended
	Mar. 31, 2020
Accounting Policies [Abstract]
Accounting Policies	Note 1 - Accounting Policies The accompanying unaudited condensed consolidated financial statements include the accounts of Horizon Bancorp, Inc. (“Horizon” or the “Company”) and its wholly-owned subsidiaries, including Horizon Bank (“Horizon Bank” or the “Bank”). Horizon Bank (formerly known as “Horizon Bank, N.A.”) was a national association until its conversion to an Indiana commercial bank effective June 23, 2017. All inter-company balances and transactions have been eliminated. The results of operations for the periods ended March 31, 2020 and March 31, 2019 are not necessarily indicative of the operating results for the full year of 2020 or 2019. The accompanying unaudited condensed consolidated financial statements reflect all adjustments that are, in the opinion of Horizon’s management, necessary to fairly present the financial position, results of operations and cash flows of Horizon for the periods presented. Those adjustments consist only of normal recurring adjustments. Certain information and note disclosures normally included in Horizon’s annual financial statements prepared in accordance with accounting principles generally accepted in the United States of America have been condensed or omitted. These condensed consolidated financial statements should be read in conjunction with the consolidated financial statements and notes thereto included in Horizon’s Annual Report on Form10-K for 2019 filed with the Securities and Exchange Commission on February 28, 2020. The condensed consolidated balance sheet of Horizon as of December 31, 2019 has been derived from the audited balance sheet as of that date. On July 16, 2019, the Board of Directors of the Company authorized a stock repurchase program for up to 2,250,000 shares of Horizon’s issued and outstanding common stock, no par value. As of March 31, 2020, Horizon had repurchased a total of 373,323 shares at an average price per share of $15.86. In addition to the stock repurchase program, Horizon agreed to repurchase 1,000,000 shares at a price per share of $15.19 from an individual shareholder on March 6, 2020. Basic earnings per share is computed by dividing net income available to common shareholders (net income less dividend requirements for preferred stock and accretion of preferred stock discount) by the weighted-average number of common shares outstanding. Diluted earnings per share reflect the potential dilution that could occur if securities or other contracts to issue common stock were exercised or converted into common stock. The following table shows computation of basic and diluted earnings per share. Three Months Ended March 31 2020 2019 Basic earnings per share Net income $ 11,655 $ 10,816 Weighted average common shares outstanding 44,658,512 38,822,543 Basic earnings per share $ 0.26 $ 0.28 Diluted earnings per share Net income $ 11,655 $ 10,816 Weighted average common shares outstanding 44,658,512 38,822,543 Effect of dilutive securities: Restricted stock 39,845 — Stock options 58,359 83,629 Weighted average common shares outstanding 44,756,716 38,906,172 Diluted earnings per share $ 0.26 $ 0.28 There were 293,665 shares for the three months ended March 31, 2020, which were not included in the computation of diluted earnings per share because they were non-dilutive. There were 350,618 shares for the three months ended March 31, 2019, which were not included in the computation of diluted earnings per share because they were non-dilutive. Horizon has share-based employee compensation plans, which are described in the notes to the financial statements included in the December 31, 2019 Annual Report on Form 10-K. Adoption of New Accounting Standards Financial Accounting Standards Board (“FASB”) Accounting Standards Update (“ASU”) No. 2016-13, Financial Instruments – Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments – On January 1, 2020, the Company adopted ASU No. 2016-13, “ Financial Instruments – Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments” (“CECL”). The measurement of expected credit losses under the CECL methodology is applicable to financial assets measured at amortized cost, including loan receivables and held to maturity securities. It also applies to off–balance sheet (“OBS”) credit exposures not accounted for as insurance (loan commitments, standby letters of credit, financial guarantees, and other similar agreements). In addition, ASC 326 made changes to the accounting for available for sale debt securities. One such change is to require credit losses to be presented as an allowance, rather than as a write–down, on available for sale debt securities management does not intend to sell or believe that it is not more likely than not they will be required to sell. The Company adopted ASC 326 using the modified retrospective method for all financial assets measured at amortized cost and OBS credit exposures. Results for reporting periods beginning after December 31, 2019, are presented under ASC 326 while prior period amounts continue to be reported in accordance with previously applicable GAAP. The Company recorded a net decrease to retained earnings of $15.6 million as of January 1, 2020 for the cumulative effect of adopting ASC 326. The Company adopted ASC 326 using the prospective transition approach for financial assets purchased with credit deterioration (“PCD”), previously classified as purchased credit impaired (“PCI”) and accounted for under ASC 310-30. In accordance with the standard, management did not reassess whether PCI assets met the criteria of PCD assets as of the date of adoption. On January 1, 2020, the amortized cost basis of the PCD assets was adjusted to reflect the addition of $2.8 million of allowance for credit losses (“ACL”) on loans. The following table illustrates the impact of ASC 326. January 1, 2020 (dollars in thousands) As Reported Pre-ASC 326 Impact of Loans Commercial $ 25,614 $ 11,996 $ 13,618 Real estate 4,971 923 4,048 Mortgage warehouse 1,077 1,077 — Consumer 8,582 3,671 4,911 Allowance for credit losses on loans $ 40,244 $ 17,667 $ 22,577 Loans Loans that management has the intent and ability to hold for the foreseeable future or until maturity or payoff are reported at amortized cost. Amortized cost is the principal balance outstanding, net of purchase premiums and discounts, and deferred loan fees and costs. Accrued interest receivable totaled $11.0 million at March 31, 2020 was excluded from the ACL calculation and was reported in accrued interest receivable on the consolidated balance sheets. Interest income is accrued on the unpaid principal balance. Loan origination fees, net of certain direct origination costs, are deferred and recognized in interest income using the effective yield method without anticipating prepayments. From time to time, the Bank obtains information that may lead management to believe that the collection of payments may be doubtful on a particular loan. In recognition of this, it is management’s policy to convert the loan from an “earning asset” to a non-accruing loan. The entire balance of a loan is considered delinquent if the minimum payment contractually required to be made is not received by the specified due date. Further, it is management’s policy to generally place a loan on a non-accrual status when the payment is delinquent in excess of 90 days or the loan has had the accrual of interest discontinued by management. The officer responsible for the loan and the Chief Commercial Banking Officer and/or the Chief Operations Officer must review all loans placed on non-accrual status. Subsequent payments on non-accrual loans are recorded as a reduction of principal, and interest income is recorded only after principal recovery is reasonably assured. Non-accrual loans are returned to accrual status when, in the opinion of management, the financial position of the borrower indicates there is no longer any reasonable doubt as to the timely collection of interest or principal in accordance with the loan terms. The Company requires a period of satisfactory performance of not less than six months before returning a non-accrual loan to accrual status. Consistent with regulatory guidance, charge-offs on all loan segments are taken when specific loans, or portions thereof, are considered uncollectible. The Company’s policy is to promptly charge these loans off in the period the uncollectible loss is reasonably determined. For all loan portfolio segments except 1-4 family residential properties and consumer, the Company promptly charges-off loans, or portions thereof, when available information confirms that specific loans are uncollectible based on information that includes, but is not limited to, (1) the deteriorating financial condition of the borrower, (2) declining collateral values, and/or (3) legal action, including bankruptcy, that impairs the borrower’s ability to adequately meet its obligations. For impaired loans that are considered to be solely collateral dependent, a partial charge-off is recorded when a loss has been confirmed by an updated appraisal or other appropriate valuation of the collateral. The Company charges-off 1-4 family residential and consumer loans, or portions thereof, when the Company reasonably determines the amount of the loss. The Company adheres to timeframes established by applicable regulatory guidance which provides for the charge-down or specific allocation of family first and junior lien mortgages to the net realizable value less costs to sell when the value is known but no later than when a loan is 180 days past due. Pursuant to such guidelines, the Company also charges-off unsecured open-end loans when the loan is contractually 90 days past due, and charges down to the net realizable value other secured loans when they are contractually 90 days past due. Loans at these respective delinquency thresholds for which the Company can clearly document that the loan is both well-secured and in the process of collection, such that collection in full will occur regardless of delinquency status, are not charged off. A loan becomes impaired when, based on current information, it is probable that a creditor will be unable to collect all amounts due according to the contractual terms of the loan agreement. When a loan is classified as impaired, the degree of impairment must be recognized by estimating future cash flows from the debtor. The present value of these cash flows is computed at a discount rate based on the interest rate contained in the loan agreement. However, if a particular loan has a determinable market value for its collateral, the creditor may use that value. Also, if the loan is secured and considered collateral dependent, the creditor may use the fair value of the collateral. Interest income on loans individually classified as impaired is recognized on a cash basis after all past due and current principal payments have been made. Smaller-balance, homogeneous loans are evaluated for impairment in total. Such loans include residential first mortgage loans secured by 1-4 family residences, residential construction loans, automobile, home equity, second mortgage loans and mortgage warehouse loans. Commercial loans and mortgage loans secured by other properties are evaluated individually for impairment. When analysis of borrower operating results and financial condition indicate that underlying cash flows of a borrower’s business are not adequate to meet its debt service requirements, the loan is evaluated for impairment. Often this is associated with a delay or shortfall in payments of 30 days or more. Loans are generally moved to non-accrual status when they are 90 days or more past due. These loans are often considered impaired. Impaired loans, or portions thereof, are charged off when deemed uncollectible. Loans for which it is probable that the Company will not collect all principal and interest due according to contractual terms, including troubled debt restructurings, are measured for impairment. Allowable methods for determining the amount of impairment include the three methods described above. Purchased Credit Deteriorated Loans The Company has purchased loans, some of which have experienced more than insignificant credit deterioration since origination. PCD loans are recorded at the amount paid. An ACL on loans is determined using the same methodology as other loans held for investment. The initial ACL on loans determined on a collective basis is allocated to individual loans. The sum of the loan's purchase price and ACL on loans becomes its initial amortized cost basis. The difference between the initial amortized cost basis and the par value of the loan is a noncredit discount or premium, which is amortized into interest income over the life of the loan. Subsequent changes to the ACL on loans are recorded through credit loss expense. The Company adopted this ASU using the prospective transition approach for PCD loans previously accounted for under ASC 310-30. In accordance with the standard, we did not assess whether PCI loans met the criteria of PCD as of the date of adoption and all loans previously classified as PCI were updated to the PCD classification. Pools utilized for PCI accounting under ASC 310-30 were not considered since the Company did not have PCI pools at the time of adoption. PCD loans were assessed using prior specific loan reviews for the initial PCD loan ACL. At the date of adoption, no securities were determined to be PCD. Allowance for Credit Losses on Loans The ACL on loans is a valuation account that is deducted from the loans' amortized cost basis to present the net amount expected to be collected on the loans. Loans are charged-off against the allowance when management believes the loan balance is confirmed to no longer be collectible. Expected recoveries do not exceed the aggregate of amounts previously charged-off and expected to be charged-off. Management estimates the allowance balance using relevant information, from internal and external sources, relating to past events, current conditions, and reasonable and supportable forecasts. Historical credit loss experience provides the basis for the estimation of expected credit losses. Adjustments to historical loss information are made for differences in current loan-specific risk characteristics such as differences in underwriting standards, portfolio mix, delinquency level, or term as well as for changes in environmental conditions, changes in economic conditions, or other relevant factors. The Company considers the following when estimating credit losses: 1) available information relevant to assessing the collectibility of cash flows including internal information, external information or a combination of both relating to past events, current conditions and reasonable and supportable forecasts; 2) relevant qualitative and quantitative factors relating to the environment in which the Bank operates and factors specific to the borrower; 3) off-balance-sheet credit exposures; and credit support. ACL on loans is measured on a collective basis and reflects impairment in groups of loans aggregated on the basis of similar risk characteristics which may include any one or a combination of the following: internal credit ratings, risk ratings or classification, financial asset type, collateral type, size, industry of the borrower, historical or expected credit loss patterns, and reasonable and supportable forecast periods. The ACL for a specific portfolio segment is computed by multiplying the loss rate by the amortized cost balance of the segment with adjustments for other qualitative factors as described above. As appropriate, newer credit products or portfolios with limited historical loss may use applicable external data for determining the ACL until experience justifies that sufficient product maturity supports the estimate of expected credit losses. Pursuant to ASC 326-20-30-9, an entity shall not rely solely on past events to estimate expected credit losses, and should consider adjustments to historical information to reflect the extent to which management expects current conditions and forecasted conditions to differ from the periods utilized for the historical loss rate calculation. Management has incorporated an adjustment of the historical loss rate calculated within the model to reflect current and forecasted condition and has applied this adjustment on a qualitative factor basis to the aggregate pool loss rate. The qualitative adjustment is based on a combination of external econometric data and internal factors such as portfolio composition, changes in management, changes in loan policy and other factors. The economic forecast is based in part on economic indexes and quantitative matrices with a six to twelve month forecast. The qualitative adjustment is calculated based on current and forecasted conditions and evaluated each quarter by management, and therefore is dynamic in nature. As a result of the forecast being applied as a qualitative factor and adjusted quarterly, no reversion to the historical loss rate is necessary, as the historical base loss rate is preserved in the calculation of “all in” loss rate. Specific reserves reflect impairment on loans identified for evaluation or individually considered non-performing, including troubled debt restructurings and receivables where the Company has determined foreclosure is probable. These loans no longer have similar risk characteristics to collectively evaluated loans due to changes in credit risk, borrower circumstances, recognition of write-offs, or cash collections that have been fully applied to principal on the basis of non-accrual policies. At a minimum, the population of loans subject to individual evaluation include individual loans and leases where it is probable we will be unable to collect all amounts due, according to the original contractual terms. These include commercial impaired loans, jumbo residential mortgages (as defined), and jumbo home equity loans with a balance exceeding $250,000, and other loans as determined by management. ACL for residential and consumer loans are, primarily, determined by meaningful pools of similar loans and are evaluated on a quarterly basis. Loans that do not share risk characteristics are evaluated on an individual basis. Loans evaluated individually are not also included in the collective evaluation. When management determines that foreclosure is probable, expected credit losses are based on the fair value of the collateral at the reporting date, adjusted for selling costs as appropriate. The provision for credit losses on loans on individually evaluated loans is recognized on the fair value of collateral adjusted for estimated costs to sell, the basis of the present value of expected future cash flows discounted at the effective interest rate or the observable market price as of the relevant date. The table below identifies the Company's loan portfolio segments and classes. Portfolio Segment Class of Financing Receivable Commercial Owner occupied real estate Non-owner occupied real estate Residential spec homes Development & spec land Commercial and industrial Real estate Residential mortgage Residential construction Mortgage warehouse Mortgage warehouse Consumer Direct installment Indirect installment Home equity Portfolio segment is defined as a level at which an entity develops and documents a systematic methodology to determine its allowance for credit losses. Class of financing receivable is defined as a group of financing receivables determined on the basis of both of the following, 1) risk characteristics of the financing receivable, and 2) an entity's method for monitoring and assessing credit risk. Generally, the Bank does not move loans from a revolving loan to a term loan other than construction loans. Construction loans are reviewed and rewritten prior to being originated as a term loan. Commercial Commercial loans are primarily based on the identified cash flows of the borrower and, secondarily, on the underlying collateral provided by the borrower. The cash flows of borrowers, however, may not be as expected, and the collateral securing these loans may fluctuate in value. Most commercial loans are secured by the assets being financed or other business assets, such as accounts receivable or inventory, and may incorporate a personal guarantee. However, some short-term loans may be made on an unsecured basis. In the case of loans secured by accounts receivable, the availability of funds for the repayment of these loans may be substantially dependent on the ability of the borrower to collect amounts due from its customers. Commercial real estate loans are viewed primarily as cash flow loans and, secondarily, as loans secured by real estate. Commercial real estate lending typically involves larger loan principal amounts and the repayment of these loans is generally dependent on the successful operation of the property securing the loan or the business conducted on the property securing the loan. Commercial real estate loans may be more adversely affected by conditions in the real estate markets, the general economy, or fluctuations in interest rates. The properties securing the Company’s commercial real estate portfolio are diverse in terms of property type, and are monitored for concentrations of credit. Management monitors and evaluates commercial real estate loans based on collateral, cash flow, and risk grade criteria. As a general rule, the Company avoids financing single purpose projects unless other underwriting factors are present to help mitigate risk. In addition, management tracks the level of owner-occupied commercial real estate loans versus non-owner occupied loans. Real Estate and Consumer With respect to residential loans that are secured by 1-4 family residences and are generally owner occupied, the Company generally establishes a maximum loan-to-value ratio and requires private mortgage insurance if that ratio is exceeded. Home equity loans are typically secured by a subordinate interest in 1-4 family residences, and consumer loans are secured by consumer assets such as automobiles or recreational vehicles. Some consumer loans are unsecured, such as small installment loans and certain lines of credit. Repayment of these loans is primarily dependent on the personal income of the borrowers, which can be impacted by economic conditions in their market areas such as unemployment levels. Repayment can also be impacted by changes in property values on residential properties. Risk is mitigated by the fact that the loans are of smaller individual amounts and spread over a large number of borrowers. Mortgage Warehousing Horizon’s mortgage warehouse lending has specific mortgage companies as customers of Horizon Bank. Individual mortgage loans originated by these mortgage companies are funded as a secured borrowing with a pledge of collateral under Horizon’s agreement with the mortgage company. Each mortgage loan funded by Horizon undergoes an underwriting review by Horizon to the end investor guidelines and is assigned to Horizon until the loan is sold to the secondary market by the mortgage company. In addition, Horizon takes possession of each original note and forwards such note to the end investor once the mortgage company has sold the loan. At the time a loan is transferred to the secondary market, the mortgage company reacquires the loan under its option within the agreement. Due to the reacquire feature contained in the agreement, the transaction does not qualify as a sale and therefore is accounted for as a secured borrowing with a pledge of collateral pursuant to the agreement with the mortgage company. When the individual loan is sold to the end investor by the mortgage company, the proceeds from the sale of the loan are received by Horizon and used to pay off the loan balance with Horizon along with any accrued interest and any related fees. The remaining balance from the sale is forwarded to the mortgage company. These individual loans typically are sold by the mortgage company within 30 days and are seldom held more than 90 days. Interest income is accrued during this period and collected at the time each loan is sold. Fee income for each loan sold is collected when the loan is sold, and no costs are deferred due to the term between each loan funding and related payoff, which is typically less than 30 days. Based on the agreements with each mortgage company, at any time a mortgage company can reacquire from Horizon its outstanding loan balance on an individual mortgage and regain possession of the original note. Horizon also has the option to request that the mortgage company reacquire an individual mortgage. Should this occur, Horizon would return the original note and reassign the assignment of the mortgage to the mortgage company. Also, in the event that the end investor would not be able to honor the purchase commitment and the mortgage company would not be able to reacquire its loan on an individual mortgage, Horizon would be able to exercise its rights under the agreement. Determining the Contractual Term Expected credit losses are estimated over the contractual term of the loans, adjusted for expected prepayments when appropriate. The contractual term excludes expected extensions, renewals and modifications unless either of the following applies: management has a reasonable expectation at the reporting date that a troubled debt restructuring will be executed with an individual borrower or the extension or renewal options are included in the original or modified contract at the reporting date and are not unconditionally cancellable by the Company. Troubled Debt Restructurings (“TDR”) A loan for which the terms have been modified resulting in a concession, and for which the borrower is experiencing financial difficulties, is considered to be a TDR. The ACL on loans on a TDR is measured using the same method as all other loans held for investment, except that the original interest rate is used to discount the expected cash flows, not the rate specified within the restructuring. The Coronavirus Aid, Relief, and Economic Security (“CARES”) Act provides all banks with the option to elect either or both of the following from March 1, 2020 until the earlier of December 31, 2020 or the date that is 60 days after the termination of the national emergency: i. to suspend the requirements under GAAP for loan modifications related to the COVID-19 pandemic that would otherwise be categorized as a TDR; and/or ii. to suspend any determination of a loan modified as a result of the effects of the COVID-19 pandemic as being a TDR, including impairment for accounting purposes. If a bank elects a suspension noted above, the suspension (i) will be effective for the term of the loan modification, but solely with respect to any modification, including a forbearance arrangement, an interest rate modification, a repayment plan, and any other similar arrangement that defers or delays the payment of principal or interest, that occurs during the applicable period for a loan that was not more than 30 days past due as of December 31, 2019; and (ii) will not apply to any adverse impact on the credit of a borrower that is not related to the COVID-19 pandemic. Allowance for Credit Losses on Off-Balance Sheet Credit Exposures The Company estimates expected credit losses over the contractual period in which the Company is exposed to credit risk via a contractual obligation to extend credit, unless that obligation is unconditionally cancellable by the Company. The Company determines the estimated amount of expected credit extensions based on historical usage to calculate the amount of exposure for a loss estimate. After review of the expected credit losses on OBS, the Company determined the amount not being recorded as immaterial at this time. Allowance for Credit Losses on Available for Sale Securities For available for sale debt securities in an unrealized loss position, the Company first assesses whether it intends to sell, or it is more likely than not that it will be required to sell, the security before recovery of its amortized cost basis. If either of the criteria regarding intent or requirement to sell is met, the security's amortized cost basis is written down to fair value through income. For debt securities available for sale that do not meet the aforementioned criteria, the Company evaluates whether the decline in fair value has resulted from credit losses or other factors. In making this assessment, management considers the extent to which fair value is less than amortized cost, any changes to the rating of the security by a rating agency, and adverse conditions specifically related to the security, among other factors. If this assessment indicates that a credit loss exists, 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 cash flows expected to be collected is less than the amortized cost basis, a credit loss exists and an ACL is recorded for the credit loss, limited by the amount that the fair value is less than the amortized cost basis. Any impairment that has not been recorded through an ACL is recorded in other comprehensive income. Changes in the ACL are recorded as provision for, or reversal of, credit loss expense. Losses are charged against the allowance when management believes the uncollectibility of an available for sale security is confirmed or when either of the criteria regarding intent or requirement to sell is met. Allowance for Credit Losses on Held to Maturity Securities For held to maturity securities, the Company conducts an assessment of its held to maturity securities at the time of purchase and on at least an annual basis to ensure such investment securities remain within appropriate levels of risk and continue to perform satisfactorily in fulfilling its obligations. The Company considers, among other factors, the nature of the securities and credit ratings or financial condition of the issuer. If available, the Company obtains a credit rating for issuers from Nationally Recognized Statistical Rating Organization (“NRSRO”) for consideration. If this assessment indicates that a material credit loss exists, the present value of cash flows expected to be collected form the security are compared to the amortized cost basis of the security. If the present value of cash flows expected to be collected is less than the amortized cost basis, a credit loss exists and an ACL is recorded for the credit loss. After completing this assessment, management determined any credit losses as of March 31, 2020 were not material to the consolidated financial statements. FASB ASU No. 2017-04, Intangibles – Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment - On January 1, 2020, the Company adopted the provision of ASU No. 2017-04, which eliminates Step 2 from the goodwill impairment test. Under Step 2, an entity had to perform procedures to determine the fair value at the impairment testing date of its assets and liabilities (including unrecognized assets and liabilities) following the procedure that would be required in determining the fair value of assets acquired and liabilities assumed in a business combination. Instead, under the amendments in this ASU, an entity should perform its annual, or interim, goodwill impairment test by comparing the fair value of a reporting unit with its carrying amount. An entity should recognize an impairment charge for the amount by which the carrying amount exceeds the reporting unit's fair value; however, the loss recognized should not exceed the total amount of goodwill allocated to that reporting unit. Additionally, an entity should consider income tax effects from any tax deductible goodwill on the carrying amount of the reporting unit when measuring the goodwill impairment loss, if applicable. An entity still has the option to perform the qualitative assessment for a reporting unit to determine if the quantitative impairment test is necessary. This ASU eliminates the requirements for any reporting unit with a zero or negative carrying amount to perform a qualitative test. At each reporting date between annual goodwill impairment tests, Horizon considers potential indicators of impairment. Given the current economic uncertainty and volatility surrounding COVID-19, Horizon assessed whether the events and circumstances resulted in it being more likely than not that the fair value of any reporting unit

Acquisitions

Acquisitions	3 Months Ended
	Mar. 31, 2020
Business Combinations [Abstract]
Acquisitions	Note 2 – Acquisitions Salin Bancshares, Inc. On March 26, 2019, Horizon completed the acquisition of Salin Bancshares, Inc. (“Salin”), an Indiana corporation, and Horizon Bank’s acquisition of Salin Bank and Trust Company (“Salin Bank”), an Indiana commercial bank and wholly-owned subsidiary of Salin, through mergers effective March 26, 2019. Under the terms of the Merger Agreement, shareholders of Salin received 23,907.5 shares of Horizon common stock and $87,417.17 in cash for each outstanding share of Salin common stock. Salin shares outstanding at the closing to be exchanged were 275, and the shares of Horizon common stock issued to Salin shareholders totaled 6,563,697. The Salin shareholders received cash in lieu of fractional shares. Based upon the March 25, 2019 closing price of $15.65 per share of Horizon common stock immediately prior to the effectiveness of the merger the transaction has an implied valuation of approximately $126.7 million. The Company incurred approximately $5.6 million in costs related to the acquisition. These expenses are classified in the non-interest expense section of the income statement and are primarily located in the data processing, professional fees, outside services and consultants and other expense line items. As a result of the acquisition, the Company was able to increase its deposit base and reduce transaction costs. The Company also expects to reduce costs through economies of scale. Under the acquisition method of accounting, the total purchase price is allocated to net tangible and intangible assets based on their current estimated fair values on the date of the acquisition. Assets Liabilities Cash and due from banks $ 152,745 Deposits Investment securities, available for sale 54,319 Non-interest bearing $ 188,744 Loans NOW accounts 207,567 Commercial 352,798 Savings and money market 274,504 Residential mortgage 131,008 Certificates of deposit 70,529 Consumer 85,112 Total deposits 741,344 Total loans 568,918 Borrowings 70,495 Premises and equipment, net 20,425 Subordinated debentures 18,376 FRB and FHLB stock 3,571 Interest payable 826 Goodwill 31,358 Other liabilities 8,759 Core deposit intangible 19,818 Total liabilities assumed $ 839,800 Interest receivable 2,488 Other assets 112,880 Total assets purchased $ 966,522 Common shares issued $ 102,722 Cash paid 24,000 Total purchase price $ 126,722 Of the total purchase price of $126.7 million, $19.8 million has been allocated to core deposit intangible. Additionally, $31.4 million has been allocated to goodwill and none of the purchase price is deductible. The core deposit intangible is being amortized over 10 years on a straight line basis. The Company acquired various loans in the acquisition that had evidence of deterioration of credit quality since origination and it was probable, at acquisition, that all contractually required payments would not be collected. Loans purchased with evidence of credit deterioration since origination and for which it is probable that all contractually required payments will not be collected are considered to be credit impaired. Evidence of credit quality deterioration as of the purchase date may include information such as past-due and non-accrual status, borrower credit scores and recent loan-to-value percentages. Purchased credit-impaired loans are accounted for under the accounting guidance for loans and debt securities acquired with deteriorated credit quality (ASC 310-30) and initially measured at fair value, which includes estimated future credit losses expected to be incurred over the life of the loan. Accordingly, an allowance for credit losses related to these loans is not carried over and recorded at the acquisition date. Management estimated the cash flows expected to be collected at acquisition using our internal risk models, which incorporate the estimate of current assumptions, such as default rates, severity and prepayment speeds. The following table details an estimate of the acquired loans that are accounted for in accordance with ASC 310-30 as of March 26, 2019. Contractually required principal and interest at acquisition $ 22,672 Contractual cash flows not expected to be collected (nonaccretable differences) 6,694 Expected cash flows at acquisition 15,978 Interest component of expected cash flows (accretable discount) 735 Fair value of acquired loans accounted for under ASC310-30 $ 15,243 Estimates of certain loans, those for which specific credit-related deterioration has occurred since origination, are recorded at fair value, reflecting the present value of the amounts expected to be collected. Income recognition of these loans is based on reasonable expectation about the timing and amount of cash flows to be collected. The results of operations of Salin have been included in the Company’s consolidated financial statements since the acquisition date. The following schedule includes pro-forma results for the three months ended March 31, 2019 as if the Salin acquisition had occurred as of the beginning of the comparable prior reporting period. Three Months Ended March 31 2019 Summary of Operations: Net Interest Income $ 42,182 Provision for Loan Losses 664 Net Interest Income after Provision for Loan Losses 41,518 Non-interest Income 9,126 Non-interest Expense 42,152 Income before Income Taxes 8,492 Income Tax Expense 2,017 Net Income 6,475 Net Income Available to Common Shareholders $ 6,475 Basic Earnings per Share $ 0.17 Diluted Earnings per Share $ 0.17 The pro-forma information includes adjustments for interest income on loans, amortization of intangibles arising from the transaction, interest expense on deposits acquired, premises expense for the banking centers acquired and the related income tax effects. The pro-forma financial information is presented for information purposes only and is not indicative of the results of operations that actually would have been achieved had the acquisition been consummated as of that time, nor is it intended to be a projection of future results.

Securities

Securities	3 Months Ended
	Mar. 31, 2020
Investments, Debt and Equity Securities [Abstract]
Securities	Note 3 – Securities The fair value of securities is as follows: March 31, 2020 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available for sale State and municipal $ 460,013 $ 15,311 $ (4,121) $ 471,203 Federal agency collateralized mortgage obligations 253,977 4,020 (184) 257,813 Federal agency mortgage-backed pools 155,289 4,761 — 160,050 Corporate notes 10,857 553 — 11,410 Total available for sale investment securities $ 880,136 $ 24,645 $ (4,305) $ 900,476 Held to maturity State and municipal $ 183,478 $ 7,496 $ (117) $ 190,857 Federal agency collateralized mortgage obligations 3,693 53 — 3,746 Federal agency mortgage-backed pools 12,296 425 — 12,721 Total held to maturity investment securities $ 199,467 $ 7,974 $ (117) $ 207,324 December 31, 2019 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available for sale U.S. Treasury and federal agencies $ 1,415 $ — $ (2) $ 1,413 State and municipal 396,931 11,288 (2,451) 405,768 Federal agency collateralized mortgage obligations 267,272 2,543 (563) 269,252 Federal agency mortgage-backed pools 145,623 1,207 (258) 146,572 Corporate notes 10,848 923 — 11,771 Total available for sale investment securities $ 822,089 $ 15,961 $ (3,274) $ 834,776 Held to maturity State and municipal $ 190,767 $ 7,129 $ (54) $ 197,842 Federal agency collateralized mortgage obligations 4,560 13 (5) 4,568 Federal agency mortgage-backed pools 12,572 194 (29) 12,737 Total held to maturity investment securities $ 207,899 $ 7,336 $ (88) $ 215,147 Based on evaluation of available evidence, including recent changes in market interest rates, credit rating information, and information obtained from regulatory filings, management believes the declines in fair value for these securities are temporary. While these securities are held in the available for sale portfolio and held-to-maturity, Horizon intends, and has the ability, to hold them until the earlier of a recovery in fair value or maturity. The amortized cost and fair value of securities available for sale and held to maturity at March 31, 2020 and December 31, 2019, by contractual maturity, are shown below. Expected maturities will differ from contractual maturities because issuers may have the right to call or prepay obligations with or without call or prepayment penalties. March 31, 2020 December 31, 2019 Amortized Fair Amortized Fair Available for sale Within one year $ 44,227 $ 44,107 $ 37,386 $ 37,321 One to five years 41,322 41,175 41,230 41,293 Five to ten years 114,900 119,147 117,004 122,145 After ten years 270,421 278,184 213,574 218,193 470,870 482,613 409,194 418,952 Federal agency collateralized mortgage obligations 253,977 257,813 267,272 269,252 Federal agency mortgage-backed pools 155,289 160,050 145,623 146,572 Total available for sale investment securities $ 880,136 $ 900,476 $ 822,089 $ 834,776 Held to maturity Within one year $ 10,082 $ 10,127 $ 7,811 $ 7,874 One to five years 51,401 52,364 56,037 57,048 Five to ten years 91,291 95,026 94,756 98,480 After ten years 30,704 33,340 32,163 34,440 183,478 190,857 190,767 197,842 Federal agency collateralized mortgage obligations 3,693 3,746 4,560 4,568 Federal agency mortgage-backed pools 12,296 12,721 12,572 12,737 Total held to maturity investment securities $ 199,467 $ 207,324 $ 207,899 $ 215,147 The following table shows the gross unrealized losses and the fair value of the Company’s investments, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position. March 31, 2020 Less than 12 Months 12 Months or More Total Fair Unrealized Fair Unrealized Fair Unrealized Investment Securities State and municipal $ 152,037 $ (3,956) $ 7,336 $ (282) $ 159,373 $ (4,238) Federal agency collateralized mortgage obligations 27,685 (184) — — 27,685 (184) Total temporarily impaired securities $ 179,722 $ (4,140) $ 7,336 $ (282) $ 187,058 $ (4,422) December 31, 2019 Less than 12 Months 12 Months or More Total Fair Unrealized Fair Unrealized Fair Unrealized Investment Securities U.S. Treasury and federal agencies $ 1,413 $ (2) $ — $ — $ 1,413 $ (2) State and municipal 129,942 (2,374) 6,279 (131) 136,221 (2,505) Federal agency collateralized mortgage obligations 68,043 (308) 23,301 (260) 91,344 (568) Federal agency mortgage-backed pools 24,740 (104) 37,822 (183) 62,562 (287) Corporate notes — — — — — — Total temporarily impaired securities $ 224,138 $ (2,788) $ 67,402 $ (574) $ 291,540 $ (3,362) Information regarding security proceeds, gross gains and gross losses are presented below. Three Months Ended March 31 2020 2019 Sales of securities available for sale Proceeds $ 32,036 $ 17,587 Gross gains 389 59 Gross losses (50) (44)

Loans

Loans	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Loans	Note 4 – Loans The following table presents total loans outstanding by portfolio class, as of March 31, 2020: March 31, Commercial Owner occupied real estate $ 510,901 Non-owner occupied real estate 992,595 Residential spec homes 11,668 Development & spec land 32,991 Commercial and industrial 502,247 Total commercial 2,050,402 Real estate Residential mortgage 733,034 Residential construction 24,495 Mortgage warehouse 223,519 Total real estate 981,048 Consumer Direct installment 40,064 Indirect installment 360,293 Home equity 275,492 Total consumer 675,849 Total loans 3,707,299 Allowance for loan losses (48,440) Net loans $ 3,658,859 Total loans include net deferred loan costs of $3.0 million at March 31, 2020. The following table presents total loans outstanding, as of December 31, 2019: December 31, Commercial Working capital and equipment $ 938,317 Real estate, including agriculture 978,891 Tax exempt 63,571 Other 65,872 Total 2,046,651 Real estate 1-4 family 762,571 Other 8,146 Total 770,717 Consumer Auto 362,729 Recreation 16,262 Real estate/home improvement 43,585 Home equity 237,979 Unsecured 7,286 Other 1,339 Total 669,180 Mortgage warehouse 150,293 Total loans 3,636,841 Allowance for loan losses (17,667) Loans, net $ 3,619,174

Accounting for Certain Loans Ac

Accounting for Certain Loans Acquired in a Transfer	3 Months Ended
	Mar. 31, 2020
Transfers and Servicing [Abstract]
Accounting for Certain Loans Acquired in a Transfer	Note 5 – Accounting for Certain Loans Acquired in a Transfer The Company has acquired loans in acquisitions, whereby the transferred loans had evidence of deterioration of credit quality since origination and it was probable, at acquisition, that all contractually required payments would not be collected. Loans purchased with evidence of credit deterioration since origination and for which it is probable that all contractually required payments will not be collected are considered to be credit impaired. Evidence of credit quality deterioration as of the purchase date may include information such as past-due and non-accrual status, borrower credit scores and recent loan-to-value percentages prior to January 1, 2020. Purchased credit-impaired loans are accounted for under the accounting guidance for loans and debt securities acquired with deteriorated credit quality (ASC 310-30) and initially measured at fair value, which includes estimated future credit losses expected to be incurred over the life of the loan. Accordingly, an allowance for credit losses related to these loans is not carried over and recorded at the acquisition date. Management estimated the cash flows expected to be collected at acquisition using our internal risk models, which incorporate the estimate of current key assumptions, such as default rates, severity and prepayment speeds. The carrying amounts of those loans included in the balance sheet amounts of loans receivable as of December 31, 2019 are as follows: December 31, 2019 Commercial Real Estate Consumer Outstanding Balance Allowance for Loan Losses Carrying Amount Heartland $ 197 $ 99 $ — $ 296 $ — $ 296 Summit 88 473 — 561 — 561 Peoples 229 35 — 264 — 264 Kosciusko 244 131 — 375 — 375 LaPorte 353 793 20 1,166 — 1,166 Lafayette 1,867 — — 1,867 — 1,867 Wolverine 2,289 — — 2,289 — 2,289 Salin 4,938 1,912 962 7,812 133 7,679 Total $ 10,205 $ 3,443 $ 982 $ 14,630 $ 133 $ 14,497 Accretable yield, or income expected to be collected for the three months ended March 31, 2019 is as follows: Three Months Ended March 31, 2019 Beginning balance Additions Accretion Reclassification from nonaccretable difference Disposals Ending balance Heartland $ 174 $ — $ (8) $ — $ — $ 166 Summit 42 — (3) — (11) 28 Kosciusko 300 — (17) — — 283 LaPorte 829 — (29) — — 800 Lafayette 609 — (35) — (171) 403 Wolverine 698 — (123) — (8) 567 Salin — 3,368 — — — 3,368 Total $ 2,652 $ 3,368 $ (215) $ — $ (190) $ 5,615 During the three months ended March 31, 2019, the Company increased the allowance for loan losses on purchased loans by a charge to the income statement of $296,000.

Allowance for Loan Losses

Allowance for Loan Losses	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Allowance for Loan Losses	Note 6 – Allowance for Credit and Loan Losses The following tables represent, by loan portfolio segment, a summary of changes in the ACL on loans for the three months ended March 31, 2020 and 2019: Three Months Ended March 31, 2020 Commercial Real Estate Mortgage Warehouse Consumer Total Balance, beginning of period $ 11,996 $ 923 $ 1,077 $ 3,671 $ 17,667 Impact of adopting ASC 326 10,832 4,048 — 4,911 19,791 Initial PCD Allowance 2,786 — — — 2,786 Provision for credit losses on loans 6,916 700 (22) 1,006 8,600 Charge-offs (69) (26) — (618) (713) Recoveries 89 9 — 211 309 Balance, end of period $ 32,550 $ 5,654 $ 1,055 $ 9,181 $ 48,440 Three Months Ended March 31, 2019 Commercial Real Estate Mortgage Warehouse Consumer Total Balance, beginning of period $ 10,495 $ 1,676 $ 1,006 $ 4,643 $ 17,820 Provision for credit losses on loans 1,122 (115) 8 (651) 364 Charge-offs (77) — — (584) (661) Recoveries 16 27 — 255 298 Balance, end of period $ 11,556 $ 1,588 $ 1,014 $ 3,663 $ 17,821 The Company utilized the Cumulative Loss Rate method in determining expected future credit losses. The loss rate method measures the amount of loan charge-offs, net of recoveries, (“loan losses”) recognized over the life of a pool and compares those loan losses to the outstanding loan balance of that pool as of a specific point in time (“pool date”). To estimate a CECL loss rate for the pool, management first identifies the loan losses recognized between the pool date and the reporting date for the pool and determines which loan losses were related to loans outstanding at the pool date. The loss rate method then divides the loan losses recognized on loans outstanding as of the pool date by the outstanding loan balance as of the pool date. The Company's expected loss estimate is anchored in historical credit loss experience, with an emphasis on all available portfolio data. The Company's historical look-back period includes January 2012 through the current period, on a monthly basis. When historical credit loss experience is not sufficient for a specific portfolio, the Company may supplement its own portfolio data with external models or data. Qualitative reserves reflect management's overall estimate of the extent to which current expected credit losses on collectively evaluated loans will differ from historical loss experience. The analysis takes into consideration other analytics performed within the organization, such as enterprise and concentration management, along with other credit-related analytics as deemed appropriate. Management attempts to quantify qualitative reserves whenever possible. The Company's CECL estimate applies to a forecast that incorporates macroeconomic trends and other environmental factors. Management utilized National, Regional and Local Leading Economic Indexes, as well as management judgment, as the basis for the forecast period. The historical loss rate was utilized as the base rate, and qualitative adjustments were utilized to reflect the forecast and other relevant factors. The Company segments the loan portfolio into pools based on the following risk characteristics: financial asset type, loan purpose, collateral type, loan characteristics, credit characteristics, outstanding loan balances, contractual terms and prepayment assumptions, industry of the borrower and concentrations, and historical or expected credit loss patterns. The $8.6 million ACL provision included special allocations related to the potential impact on two portfolios, hotels and restaurants, as a result of the COVID-19 measures implemented by the states in which Horizon operates (Indiana and Michigan). Extensive analysis and monitoring of these portfolios has been undertaken and, while no loss has been specifically identified, the risks to certain borrowers are elevated and, therefore, the special allocation was deemed prudent. The following table presents the balance in the allowance for credit loss and the recorded investment in loans, by portfolio segment, and based on impairment analysis as of December 31, 2019: December 31, 2019 Commercial Real Estate Mortgage Warehousing Consumer Total Allowance For Loan Losses Ending allowance balance attributable to loans: Individually evaluated for impairment $ 541 $ — $ — $ — $ 541 Collectively evaluated for impairment 11,455 923 1,077 3,671 17,126 Loans acquired with deteriorated credit quality — — — — — Total ending allowance balance $ 11,996 $ 923 $ 1,077 $ 3,671 $ 17,667 Loans: Individually evaluated for impairment $ 7,347 $ — $ — $ — $ 7,347 Collectively evaluated for impairment 2,040,299 770,705 150,293 665,952 3,627,249 Loans acquired with deteriorated credit quality — — — — — Total ending loans balance $ 2,047,646 $ 770,705 $ 150,293 $ 665,952 $ 3,634,596

Non-performing Loans and Impair

Non-performing Loans and Impaired Loans	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Non-performing Loans and Impaired Loans	Note 7 – Non-performing Loans The following table presents the non-accrual, loans past due over 90 days still on accrual, and troubled debt restructured (“TDRs”) by class of loans: March 31, 2020 Non-accrual Loans Past Due Over 90 Days Still Accruing Non-performing Performing TDRs Total Non-performing Loans Non-accrual Commercial Owner occupied real estate $ 5,512 $ — $ 629 $ 139 $ 6,280 $ 3,123 Non-owner occupied real estate 641 — 361 — 1,002 888 Residential spec homes — — — — — — Development & spec land 73 — — — 73 73 Commercial and industrial 791 11 1,422 — 2,224 816 Total commercial 7,017 11 2,412 139 9,579 4,900 Real estate Residential mortgage 8,040 — 733 1,638 10,411 — Residential construction — — — — — — Mortgage warehouse — — — — — — Total real estate 8,040 — 733 1,638 10,411 — Consumer Direct installment 18 — — — 18 18 Indirect installment 1,168 196 — — 1,364 1,168 Home equity 2,038 39 215 338 2,630 2,038 Total consumer 3,224 235 215 338 4,012 3,224 Total $ 18,281 $ 246 $ 3,360 $ 2,115 $ 24,002 $ 8,124 There was no interest income recognized on non-accrual loans during the three months ended March 31, 2020 and 2019 while the loans were in non-accrual status. December 31, 2019 Non-accrual Loans Past Due Over 90 Days Still Accruing Non-performing Performing TDRs Total Non-performing Loans Non-accrual Commercial Owner occupied real estate $ 2,424 $ — $ 629 $ 139 $ 3,192 $ 2,563 Non-owner occupied real estate 682 — 374 — 1,056 937 Residential spec homes — — — — — — Development & spec land 73 — — — 73 73 Commercial and industrial 1,603 — 78 1,345 3,026 514 Total commercial 4,782 — 1,081 1,484 7,347 4,087 Real estate Residential mortgage 7,614 1 708 1,561 9,884 8,322 Residential construction — — — — — — Mortgage warehouse — — — — — — Total real estate 7,614 1 708 1,561 9,884 8,322 Consumer Direct installment 30 5 — — 35 30 Indirect installment 1,234 135 — — 1,369 1,234 Home equity 2,019 5 217 309 2,550 2,236 Total consumer 3,283 145 217 309 3,954 3,500 Total $ 15,679 $ 146 $ 2,006 $ 3,354 $ 21,185 $ 15,909 Included in the $18.3 million of non-accrual loans and the $3.4 million of non-performing TDRs at March 31, 2020 were $3.5 million and $101,000, respectively, of loans acquired for which accretable yield was recognized. Troubled Debt Restructurings Loans modified as TDRs generally consist of allowing borrowers to defer scheduled principal payments and make interest only payments for a specified period of time at the stated interest rate of the original loan agreement or lower payments due to a modification of the loans' contractual terms. TDRs that continue to accrue interest are individually monitored on a monthly basis and evaluated for impairment annually and transferred to non-accrual status when it is probable that any remaining principal and interest payments due on the loan will not be collected in accordance with the contractual terms of the loan. TDRs that subsequently default are individually evaluated for impairment at the time of default. At March 31, 2020, the type of concessions the Company has made on restructured loans has been temporary rate reductions and/or reductions in monthly payments, and there have been no restructured loans with modified recorded balances. Any modification to a loan that is a concession and is not in the normal course of lending is considered a restructured loan. A restructured loan is returned to accruing status after six consecutive payments but is still reported as TDR unless the loan bears interest at a market rate. As of March 31, 2020, the Company had $5.5 million in TDRs, $3.4 million were performing according to the restructured terms, and one TDR was returned to accrual status during the first three months of 2020. There were $435,000 of specific reserves allocated to TDRs at March 31, 2020 based on the discounted cash flows or, when appropriate, the fair value of the collateral. These TDRs are exclusive of loans modified under the CARES Act during the first quarter of 2020. The following table presents TDRs by loan portfolio: March 31, 2020 December 31, 2019 Non-accrual Accruing Total Non-accrual Accruing Total Commercial Owner occupied real estate $ 629 $ 139 $ 768 $ 629 $ 139 $ 768 Non-owner occupied real estate 361 — 361 374 — 374 Residential spec homes — — — — — — Development & spec land — — — — — — Commercial and industrial 1,422 — 1,422 78 1,345 1,423 Total commercial 2,412 139 2,551 1,081 1,484 2,565 Real estate Residential mortgage 733 1,638 2,371 708 1,561 2,269 Residential construction — — — — — — Mortgage warehouse — — — — — — Total real estate 733 1,638 2,371 708 1,561 2,269 Consumer Direct installment — — — — — — Indirect installment — — — — — — Home equity 215 338 553 217 309 526 Total consumer 215 338 553 217 309 526 Total $ 3,360 $ 2,115 $ 5,475 $ 2,006 $ 3,354 $ 5,360 Loans Modified under the CARES Act The Bank has elected (i) to suspend the requirements under GAAP for loan modifications related to the COVID-19 pandemic that would otherwise be categorized as a TDR; and (ii) to suspend any determination of a loan modified as a result of the effects of COVID-19 pandemic as being a TDR, including impairment for accounting purposes. At March 31, 2020, the Bank modified loans totaling $56.6 million which qualify for treatment under the CARES Act. Collateral Dependent Financial Assets A collateral dependent financial loan relies solely on the operation or sale of the collateral for repayment. In evaluating the overall risk associated with a loan, the Company considers character, overall financial condition and resources, and payment record of the borrower; the prospects for support from any financially responsible guarantors; and the nature and degree of protection provided by the cash flow and value of any underlying collateral. However, as other sources of repayment become inadequate over time, the significance of the collateral's value increases and the loan may become collateral dependent. The table below presents the value of collateral dependent loans by loan class as of March 31, 2020: March 31, 2020 Commercial Owner occupied real estate $ 3,018 Non-owner occupied real estate 114 Commercial and industrial 626 Total commercial 3,758 Real estate Residential mortgage 681 Total real estate 681 Total collateral dependent loans $ 4,439 The following table presents the payment status by class of loan, excluding non-accrual loans of $18.3 million and non-performing TDRs of $3.4 million at March 31, 2020: March 31, 2020 Current 30-59 Days 60-89 Days 90 Days or Total Total Commercial Owner occupied real estate $ 499,639 $ 4,532 $ 589 $ — $ 5,121 $ 504,760 Non-owner occupied real estate 989,572 2,021 — — 2,021 991,593 Residential spec homes 11,533 135 — — 135 11,668 Development & spec land 32,918 — — — — 32,918 Commercial and industrial 499,845 178 — 11 189 500,034 Total commercial 2,033,507 6,866 589 11 7,466 2,040,973 Real estate Residential mortgage 722,866 1,395 — — 1,395 724,261 Residential construction 24,495 — — — — 24,495 Mortgage warehouse 223,519 — — — — 223,519 Total real estate 970,880 1,395 — — 1,395 972,275 Consumer Direct installment 39,841 190 15 — 205 40,046 Indirect installment 356,702 1,967 260 196 2,423 359,125 Home equity 272,465 621 114 39 774 273,239 Total consumer 669,008 2,778 389 235 3,402 672,410 Total $ 3,673,395 $ 11,039 $ 978 $ 246 $ 12,263 $ 3,685,658 Percentage of total loans 99.67 % 0.30 % 0.03 % 0.01 % 0.33 % 100.00 % The following table presents the payment status by class of loan, excluding non-accrual loans of $15.7 million and non-performing TDRs of $2.0 million at December 31, 2019: December 31, 2019 Current 30-59 Days 60-89 Days 90 Days or Total Total Commercial Owner occupied real estate $ 515,604 $ 920 $ — $ — $ 920 $ 516,524 Non-owner occupied real estate 972,195 80 — — 80 972,275 Residential spec homes 12,925 — — — — 12,925 Development & spec land 35,881 — — — — 35,881 Commercial and industrial 503,348 819 11 — 830 504,178 Total commercial 2,039,953 1,819 11 — 1,830 2,041,783 Real estate Residential mortgage 740,712 1,984 — 1 1,985 742,697 Residential construction 19,686 — — — — 19,686 Mortgage warehouse 150,293 — — — — 150,293 Total real estate 910,691 1,984 — 1 1,985 912,676 Consumer Direct installment 40,864 175 5 5 185 41,049 Indirect installment 344,478 2,407 404 135 2,946 347,424 Home equity 273,050 904 20 5 929 273,979 Total consumer 658,392 3,486 429 145 4,060 662,452 Total $ 3,609,036 $ 7,289 $ 440 $ 146 $ 7,875 $ 3,616,911 Percentage of total loans 99.78 % 0.20 % 0.01 % 0.01 % 0.22 % 100.00 % The entire balance of a loan is considered delinquent if the minimum payment contractually required to be made is not received by the specified due date. Horizon Bank’s processes for determining credit quality differ slightly depending on whether a new loan or a renewed loan is being underwritten, or whether an existing loan is being re-evaluated for credit quality. The latter usually occurs upon receipt of current financial information or other pertinent data that would trigger a change in the loan grade. • For new and renewed commercial loans, the Bank’s Credit Department, which acts independently of the loan officer, assigns the credit quality grade to the loan. Loan grades for loans with an aggregate credit exposure that exceeds the authorities in the respective markets (ranging from $1,000,000 to $3,500,000) are validated by the Loan Committee, which is chaired by the Chief Commercial Banking Officer (CCBO). • Commercial loan officers are responsible for reviewing their loan portfolios and reporting any adverse material change to the CCBO or Loan Committee. When circumstances warrant a change in the credit quality grade, loan officers are required to notify the CCBO and the Credit Department of the change in the loan grade. Downgrades are accepted immediately by the CCBO, however, lenders must present their factual information to either the Loan Committee or the CCBO when recommending an upgrade. • The CCBO, or his designee, meets regularly with loan officers to discuss the status of past-due loans and classified loans. These meetings are also designed to give the loan officers an opportunity to identify an existing loan that should be downgraded to a classified grade. • Monthly, senior management meets with the Watch Committee, which reviews all of the past due, classified, and impaired loans and the relative trends of these assets. This committee also reviews the actions taken by management regarding foreclosure mitigation, loan extensions, troubled debt restructures, other real estate owned and personal property repossessions. The information reviewed in this meeting acts as a precursor for developing management’s analysis of the adequacy of the Allowance for Credit Losses for loans. For residential real estate and consumer loans, Horizon uses a grading system based on delinquency. Loans that are 90 days or more past due, on non-accrual, or are classified as a TDR are graded “Substandard.” After being 90 to 120 days delinquent a loan is charged off unless it is well secured and in the process of collection. If the latter case exists, the loan is placed on non-accrual. Occasionally a mortgage loan may be graded as “Special Mention.” When this situation arises, it is because the characteristics of the loan and the borrower fit the definition of a Risk Grade 5 described below, which is normally used for grading commercial loans. Loans not graded Substandard are considered Pass. Horizon Bank employs a nine-grade rating system to determine the credit quality of commercial loans. The first five grades represent acceptable quality, and the last four grades mirror the criticized and classified grades used by the bank regulatory agencies (special mention, substandard, doubtful, and loss). The loan grade definitions are detailed below. Risk Grade 1: Excellent (Pass) Loans secured by liquid collateral, such as certificates of deposit, reputable bank letters of credit, or other cash equivalents or loans to any publicly held company with a current long-term debt rating of A or better and meeting defined key financial metric ranges. Risk Grade 2: Good (Pass) Loans to businesses that have strong financial statements containing an unqualified opinion from a CPA firm and at least three five five Risk Grade 3: Satisfactory (Pass) Loans supported by financial statements (audited or unaudited) that indicate average or slightly below average risk and having some deficiency or vulnerability to changing economic conditions; loans with some weakness but offsetting features of other support are readily available; loans that are meeting the terms of repayment, but which may be susceptible to deterioration if adverse factors are encountered and meeting defined key financial metric ranges. Loans may be graded Satisfactory when there is no recent information on which to base a current risk evaluation and the following conditions apply: • At inception, the loan was properly underwritten, did not possess an unwarranted level of credit risk, and the loan met the above criteria for a risk grade of Excellent, Good, or Satisfactory; • At inception, the loan was secured with collateral possessing a loan value adequate to protect the Bank from loss. • The loan has exhibited two • During the period that the loan has been outstanding, there has been no evidence of any credit weakness. Some examples of weakness include slow payment, lack of cooperation by the borrower, breach of loan covenants, or the borrower is in an industry known to be experiencing problems. If any of these credit weaknesses is observed, a lower risk grade may be warranted. Risk Grade 4 Satisfactory/Monitored: Loans in this category are considered to be of acceptable credit quality, but contain greater credit risk than Satisfactory rated loans and meet defined key financial metric ranges. Borrower displays acceptable liquidity, leverage, and earnings performance within the Bank’s minimum underwriting guidelines. The level of risk is acceptable but conditioned on the proper level of loan officer supervision. Loans that normally fall into this grade include acquisition, construction and development loans and income producing properties that have not reached stabilization. Risk Grade 4W Management Watch: Loans in this category are considered to be of acceptable quality and meet defined key financial metric ranges, but with above normal risk. Borrower displays potential indicators of weakness in the primary source of repayment resulting in a higher reliance on secondary sources of repayment. Balance sheet may exhibit weak liquidity and/or high leverage. There is inconsistent earnings performance without the ability to sustain adverse economic conditions. Borrower may be operating in a declining industry or the property type, as for a commercial real estate loan, may be high risk or in decline. These loans require an increased level of loan officer supervision and monitoring to assure that any deterioration is addressed in a timely fashion. Commercial construction loans are graded as 4W Management Watch until the projects are completed and stabilized. Risk Grade 5: Special Mention Loans which possess some temporary (normally less than one year) credit deficiency or potential weakness which deserves close attention. Such loans pose an unwarranted financial risk that, if not corrected, could weaken the loan by adversely impacting the future repayment ability of the borrower. The key distinctions of a Special Mention classification are that (1) it is indicative of an unwarranted level of risk and (2) weaknesses are considered “potential,” not “defined,” impairments to the primary source of repayment. These loans may be to borrowers with adverse trends in financial performance, collateral value and/or marketability, or balance sheet strength and must meet defined key financial metric ranges. Risk Grade 6: Substandard One or more of the following characteristics may be exhibited in loans classified Substandard: • Loans which possess a defined credit weakness. The likelihood that a loan will be paid from the primary source of repayment is uncertain. Financial deterioration is under way and very close attention is warranted to ensure that the loan is collected without loss. • Loans are inadequately protected by the current net worth and paying capacity of the obligor. • The primary source of repayment is gone, and the Bank is forced to rely on a secondary source of repayment, such as collateral liquidation or guarantees. • Loans have a distinct possibility that the Bank will sustain some loss if deficiencies are not corrected. • Unusual courses of action are needed to maintain a high probability of repayment. • The borrower is not generating enough cash flow to repay loan principal; however, it continues to make interest payments. • The lender is forced into a subordinated or unsecured position due to flaws in documentation. • Loans have been restructured so that payment schedules, terms, and collateral represent concessions to the borrower when compared to the normal loan terms. • The lender is seriously contemplating foreclosure or legal action due to the apparent deterioration in the loan. • There is a significant deterioration in market conditions to which the borrower is highly vulnerable. • The borrower meets defined key financial metric ranges. Risk Grade 7: Doubtful One or more of the following characteristics may be present in loans classified Doubtful: • Loans have all of the weaknesses of those classified as Substandard. However, based on existing conditions, these weaknesses make full collection of principal highly improbable. • The primary source of repayment is gone, and there is considerable doubt as to the quality of the secondary source of repayment. • The possibility of loss is high but because of certain important pending factors which may strengthen the loan, loss classification is deferred until the exact status of repayment is known. • The borrower meets defined key financial metric ranges. Risk Grade 8: Loss Loans are considered uncollectible and of such little value that continuing to carry them as assets is not feasible. Loans will be classified Loss when it is neither practical nor desirable to defer writing off or reserving all or a portion of a basically worthless asset, even though partial recovery may be possible at some time in the future. The following tables present loans by credit grades and origination year. March 31, 2020 2020 2019 2018 2017 2016 Prior Revolving Loans Total Commercial Owner occupied real estate Pass $ 13,838 $ 63,995 $ 62,398 $ 60,650 $ 60,221 $ 173,904 $ 36,254 $ 471,260 Special Mention 174 291 5,276 3,896 2,348 9,114 — 21,099 Substandard — 1,482 3,014 824 500 8,105 4,617 18,542 Doubtful — — — — — — — — Total owner occupied real estate $ 14,012 $ 65,768 $ 70,688 $ 65,370 $ 63,069 $ 191,123 $ 40,871 $ 510,901 Non-owner occupied real estate Pass $ 25,445 $ 129,457 $ 86,194 $ 150,894 $ 130,686 $ 249,361 $ 156,142 $ 928,179 Special Mention 1,947 11,515 27,560 2,220 299 11,783 1,086 56,410 Substandard — — 2,439 114 457 4,996 — 8,006 Doubtful — — — — — — — — Total non-owner occupied real estate $ 27,392 $ 140,972 $ 116,193 $ 153,228 $ 131,442 $ 266,140 $ 157,228 $ 992,595 Residential spec homes Pass $ — $ 190 $ — $ 312 $ 957 $ 2,093 $ 8,116 $ 11,668 Special Mention — — — — — — — — Substandard — — — — — — — — Doubtful — — — — — — — — Total residential spec homes $ — $ 190 $ — $ 312 $ 957 $ 2,093 $ 8,116 $ 11,668 Development & spec land Pass $ 30 $ 932 $ 2,568 $ 4,496 $ 1,586 $ 14,645 $ 8,595 $ 32,852 Special Mention — — — — — 139 — 139 Substandard — — — — — — — — Doubtful — — — — — — — — Total development & spec land $ 30 $ 932 $ 2,568 $ 4,496 $ 1,586 $ 14,784 $ 8,595 $ 32,991 Commercial & industrial Pass $ 23,969 $ 71,713 $ 70,277 $ 108,382 $ 36,067 $ 102,731 $ 34,331 $ 447,470 Special Mention 122 3,563 10,134 3,857 2,872 12,926 1,005 34,479 Substandard — 5,611 3,169 3,558 619 4,938 2,403 20,298 Doubtful — — — — — — — — Total commercial & industrial $ 24,091 $ 80,887 $ 83,580 $ 115,797 $ 39,558 $ 120,595 $ 37,739 $ 502,247 Total commercial $ 65,525 $ 288,749 $ 273,029 $ 339,203 $ 236,612 $ 594,735 $ 252,549 $ 2,050,402 March 31, 2020 2020 2019 2018 2017 2016 Prior Revolving Loans Total Real estate Residential mortgage Performing $ 29,138 $ 74,317 $ 139,327 $ 130,086 $ 96,489 $ 254,575 $ 329 $ 724,261 Non-performing — 267 148 372 1,377 6,609 — 8,773 Total residential mortgage $ 29,138 $ 74,584 $ 139,475 $ 130,458 $ 97,866 $ 261,184 $ 329 $ 733,034 Residential construction Performing $ — $ 338 $ — $ — $ — $ — $ 24,157 $ 24,495 Non-performing — — — — — — — — Total residential construction $ — $ 338 $ — $ — $ — $ — $ 24,157 $ 24,495 Mortgage warehouse Performing $ — $ — $ — $ — $ — $ — $ 223,519 $ 223,519 Non-performing — — — — — — — — Total mortgage warehouse $ — $ — $ — $ — $ — $ — $ 223,519 $ 223,519 Total real estate $ 29,138 $ 74,922 $ 139,475 $ 130,458 $ 97,866 $ 261,184 $ 248,005 $ 981,048 March 31, 2020 2020 2019 2018 2017 2016 Prior Revolving Loans Total Consumer Direct installment Performing $ 2,774 $ 13,701 $ 8,699 $ 8,267 $ 3,476 $ 3,014 $ 115 $ 40,046 Non-performing — 6 3 1 — 6 2 18 Total direct installment $ 2,774 $ 13,707 $ 8,702 $ 8,268 $ 3,476 $ 3,020 $ 117 $ 40,064 Indirect installment Performing $ 42,135 $ 129,329 $ 106,358 $ 56,278 $ 14,661 $ 10,168 $ — $ 358,929 Non-performing — 228 282 478 154 222 — 1,364 Total indirect installment $ 42,135 $ 129,557 $ 106,640 $ 56,756 $ 14,815 $ 10,390 $ — $ 360,293 Home equity Performing $ 10,688 $ 58,444 $ 48,683 $ 38,878 $ 30,030 $ 82,155 $ 4,322 $ 273,200 Non-performing — 9 66 81 19 1,089 1,028 2,292 Total home equity $ 10,688 $ 58,453 $ 48,749 $ 38,959 $ 30,049 $ 83,244 $ 5,350 $ 275,492 Total consumer $ 55,597 $ 201,717 $ 164,091 $ 103,983 $ 48,340 $ 96,654 $ 5,467 $ 675,849 December 31, 2019 Pass Special Substandard Doubtful Total Commercial Owner occupied real estate $ 492,386 $ 8,328 $ 18,863 $ — $ 519,577 Non-owner occupied real estate 957,990 7,824 7,517 — 973,331 Residential spec homes 12,925 — — — 12,925 Development & spec land 35,815 — 139 — 35,954 Commercial and industrial 468,893 18,652 18,314 — 505,859 Total commercial 1,968,009 34,804 44,833 — 2,047,646 Real estate Residential mortgage 741,136 — 9,883 — 751,019 Residential construction 19,686 — — — 19,686 Mortgage warehouse 150,293 — — — 150,293 Total real estate 911,115 — 9,883 — 920,998 Consumer Direct installment 41,044 — 35 — 41,079 Indirect installment 347,289 — 1,369 — 348,658 Home equity 273,665 — 2,550 — 276,215 Total consumer 661,998 — 3,954 — 665,952 Total $ 3,541,122 $ 34,804 $ 58,670 $ — $ 3,634,596 Percentage of total loans 97.43 % 0.96 % 1.61 % 0.00 % 100.00 %

Repurchase Agreements

Repurchase Agreements	3 Months Ended
	Mar. 31, 2020
Text Block [Abstract]
Repurchase Agreements	Note 8 – Repurchase Agreements The Company transfers various securities to customers in exchange for cash at the end of each business day and agrees to acquire the securities at the end of the next business day for the cash exchanged plus interest. The process is repeated at the end of each business day until the agreement is terminated. The securities underlying the agreement remained under the Bank’s control. The following table shows repurchase agreements accounted for as secured borrowings: March 31, 2020 Remaining Contractual Maturity of the Agreements Overnight Up to one One to three Three to five Five to ten Beyond ten Total Repurchase Agreements and repurchase-to-maturity transactions Repurchase Agreements $ 81,955 $ — $ — $ — $ — $ — $ 81,955 Securities pledged for Repurchase Agreements Federal agency collateralized mortgage obligations $ 42,280 $ — $ — $ — $ — $ — $ 42,280 Federal agency mortgage-backed pools 58,840 — — — — — 58,840 Total $ 101,120 $ — $ — $ — $ — $ — $ 101,120

Derivative Financial Instrument

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	Note 9 – Derivative Financial Instruments Cash Flow Hedges - As a strategy to maintain acceptable levels of exposure to the risk of changes in future cash flow due to interest rate fluctuations, the Company entered into interest rate swap agreements for a portion of its floating rate debt. The agreements provide for the Company to receive interest from the counterparty at three months LIBOR and to pay interest to the counterparty at a weighted average fixed rate of 4.03% on a notional amount of $15.5 million at March 31, 2020 and December 31, 2019. Under the agreements, the Company pays or receives the net interest amount monthly, with the monthly settlements included in interest expense. The Company assumed additional interest rate swap agreements as the result of the LaPorte acquisition in July 2016. The agreements provide for the Company to receive interest from the counterparty at one month LIBOR and to pay interest to the counterparty at a weighted average fixed rate of 2.42% on a notional amount of $20.0 million at March 31, 2020 and at a weighted average fixed rate of 2.31% on a notional amount of $30.0 million at December 31, 2019. Under the agreements, the Company pays or receives the net interest amount monthly, with the monthly settlements included in interest expense. On July 20, 2018, the Company entered into an interest rate swap agreement for an additional portion of its floating rate debt. The agreement provides for the Company to receive interest from the counterparty at one month LIBOR and to pay interest to the counterparty at a rate of 2.81% on a notional amount of $50.0 million at March 31, 2020 and December 31, 2019. Under the agreement, the Company pays or receives the net interest amount monthly, with the monthly settlements included in interest expense. Management has designated the interest rate swap agreement as a cash flow hedging instrument. For derivative instruments that are designated and qualify as a cash flow hedge, the effective portion of the gain or loss on the derivative is reported as a component of other comprehensive income and reclassified into earnings in the same period or periods during which the hedged transaction affects earnings. Gains and losses on the derivative representing either hedge ineffectiveness or hedge components excluded from the assessment of effectiveness are recognized in current earnings. At March 31, 2020, the Company’s cash flow hedge was effective and is not expected to have a significant impact on the Company’s net income over the next 12 months. Fair Value Hedges Fair value hedges are intended to reduce the interest rate risk associated with the underlying hedged item. The Company enters into fixed rate loan agreements as part of its lending policy. To mitigate the risk of changes in fair value based on fluctuations in interest rates, the Company has entered into interest rate swap agreements on individual loans, converting the fixed rate loans to a variable rate. For derivative instruments that are designated and qualify as a fair value hedge, the gain or loss on the derivative as well as the offsetting gain or loss on the hedged item attributable to the hedged risk are recognized in current earnings. At March 31, 2020, the Company’s fair value hedges were effective and are not expected to have a significant impact on the Company’s net income over the next 12 months. The change in fair value of both the hedge instruments and the underlying loan agreements are recorded as gains or losses in interest income. The fair value hedges are considered to be highly effective and any hedge ineffectiveness was deemed not material. The notional amounts of the loan and security agreements being hedged were $400.5 million at March 31, 2020 and $361.0 million at December 31, 2019. Other Derivative Instruments The Company enters into non-hedging derivatives in the form of mortgage loan forward sale commitments with investors and commitments to originate mortgage loans as part of its mortgage banking business. At March 31, 2020, the Company’s fair value of these derivatives were recorded and over the next 12 months are not expected to have a significant impact on the Company’s net income. The change in fair value of both the forward sale commitments and commitments to originate mortgage loans were recorded and the net gains or losses included in the Company’s gain on sale of loans. The following tables summarize the fair value of derivative financial instruments utilized by Horizon: Asset Derivatives Liability Derivatives March 31, 2020 March 31, 2020 Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivatives designated as hedging instruments Interest rate contracts Other assets $ 37,537 Other liabilities $ 47,620 Total derivatives designated as hedging instruments 37,537 47,620 Derivatives not designated as hedging instruments Mortgage loan contracts Other assets 1,269 Other liabilities — Total derivatives not designated as hedging instruments 1,269 — Total derivatives $ 38,806 $ 47,620 Asset Derivatives Liability Derivatives December 31, 2019 December 31, 2019 Balance Sheet Location Fair Balance Sheet Location Fair Derivatives designated as hedging instruments Interest rate contracts Other assets $ 11,422 Other liabilities $ 15,861 Total derivatives designated as hedging instruments 11,422 15,861 Derivatives not designated as hedging instruments Mortgage loan contracts Other assets 264 Other liabilities 38 Total derivatives not designated as hedging instruments 264 38 Total derivatives $ 11,686 $ 15,899 The effect of the derivative instruments on the condensed consolidated statements of income for the three-month periods ending March 31 is as follows: Amount of Loss Recognized in Other Comprehensive Income on Derivative (Effective Portion) Three Months Ended March 31, 2020 March 31, 2019 Derivatives in cash flow hedging relationship Interest rate contracts $ (3,132) $ (874) FASB Accounting Standards Codification (“ASC”) Topic 820-10-20 defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Topic 820-10-55 establishes a fair value hierarchy that emphasizes the use of observable inputs and minimizes the use of unobservable inputs when measuring fair value. Location of gain Amount of Gain (Loss) Recognized on Derivative Three Months Ended March 31, 2020 March 31, 2019 Derivative in fair value hedging relationship Interest rate contracts Interest income - loans $ (26,330) $ (4,051) Interest rate contracts Interest income - loans 26,330 4,051 Total $ — $ — Location of gain Amount of Gain (Loss) Recognized on Derivative Three Months Ended March 31, 2020 March 31, 2019 Derivative not designated as hedging relationship Mortgage contracts Other income - gain on sale of loans $ 1,043 $ 257

Disclosures about Fair Value of

Disclosures about Fair Value of Assets and Liabilities	3 Months Ended
	Mar. 31, 2020
Text Block [Abstract]
Disclosures about Fair Value of Assets and Liabilities	Note 10 – Disclosures about Fair Value of Assets and Liabilities The Fair Value Measurements topic of the FASB ASC defines fair value, establishes a framework for measuring fair value and expands disclosures about fair value measurements. There are three levels of inputs that may be used to measure fair value: Level 1 Quoted prices in active markets for identical assets or liabilities Level 2 Observable inputs other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities Level 3 Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities Following is a description of the valuation methodologies used for instruments measured at fair value on a recurring basis and recognized in the accompanying condensed consolidated financial statements, as well as the general classification of such instruments pursuant to the valuation hierarchy. There have been no significant changes in the valuation techniques during the period ended March 31, 2020. For assets classified within Level 3 of the fair value hierarchy, the process used to develop the reported fair value is described below. Available for sale securities When quoted market prices are available in an active market, securities are classified within Level 1 of the valuation hierarchy. If quoted market prices are not available, then fair values are estimated by using pricing models, quoted prices of securities with similar characteristics or discounted cash flows. Level 2 securities include U.S. Treasury and federal agency securities, state and municipal securities, federal agency collateralized mortgage obligations and mortgage-backed pools and corporate notes. Level 2 securities are valued by a third party pricing service commonly used in the banking industry utilizing observable inputs. Observable inputs include dealer quotes, market spreads, cash flow analysis, the U.S. Treasury yield curve, trade execution data, market consensus prepayment spreads and available credit information and the bond’s terms and conditions. The pricing provider utilizes evaluated pricing models that vary based on asset class. These models incorporate available market information including quoted prices of securities with similar characteristics and, because many fixed-income securities do not trade on a daily basis, apply available information through processes such as benchmark curves, benchmarking of like securities, sector grouping, and matrix pricing. In addition, model processes, such as an option adjusted spread model, is used to develop prepayment and interest rate scenarios for securities with prepayment features. Hedged loans Certain fixed rate loans have been converted to variable rate loans by entering into interest rate swap agreements. The fair value of those fixed rate loans is based on discounting the estimated cash flows using interest rates determined by the respective interest rate swap agreement. Loans are classified within Level 2 of the valuation hierarchy based on the unobservable inputs used. Interest rate swap agreements The fair value of the Company’s interest rate swap agreements is estimated by a third party using inputs that are primarily unobservable including a yield curve, adjusted for liquidity and credit risk, contracted terms and discounted cash flow analysis, and therefore, are classified within Level 2 of the valuation hierarchy. The following table presents the fair value measurements of assets and liabilities recognized in the accompanying condensed consolidated financial statements measured at fair value on a recurring basis and the level within the FASB ASC fair value hierarchy in which the fair value measurements fall at the following: March 31, 2020 Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Available for sale securities State and municipal $ 471,203 $ — $ 471,203 $ — Federal agency collateralized mortgage obligations 257,813 — 257,813 — Federal agency mortgage-backed pools 160,050 — 160,050 — Corporate notes 11,410 — 11,410 — Total available for sale securities 900,476 — 900,476 — Interest rate swap agreements asset 37,537 — 37,537 — Forward sale commitments 1,269 — 1,269 — Interest rate swap agreements liability (47,620) — (47,620) — December 31, 2019 Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Available for sale securities U.S. Treasury and federal agencies $ 1,413 $ — $ 1,413 $ — State and municipal 405,768 — 405,768 — Federal agency collateralized mortgage obligations 269,252 — 269,252 — Federal agency mortgage-backed pools 146,572 — 146,572 — Corporate notes 11,771 — 11,771 — Total available for sale securities 834,776 — 834,776 — Interest rate swap agreements asset 11,422 — 11,422 — Forward sale commitments 264 — 264 — Interest rate swap agreements liability (15,861) — (15,861) — Commitments to originate loans (38) — (38) — Realized gains and losses included in net income for the periods are reported in the condensed consolidated statements of income as follows: Three Months Ended March 31, 2020 March 31, 2019 Non-interest Income Total gains and losses from: Hedged loans $ (26,330) $ (4,051) Fair value interest rate swap agreements 26,330 4,051 Derivative loan commitments 1,043 257 $ 1,043 $ 257 Certain other assets are measured at fair value on a non-recurring basis in the ordinary course of business and are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment): Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) March 31, 2020 Collateral dependent loans $ 7,959 $ — $ — $ 7,959 Mortgage servicing rights 14,160 — — 14,160 December 31, 2019 Impaired loans $ 6,806 $ — $ — $ 6,806 Mortgage servicing rights 14,327 — — 14,327 Collateral Dependent Loans: Loans for which it is probable that the Company will not collect all principal and interest due according to contractual terms are measured for impairment. Allowable methods for determining the amount of impairment include estimating fair value using the fair value of the collateral for collateral-dependent loans. If the impaired loan is identified as collateral dependent, then the fair value method of measuring the amount of impairment is utilized. This method requires obtaining a current independent appraisal of the collateral and applying a discount factor to the value. Impaired loans that are collateral dependent are classified within Level 3 of the fair value hierarchy when impairment is determined using the fair value method. Mortgage Servicing Rights (MSRs): MSRs do not trade in an active market with readily observable prices. Accordingly, the fair value of these assets is classified as Level 3. The Company determines the fair value of MSRs using an income approach model based upon the Company’s month-end interest rate curve and prepayment assumptions. The model utilizes assumptions to estimate future net servicing income cash flows, including estimates of time decay, payoffs and changes in valuation inputs and assumptions. The Company reviews the valuation assumptions against this market data for reasonableness and adjusts the assumptions if deemed appropriate. The carrying amount of the MSRs’ fair value due to impairment decreased by $322,000 during the first three months of 2020 and increased by $14,000 during the first three months of 2019. The following table presents qualitative information about unobservable inputs used in recurring and non-recurring Level 3 fair value measurements, other than goodwill. March 31, 2020 Fair Value Valuation Technique Unobservable Inputs Range (Weighted Average) Collateral dependent loans $ 7,959 Collateral based measurement Discount to reflect current market conditions and ultimate collectibility 0.0%-100.0% (16.8%) Mortgage servicing rights 14,160 Discounted cash flows Discount rate, Constant prepayment rate, Probability of default 8.6%-8.7% (8.6%), 10.6%-20.4% (12.7%), 0.0%-2.4%(0.7%) December 31, 2019 Fair Valuation Unobservable Range Impaired loans $ 6,806 Collateral based measurement Discount to reflect current market conditions and ultimate collectibility 0.0%-100.0%(7.4%) Mortgage servicing rights 14,327 Discounted cash flows Discount rate, 8.7%-9.0% (8.7%), 10.2%-19.8%(12.2%), 0.1%-2.9%(0.7%)

Fair Value of Financial Instrum

Fair Value of Financial Instruments	3 Months Ended
	Mar. 31, 2020
Fair Value Disclosures [Abstract]
Fair Value of Financial Instruments	Note 11 – Fair Value of Financial Instruments The estimated fair value amounts of the Company’s financial instruments were determined using available market information, current pricing information applicable to Horizon and various valuation methodologies. Where market quotations were not available, considerable management judgment was involved in the determination of estimated fair values. Therefore, the estimated fair value of financial instruments shown below may not be representative of the amounts at which they could be exchanged in a current or future transaction. Due to the inherent uncertainties of expected cash flows of financial instruments, the use of alternate valuation assumptions and methods could have a significant effect on the estimated fair value amounts. The estimated fair values of financial instruments, as shown below, are not intended to reflect the estimated liquidation or market value of Horizon taken as a whole. The disclosed fair value estimates are limited to Horizon’s significant financial instruments at March 31, 2020 and December 31, 2019. These include financial instruments recognized as assets and liabilities on the condensed consolidated balance sheet as well as certain off-balance sheet financial instruments. The estimated fair values shown below do not include any valuation of assets and liabilities, which are not financial instruments as defined by the FASB ASC fair value hierarchy. The following methods and assumptions were used to estimate the fair value of each class of financial instrument: Cash and Due from Banks — The carrying amounts approximate fair value. Interest-earning time deposits — The fair values of the Company's interest-earning time deposits are estimated using discounted cash flow analyses based on current rates for similar types of interest-earning time deposits. Held-to-Maturity Securities — For debt securities held to maturity, fair values are based on quoted market prices or dealer quotes. For those securities where a quoted market price is not available, carrying amount is a reasonable estimate of fair value based upon comparison with similar securities. Loans Held for Sale — The carrying amounts approximate fair value. Net Loans — The fair value of net loans are estimated on an exit price basis incorporating discounts for credit, liquidity and marketability factors. FHLB Stock — Fair value of FHLB stock is based on the price at which it may be resold to the FHLB. Interest Receivable/Payable — The carrying amounts approximate fair value. Deposits — The fair value of demand deposits, savings accounts, interest-bearing checking accounts and money market deposits is the amount payable on demand at the reporting date. The fair value of fixed maturity certificates of deposit is estimated by discounting the future cash flows using rates currently offered for deposits of similar remaining maturity. Borrowings — Rates currently available to Horizon for debt with similar terms and remaining maturities are used to estimate fair values of existing borrowings. Subordinated Debentures — Rates currently available for debentures with similar terms and remaining maturities are used to estimate fair values of existing debentures. Commitments to Extend Credit and Standby Letters of Credit — The fair value of commitments is estimated using the fees currently charged to enter into similar agreements, taking into account the remaining terms of the agreements and the present creditworthiness of the counterparties. For fixed-rate loan commitments, fair value also considers the difference between current levels of interest rates and the committed rates. The fair value of letters of credit is based on fees currently charged for similar agreements or on the estimated cost to terminate them or otherwise settle the obligations with the counterparties at the reporting date. Due to the short-term nature of these agreements, carrying amounts approximate fair value. The following table presents estimated fair values of the Company’s financial instruments and the level within the fair value hierarchy in which the fair value measurements fall (unaudited). 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) Assets Cash and due from banks $ 86,458 $ 86,458 $ — $ — Interest-earning time deposits 9,239 — 9,357 — Investment securities, held to maturity 199,467 — 207,324 — Loans held for sale 6,245 — — 6,245 Loans (excluding loan level hedges), net 3,658,859 — — 3,694,421 Stock in FHLB 22,447 — 22,447 — Interest receivable 17,774 — 17,774 — Liabilities Non-interest bearing deposits $ 709,978 $ 709,978 $ — $ — Interest bearing deposits 3,172,293 — 3,151,657 — Borrowings 704,613 — 710,005 — Subordinated debentures 56,374 — 52,118 — Interest payable 2,772 — 2,772 — 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) Assets Cash and due from banks $ 98,831 $ 98,831 $ — $ — Interest-earning time deposits 8,455 — 8,537 — Investment securities, held to maturity 207,899 — 215,147 — Loans held for sale 4,088 — — 4,088 Loans (excluding loan level hedges), net 3,619,174 — — 3,554,951 Stock in FHLB 22,447 — 22,447 — Interest receivable 18,828 — 18,828 — Liabilities Non-interest bearing deposits $ 709,760 $ 709,760 $ — $ — Interest bearing deposits 3,221,242 — 3,180,768 — Borrowings 549,741 — 546,995 — Subordinated debentures 56,311 — 51,809 — Interest payable 3,062 — 3,062 —

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2020
Equity [Abstract]
Accumulated Other Comprehensive Income	Note 12 – Accumulated Other Comprehensive Income March 31, December 31, Unrealized gain on securities available for sale $ 20,340 $ 12,687 Unamortized loss on securities held to maturity, previously transferred from AFS (137) (107) Unrealized loss on derivative instruments (8,405) (4,440) Tax effect (2,476) (1,708) Total accumulated other comprehensive income $ 9,322 $ 6,432

Regulatory Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2020
Banking and Thrift [Abstract]
Regulatory Capital	Note 13 – Regulatory Capital Horizon and the Bank are subject to various regulatory capital requirements administered by the federal banking agencies. These capital requirements implement changes arising from the Dodd-Frank Wall Street Reform and Consumer Protection Act and the U.S. Basel Committee on Banking Supervision’s capital framework (known as “Basel III”). Failure to meet the minimum regulatory capital requirements can initiate certain mandatory and possible additional discretionary actions by regulators, which if undertaken, could have a direct material effect on the Company’s financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective actions, the Company and Bank must meet specific capital guidelines involving quantitative measures of the Bank’s assets, liabilities, and certain off-balance-sheet items as calculated under regulatory accounting practices. The Company’s and Bank’s capital amounts and classification are also subject to qualitative judgments by the regulators about components, risk weightings and other factors. The Company and Bank are subject to minimum regulatory capital requirements as defined and calculated in accordance with the Basel III-based regulations. As allowed under Basel III rules, the Company made the decision to opt-out of including accumulated other comprehensive income in regulatory capital. The minimum regulatory capital requirements are set forth in the table below. In addition, to be categorized as well capitalized, the Company and Bank must maintain Total risk-based, Tier I risk-based, common equity Tier I risk- based and Tier I leverage ratios as set forth in the table below. As of March 31, 2020 and December 31, 2019, the Company and Bank met all capital adequacy requirements to be considered well capitalized. There have been no conditions or events since the end of the first quarter of 2020 that management believes have changed the Bank’s classification as well capitalized. There is no threshold for well-capitalized status for bank holding companies. In October 2019, the federal banking agencies finalized a new rule that will simplify capital requirements for qualified community banks that opt into the new community bank leverage ratio framework. The new framework was available to use in March 31, 2020 Call Reports or Forms FRY-9C (as applicable) for depository institutions and depository institution holding companies that have less than $10 billion in total consolidated assets, among other qualifying criteria. Horizon did not elect the new community bank leverage ratio framework. As of March 31, 2020, the Company and Bank elected the transition option of the 2019 CECL Rule which allows banking organizations to phase in over a three-year period the day-one adverse effects of CECL on their regulatory capital ratios. Horizon and the Bank’s actual and required capital ratios as of March 31, 2020 and December 31, 2019 were as follows: Actual Required for Capital 1 Adequacy Purposes Required For Capital 1 Adequacy Purposes with Capital Buffer Well Capitalized Under Prompt 1 Corrective Action Provisions Amount Ratio Amount Ratio Amount Ratio Amount Ratio March 31, 2020 Total capital 1 (to risk-weighted assets) Consolidated $ 551,215 13.69 % $ 322,112 8.00 % $ 422,773 10.50 % N/A N/A Bank 513,248 12.73 % 322,544 8.00 % 423,339 10.50 % $ 403,180 10.00 % Tier 1 capital 1 (to risk-weighted assets) Consolidated 514,493 12.78 % 241,546 6.00 % 342,190 8.50 % N/A N/A Bank 476,526 11.82 % 241,891 6.00 % 342,679 8.50 % 322,522 8.00 % Common equity tier 1 capital 1 (to risk-weighted assets) Consolidated 457,000 11.35 % 181,189 4.50 % 281,850 7.00 % N/A N/A Bank 476,526 11.82 % 181,419 4.50 % 282,207 7.00 % 262,049 6.50 % Tier 1 capital 1 (to average assets) Consolidated 514,493 10.14 % 202,956 4.00 % 202,956 4.00 % N/A N/A Bank 476,526 9.43 % 202,132 4.00 % 202,132 4.00 % 252,665 5.00 % December 31, 2019 Total capital 1 (to risk-weighted assets) Consolidated $ 548,364 13.95 % $ 314,395 8.00 % $ 412,644 10.500 % N/A N/A Bank 497,227 12.65 % 314,452 8.00 % 412,718 10.500 % $ 393,065 10.00 % Tier 1 capital 1 (to risk-weighted assets) Consolidated 530,643 13.50 % 235,796 6.00 % 334,044 8.500 % N/A N/A Bank 479,506 12.20 % 235,823 6.00 % 334,082 8.500 % 314,430 8.00 % Common equity tier 1 capital 1 (to risk-weighted assets) Consolidated 473,150 12.04 % 176,846 4.50 % 275,094 7.000 % N/A N/A Bank 479,506 12.20 % 176,867 4.50 % 275,126 7.000 % 255,475 6.50 % Tier 1 capital 1 (to average assets) Consolidated 530,643 10.50 % 202,111 4.00 % 202,111 4.000 % N/A N/A Bank 479,506 9.49 % 202,110 4.00 % 202,110 4.000 % 252,638 5.00 % (1) As defined by regulatory agencies

Accounting Policies (Policies)

Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2020
Accounting Policies [Abstract]
Earnings per Common Share	Basic earnings per share is computed by dividing net income available to common shareholders (net income less dividend requirements for preferred stock and accretion of preferred stock discount) by the weighted-average number of common shares outstanding. Diluted earnings per share reflect the potential dilution that could occur if securities or other contracts to issue common stock were exercised or converted into common stock. The following table shows computation of basic and diluted earnings per share. Three Months Ended March 31 2020 2019 Basic earnings per share Net income $ 11,655 $ 10,816 Weighted average common shares outstanding 44,658,512 38,822,543 Basic earnings per share $ 0.26 $ 0.28 Diluted earnings per share Net income $ 11,655 $ 10,816 Weighted average common shares outstanding 44,658,512 38,822,543 Effect of dilutive securities: Restricted stock 39,845 — Stock options 58,359 83,629 Weighted average common shares outstanding 44,756,716 38,906,172 Diluted earnings per share $ 0.26 $ 0.28 There were 293,665 shares for the three months ended March 31, 2020, which were not included in the computation of diluted earnings per share because they were non-dilutive. There were 350,618 shares for the three months ended March 31, 2019, which were not included in the computation of diluted earnings per share because they were non-dilutive.
Recent Accounting Pronouncements	Adoption of New Accounting Standards Financial Accounting Standards Board (“FASB”) Accounting Standards Update (“ASU”) No. 2016-13, Financial Instruments – Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments – On January 1, 2020, the Company adopted ASU No. 2016-13, “ Financial Instruments – Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments” (“CECL”). The measurement of expected credit losses under the CECL methodology is applicable to financial assets measured at amortized cost, including loan receivables and held to maturity securities. It also applies to off–balance sheet (“OBS”) credit exposures not accounted for as insurance (loan commitments, standby letters of credit, financial guarantees, and other similar agreements). In addition, ASC 326 made changes to the accounting for available for sale debt securities. One such change is to require credit losses to be presented as an allowance, rather than as a write–down, on available for sale debt securities management does not intend to sell or believe that it is not more likely than not they will be required to sell. The Company adopted ASC 326 using the modified retrospective method for all financial assets measured at amortized cost and OBS credit exposures. Results for reporting periods beginning after December 31, 2019, are presented under ASC 326 while prior period amounts continue to be reported in accordance with previously applicable GAAP. The Company recorded a net decrease to retained earnings of $15.6 million as of January 1, 2020 for the cumulative effect of adopting ASC 326. The Company adopted ASC 326 using the prospective transition approach for financial assets purchased with credit deterioration (“PCD”), previously classified as purchased credit impaired (“PCI”) and accounted for under ASC 310-30. In accordance with the standard, management did not reassess whether PCI assets met the criteria of PCD assets as of the date of adoption. On January 1, 2020, the amortized cost basis of the PCD assets was adjusted to reflect the addition of $2.8 million of allowance for credit losses (“ACL”) on loans. The following table illustrates the impact of ASC 326. January 1, 2020 (dollars in thousands) As Reported Pre-ASC 326 Impact of Loans Commercial $ 25,614 $ 11,996 $ 13,618 Real estate 4,971 923 4,048 Mortgage warehouse 1,077 1,077 — Consumer 8,582 3,671 4,911 Allowance for credit losses on loans $ 40,244 $ 17,667 $ 22,577 FASB ASU No. 2017-04, Intangibles – Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment - On January 1, 2020, the Company adopted the provision of ASU No. 2017-04, which eliminates Step 2 from the goodwill impairment test. Under Step 2, an entity had to perform procedures to determine the fair value at the impairment testing date of its assets and liabilities (including unrecognized assets and liabilities) following the procedure that would be required in determining the fair value of assets acquired and liabilities assumed in a business combination. Instead, under the amendments in this ASU, an entity should perform its annual, or interim, goodwill impairment test by comparing the fair value of a reporting unit with its carrying amount. An entity should recognize an impairment charge for the amount by which the carrying amount exceeds the reporting unit's fair value; however, the loss recognized should not exceed the total amount of goodwill allocated to that reporting unit. Additionally, an entity should consider income tax effects from any tax deductible goodwill on the carrying amount of the reporting unit when measuring the goodwill impairment loss, if applicable. An entity still has the option to perform the qualitative assessment for a reporting unit to determine if the quantitative impairment test is necessary. This ASU eliminates the requirements for any reporting unit with a zero or negative carrying amount to perform a qualitative test. At each reporting date between annual goodwill impairment tests, Horizon considers potential indicators of impairment. Given the current economic uncertainty and volatility surrounding COVID-19, Horizon assessed whether the events and circumstances resulted in it being more likely than not that the fair value of any reporting unit was less than its carrying value. Impairment indicators considered comprised the condition of the economy and banking industry; government intervention and regulatory updates; the impact of recent events to financial performance and cost factors of the reporting unit; performance of the Company's stock and other relevant events. Horizon further considered the amount by which fair value exceeded book value in the most recent quantitative analysis and sensitivities performed. At the conclusion of the assessment, the Company determined that as of March 31, 2020 it was more likely than not that the fair value exceeded its carrying values. Horizon will continue to monitor developments regarding the COVID-19 pandemic and measures implemented in response to the pandemic, market capitalization, overall economic conditions and any other triggering events or circumstances that may indicate an impairment of goodwill in the future. The adoption of this new guidance did not have a material impact on our consolidated financial statements. FASB ASU No. 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework - Changes to the Disclosure Requirements for Fair Value Measurement –
Loans	Loans Loans that management has the intent and ability to hold for the foreseeable future or until maturity or payoff are reported at amortized cost. Amortized cost is the principal balance outstanding, net of purchase premiums and discounts, and deferred loan fees and costs. Accrued interest receivable totaled $11.0 million at March 31, 2020 was excluded from the ACL calculation and was reported in accrued interest receivable on the consolidated balance sheets. Interest income is accrued on the unpaid principal balance. Loan origination fees, net of certain direct origination costs, are deferred and recognized in interest income using the effective yield method without anticipating prepayments. From time to time, the Bank obtains information that may lead management to believe that the collection of payments may be doubtful on a particular loan. In recognition of this, it is management’s policy to convert the loan from an “earning asset” to a non-accruing loan. The entire balance of a loan is considered delinquent if the minimum payment contractually required to be made is not received by the specified due date. Further, it is management’s policy to generally place a loan on a non-accrual status when the payment is delinquent in excess of 90 days or the loan has had the accrual of interest discontinued by management. The officer responsible for the loan and the Chief Commercial Banking Officer and/or the Chief Operations Officer must review all loans placed on non-accrual status. Subsequent payments on non-accrual loans are recorded as a reduction of principal, and interest income is recorded only after principal recovery is reasonably assured. Non-accrual loans are returned to accrual status when, in the opinion of management, the financial position of the borrower indicates there is no longer any reasonable doubt as to the timely collection of interest or principal in accordance with the loan terms. The Company requires a period of satisfactory performance of not less than six months before returning a non-accrual loan to accrual status. Consistent with regulatory guidance, charge-offs on all loan segments are taken when specific loans, or portions thereof, are considered uncollectible. The Company’s policy is to promptly charge these loans off in the period the uncollectible loss is reasonably determined. For all loan portfolio segments except 1-4 family residential properties and consumer, the Company promptly charges-off loans, or portions thereof, when available information confirms that specific loans are uncollectible based on information that includes, but is not limited to, (1) the deteriorating financial condition of the borrower, (2) declining collateral values, and/or (3) legal action, including bankruptcy, that impairs the borrower’s ability to adequately meet its obligations. For impaired loans that are considered to be solely collateral dependent, a partial charge-off is recorded when a loss has been confirmed by an updated appraisal or other appropriate valuation of the collateral. The Company charges-off 1-4 family residential and consumer loans, or portions thereof, when the Company reasonably determines the amount of the loss. The Company adheres to timeframes established by applicable regulatory guidance which provides for the charge-down or specific allocation of family first and junior lien mortgages to the net realizable value less costs to sell when the value is known but no later than when a loan is 180 days past due. Pursuant to such guidelines, the Company also charges-off unsecured open-end loans when the loan is contractually 90 days past due, and charges down to the net realizable value other secured loans when they are contractually 90 days past due. Loans at these respective delinquency thresholds for which the Company can clearly document that the loan is both well-secured and in the process of collection, such that collection in full will occur regardless of delinquency status, are not charged off. A loan becomes impaired when, based on current information, it is probable that a creditor will be unable to collect all amounts due according to the contractual terms of the loan agreement. When a loan is classified as impaired, the degree of impairment must be recognized by estimating future cash flows from the debtor. The present value of these cash flows is computed at a discount rate based on the interest rate contained in the loan agreement. However, if a particular loan has a determinable market value for its collateral, the creditor may use that value. Also, if the loan is secured and considered collateral dependent, the creditor may use the fair value of the collateral. Interest income on loans individually classified as impaired is recognized on a cash basis after all past due and current principal payments have been made. Smaller-balance, homogeneous loans are evaluated for impairment in total. Such loans include residential first mortgage loans secured by 1-4 family residences, residential construction loans, automobile, home equity, second mortgage loans and mortgage warehouse loans. Commercial loans and mortgage loans secured by other properties are evaluated individually for impairment. When analysis of borrower operating results and financial condition indicate that underlying cash flows of a borrower’s business are not adequate to meet its debt service requirements, the loan is evaluated for impairment. Often this is associated with a delay or shortfall in payments of 30 days or more. Loans are generally moved to non-accrual status when they are 90 days or more past due. These loans are often considered impaired. Impaired loans, or portions thereof, are charged off when deemed uncollectible. Loans for which it is probable that the Company will not collect all principal and interest due according to contractual terms, including troubled debt restructurings, are measured for impairment. Allowable methods for determining the amount of impairment include the three methods described above.
Purchased Credit Deteriorated Loans	Purchased Credit Deteriorated Loans The Company has purchased loans, some of which have experienced more than insignificant credit deterioration since origination. PCD loans are recorded at the amount paid. An ACL on loans is determined using the same methodology as other loans held for investment. The initial ACL on loans determined on a collective basis is allocated to individual loans. The sum of the loan's purchase price and ACL on loans becomes its initial amortized cost basis. The difference between the initial amortized cost basis and the par value of the loan is a noncredit discount or premium, which is amortized into interest income over the life of the loan. Subsequent changes to the ACL on loans are recorded through credit loss expense. The Company adopted this ASU using the prospective transition approach for PCD loans previously accounted for under ASC 310-30. In accordance with the standard, we did not assess whether PCI loans met the criteria of PCD as of the date of adoption and all loans previously classified as PCI were updated to the PCD classification. Pools utilized for PCI accounting under ASC 310-30 were not considered since the Company did not have PCI pools at the time of adoption. PCD loans were assessed using prior specific loan reviews for the initial PCD loan ACL. At the date of adoption, no securities were determined to be PCD.
Allowance for Loan Losses	Allowance for Credit Losses on Loans The ACL on loans is a valuation account that is deducted from the loans' amortized cost basis to present the net amount expected to be collected on the loans. Loans are charged-off against the allowance when management believes the loan balance is confirmed to no longer be collectible. Expected recoveries do not exceed the aggregate of amounts previously charged-off and expected to be charged-off. Management estimates the allowance balance using relevant information, from internal and external sources, relating to past events, current conditions, and reasonable and supportable forecasts. Historical credit loss experience provides the basis for the estimation of expected credit losses. Adjustments to historical loss information are made for differences in current loan-specific risk characteristics such as differences in underwriting standards, portfolio mix, delinquency level, or term as well as for changes in environmental conditions, changes in economic conditions, or other relevant factors. The Company considers the following when estimating credit losses: 1) available information relevant to assessing the collectibility of cash flows including internal information, external information or a combination of both relating to past events, current conditions and reasonable and supportable forecasts; 2) relevant qualitative and quantitative factors relating to the environment in which the Bank operates and factors specific to the borrower; 3) off-balance-sheet credit exposures; and credit support. ACL on loans is measured on a collective basis and reflects impairment in groups of loans aggregated on the basis of similar risk characteristics which may include any one or a combination of the following: internal credit ratings, risk ratings or classification, financial asset type, collateral type, size, industry of the borrower, historical or expected credit loss patterns, and reasonable and supportable forecast periods. The ACL for a specific portfolio segment is computed by multiplying the loss rate by the amortized cost balance of the segment with adjustments for other qualitative factors as described above. As appropriate, newer credit products or portfolios with limited historical loss may use applicable external data for determining the ACL until experience justifies that sufficient product maturity supports the estimate of expected credit losses. Pursuant to ASC 326-20-30-9, an entity shall not rely solely on past events to estimate expected credit losses, and should consider adjustments to historical information to reflect the extent to which management expects current conditions and forecasted conditions to differ from the periods utilized for the historical loss rate calculation. Management has incorporated an adjustment of the historical loss rate calculated within the model to reflect current and forecasted condition and has applied this adjustment on a qualitative factor basis to the aggregate pool loss rate. The qualitative adjustment is based on a combination of external econometric data and internal factors such as portfolio composition, changes in management, changes in loan policy and other factors. The economic forecast is based in part on economic indexes and quantitative matrices with a six to twelve month forecast. The qualitative adjustment is calculated based on current and forecasted conditions and evaluated each quarter by management, and therefore is dynamic in nature. As a result of the forecast being applied as a qualitative factor and adjusted quarterly, no reversion to the historical loss rate is necessary, as the historical base loss rate is preserved in the calculation of “all in” loss rate. Specific reserves reflect impairment on loans identified for evaluation or individually considered non-performing, including troubled debt restructurings and receivables where the Company has determined foreclosure is probable. These loans no longer have similar risk characteristics to collectively evaluated loans due to changes in credit risk, borrower circumstances, recognition of write-offs, or cash collections that have been fully applied to principal on the basis of non-accrual policies. At a minimum, the population of loans subject to individual evaluation include individual loans and leases where it is probable we will be unable to collect all amounts due, according to the original contractual terms. These include commercial impaired loans, jumbo residential mortgages (as defined), and jumbo home equity loans with a balance exceeding $250,000, and other loans as determined by management. ACL for residential and consumer loans are, primarily, determined by meaningful pools of similar loans and are evaluated on a quarterly basis. Loans that do not share risk characteristics are evaluated on an individual basis. Loans evaluated individually are not also included in the collective evaluation. When management determines that foreclosure is probable, expected credit losses are based on the fair value of the collateral at the reporting date, adjusted for selling costs as appropriate. The provision for credit losses on loans on individually evaluated loans is recognized on the fair value of collateral adjusted for estimated costs to sell, the basis of the present value of expected future cash flows discounted at the effective interest rate or the observable market price as of the relevant date.
Mortgage Portfolio	he table below identifies the Company's loan portfolio segments and classes. Portfolio Segment Class of Financing Receivable Commercial Owner occupied real estate Non-owner occupied real estate Residential spec homes Development & spec land Commercial and industrial Real estate Residential mortgage Residential construction Mortgage warehouse Mortgage warehouse Consumer Direct installment Indirect installment Home equity Portfolio segment is defined as a level at which an entity develops and documents a systematic methodology to determine its allowance for credit losses. Class of financing receivable is defined as a group of financing receivables determined on the basis of both of the following, 1) risk characteristics of the financing receivable, and 2) an entity's method for monitoring and assessing credit risk. Generally, the Bank does not move loans from a revolving loan to a term loan other than construction loans. Construction loans are reviewed and rewritten prior to being originated as a term loan. Commercial Commercial loans are primarily based on the identified cash flows of the borrower and, secondarily, on the underlying collateral provided by the borrower. The cash flows of borrowers, however, may not be as expected, and the collateral securing these loans may fluctuate in value. Most commercial loans are secured by the assets being financed or other business assets, such as accounts receivable or inventory, and may incorporate a personal guarantee. However, some short-term loans may be made on an unsecured basis. In the case of loans secured by accounts receivable, the availability of funds for the repayment of these loans may be substantially dependent on the ability of the borrower to collect amounts due from its customers. Commercial real estate loans are viewed primarily as cash flow loans and, secondarily, as loans secured by real estate. Commercial real estate lending typically involves larger loan principal amounts and the repayment of these loans is generally dependent on the successful operation of the property securing the loan or the business conducted on the property securing the loan. Commercial real estate loans may be more adversely affected by conditions in the real estate markets, the general economy, or fluctuations in interest rates. The properties securing the Company’s commercial real estate portfolio are diverse in terms of property type, and are monitored for concentrations of credit. Management monitors and evaluates commercial real estate loans based on collateral, cash flow, and risk grade criteria. As a general rule, the Company avoids financing single purpose projects unless other underwriting factors are present to help mitigate risk. In addition, management tracks the level of owner-occupied commercial real estate loans versus non-owner occupied loans. Real Estate and Consumer With respect to residential loans that are secured by 1-4 family residences and are generally owner occupied, the Company generally establishes a maximum loan-to-value ratio and requires private mortgage insurance if that ratio is exceeded. Home equity loans are typically secured by a subordinate interest in 1-4 family residences, and consumer loans are secured by consumer assets such as automobiles or recreational vehicles. Some consumer loans are unsecured, such as small installment loans and certain lines of credit. Repayment of these loans is primarily dependent on the personal income of the borrowers, which can be impacted by economic conditions in their market areas such as unemployment levels. Repayment can also be impacted by changes in property values on residential properties. Risk is mitigated by the fact that the loans are of smaller individual amounts and spread over a large number of borrowers. Mortgage Warehousing Horizon’s mortgage warehouse lending has specific mortgage companies as customers of Horizon Bank. Individual mortgage loans originated by these mortgage companies are funded as a secured borrowing with a pledge of collateral under Horizon’s agreement with the mortgage company. Each mortgage loan funded by Horizon undergoes an underwriting review by Horizon to the end investor guidelines and is assigned to Horizon until the loan is sold to the secondary market by the mortgage company. In addition, Horizon takes possession of each original note and forwards such note to the end investor once the mortgage company has sold the loan. At the time a loan is transferred to the secondary market, the mortgage company reacquires the loan under its option within the agreement. Due to the reacquire feature contained in the agreement, the transaction does not qualify as a sale and therefore is accounted for as a secured borrowing with a pledge of collateral pursuant to the agreement with the mortgage company. When the individual loan is sold to the end investor by the mortgage company, the proceeds from the sale of the loan are received by Horizon and used to pay off the loan balance with Horizon along with any accrued interest and any related fees. The remaining balance from the sale is forwarded to the mortgage company. These individual loans typically are sold by the mortgage company within 30 days and are seldom held more than 90 days. Interest income is accrued during this period and collected at the time each loan is sold. Fee income for each loan sold is collected when the loan is sold, and no costs are deferred due to the term between each loan funding and related payoff, which is typically less than 30 days.
Reclassifications	Reclassifications Certain reclassifications have been made to the 2019 condensed consolidated financial statements to be comparable to 2020. These reclassifications had no effect on net income.
Determining the Contractual Term	Determining the Contractual Term Expected credit losses are estimated over the contractual term of the loans, adjusted for expected prepayments when appropriate. The contractual term excludes expected extensions, renewals and modifications unless either of the following applies: management has a reasonable expectation at the reporting date that a troubled debt restructuring will be executed with an individual borrower or the extension or renewal options are included in the original or modified contract at the reporting date and are not unconditionally cancellable by the Company.
Troubled Debt Restructurings	Troubled Debt Restructurings (“TDR”) A loan for which the terms have been modified resulting in a concession, and for which the borrower is experiencing financial difficulties, is considered to be a TDR. The ACL on loans on a TDR is measured using the same method as all other loans held for investment, except that the original interest rate is used to discount the expected cash flows, not the rate specified within the restructuring. The Coronavirus Aid, Relief, and Economic Security (“CARES”) Act provides all banks with the option to elect either or both of the following from March 1, 2020 until the earlier of December 31, 2020 or the date that is 60 days after the termination of the national emergency: i. to suspend the requirements under GAAP for loan modifications related to the COVID-19 pandemic that would otherwise be categorized as a TDR; and/or ii. to suspend any determination of a loan modified as a result of the effects of the COVID-19 pandemic as being a TDR, including impairment for accounting purposes. If a bank elects a suspension noted above, the suspension (i) will be effective for the term of the loan modification, but solely with respect to any modification, including a forbearance arrangement, an interest rate modification, a repayment plan, and any other similar arrangement that defers or delays the payment of principal or interest, that occurs during the applicable period for a loan that was not more than 30 days past due as of December 31, 2019; and (ii) will not apply to any adverse impact on the credit of a borrower that is not related to the COVID-19 pandemic.
Allowance for Credit Losses on Off-Balance Sheet Credit Exposures	Allowance for Credit Losses on Off-Balance Sheet Credit Exposures The Company estimates expected credit losses over the contractual period in which the Company is exposed to credit risk via a contractual obligation to extend credit, unless that obligation is unconditionally cancellable by the Company. The Company determines the estimated amount of expected credit extensions based on historical usage to calculate the amount of exposure for a loss estimate. After review of the expected credit losses on OBS, the Company determined the amount not being recorded as immaterial at this time.

Accounting Policies (Tables)

Accounting Policies (Tables)	3 Months Ended
	Mar. 31, 2020
Accounting Policies [Abstract]
Summary of Computation of Basic and Diluted Earnings Per Share	The following table shows computation of basic and diluted earnings per share. Three Months Ended March 31 2020 2019 Basic earnings per share Net income $ 11,655 $ 10,816 Weighted average common shares outstanding 44,658,512 38,822,543 Basic earnings per share $ 0.26 $ 0.28 Diluted earnings per share Net income $ 11,655 $ 10,816 Weighted average common shares outstanding 44,658,512 38,822,543 Effect of dilutive securities: Restricted stock 39,845 — Stock options 58,359 83,629 Weighted average common shares outstanding 44,756,716 38,906,172 Diluted earnings per share $ 0.26 $ 0.28
Schedule of Impact of ASC 326	The following table illustrates the impact of ASC 326. January 1, 2020 (dollars in thousands) As Reported Pre-ASC 326 Impact of Loans Commercial $ 25,614 $ 11,996 $ 13,618 Real estate 4,971 923 4,048 Mortgage warehouse 1,077 1,077 — Consumer 8,582 3,671 4,911 Allowance for credit losses on loans $ 40,244 $ 17,667 $ 22,577

Acquisitions (Tables)

Acquisitions (Tables)	3 Months Ended
	Mar. 31, 2020
Business Combinations [Abstract]
Schedule of Purchase Price of Assets Acquired and Liabilities Assumed	Assets Liabilities Cash and due from banks $ 152,745 Deposits Investment securities, available for sale 54,319 Non-interest bearing $ 188,744 Loans NOW accounts 207,567 Commercial 352,798 Savings and money market 274,504 Residential mortgage 131,008 Certificates of deposit 70,529 Consumer 85,112 Total deposits 741,344 Total loans 568,918 Borrowings 70,495 Premises and equipment, net 20,425 Subordinated debentures 18,376 FRB and FHLB stock 3,571 Interest payable 826 Goodwill 31,358 Other liabilities 8,759 Core deposit intangible 19,818 Total liabilities assumed $ 839,800 Interest receivable 2,488 Other assets 112,880 Total assets purchased $ 966,522 Common shares issued $ 102,722 Cash paid 24,000 Total purchase price $ 126,722
Schedule of Acquired Loans Accounted for in Accordance with ASC 310-30	The following table details an estimate of the acquired loans that are accounted for in accordance with ASC 310-30 as of March 26, 2019. Contractually required principal and interest at acquisition $ 22,672 Contractual cash flows not expected to be collected (nonaccretable differences) 6,694 Expected cash flows at acquisition 15,978 Interest component of expected cash flows (accretable discount) 735 Fair value of acquired loans accounted for under ASC310-30 $ 15,243
Pro Forma Result of Comparable Prior Reporting Period	The following schedule includes pro-forma results for the three months ended March 31, 2019 as if the Salin acquisition had occurred as of the beginning of the comparable prior reporting period. Three Months Ended March 31 2019 Summary of Operations: Net Interest Income $ 42,182 Provision for Loan Losses 664 Net Interest Income after Provision for Loan Losses 41,518 Non-interest Income 9,126 Non-interest Expense 42,152 Income before Income Taxes 8,492 Income Tax Expense 2,017 Net Income 6,475 Net Income Available to Common Shareholders $ 6,475 Basic Earnings per Share $ 0.17 Diluted Earnings per Share $ 0.17

Securities (Tables)

Securities (Tables)	3 Months Ended
	Mar. 31, 2020
Investments, Debt and Equity Securities [Abstract]
Fair Value of Securities	The fair value of securities is as follows: March 31, 2020 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available for sale State and municipal $ 460,013 $ 15,311 $ (4,121) $ 471,203 Federal agency collateralized mortgage obligations 253,977 4,020 (184) 257,813 Federal agency mortgage-backed pools 155,289 4,761 — 160,050 Corporate notes 10,857 553 — 11,410 Total available for sale investment securities $ 880,136 $ 24,645 $ (4,305) $ 900,476 Held to maturity State and municipal $ 183,478 $ 7,496 $ (117) $ 190,857 Federal agency collateralized mortgage obligations 3,693 53 — 3,746 Federal agency mortgage-backed pools 12,296 425 — 12,721 Total held to maturity investment securities $ 199,467 $ 7,974 $ (117) $ 207,324 December 31, 2019 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available for sale U.S. Treasury and federal agencies $ 1,415 $ — $ (2) $ 1,413 State and municipal 396,931 11,288 (2,451) 405,768 Federal agency collateralized mortgage obligations 267,272 2,543 (563) 269,252 Federal agency mortgage-backed pools 145,623 1,207 (258) 146,572 Corporate notes 10,848 923 — 11,771 Total available for sale investment securities $ 822,089 $ 15,961 $ (3,274) $ 834,776 Held to maturity State and municipal $ 190,767 $ 7,129 $ (54) $ 197,842 Federal agency collateralized mortgage obligations 4,560 13 (5) 4,568 Federal agency mortgage-backed pools 12,572 194 (29) 12,737 Total held to maturity investment securities $ 207,899 $ 7,336 $ (88) $ 215,147
Amortized Cost and Fair Value of Securities Available for Sale and Held to Maturity	The amortized cost and fair value of securities available for sale and held to maturity at March 31, 2020 and December 31, 2019, by contractual maturity, are shown below. Expected maturities will differ from contractual maturities because issuers may have the right to call or prepay obligations with or without call or prepayment penalties. March 31, 2020 December 31, 2019 Amortized Fair Amortized Fair Available for sale Within one year $ 44,227 $ 44,107 $ 37,386 $ 37,321 One to five years 41,322 41,175 41,230 41,293 Five to ten years 114,900 119,147 117,004 122,145 After ten years 270,421 278,184 213,574 218,193 470,870 482,613 409,194 418,952 Federal agency collateralized mortgage obligations 253,977 257,813 267,272 269,252 Federal agency mortgage-backed pools 155,289 160,050 145,623 146,572 Total available for sale investment securities $ 880,136 $ 900,476 $ 822,089 $ 834,776 Held to maturity Within one year $ 10,082 $ 10,127 $ 7,811 $ 7,874 One to five years 51,401 52,364 56,037 57,048 Five to ten years 91,291 95,026 94,756 98,480 After ten years 30,704 33,340 32,163 34,440 183,478 190,857 190,767 197,842 Federal agency collateralized mortgage obligations 3,693 3,746 4,560 4,568 Federal agency mortgage-backed pools 12,296 12,721 12,572 12,737 Total held to maturity investment securities $ 199,467 $ 207,324 $ 207,899 $ 215,147
Gross Unrealized Losses and Fair Value of Company's Investments	The following table shows the gross unrealized losses and the fair value of the Company’s investments, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position. March 31, 2020 Less than 12 Months 12 Months or More Total Fair Unrealized Fair Unrealized Fair Unrealized Investment Securities State and municipal $ 152,037 $ (3,956) $ 7,336 $ (282) $ 159,373 $ (4,238) Federal agency collateralized mortgage obligations 27,685 (184) — — 27,685 (184) Total temporarily impaired securities $ 179,722 $ (4,140) $ 7,336 $ (282) $ 187,058 $ (4,422) December 31, 2019 Less than 12 Months 12 Months or More Total Fair Unrealized Fair Unrealized Fair Unrealized Investment Securities U.S. Treasury and federal agencies $ 1,413 $ (2) $ — $ — $ 1,413 $ (2) State and municipal 129,942 (2,374) 6,279 (131) 136,221 (2,505) Federal agency collateralized mortgage obligations 68,043 (308) 23,301 (260) 91,344 (568) Federal agency mortgage-backed pools 24,740 (104) 37,822 (183) 62,562 (287) Corporate notes — — — — — — Total temporarily impaired securities $ 224,138 $ (2,788) $ 67,402 $ (574) $ 291,540 $ (3,362)
Sales of Securities Available for Sale	Information regarding security proceeds, gross gains and gross losses are presented below. Three Months Ended March 31 2020 2019 Sales of securities available for sale Proceeds $ 32,036 $ 17,587 Gross gains 389 59 Gross losses (50) (44)

Loans (Tables)

Loans (Tables)	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Loans Outstanding by Portfolio Class	The following table presents total loans outstanding by portfolio class, as of March 31, 2020: March 31, Commercial Owner occupied real estate $ 510,901 Non-owner occupied real estate 992,595 Residential spec homes 11,668 Development & spec land 32,991 Commercial and industrial 502,247 Total commercial 2,050,402 Real estate Residential mortgage 733,034 Residential construction 24,495 Mortgage warehouse 223,519 Total real estate 981,048 Consumer Direct installment 40,064 Indirect installment 360,293 Home equity 275,492 Total consumer 675,849 Total loans 3,707,299 Allowance for loan losses (48,440) Net loans $ 3,658,859
Amounts of Loans	The following table presents total loans outstanding, as of December 31, 2019: December 31, Commercial Working capital and equipment $ 938,317 Real estate, including agriculture 978,891 Tax exempt 63,571 Other 65,872 Total 2,046,651 Real estate 1-4 family 762,571 Other 8,146 Total 770,717 Consumer Auto 362,729 Recreation 16,262 Real estate/home improvement 43,585 Home equity 237,979 Unsecured 7,286 Other 1,339 Total 669,180 Mortgage warehouse 150,293 Total loans 3,636,841 Allowance for loan losses (17,667) Loans, net $ 3,619,174

Accounting for Certain Loans _2

Accounting for Certain Loans Acquired in a Transfer (Tables)	3 Months Ended
	Mar. 31, 2020
Transfers and Servicing [Abstract]
Carrying Amounts of Loans	The carrying amounts of those loans included in the balance sheet amounts of loans receivable as of December 31, 2019 are as follows: December 31, 2019 Commercial Real Estate Consumer Outstanding Balance Allowance for Loan Losses Carrying Amount Heartland $ 197 $ 99 $ — $ 296 $ — $ 296 Summit 88 473 — 561 — 561 Peoples 229 35 — 264 — 264 Kosciusko 244 131 — 375 — 375 LaPorte 353 793 20 1,166 — 1,166 Lafayette 1,867 — — 1,867 — 1,867 Wolverine 2,289 — — 2,289 — 2,289 Salin 4,938 1,912 962 7,812 133 7,679 Total $ 10,205 $ 3,443 $ 982 $ 14,630 $ 133 $ 14,497
Accretable Yield or Income Expected to be Collected	Accretable yield, or income expected to be collected for the three months ended March 31, 2019 is as follows: Three Months Ended March 31, 2019 Beginning balance Additions Accretion Reclassification from nonaccretable difference Disposals Ending balance Heartland $ 174 $ — $ (8) $ — $ — $ 166 Summit 42 — (3) — (11) 28 Kosciusko 300 — (17) — — 283 LaPorte 829 — (29) — — 800 Lafayette 609 — (35) — (171) 403 Wolverine 698 — (123) — (8) 567 Salin — 3,368 — — — 3,368 Total $ 2,652 $ 3,368 $ (215) $ — $ (190) $ 5,615

Allowance for Loan Losses (Tabl

Allowance for Loan Losses (Tables)	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Allowance for Loan Losses	The following tables represent, by loan portfolio segment, a summary of changes in the ACL on loans for the three months ended March 31, 2020 and 2019: Three Months Ended March 31, 2020 Commercial Real Estate Mortgage Warehouse Consumer Total Balance, beginning of period $ 11,996 $ 923 $ 1,077 $ 3,671 $ 17,667 Impact of adopting ASC 326 10,832 4,048 — 4,911 19,791 Initial PCD Allowance 2,786 — — — 2,786 Provision for credit losses on loans 6,916 700 (22) 1,006 8,600 Charge-offs (69) (26) — (618) (713) Recoveries 89 9 — 211 309 Balance, end of period $ 32,550 $ 5,654 $ 1,055 $ 9,181 $ 48,440 Three Months Ended March 31, 2019 Commercial Real Estate Mortgage Warehouse Consumer Total Balance, beginning of period $ 10,495 $ 1,676 $ 1,006 $ 4,643 $ 17,820 Provision for credit losses on loans 1,122 (115) 8 (651) 364 Charge-offs (77) — — (584) (661) Recoveries 16 27 — 255 298 Balance, end of period $ 11,556 $ 1,588 $ 1,014 $ 3,663 $ 17,821
Allowance for Loan Losses and Recorded Investment in Loans by Portfolio Segment	The following table presents the balance in the allowance for credit loss and the recorded investment in loans, by portfolio segment, and based on impairment analysis as of December 31, 2019: December 31, 2019 Commercial Real Estate Mortgage Warehousing Consumer Total Allowance For Loan Losses Ending allowance balance attributable to loans: Individually evaluated for impairment $ 541 $ — $ — $ — $ 541 Collectively evaluated for impairment 11,455 923 1,077 3,671 17,126 Loans acquired with deteriorated credit quality — — — — — Total ending allowance balance $ 11,996 $ 923 $ 1,077 $ 3,671 $ 17,667 Loans: Individually evaluated for impairment $ 7,347 $ — $ — $ — $ 7,347 Collectively evaluated for impairment 2,040,299 770,705 150,293 665,952 3,627,249 Loans acquired with deteriorated credit quality — — — — — Total ending loans balance $ 2,047,646 $ 770,705 $ 150,293 $ 665,952 $ 3,634,596

Non-performing Loans and Impa_2

Non-performing Loans and Impaired Loans (Tables)	3 Months Ended
	Mar. 31, 2020
Receivables [Abstract]
Non-accrual, Loans Past Due Over 90 Days Still on Accrual, and Troubled Debt Restructured ("TDRs") by Class of Loans	The following table presents the non-accrual, loans past due over 90 days still on accrual, and troubled debt restructured (“TDRs”) by class of loans: March 31, 2020 Non-accrual Loans Past Due Over 90 Days Still Accruing Non-performing Performing TDRs Total Non-performing Loans Non-accrual Commercial Owner occupied real estate $ 5,512 $ — $ 629 $ 139 $ 6,280 $ 3,123 Non-owner occupied real estate 641 — 361 — 1,002 888 Residential spec homes — — — — — — Development & spec land 73 — — — 73 73 Commercial and industrial 791 11 1,422 — 2,224 816 Total commercial 7,017 11 2,412 139 9,579 4,900 Real estate Residential mortgage 8,040 — 733 1,638 10,411 — Residential construction — — — — — — Mortgage warehouse — — — — — — Total real estate 8,040 — 733 1,638 10,411 — Consumer Direct installment 18 — — — 18 18 Indirect installment 1,168 196 — — 1,364 1,168 Home equity 2,038 39 215 338 2,630 2,038 Total consumer 3,224 235 215 338 4,012 3,224 Total $ 18,281 $ 246 $ 3,360 $ 2,115 $ 24,002 $ 8,124 There was no interest income recognized on non-accrual loans during the three months ended March 31, 2020 and 2019 while the loans were in non-accrual status. December 31, 2019 Non-accrual Loans Past Due Over 90 Days Still Accruing Non-performing Performing TDRs Total Non-performing Loans Non-accrual Commercial Owner occupied real estate $ 2,424 $ — $ 629 $ 139 $ 3,192 $ 2,563 Non-owner occupied real estate 682 — 374 — 1,056 937 Residential spec homes — — — — — — Development & spec land 73 — — — 73 73 Commercial and industrial 1,603 — 78 1,345 3,026 514 Total commercial 4,782 — 1,081 1,484 7,347 4,087 Real estate Residential mortgage 7,614 1 708 1,561 9,884 8,322 Residential construction — — — — — — Mortgage warehouse — — — — — — Total real estate 7,614 1 708 1,561 9,884 8,322 Consumer Direct installment 30 5 — — 35 30 Indirect installment 1,234 135 — — 1,369 1,234 Home equity 2,019 5 217 309 2,550 2,236 Total consumer 3,283 145 217 309 3,954 3,500 Total $ 15,679 $ 146 $ 2,006 $ 3,354 $ 21,185 $ 15,909
Schedule of TDRs by Loan Portfolio	The following table presents TDRs by loan portfolio: March 31, 2020 December 31, 2019 Non-accrual Accruing Total Non-accrual Accruing Total Commercial Owner occupied real estate $ 629 $ 139 $ 768 $ 629 $ 139 $ 768 Non-owner occupied real estate 361 — 361 374 — 374 Residential spec homes — — — — — — Development & spec land — — — — — — Commercial and industrial 1,422 — 1,422 78 1,345 1,423 Total commercial 2,412 139 2,551 1,081 1,484 2,565 Real estate Residential mortgage 733 1,638 2,371 708 1,561 2,269 Residential construction — — — — — — Mortgage warehouse — — — — — — Total real estate 733 1,638 2,371 708 1,561 2,269 Consumer Direct installment — — — — — — Indirect installment — — — — — — Home equity 215 338 553 217 309 526 Total consumer 215 338 553 217 309 526 Total $ 3,360 $ 2,115 $ 5,475 $ 2,006 $ 3,354 $ 5,360 Loans Modified under the CARES Act The Bank has elected (i) to suspend the requirements under GAAP for loan modifications related to the COVID-19 pandemic that would otherwise be categorized as a TDR; and (ii) to suspend any determination of a loan modified as a result of the effects of COVID-19 pandemic as being a TDR, including impairment for accounting purposes. At March 31, 2020, the Bank modified loans totaling $56.6 million which qualify for treatment under the CARES Act.
Schedule of Collateral Dependent Loans by Loan Class	The table below presents the value of collateral dependent loans by loan class as of March 31, 2020: March 31, 2020 Commercial Owner occupied real estate $ 3,018 Non-owner occupied real estate 114 Commercial and industrial 626 Total commercial 3,758 Real estate Residential mortgage 681 Total real estate 681 Total collateral dependent loans $ 4,439
Payment Status by Class of Loan	The following table presents the payment status by class of loan, excluding non-accrual loans of $18.3 million and non-performing TDRs of $3.4 million at March 31, 2020: March 31, 2020 Current 30-59 Days 60-89 Days 90 Days or Total Total Commercial Owner occupied real estate $ 499,639 $ 4,532 $ 589 $ — $ 5,121 $ 504,760 Non-owner occupied real estate 989,572 2,021 — — 2,021 991,593 Residential spec homes 11,533 135 — — 135 11,668 Development & spec land 32,918 — — — — 32,918 Commercial and industrial 499,845 178 — 11 189 500,034 Total commercial 2,033,507 6,866 589 11 7,466 2,040,973 Real estate Residential mortgage 722,866 1,395 — — 1,395 724,261 Residential construction 24,495 — — — — 24,495 Mortgage warehouse 223,519 — — — — 223,519 Total real estate 970,880 1,395 — — 1,395 972,275 Consumer Direct installment 39,841 190 15 — 205 40,046 Indirect installment 356,702 1,967 260 196 2,423 359,125 Home equity 272,465 621 114 39 774 273,239 Total consumer 669,008 2,778 389 235 3,402 672,410 Total $ 3,673,395 $ 11,039 $ 978 $ 246 $ 12,263 $ 3,685,658 Percentage of total loans 99.67 % 0.30 % 0.03 % 0.01 % 0.33 % 100.00 % The following table presents the payment status by class of loan, excluding non-accrual loans of $15.7 million and non-performing TDRs of $2.0 million at December 31, 2019: December 31, 2019 Current 30-59 Days 60-89 Days 90 Days or Total Total Commercial Owner occupied real estate $ 515,604 $ 920 $ — $ — $ 920 $ 516,524 Non-owner occupied real estate 972,195 80 — — 80 972,275 Residential spec homes 12,925 — — — — 12,925 Development & spec land 35,881 — — — — 35,881 Commercial and industrial 503,348 819 11 — 830 504,178 Total commercial 2,039,953 1,819 11 — 1,830 2,041,783 Real estate Residential mortgage 740,712 1,984 — 1 1,985 742,697 Residential construction 19,686 — — — — 19,686 Mortgage warehouse 150,293 — — — — 150,293 Total real estate 910,691 1,984 — 1 1,985 912,676 Consumer Direct installment 40,864 175 5 5 185 41,049 Indirect installment 344,478 2,407 404 135 2,946 347,424 Home equity 273,050 904 20 5 929 273,979 Total consumer 658,392 3,486 429 145 4,060 662,452 Total $ 3,609,036 $ 7,289 $ 440 $ 146 $ 7,875 $ 3,616,911 Percentage of total loans 99.78 % 0.20 % 0.01 % 0.01 % 0.22 % 100.00 %
Loans by Credit Grades	The following tables present loans by credit grades and origination year. March 31, 2020 2020 2019 2018 2017 2016 Prior Revolving Loans Total Commercial Owner occupied real estate Pass $ 13,838 $ 63,995 $ 62,398 $ 60,650 $ 60,221 $ 173,904 $ 36,254 $ 471,260 Special Mention 174 291 5,276 3,896 2,348 9,114 — 21,099 Substandard — 1,482 3,014 824 500 8,105 4,617 18,542 Doubtful — — — — — — — — Total owner occupied real estate $ 14,012 $ 65,768 $ 70,688 $ 65,370 $ 63,069 $ 191,123 $ 40,871 $ 510,901 Non-owner occupied real estate Pass $ 25,445 $ 129,457 $ 86,194 $ 150,894 $ 130,686 $ 249,361 $ 156,142 $ 928,179 Special Mention 1,947 11,515 27,560 2,220 299 11,783 1,086 56,410 Substandard — — 2,439 114 457 4,996 — 8,006 Doubtful — — — — — — — — Total non-owner occupied real estate $ 27,392 $ 140,972 $ 116,193 $ 153,228 $ 131,442 $ 266,140 $ 157,228 $ 992,595 Residential spec homes Pass $ — $ 190 $ — $ 312 $ 957 $ 2,093 $ 8,116 $ 11,668 Special Mention — — — — — — — — Substandard — — — — — — — — Doubtful — — — — — — — — Total residential spec homes $ — $ 190 $ — $ 312 $ 957 $ 2,093 $ 8,116 $ 11,668 Development & spec land Pass $ 30 $ 932 $ 2,568 $ 4,496 $ 1,586 $ 14,645 $ 8,595 $ 32,852 Special Mention — — — — — 139 — 139 Substandard — — — — — — — — Doubtful — — — — — — — — Total development & spec land $ 30 $ 932 $ 2,568 $ 4,496 $ 1,586 $ 14,784 $ 8,595 $ 32,991 Commercial & industrial Pass $ 23,969 $ 71,713 $ 70,277 $ 108,382 $ 36,067 $ 102,731 $ 34,331 $ 447,470 Special Mention 122 3,563 10,134 3,857 2,872 12,926 1,005 34,479 Substandard — 5,611 3,169 3,558 619 4,938 2,403 20,298 Doubtful — — — — — — — — Total commercial & industrial $ 24,091 $ 80,887 $ 83,580 $ 115,797 $ 39,558 $ 120,595 $ 37,739 $ 502,247 Total commercial $ 65,525 $ 288,749 $ 273,029 $ 339,203 $ 236,612 $ 594,735 $ 252,549 $ 2,050,402 March 31, 2020 2020 2019 2018 2017 2016 Prior Revolving Loans Total Real estate Residential mortgage Performing $ 29,138 $ 74,317 $ 139,327 $ 130,086 $ 96,489 $ 254,575 $ 329 $ 724,261 Non-performing — 267 148 372 1,377 6,609 — 8,773 Total residential mortgage $ 29,138 $ 74,584 $ 139,475 $ 130,458 $ 97,866 $ 261,184 $ 329 $ 733,034 Residential construction Performing $ — $ 338 $ — $ — $ — $ — $ 24,157 $ 24,495 Non-performing — — — — — — — — Total residential construction $ — $ 338 $ — $ — $ — $ — $ 24,157 $ 24,495 Mortgage warehouse Performing $ — $ — $ — $ — $ — $ — $ 223,519 $ 223,519 Non-performing — — — — — — — — Total mortgage warehouse $ — $ — $ — $ — $ — $ — $ 223,519 $ 223,519 Total real estate $ 29,138 $ 74,922 $ 139,475 $ 130,458 $ 97,866 $ 261,184 $ 248,005 $ 981,048 March 31, 2020 2020 2019 2018 2017 2016 Prior Revolving Loans Total Consumer Direct installment Performing $ 2,774 $ 13,701 $ 8,699 $ 8,267 $ 3,476 $ 3,014 $ 115 $ 40,046 Non-performing — 6 3 1 — 6 2 18 Total direct installment $ 2,774 $ 13,707 $ 8,702 $ 8,268 $ 3,476 $ 3,020 $ 117 $ 40,064 Indirect installment Performing $ 42,135 $ 129,329 $ 106,358 $ 56,278 $ 14,661 $ 10,168 $ — $ 358,929 Non-performing — 228 282 478 154 222 — 1,364 Total indirect installment $ 42,135 $ 129,557 $ 106,640 $ 56,756 $ 14,815 $ 10,390 $ — $ 360,293 Home equity Performing $ 10,688 $ 58,444 $ 48,683 $ 38,878 $ 30,030 $ 82,155 $ 4,322 $ 273,200 Non-performing — 9 66 81 19 1,089 1,028 2,292 Total home equity $ 10,688 $ 58,453 $ 48,749 $ 38,959 $ 30,049 $ 83,244 $ 5,350 $ 275,492 Total consumer $ 55,597 $ 201,717 $ 164,091 $ 103,983 $ 48,340 $ 96,654 $ 5,467 $ 675,849 December 31, 2019 Pass Special Substandard Doubtful Total Commercial Owner occupied real estate $ 492,386 $ 8,328 $ 18,863 $ — $ 519,577 Non-owner occupied real estate 957,990 7,824 7,517 — 973,331 Residential spec homes 12,925 — — — 12,925 Development & spec land 35,815 — 139 — 35,954 Commercial and industrial 468,893 18,652 18,314 — 505,859 Total commercial 1,968,009 34,804 44,833 — 2,047,646 Real estate Residential mortgage 741,136 — 9,883 — 751,019 Residential construction 19,686 — — — 19,686 Mortgage warehouse 150,293 — — — 150,293 Total real estate 911,115 — 9,883 — 920,998 Consumer Direct installment 41,044 — 35 — 41,079 Indirect installment 347,289 — 1,369 — 348,658 Home equity 273,665 — 2,550 — 276,215 Total consumer 661,998 — 3,954 — 665,952 Total $ 3,541,122 $ 34,804 $ 58,670 $ — $ 3,634,596 Percentage of total loans 97.43 % 0.96 % 1.61 % 0.00 % 100.00 %

Repurchase Agreements (Tables)

Repurchase Agreements (Tables)	3 Months Ended
	Mar. 31, 2020
Text Block [Abstract]
Summary of Repurchase Agreements Accounted as Secured Borrowings	The following table shows repurchase agreements accounted for as secured borrowings: March 31, 2020 Remaining Contractual Maturity of the Agreements Overnight Up to one One to three Three to five Five to ten Beyond ten Total Repurchase Agreements and repurchase-to-maturity transactions Repurchase Agreements $ 81,955 $ — $ — $ — $ — $ — $ 81,955 Securities pledged for Repurchase Agreements Federal agency collateralized mortgage obligations $ 42,280 $ — $ — $ — $ — $ — $ 42,280 Federal agency mortgage-backed pools 58,840 — — — — — 58,840 Total $ 101,120 $ — $ — $ — $ — $ — $ 101,120

Derivative Financial Instrume_2

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair Value of Derivative Financial Instruments	The following tables summarize the fair value of derivative financial instruments utilized by Horizon: Asset Derivatives Liability Derivatives March 31, 2020 March 31, 2020 Balance Sheet Location Fair Value Balance Sheet Location Fair Value Derivatives designated as hedging instruments Interest rate contracts Other assets $ 37,537 Other liabilities $ 47,620 Total derivatives designated as hedging instruments 37,537 47,620 Derivatives not designated as hedging instruments Mortgage loan contracts Other assets 1,269 Other liabilities — Total derivatives not designated as hedging instruments 1,269 — Total derivatives $ 38,806 $ 47,620 Asset Derivatives Liability Derivatives December 31, 2019 December 31, 2019 Balance Sheet Location Fair Balance Sheet Location Fair Derivatives designated as hedging instruments Interest rate contracts Other assets $ 11,422 Other liabilities $ 15,861 Total derivatives designated as hedging instruments 11,422 15,861 Derivatives not designated as hedging instruments Mortgage loan contracts Other assets 264 Other liabilities 38 Total derivatives not designated as hedging instruments 264 38 Total derivatives $ 11,686 $ 15,899
Effect of Derivative Instruments on Condensed Consolidated Statement of Income Derivative in Cash Flow Hedging Relationship	The effect of the derivative instruments on the condensed consolidated statements of income for the three-month periods ending March 31 is as follows: Amount of Loss Recognized in Other Comprehensive Income on Derivative (Effective Portion) Three Months Ended March 31, 2020 March 31, 2019 Derivatives in cash flow hedging relationship Interest rate contracts $ (3,132) $ (874)
Effect of Derivative Instruments on Consolidated Statement of Income Derivative in Fair Value Hedging Relationship	Location of gain Amount of Gain (Loss) Recognized on Derivative Three Months Ended March 31, 2020 March 31, 2019 Derivative in fair value hedging relationship Interest rate contracts Interest income - loans $ (26,330) $ (4,051) Interest rate contracts Interest income - loans 26,330 4,051 Total $ — $ — Location of gain Amount of Gain (Loss) Recognized on Derivative Three Months Ended March 31, 2020 March 31, 2019 Derivative not designated as hedging relationship Mortgage contracts Other income - gain on sale of loans $ 1,043 $ 257

Disclosures about Fair Value _2

Disclosures about Fair Value of Assets and Liabilities (Tables)	3 Months Ended
	Mar. 31, 2020
Text Block [Abstract]
Fair Value Measurements of Assets and Liabilities Recognized on a Recurring Basis	The following table presents the fair value measurements of assets and liabilities recognized in the accompanying condensed consolidated financial statements measured at fair value on a recurring basis and the level within the FASB ASC fair value hierarchy in which the fair value measurements fall at the following: March 31, 2020 Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Available for sale securities State and municipal $ 471,203 $ — $ 471,203 $ — Federal agency collateralized mortgage obligations 257,813 — 257,813 — Federal agency mortgage-backed pools 160,050 — 160,050 — Corporate notes 11,410 — 11,410 — Total available for sale securities 900,476 — 900,476 — Interest rate swap agreements asset 37,537 — 37,537 — Forward sale commitments 1,269 — 1,269 — Interest rate swap agreements liability (47,620) — (47,620) — December 31, 2019 Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Available for sale securities U.S. Treasury and federal agencies $ 1,413 $ — $ 1,413 $ — State and municipal 405,768 — 405,768 — Federal agency collateralized mortgage obligations 269,252 — 269,252 — Federal agency mortgage-backed pools 146,572 — 146,572 — Corporate notes 11,771 — 11,771 — Total available for sale securities 834,776 — 834,776 — Interest rate swap agreements asset 11,422 — 11,422 — Forward sale commitments 264 — 264 — Interest rate swap agreements liability (15,861) — (15,861) — Commitments to originate loans (38) — (38) —
Realized Gains and Losses Included in Net Income for Periods in Consolidated Statements of Income	Realized gains and losses included in net income for the periods are reported in the condensed consolidated statements of income as follows: Three Months Ended March 31, 2020 March 31, 2019 Non-interest Income Total gains and losses from: Hedged loans $ (26,330) $ (4,051) Fair value interest rate swap agreements 26,330 4,051 Derivative loan commitments 1,043 257 $ 1,043 $ 257
Other Assets Measured at Fair Value on Nonrecurring Basis	Certain other assets are measured at fair value on a non-recurring basis in the ordinary course of business and are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment): Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) March 31, 2020 Collateral dependent loans $ 7,959 $ — $ — $ 7,959 Mortgage servicing rights 14,160 — — 14,160 December 31, 2019 Impaired loans $ 6,806 $ — $ — $ 6,806 Mortgage servicing rights 14,327 — — 14,327
Qualitative Information About Unobservable Inputs Used in Recurring and Nonrecurring Level 3 Fair Value Measurements, Other than Goodwill	The following table presents qualitative information about unobservable inputs used in recurring and non-recurring Level 3 fair value measurements, other than goodwill. March 31, 2020 Fair Value Valuation Technique Unobservable Inputs Range (Weighted Average) Collateral dependent loans $ 7,959 Collateral based measurement Discount to reflect current market conditions and ultimate collectibility 0.0%-100.0% (16.8%) Mortgage servicing rights 14,160 Discounted cash flows Discount rate, Constant prepayment rate, Probability of default 8.6%-8.7% (8.6%), 10.6%-20.4% (12.7%), 0.0%-2.4%(0.7%) December 31, 2019 Fair Valuation Unobservable Range Impaired loans $ 6,806 Collateral based measurement Discount to reflect current market conditions and ultimate collectibility 0.0%-100.0%(7.4%) Mortgage servicing rights 14,327 Discounted cash flows Discount rate, 8.7%-9.0% (8.7%), 10.2%-19.8%(12.2%), 0.1%-2.9%(0.7%)

Fair Value of Financial Instr_2

Fair Value of Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2020
Fair Value Disclosures [Abstract]
Summary of Estimated Fair Values of Financial Instruments	The following table presents estimated fair values of the Company’s financial instruments and the level within the fair value hierarchy in which the fair value measurements fall (unaudited). 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) Assets Cash and due from banks $ 86,458 $ 86,458 $ — $ — Interest-earning time deposits 9,239 — 9,357 — Investment securities, held to maturity 199,467 — 207,324 — Loans held for sale 6,245 — — 6,245 Loans (excluding loan level hedges), net 3,658,859 — — 3,694,421 Stock in FHLB 22,447 — 22,447 — Interest receivable 17,774 — 17,774 — Liabilities Non-interest bearing deposits $ 709,978 $ 709,978 $ — $ — Interest bearing deposits 3,172,293 — 3,151,657 — Borrowings 704,613 — 710,005 — Subordinated debentures 56,374 — 52,118 — Interest payable 2,772 — 2,772 — 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) Assets Cash and due from banks $ 98,831 $ 98,831 $ — $ — Interest-earning time deposits 8,455 — 8,537 — Investment securities, held to maturity 207,899 — 215,147 — Loans held for sale 4,088 — — 4,088 Loans (excluding loan level hedges), net 3,619,174 — — 3,554,951 Stock in FHLB 22,447 — 22,447 — Interest receivable 18,828 — 18,828 — Liabilities Non-interest bearing deposits $ 709,760 $ 709,760 $ — $ — Interest bearing deposits 3,221,242 — 3,180,768 — Borrowings 549,741 — 546,995 — Subordinated debentures 56,311 — 51,809 — Interest payable 3,062 — 3,062 —

Accumulated Other Comprehensi_2

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2020
Equity [Abstract]
Components of Accumulated Other Comprehensive Loss	March 31, December 31, Unrealized gain on securities available for sale $ 20,340 $ 12,687 Unamortized loss on securities held to maturity, previously transferred from AFS (137) (107) Unrealized loss on derivative instruments (8,405) (4,440) Tax effect (2,476) (1,708) Total accumulated other comprehensive income $ 9,322 $ 6,432

Regulatory Capital (Tables)

Regulatory Capital (Tables)	3 Months Ended
	Mar. 31, 2020
Banking and Thrift [Abstract]
Summary of Regulatory Capital Requirement	Horizon and the Bank’s actual and required capital ratios as of March 31, 2020 and December 31, 2019 were as follows: Actual Required for Capital 1 Adequacy Purposes Required For Capital 1 Adequacy Purposes with Capital Buffer Well Capitalized Under Prompt 1 Corrective Action Provisions Amount Ratio Amount Ratio Amount Ratio Amount Ratio March 31, 2020 Total capital 1 (to risk-weighted assets) Consolidated $ 551,215 13.69 % $ 322,112 8.00 % $ 422,773 10.50 % N/A N/A Bank 513,248 12.73 % 322,544 8.00 % 423,339 10.50 % $ 403,180 10.00 % Tier 1 capital 1 (to risk-weighted assets) Consolidated 514,493 12.78 % 241,546 6.00 % 342,190 8.50 % N/A N/A Bank 476,526 11.82 % 241,891 6.00 % 342,679 8.50 % 322,522 8.00 % Common equity tier 1 capital 1 (to risk-weighted assets) Consolidated 457,000 11.35 % 181,189 4.50 % 281,850 7.00 % N/A N/A Bank 476,526 11.82 % 181,419 4.50 % 282,207 7.00 % 262,049 6.50 % Tier 1 capital 1 (to average assets) Consolidated 514,493 10.14 % 202,956 4.00 % 202,956 4.00 % N/A N/A Bank 476,526 9.43 % 202,132 4.00 % 202,132 4.00 % 252,665 5.00 % December 31, 2019 Total capital 1 (to risk-weighted assets) Consolidated $ 548,364 13.95 % $ 314,395 8.00 % $ 412,644 10.500 % N/A N/A Bank 497,227 12.65 % 314,452 8.00 % 412,718 10.500 % $ 393,065 10.00 % Tier 1 capital 1 (to risk-weighted assets) Consolidated 530,643 13.50 % 235,796 6.00 % 334,044 8.500 % N/A N/A Bank 479,506 12.20 % 235,823 6.00 % 334,082 8.500 % 314,430 8.00 % Common equity tier 1 capital 1 (to risk-weighted assets) Consolidated 473,150 12.04 % 176,846 4.50 % 275,094 7.000 % N/A N/A Bank 479,506 12.20 % 176,867 4.50 % 275,126 7.000 % 255,475 6.50 % Tier 1 capital 1 (to average assets) Consolidated 530,643 10.50 % 202,111 4.00 % 202,111 4.000 % N/A N/A Bank 479,506 9.49 % 202,110 4.00 % 202,110 4.000 % 252,638 5.00 % (1) As defined by regulatory agencies

Accounting Policies - Additiona

Accounting Policies - Additional Information (Details) - USD ($)	Mar. 06, 2020	Jan. 01, 2020	Mar. 31, 2020	Mar. 31, 2019	Jul. 16, 2019
Schedule Of Accounting Policies [Line Items]
Number of shares authorized to be repurchased					2,250,000
Number of shares repurchased	1,000,000		373,323
Average price per share repurchased	$ 15.19		$ 15.86
Shares, non-dilutive (in shares)			293,665	350,618
Impact of adoption of ASU No. 2016-13		$ (15,635,000)
Initial PCD Allowance		2,800,000	$ 2,786,000
Accrued interest receivable			$ 11,000,000
Loan delinquency period			90 days
Minimum period required for satisfactory performance to return loan from non-accrual to accrual status			6 months
Period of loan sold by mortgage company			30 days
Minimum period seldom held			90 days
Mortgage warehousing maximum pay off period			30 days
Reclassifications effect on net income				$ 0
Mortgage loan deferred due cost			$ 0
Minimum
Schedule Of Accounting Policies [Line Items]
Loan delinquency period			90 days
Delay or shortfall in payments of loan			30 days
Maximum
Schedule Of Accounting Policies [Line Items]
Allowance for loan losses charge down family first and junior lien mortgages past due period			180 days
Allowance for loan losses charge down unsecured open end loans past due period			90 days
Allowance for loan losses charge down other secured loans past due period			90 days
Accounting Standards Update 2016-13 | Retained Earnings
Schedule Of Accounting Policies [Line Items]
Impact of adoption of ASU No. 2016-13		$ (15,635,000)

Accounting Policies - Summary o

Accounting Policies - Summary of Computation of Basic and Diluted Earnings Per Share (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Basic earnings per share
Net income	$ 11,655	$ 10,816
Weighted average common shares outstanding (in shares)	44,658,512	38,822,543
Basic Earnings Per Share (in USD per share)	$ 0.26	$ 0.28
Diluted earnings per share
Net income	$ 11,655	$ 10,816
Effect of dilutive securities:
Weighted average common shares outstanding (in shares)	44,756,716	38,906,172
Diluted Earnings Per Share (in USD per share)	$ 0.26	$ 0.28
Restricted Stock
Effect of dilutive securities:
Effect of dilutive securities	39,845	0
Stock Options
Effect of dilutive securities:
Effect of dilutive securities	58,359	83,629

Accounting Policies - Impact of

Accounting Policies - Impact of ASC 326 (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Jan. 01, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans	$ 48,440	$ 22,577	$ 17,667	$ 17,821	$ 17,820
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		13,618
Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		4,048
Mortgage warehouse
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans	$ 1,055	0	1,077	$ 1,014	$ 1,006
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		4,911
As Reported Under ASC 326
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		40,244
As Reported Under ASC 326 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		25,614
As Reported Under ASC 326 | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		4,971
As Reported Under ASC 326 | Mortgage warehouse
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		1,077
As Reported Under ASC 326 | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		8,582
Impact of adopting ASC 326
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		17,667	19,791
Impact of adopting ASC 326 | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		11,996
Impact of adopting ASC 326 | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		923
Impact of adopting ASC 326 | Mortgage warehouse
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		1,077	$ 0
Impact of adopting ASC 326 | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Allowance for credit losses on loans		$ 3,671

Acquisitions Additional Informa

Acquisitions Additional Information (Details) - USD ($) $ / shares in Units, $ in Thousands	1 Months Ended	3 Months Ended
	Mar. 26, 2019	Mar. 31, 2020	Dec. 31, 2019
Business Acquisition [Line Items]
Common stock, shares outstanding (in shares)		43,763,623	44,975,771
Acquisition of goodwill		$ 151,238	$ 151,238
Salin
Business Acquisition [Line Items]
Exchange ratio per share	23907.50%
Cash paid for shares	$ 87,417.17
Common stock, shares outstanding (in shares)	275,000
Common stock issued (in shares)	6,563,697
Market closing price per share (in USD per share)	$ 15.65
Estimated transaction value	$ 126,700
Costs related to the acquisition	5,600
Total purchase price	126,722
Net intangible assets acquired	19,818
Acquisition of goodwill	$ 31,358
Core deposit intangible amortization period		10 years

Acquisitions Schedule of Final

Acquisitions Schedule of Final Purchase Price of Assets Acquired and Liabilities Assumed for Salin (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019	Mar. 26, 2019
Loans
Goodwill	$ 151,238	$ 151,238
Salin
Assets
Cash and due from banks			$ 152,745
Investment securities, available for sale			54,319
Loans
Total loans			568,918
Premises and equipment, net			20,425
FRB and FHLB stock			3,571
Goodwill			31,358
Core deposit intangible			19,818
Interest receivable			2,488
Other assets			112,880
Total assets purchased			966,522
Common shares issued			102,722
Cash paid			24,000
Total purchase price			126,722
Deposits
Non-interest bearing			188,744
NOW accounts			207,567
Savings and money market			274,504
Certificates of deposit			70,529
Total deposits			741,344
Borrowings			70,495
Subordinated debentures			18,376
Interest payable			826
Other liabilities			8,759
Total liabilities assumed			839,800
Salin | Residential mortgage
Loans
Total loans			131,008
Salin | Commercial
Loans
Total loans			352,798
Salin | Consumer
Loans
Total loans			$ 85,112

Acquisitions - Schedule of Acqu

Acquisitions - Schedule of Acquired Loans Accounted for in Accordance with ASC 310-30 (Details) - Salin $ in Thousands	Mar. 26, 2019USD ($)
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Contractually required principal and interest at acquisition	$ 22,672
Contractual cash flows not expected to be collected (nonaccretable differences)	6,694
Expected cash flows at acquisition	15,978
Interest component of expected cash flows (accretable discount)	735
Fair value of acquired loans accounted for under ASC310-30	$ 15,243

Acquisitions - Pro Forma Result

Acquisitions - Pro Forma Result of Comparable Prior Reporting Period (Details) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)$ / shares
Business Acquisition, Pro Forma Information [Abstract]
Net Interest Income	$ 42,182
Provision for Loan Losses	664
Net Interest Income after Provision for Loan Losses	41,518
Non-interest Income	9,126
Non-interest Expense	42,152
Income before Income Taxes	8,492
Income Tax Expense	2,017
Net Income	6,475
Net Income Available to Common Shareholders	$ 6,475
Basic Earnings Per Share (in USD per share) | $ / shares	$ 0.17
Diluted Earnings Per Share (in USD per share) | $ / shares	$ 0.17

Securities - Fair Value of Secu

Securities - Fair Value of Securities (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Available for sale
Amortized Cost	$ 880,136	$ 822,089
Gross Unrealized Gains	24,645	15,961
Gross Unrealized Losses	(4,305)	(3,274)
Fair Value	900,476	834,776
Held to maturity
Amortized Cost	199,467	207,899
Gross Unrealized Gains	7,974	7,336
Gross Unrealized Losses	(117)	(88)
Fair Value	207,324	215,147
U.S. Treasury and federal agencies
Available for sale
Amortized Cost		1,415
Gross Unrealized Gains		0
Gross Unrealized Losses		(2)
Fair Value		1,413
State and municipal
Available for sale
Amortized Cost	460,013	396,931
Gross Unrealized Gains	15,311	11,288
Gross Unrealized Losses	(4,121)	(2,451)
Fair Value	471,203	405,768
Held to maturity
Amortized Cost	183,478	190,767
Gross Unrealized Gains	7,496	7,129
Gross Unrealized Losses	(117)	(54)
Fair Value	190,857	197,842
Federal agency collateralized mortgage obligations
Available for sale
Amortized Cost	253,977	267,272
Gross Unrealized Gains	4,020	2,543
Gross Unrealized Losses	(184)	(563)
Fair Value	257,813	269,252
Held to maturity
Amortized Cost	3,693	4,560
Gross Unrealized Gains	53	13
Gross Unrealized Losses	0	(5)
Fair Value	3,746	4,568
Federal agency mortgage-backed pools
Available for sale
Amortized Cost	155,289	145,623
Gross Unrealized Gains	4,761	1,207
Gross Unrealized Losses	0	(258)
Fair Value	160,050	146,572
Held to maturity
Amortized Cost	12,296	12,572
Gross Unrealized Gains	425	194
Gross Unrealized Losses	0	(29)
Fair Value	12,721	12,737
Corporate notes
Available for sale
Amortized Cost	10,857	10,848
Gross Unrealized Gains	553	923
Gross Unrealized Losses	0	0
Fair Value	$ 11,410	$ 11,771

Securities - Amortized Cost and

Securities - Amortized Cost and Fair Value of Securities Available for Sale and Held to Maturity (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Schedule of Available-for-sale Securities [Line Items]
Amortized cost within one year	$ 44,227	$ 37,386
Amortized cost one to five years	41,322	41,230
Amortized cost for five to ten years	114,900	117,004
Amortized cost for after ten years	270,421	213,574
Total amortized cost	470,870	409,194
Total available for sale investment securities, Amortized Cost	880,136	822,089
Within one year, amortized cost	10,082	7,811
One to five years, amortized cost	51,401	56,037
Five to ten years, amortized cost	91,291	94,756
After ten years, amortized cost	30,704	32,163
Total amortized cost	183,478	190,767
Investment securities, held to maturity	199,467	207,899
Fair value within one year	44,107	37,321
Fair value for one to five years	41,175	41,293
Fair value for five to ten years	119,147	122,145
Fair value for after ten years	278,184	218,193
Total fair value	482,613	418,952
Investment securities, available for sale	900,476	834,776
Within one year, fair value	10,127	7,874
One to five years, fair value	52,364	57,048
five to ten years, fair value	95,026	98,480
After ten years, fair value	33,340	34,440
Total fair value	190,857	197,842
Fair Value	207,324	215,147
Federal agency collateralized mortgage obligations
Schedule of Available-for-sale Securities [Line Items]
Total available for sale investment securities, Amortized Cost	253,977	267,272
Investment securities, held to maturity	3,693	4,560
Investment securities, available for sale	257,813	269,252
Fair Value	3,746	4,568
Federal agency mortgage-backed pools
Schedule of Available-for-sale Securities [Line Items]
Total available for sale investment securities, Amortized Cost	155,289	145,623
Investment securities, held to maturity	12,296	12,572
Investment securities, available for sale	160,050	146,572
Fair Value	$ 12,721	$ 12,737

Securities - Gross Unrealized L

Securities - Gross Unrealized Losses and Fair Value of Company's Investments (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Schedule of Available-for-sale Securities [Line Items]
Fair Value less than 12 months	$ 179,722	$ 224,138
Fair value more than 12 months	7,336	67,402
Total fair value	187,058	291,540
Unrealized losses less than 12 months	(4,140)	(2,788)
Unrealized losses more than 12 months	(282)	(574)
Total unrealized losses	(4,422)	(3,362)
U.S. Treasury and federal agencies
Schedule of Available-for-sale Securities [Line Items]
Fair Value less than 12 months		1,413
Fair value more than 12 months		0
Total fair value		1,413
Unrealized losses less than 12 months		(2)
Unrealized losses more than 12 months		0
Total unrealized losses		(2)
State and municipal
Schedule of Available-for-sale Securities [Line Items]
Fair Value less than 12 months	152,037	129,942
Fair value more than 12 months	7,336	6,279
Total fair value	159,373	136,221
Unrealized losses less than 12 months	(3,956)	(2,374)
Unrealized losses more than 12 months	(282)	(131)
Total unrealized losses	(4,238)	(2,505)
Federal agency collateralized mortgage obligations
Schedule of Available-for-sale Securities [Line Items]
Fair Value less than 12 months	27,685	68,043
Fair value more than 12 months	0	23,301
Total fair value	27,685	91,344
Unrealized losses less than 12 months	(184)	(308)
Unrealized losses more than 12 months	0	(260)
Total unrealized losses	$ (184)	(568)
Federal agency mortgage-backed pools
Schedule of Available-for-sale Securities [Line Items]
Fair Value less than 12 months		24,740
Fair value more than 12 months		37,822
Total fair value		62,562
Unrealized losses less than 12 months		(104)
Unrealized losses more than 12 months		(183)
Total unrealized losses		(287)
Corporate notes
Schedule of Available-for-sale Securities [Line Items]
Fair Value less than 12 months		0
Fair value more than 12 months		0
Total fair value		0
Unrealized losses less than 12 months		0
Unrealized losses more than 12 months		0
Total unrealized losses		$ 0

Securities - Sales of Securitie

Securities - Sales of Securities Available for Sale (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Investments, Debt and Equity Securities [Abstract]
Proceeds	$ 32,036	$ 17,587
Gross gains	389	59
Gross losses	$ (50)	$ (44)

Loans - Loans Outstanding by Po

Loans - Loans Outstanding by Portfolio Class (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	$ 3,707,299	$ 3,634,596
Allowance for loan losses	(48,440)	(17,667)
Net loans	3,658,859
Deferred loan costs	3,000
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	2,050,402	2,047,646
Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	981,048	920,998
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	675,849	665,952
Owner occupied real estate | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	510,901	519,577
Non-owner occupied real estate | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	992,595	973,331
Residential spec homes | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	11,668
Development & spec land | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	32,991	35,954
Commercial and industrial | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	502,247	505,859
Residential mortgage | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	733,034	751,019
Residential construction | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	24,495	19,686
Mortgage warehouse | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	223,519	150,293
Direct installment | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	40,064	41,079
Indirect installment | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	360,293	348,658
Home equity | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	$ 275,492	$ 276,215

Loans - Amounts of Loans (Detai

Loans - Amounts of Loans (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance	$ 3,707,299	$ 3,634,596
Total loans		3,636,841
Allowance for loan losses	(48,440)	(17,667)
Loans, net	3,658,859	3,619,174
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		2,046,651
Loan Balance	2,050,402	2,047,646
Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real Estate, Total		770,717
Loan Balance	981,048	920,998
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		669,180
Loan Balance	675,849	665,952
Working capital and equipment | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		938,317
Real estate, including agriculture | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		978,891
Tax exempt | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		63,571
Other | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		65,872
1-4 family | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real Estate, Total		762,571
Other | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Real Estate, Total		8,146
Auto | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		362,729
Recreation | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		16,262
Real estate/home improvement | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		43,585
Home equity | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		237,979
Loan Balance	$ 275,492	276,215
Unsecured | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		7,286
Other | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Commercial/Consumer, Total		1,339
Mortgage warehouse
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan Balance		$ 150,293

Accounting for Certain Loans _3

Accounting for Certain Loans Acquired in a Transfer - Amounts of Loans (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		$ 3,636,841
Allowance for Loan Losses	$ 48,440	17,667
Carrying Amount	$ 3,658,859
Loans Purchased With Evidence of Credit Deterioration
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		14,630
Allowance for Loan Losses		133
Carrying Amount		14,497
Loans Purchased With Evidence of Credit Deterioration | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		10,205
Loans Purchased With Evidence of Credit Deterioration | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		3,443
Loans Purchased With Evidence of Credit Deterioration | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		982
Loans Purchased With Evidence of Credit Deterioration | Heartland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		296
Allowance for Loan Losses		0
Carrying Amount		296
Loans Purchased With Evidence of Credit Deterioration | Heartland | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		197
Loans Purchased With Evidence of Credit Deterioration | Heartland | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		99
Loans Purchased With Evidence of Credit Deterioration | Heartland | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Summit
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		561
Allowance for Loan Losses		0
Carrying Amount		561
Loans Purchased With Evidence of Credit Deterioration | Summit | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		88
Loans Purchased With Evidence of Credit Deterioration | Summit | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		473
Loans Purchased With Evidence of Credit Deterioration | Summit | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Peoples
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		264
Allowance for Loan Losses		0
Carrying Amount		264
Loans Purchased With Evidence of Credit Deterioration | Peoples | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		229
Loans Purchased With Evidence of Credit Deterioration | Peoples | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		35
Loans Purchased With Evidence of Credit Deterioration | Peoples | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Kosciusko
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		375
Allowance for Loan Losses		0
Carrying Amount		375
Loans Purchased With Evidence of Credit Deterioration | Kosciusko | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		244
Loans Purchased With Evidence of Credit Deterioration | Kosciusko | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		131
Loans Purchased With Evidence of Credit Deterioration | Kosciusko | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | LaPorte
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		1,166
Allowance for Loan Losses		0
Carrying Amount		1,166
Loans Purchased With Evidence of Credit Deterioration | LaPorte | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		353
Loans Purchased With Evidence of Credit Deterioration | LaPorte | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		793
Loans Purchased With Evidence of Credit Deterioration | LaPorte | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		20
Loans Purchased With Evidence of Credit Deterioration | Lafayette
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		1,867
Allowance for Loan Losses		0
Carrying Amount		1,867
Loans Purchased With Evidence of Credit Deterioration | Lafayette | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		1,867
Loans Purchased With Evidence of Credit Deterioration | Lafayette | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Lafayette | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Wolverine
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		2,289
Allowance for Loan Losses		0
Carrying Amount		2,289
Loans Purchased With Evidence of Credit Deterioration | Wolverine | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		2,289
Loans Purchased With Evidence of Credit Deterioration | Wolverine | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Wolverine | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		0
Loans Purchased With Evidence of Credit Deterioration | Salin
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		7,812
Allowance for Loan Losses		133
Carrying Amount		7,679
Loans Purchased With Evidence of Credit Deterioration | Salin | Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		4,938
Loans Purchased With Evidence of Credit Deterioration | Salin | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		1,912
Loans Purchased With Evidence of Credit Deterioration | Salin | Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Outstanding Balance		$ 962

Accounting for Certain Loans _4

Accounting for Certain Loans Acquired in a Transfer - Accretable Yield or Income Expected to be Collected (Details) - Loans Purchased With Evidence of Credit Deterioration $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	$ 2,652
Additions	3,368
Accretion	(215)
Reclassification from nonaccretable difference	0
Disposals	(190)
Ending balance	5,615
Heartland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	174
Additions	0
Accretion	(8)
Reclassification from nonaccretable difference	0
Disposals	0
Ending balance	166
Summit
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	42
Additions	0
Accretion	(3)
Reclassification from nonaccretable difference	0
Disposals	(11)
Ending balance	28
Kosciusko
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	300
Additions	0
Accretion	(17)
Reclassification from nonaccretable difference	0
Disposals	0
Ending balance	283
LaPorte
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	829
Additions	0
Accretion	(29)
Reclassification from nonaccretable difference	0
Disposals	0
Ending balance	800
Lafayette
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	609
Additions	0
Accretion	(35)
Reclassification from nonaccretable difference	0
Disposals	(171)
Ending balance	403
Wolverine
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	698
Additions	0
Accretion	(123)
Reclassification from nonaccretable difference	0
Disposals	(8)
Ending balance	567
Salin
Accounts, Notes, Loans and Financing Receivable [Line Items]
Beginning balance	0
Additions	3,368
Accretion	0
Reclassification from nonaccretable difference	0
Disposals	0
Ending balance	$ 3,368

Accounting for Certain Loans _5

Accounting for Certain Loans Acquired in a Transfer - Additional Information (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Business Acquisition [Line Items]
Provision for credit losses	$ 8,600	$ 364
Loans Purchased With Evidence of Credit Deterioration
Business Acquisition [Line Items]
Provision for credit losses		$ 296

Allowance for Loan Losses - All

Allowance for Loan Losses - Allowance for Loan Losses (Details) - USD ($) $ in Thousands	Jan. 01, 2020	Mar. 31, 2020	Mar. 31, 2019
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	$ 17,667	$ 17,667	$ 17,820
Initial PCD Allowance	2,800	2,786
Provision for credit losses on loans		8,600	364
Charge-offs		(713)	(661)
Recoveries		309	298
Balance, end of period	22,577	48,440	17,821
Impact of adopting ASC 326
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	19,791	19,791
Balance, end of period	17,667
Mortgage warehouse
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	1,077	1,077	1,006
Initial PCD Allowance		0
Provision for credit losses on loans		(22)	8
Charge-offs		0	0
Recoveries		0	0
Balance, end of period	0	1,055	1,014
Mortgage warehouse | Impact of adopting ASC 326
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	0	0
Balance, end of period	1,077
Commercial
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	11,996	11,996	10,495
Initial PCD Allowance		2,786
Provision for credit losses on loans		6,916	1,122
Charge-offs		(69)	(77)
Recoveries		89	16
Balance, end of period		32,550	11,556
Commercial | Impact of adopting ASC 326
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	10,832	10,832
Real estate
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	923	923	1,676
Initial PCD Allowance		0
Provision for credit losses on loans		700	(115)
Charge-offs		(26)	0
Recoveries		9	27
Balance, end of period		5,654	1,588
Real estate | Impact of adopting ASC 326
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	4,048	4,048
Consumer
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	3,671	3,671	4,643
Initial PCD Allowance		0
Provision for credit losses on loans		1,006	(651)
Charge-offs		(618)	(584)
Recoveries		211	255
Balance, end of period		9,181	$ 3,663
Consumer | Impact of adopting ASC 326
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Balance, beginning of period	$ 4,911	$ 4,911

Allowance for Loan Losses - A_2

Allowance for Loan Losses - Allowance for Loan Losses and Recorded Investment in Loans by Portfolio Segment (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Jan. 01, 2020	Dec. 31, 2019	Mar. 31, 2019	Dec. 31, 2018
Ending allowance balance attributable to loans:
Allowance for credit losses on loans	$ 48,440	$ 22,577	$ 17,667	$ 17,821	$ 17,820
Total ending allowance balance	48,440		17,667
Loans
Loans
Individually evaluated for impairment			7,347
Collectively evaluated for impairment			3,627,249
Loans acquired with deteriorated credit quality			0
Total ending loans balance			3,634,596
Allowance For Loan Losses
Ending allowance balance attributable to loans:
Individually evaluated for impairment			541
Collectively evaluated for impairment			17,126
Allowance for credit losses on loans			0
Total ending allowance balance			17,667
Mortgage warehouse | Loans
Loans
Individually evaluated for impairment			0
Collectively evaluated for impairment			150,293
Loans acquired with deteriorated credit quality			0
Total ending loans balance			150,293
Mortgage warehouse | Allowance For Loan Losses
Ending allowance balance attributable to loans:
Individually evaluated for impairment			0
Collectively evaluated for impairment			1,077
Allowance for credit losses on loans			0
Total ending allowance balance			1,077
Commercial
Ending allowance balance attributable to loans:
Allowance for credit losses on loans	32,550		11,996	11,556	10,495
Commercial | Loans
Loans
Individually evaluated for impairment			7,347
Collectively evaluated for impairment			2,040,299
Loans acquired with deteriorated credit quality			0
Total ending loans balance			2,047,646
Commercial | Allowance For Loan Losses
Ending allowance balance attributable to loans:
Individually evaluated for impairment			541
Collectively evaluated for impairment			11,455
Allowance for credit losses on loans			0
Total ending allowance balance			11,996
Real estate
Ending allowance balance attributable to loans:
Allowance for credit losses on loans	5,654		923	1,588	1,676
Real estate | Loans
Loans
Individually evaluated for impairment			0
Collectively evaluated for impairment			770,705
Loans acquired with deteriorated credit quality			0
Total ending loans balance			770,705
Real estate | Allowance For Loan Losses
Ending allowance balance attributable to loans:
Individually evaluated for impairment			0
Collectively evaluated for impairment			923
Allowance for credit losses on loans			0
Total ending allowance balance			923
Consumer
Ending allowance balance attributable to loans:
Allowance for credit losses on loans	$ 9,181		3,671	$ 3,663	$ 4,643
Consumer | Loans
Loans
Individually evaluated for impairment			0
Collectively evaluated for impairment			665,952
Loans acquired with deteriorated credit quality			0
Total ending loans balance			665,952
Consumer | Allowance For Loan Losses
Ending allowance balance attributable to loans:
Individually evaluated for impairment			0
Collectively evaluated for impairment			3,671
Allowance for credit losses on loans			0
Total ending allowance balance			$ 3,671

Non-performing Loans and Impa_3

Non-performing Loans and Impaired Loans - Non-accrual, Loans Past Due Over 90 Days Still on Accrual, and Troubled Debt Restructured ("TDRs") by Class of Loans (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Past Due [Line Items]
Non-accrual	$ 18,281	$ 15,679
Loans Past Due Over 90 Days Still Accruing	246	146
TDR loans	3,360	2,006
Performing TDRs	2,115	3,354
Total Non-performing Loans	24,002	21,185
Non-accrual with no Allowance for Credit Losses	8,124	15,909
Commercial
Financing Receivable, Past Due [Line Items]
Non-accrual	7,017	4,782
Loans Past Due Over 90 Days Still Accruing	11	0
TDR loans	2,412	1,081
Performing TDRs	139	1,484
Total Non-performing Loans	9,579	7,347
Non-accrual with no Allowance for Credit Losses	4,900	4,087
Commercial | Owner occupied real estate
Financing Receivable, Past Due [Line Items]
Non-accrual	5,512	2,424
Loans Past Due Over 90 Days Still Accruing	0	0
TDR loans	629	629
Performing TDRs	139	139
Total Non-performing Loans	6,280	3,192
Non-accrual with no Allowance for Credit Losses	3,123	2,563
Commercial | Non-owner occupied real estate
Financing Receivable, Past Due [Line Items]
Non-accrual	641	682
Loans Past Due Over 90 Days Still Accruing	0	0
TDR loans	361	374
Performing TDRs	0	0
Total Non-performing Loans	1,002	1,056
Non-accrual with no Allowance for Credit Losses	888	937
Commercial | Residential spec homes
Financing Receivable, Past Due [Line Items]
Non-accrual	0	0
Loans Past Due Over 90 Days Still Accruing	0	0
TDR loans	0	0
Performing TDRs	0	0
Total Non-performing Loans	0	0
Non-accrual with no Allowance for Credit Losses	0	0
Commercial | Development & spec land
Financing Receivable, Past Due [Line Items]
Non-accrual	73	73
Loans Past Due Over 90 Days Still Accruing	0	0
TDR loans	0	0
Performing TDRs	0	0
Total Non-performing Loans	73	73
Non-accrual with no Allowance for Credit Losses	73	73
Commercial | Commercial and industrial
Financing Receivable, Past Due [Line Items]
Non-accrual	791	1,603
Loans Past Due Over 90 Days Still Accruing	11	0
TDR loans	1,422	78
Performing TDRs	0	1,345
Total Non-performing Loans	2,224	3,026
Non-accrual with no Allowance for Credit Losses	816	514
Real estate
Financing Receivable, Past Due [Line Items]
Non-accrual	8,040	7,614
Loans Past Due Over 90 Days Still Accruing	0	1
TDR loans	733	708
Performing TDRs	1,638	1,561
Total Non-performing Loans	10,411	9,884
Non-accrual with no Allowance for Credit Losses	0	8,322
Real estate | Residential mortgage
Financing Receivable, Past Due [Line Items]
Non-accrual	8,040	7,614
Loans Past Due Over 90 Days Still Accruing	0	1
TDR loans	733	708
Performing TDRs	1,638	1,561
Total Non-performing Loans	10,411	9,884
Non-accrual with no Allowance for Credit Losses	0	8,322
Real estate | Residential construction
Financing Receivable, Past Due [Line Items]
Non-accrual	0	0
Loans Past Due Over 90 Days Still Accruing	0	0
TDR loans	0	0
Performing TDRs	0	0
Total Non-performing Loans	0	0
Non-accrual with no Allowance for Credit Losses	0	0
Real estate | Mortgage warehouse
Financing Receivable, Past Due [Line Items]
Non-accrual	0	0
Loans Past Due Over 90 Days Still Accruing	0	0
TDR loans	0	0
Performing TDRs	0	0
Total Non-performing Loans	0	0
Non-accrual with no Allowance for Credit Losses	0	0
Consumer
Financing Receivable, Past Due [Line Items]
Non-accrual	3,224	3,283
Loans Past Due Over 90 Days Still Accruing	235	145
TDR loans	215	217
Performing TDRs	338	309
Total Non-performing Loans	4,012	3,954
Non-accrual with no Allowance for Credit Losses	3,224	3,500
Consumer | Direct installment
Financing Receivable, Past Due [Line Items]
Non-accrual	18	30
Loans Past Due Over 90 Days Still Accruing	0	5
TDR loans	0	0
Performing TDRs	0	0
Total Non-performing Loans	18	35
Non-accrual with no Allowance for Credit Losses	18	30
Consumer | Indirect installment
Financing Receivable, Past Due [Line Items]
Non-accrual	1,168	1,234
Loans Past Due Over 90 Days Still Accruing	196	135
TDR loans	0	0
Performing TDRs	0	0
Total Non-performing Loans	1,364	1,369
Non-accrual with no Allowance for Credit Losses	1,168	1,234
Consumer | Home equity
Financing Receivable, Past Due [Line Items]
Non-accrual	2,038	2,019
Loans Past Due Over 90 Days Still Accruing	39	5
TDR loans	215	217
Performing TDRs	338	309
Total Non-performing Loans	2,630	2,550
Non-accrual with no Allowance for Credit Losses	$ 2,038	$ 2,236

Non-performing Loans and Impa_4

Non-performing Loans and Impaired Loans - Additional Information (Details)	3 Months Ended
	Mar. 31, 2020USD ($)consecutivePayment	Dec. 31, 2019USD ($)
Financing Receivable, Troubled Debt Restructuring [Line Items]
Non-accrual loans	$ 18,281,000	$ 15,679,000
Non-performing TDRs	$ 3,400,000
Restructured loan returned to accruing status number of Consecutive Payments of loan | consecutivePayment	6
Restructured loan reported in TDRs	$ 5,475,000	5,360,000
Specific reserves allocated to troubled debt restructuring	435,000
TDR loans	3,360,000	2,006,000
Commercial
Financing Receivable, Troubled Debt Restructuring [Line Items]
Non-accrual loans	7,017,000	4,782,000
Restructured loan reported in TDRs	2,551,000	2,565,000
TDR loans	2,412,000	1,081,000
Commercial | Owner occupied real estate
Financing Receivable, Troubled Debt Restructuring [Line Items]
Non-accrual loans	5,512,000	2,424,000
Restructured loan reported in TDRs	768,000	768,000
Non-accrual loans	18,300,000	15,700,000
TDR loans	629,000	$ 629,000
CARES Act
Financing Receivable, Troubled Debt Restructuring [Line Items]
Restructured loan reported in TDRs	56,600,000
Performing
Financing Receivable, Troubled Debt Restructuring [Line Items]
Restructured loan reported in TDRs	$ 3,400,000
Number TDRs returned to accrual status | consecutivePayment	1
Loans Purchased With Evidence of Credit Deterioration
Financing Receivable, Troubled Debt Restructuring [Line Items]
Non-accrual loans	$ 3,500,000
Non-performing TDRs	101,000
Minimum
Financing Receivable, Troubled Debt Restructuring [Line Items]
Loans with an aggregate credit exposure	$ 1,000,000
Loans classified as TDR after a period	90 days
Minimum | Good Pass
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of consecutive years of profit Unaudited Financial Information for Good Pass Rating	5 years
Number of years of Satisfactory Relationship with bank for Good Pass Rating	5 years
Minimum | Satisfactory Pass
Financing Receivable, Troubled Debt Restructuring [Line Items]
Number of consecutive years of profit for Good Pass Rating	3 years
Maximum
Financing Receivable, Troubled Debt Restructuring [Line Items]
Loans with an aggregate credit exposure	$ 3,500,000
Loans classified as TDR after a period	120 days
Minimum number of years of Satisfactory Repayment required for Satisfactory Pass Rating	2 years

Non-performing Loans and Impa_5

Non-performing Loans and Impaired Loans - Schedule of TDRs by Loan Portfolio (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	$ 3,360	$ 2,006
Performing TDRs	2,115	3,354
Total	5,475	5,360
Commercial
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	2,412	1,081
Performing TDRs	139	1,484
Total	2,551	2,565
Commercial | Owner occupied real estate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	629	629
Performing TDRs	139	139
Total	768	768
Commercial | Non-owner occupied real estate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	361	374
Performing TDRs	0	0
Total	361	374
Commercial | Residential spec homes
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	0	0
Performing TDRs	0	0
Total	0	0
Commercial | Development & spec land
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	0	0
Performing TDRs	0	0
Total	0	0
Commercial | Commercial and industrial
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	1,422	78
Performing TDRs	0	1,345
Total	1,422	1,423
Real estate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	733	708
Performing TDRs	1,638	1,561
Total	2,371	2,269
Real estate | Residential mortgage
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	733	708
Performing TDRs	1,638	1,561
Total	2,371	2,269
Real estate | Residential construction
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	0	0
Performing TDRs	0	0
Total	0	0
Real estate | Mortgage warehouse
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	0	0
Performing TDRs	0	0
Total	0	0
Consumer
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	215	217
Performing TDRs	338	309
Total	553	526
Consumer | Direct installment
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	0	0
Performing TDRs	0	0
Total	0	0
Consumer | Indirect installment
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	0	0
Performing TDRs	0	0
Total	0	0
Consumer | Home equity
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDR loans	215	217
Performing TDRs	338	309
Total	$ 553	$ 526

Non-performing Loans and Impa_6

Non-performing Loans and Impaired Loans - Collateral Pledged Loans (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	$ 3,707,299	$ 3,634,596
Real estate
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	981,048	920,998
Real estate | Residential mortgage
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	733,034	751,019
Commercial
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	2,050,402	2,047,646
Commercial | Owner occupied real estate
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	510,901	519,577
Commercial | Non-owner occupied real estate
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	992,595	973,331
Commercial | Commercial and industrial
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	502,247	$ 505,859
Collateral Pledged [Member]
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	4,439
Collateral Pledged [Member] | Real estate
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	681
Collateral Pledged [Member] | Real estate | Residential mortgage
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	681
Collateral Pledged [Member] | Commercial
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	3,758
Collateral Pledged [Member] | Commercial | Owner occupied real estate
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	3,018
Collateral Pledged [Member] | Commercial | Non-owner occupied real estate
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	114
Collateral Pledged [Member] | Commercial | Commercial and industrial
Financing Receivable, Allowance for Credit Loss [Line Items]
Total collateral dependent loans	$ 626

Non-performing Loans and Impa_7

Non-performing Loans and Impaired Loans - Payment Status by Class of Loan (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Past Due [Line Items]
Current	$ 3,673,395	$ 3,609,036
Total Past Due	12,263	7,875
Total	$ 3,685,658	$ 3,616,911
Current,Percentage of total loans	99.67%	99.78%
Total Past Due, Percentage of Total Loans	0.33%	0.22%
Percentage of total loans	100.00%	100.00%
Carrying Amount	$ 3,658,859
Commercial
Financing Receivable, Past Due [Line Items]
Current	2,033,507	$ 2,039,953
Total Past Due	7,466	1,830
Total	2,040,973	2,041,783
Commercial | Owner occupied real estate
Financing Receivable, Past Due [Line Items]
Current	499,639	515,604
Total Past Due	5,121	920
Total	504,760	516,524
Commercial | Non-owner occupied real estate
Financing Receivable, Past Due [Line Items]
Current	989,572	972,195
Total Past Due	2,021	80
Total	991,593	972,275
Commercial | Residential spec homes
Financing Receivable, Past Due [Line Items]
Current	11,533	12,925
Total Past Due	135	0
Total	11,668	12,925
Commercial | Development & spec land
Financing Receivable, Past Due [Line Items]
Current	32,918	35,881
Total Past Due	0	0
Total	32,918	35,881
Commercial | Commercial and industrial
Financing Receivable, Past Due [Line Items]
Current	499,845	503,348
Total Past Due	189	830
Total	500,034	504,178
Real estate
Financing Receivable, Past Due [Line Items]
Current	970,880	910,691
Total Past Due	1,395	1,985
Total	972,275	912,676
Real estate | Residential mortgage
Financing Receivable, Past Due [Line Items]
Current	722,866	740,712
Total Past Due	1,395	1,985
Total	724,261	742,697
Real estate | Residential construction
Financing Receivable, Past Due [Line Items]
Current	24,495	19,686
Total Past Due	0	0
Total	24,495	19,686
Real estate | Mortgage warehouse
Financing Receivable, Past Due [Line Items]
Current	223,519	150,293
Total Past Due	0	0
Total	223,519	150,293
Consumer
Financing Receivable, Past Due [Line Items]
Current	669,008	658,392
Total Past Due	3,402	4,060
Total	672,410	662,452
Consumer | Direct installment
Financing Receivable, Past Due [Line Items]
Current	39,841	40,864
Total Past Due	205	185
Total	40,046	41,049
Consumer | Indirect installment
Financing Receivable, Past Due [Line Items]
Current	356,702	344,478
Total Past Due	2,423	2,946
Total	359,125	347,424
Consumer | Home equity
Financing Receivable, Past Due [Line Items]
Current	272,465	273,050
Total Past Due	774	929
Total	273,239	273,979
30-59 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 11,039	$ 7,289
Total Past Due, Percentage of Total Loans	0.30%	0.20%
30-59 Days Past Due | Commercial
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 6,866	$ 1,819
30-59 Days Past Due | Commercial | Owner occupied real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	4,532	920
30-59 Days Past Due | Commercial | Non-owner occupied real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	2,021	80
30-59 Days Past Due | Commercial | Residential spec homes
Financing Receivable, Past Due [Line Items]
Total Past Due	135	0
30-59 Days Past Due | Commercial | Development & spec land
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
30-59 Days Past Due | Commercial | Commercial and industrial
Financing Receivable, Past Due [Line Items]
Total Past Due	178	819
30-59 Days Past Due | Real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	1,395	1,984
30-59 Days Past Due | Real estate | Residential mortgage
Financing Receivable, Past Due [Line Items]
Total Past Due	1,395	1,984
30-59 Days Past Due | Real estate | Residential construction
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
30-59 Days Past Due | Real estate | Mortgage warehouse
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
30-59 Days Past Due | Consumer
Financing Receivable, Past Due [Line Items]
Total Past Due	2,778	3,486
30-59 Days Past Due | Consumer | Direct installment
Financing Receivable, Past Due [Line Items]
Total Past Due	190	175
30-59 Days Past Due | Consumer | Indirect installment
Financing Receivable, Past Due [Line Items]
Total Past Due	1,967	2,407
30-59 Days Past Due | Consumer | Home equity
Financing Receivable, Past Due [Line Items]
Total Past Due	621	904
60-89 Days Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 978	$ 440
Total Past Due, Percentage of Total Loans	0.03%	0.01%
60-89 Days Past Due | Commercial
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 589	$ 11
60-89 Days Past Due | Commercial | Owner occupied real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	589	0
60-89 Days Past Due | Commercial | Non-owner occupied real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Commercial | Residential spec homes
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Commercial | Development & spec land
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Commercial | Commercial and industrial
Financing Receivable, Past Due [Line Items]
Total Past Due	0	11
60-89 Days Past Due | Real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Real estate | Residential mortgage
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Real estate | Residential construction
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Real estate | Mortgage warehouse
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
60-89 Days Past Due | Consumer
Financing Receivable, Past Due [Line Items]
Total Past Due	389	429
60-89 Days Past Due | Consumer | Direct installment
Financing Receivable, Past Due [Line Items]
Total Past Due	15	5
60-89 Days Past Due | Consumer | Indirect installment
Financing Receivable, Past Due [Line Items]
Total Past Due	260	404
60-89 Days Past Due | Consumer | Home equity
Financing Receivable, Past Due [Line Items]
Total Past Due	114	20
90 Days or Greater Past Due
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 246	$ 146
Total Past Due, Percentage of Total Loans	0.01%	0.01%
90 Days or Greater Past Due | Commercial
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 11	$ 0
90 Days or Greater Past Due | Commercial | Owner occupied real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
90 Days or Greater Past Due | Commercial | Non-owner occupied real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
90 Days or Greater Past Due | Commercial | Residential spec homes
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
90 Days or Greater Past Due | Commercial | Development & spec land
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
90 Days or Greater Past Due | Commercial | Commercial and industrial
Financing Receivable, Past Due [Line Items]
Total Past Due	11	0
90 Days or Greater Past Due | Real estate
Financing Receivable, Past Due [Line Items]
Total Past Due	0	1
90 Days or Greater Past Due | Real estate | Residential mortgage
Financing Receivable, Past Due [Line Items]
Total Past Due	0	1
90 Days or Greater Past Due | Real estate | Residential construction
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
90 Days or Greater Past Due | Real estate | Mortgage warehouse
Financing Receivable, Past Due [Line Items]
Total Past Due	0	0
90 Days or Greater Past Due | Consumer
Financing Receivable, Past Due [Line Items]
Total Past Due	235	145
90 Days or Greater Past Due | Consumer | Direct installment
Financing Receivable, Past Due [Line Items]
Total Past Due	0	5
90 Days or Greater Past Due | Consumer | Indirect installment
Financing Receivable, Past Due [Line Items]
Total Past Due	196	135
90 Days or Greater Past Due | Consumer | Home equity
Financing Receivable, Past Due [Line Items]
Total Past Due	$ 39	$ 5

Non-performing Loans and Impa_8

Non-performing Loans and Impaired Loans - Loans by Credit Grades (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans	$ 3,707,299	$ 3,634,596
Percentage of total loans		100.00%
Commercial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	65,525
2019	288,749
2018	273,029
2017	339,203
2016	236,612
Prior	594,735
Revolving Loans	252,549
Total Loans	2,050,402	$ 2,047,646
Commercial | Owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	14,012
2019	65,768
2018	70,688
2017	65,370
2016	63,069
Prior	191,123
Revolving Loans	40,871
Total Loans	510,901	519,577
Commercial | Non-owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	27,392
2019	140,972
2018	116,193
2017	153,228
2016	131,442
Prior	266,140
Revolving Loans	157,228
Total Loans	992,595	973,331
Commercial | Residential spec homes
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	190
2018	0
2017	312
2016	957
Prior	2,093
Revolving Loans	8,116
Total Loans	11,668	12,925
Commercial | Development & spec land
Financing Receivable, Credit Quality Indicator [Line Items]
2020	30
2019	932
2018	2,568
2017	4,496
2016	1,586
Prior	14,784
Revolving Loans	8,595
Total Loans	32,991	35,954
Commercial | Commercial and industrial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	24,091
2019	80,887
2018	83,580
2017	115,797
2016	39,558
Prior	120,595
Revolving Loans	37,739
Total Loans	502,247	505,859
Real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	29,138
2019	74,922
2018	139,475
2017	130,458
2016	97,866
Prior	261,184
Revolving Loans	248,005
Total Loans	981,048	920,998
Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
2020	29,138
2019	74,584
2018	139,475
2017	130,458
2016	97,866
Prior	261,184
Revolving Loans	329
Total Loans	733,034	751,019
Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	338
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	24,157
Total Loans	24,495	19,686
Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	223,519
Total Loans	223,519	150,293
Consumer
Financing Receivable, Credit Quality Indicator [Line Items]
2020	55,597
2019	201,717
2018	164,091
2017	103,983
2016	48,340
Prior	96,654
Revolving Loans	5,467
Total Loans	675,849	665,952
Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
2020	2,774
2019	13,707
2018	8,702
2017	8,268
2016	3,476
Prior	3,020
Revolving Loans	117
Total Loans	40,064	41,079
Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
2020	42,135
2019	129,557
2018	106,640
2017	56,756
2016	14,815
Prior	10,390
Revolving Loans	0
Total Loans	360,293	348,658
Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	10,688
2019	58,453
2018	48,749
2017	38,959
2016	30,049
Prior	83,244
Revolving Loans	5,350
Total Loans	275,492	276,215
Performing | Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
2020	29,138
2019	74,317
2018	139,327
2017	130,086
2016	96,489
Prior	254,575
Revolving Loans	329
Total Loans	724,261
Performing | Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	338
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	24,157
Total Loans	24,495
Performing | Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	223,519
Total Loans	223,519
Performing | Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
2020	2,774
2019	13,701
2018	8,699
2017	8,267
2016	3,476
Prior	3,014
Revolving Loans	115
Total Loans	40,046
Performing | Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
2020	42,135
2019	129,329
2018	106,358
2017	56,278
2016	14,661
Prior	10,168
Revolving Loans	0
Total Loans	358,929
Performing | Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	10,688
2019	58,444
2018	48,683
2017	38,878
2016	30,030
Prior	82,155
Revolving Loans	4,322
Total Loans	273,200
Non-performing | Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	267
2018	148
2017	372
2016	1,377
Prior	6,609
Revolving Loans	0
Total Loans	8,773
Non-performing | Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0
Non-performing | Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0
Non-performing | Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	6
2018	3
2017	1
2016	0
Prior	6
Revolving Loans	2
Total Loans	18
Non-performing | Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	228
2018	282
2017	478
2016	154
Prior	222
Revolving Loans	0
Total Loans	1,364
Non-performing | Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	9
2018	66
2017	81
2016	19
Prior	1,089
Revolving Loans	1,028
Total Loans	2,292
Pass
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 3,541,122
Percentage of total loans		97.43%
Pass | Commercial
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 1,968,009
Pass | Commercial | Owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	13,838
2019	63,995
2018	62,398
2017	60,650
2016	60,221
Prior	173,904
Revolving Loans	36,254
Total Loans	471,260	492,386
Pass | Commercial | Non-owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	25,445
2019	129,457
2018	86,194
2017	150,894
2016	130,686
Prior	249,361
Revolving Loans	156,142
Total Loans	928,179	957,990
Pass | Commercial | Residential spec homes
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	190
2018	0
2017	312
2016	957
Prior	2,093
Revolving Loans	8,116
Total Loans	11,668	12,925
Pass | Commercial | Development & spec land
Financing Receivable, Credit Quality Indicator [Line Items]
2020	30
2019	932
2018	2,568
2017	4,496
2016	1,586
Prior	14,645
Revolving Loans	8,595
Total Loans	32,852	35,815
Pass | Commercial | Commercial and industrial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	23,969
2019	71,713
2018	70,277
2017	108,382
2016	36,067
Prior	102,731
Revolving Loans	34,331
Total Loans	447,470	468,893
Pass | Real estate
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		911,115
Pass | Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		741,136
Pass | Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		19,686
Pass | Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		150,293
Pass | Consumer
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		661,998
Pass | Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		41,044
Pass | Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		347,289
Pass | Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		273,665
Special Mention
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 34,804
Percentage of total loans		0.96%
Special Mention | Commercial
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 34,804
Special Mention | Commercial | Owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	174
2019	291
2018	5,276
2017	3,896
2016	2,348
Prior	9,114
Revolving Loans	0
Total Loans	21,099	8,328
Special Mention | Commercial | Non-owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,947
2019	11,515
2018	27,560
2017	2,220
2016	299
Prior	11,783
Revolving Loans	1,086
Total Loans	56,410	7,824
Special Mention | Commercial | Residential spec homes
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	0
Special Mention | Commercial | Development & spec land
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	139
Revolving Loans	0
Total Loans	139	0
Special Mention | Commercial | Commercial and industrial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	122
2019	3,563
2018	10,134
2017	3,857
2016	2,872
Prior	12,926
Revolving Loans	1,005
Total Loans	34,479	18,652
Special Mention | Real estate
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Consumer
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Special Mention | Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Substandard
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 58,670
Percentage of total loans		1.61%
Substandard | Commercial
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 44,833
Substandard | Commercial | Owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	1,482
2018	3,014
2017	824
2016	500
Prior	8,105
Revolving Loans	4,617
Total Loans	18,542	18,863
Substandard | Commercial | Non-owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	2,439
2017	114
2016	457
Prior	4,996
Revolving Loans	0
Total Loans	8,006	7,517
Substandard | Commercial | Residential spec homes
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	0
Substandard | Commercial | Development & spec land
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	139
Substandard | Commercial | Commercial and industrial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	5,611
2018	3,169
2017	3,558
2016	619
Prior	4,938
Revolving Loans	2,403
Total Loans	20,298	18,314
Substandard | Real estate
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		9,883
Substandard | Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		9,883
Substandard | Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Substandard | Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Substandard | Consumer
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		3,954
Substandard | Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		35
Substandard | Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		1,369
Substandard | Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		2,550
Doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 0
Percentage of total loans		0.00%
Doubtful | Commercial
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 0
Doubtful | Commercial | Owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	0
Doubtful | Commercial | Non-owner occupied real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	0
Doubtful | Commercial | Residential spec homes
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	0
Doubtful | Commercial | Development & spec land
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	0	0
Doubtful | Commercial | Commercial and industrial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving Loans	0
Total Loans	$ 0	0
Doubtful | Real estate
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Real estate | Residential mortgage
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Real estate | Residential construction
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Real estate | Mortgage warehouse
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Consumer
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Consumer | Direct installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Consumer | Indirect installment
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		0
Doubtful | Consumer | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
Total Loans		$ 0

Repurchase Agreements - Summary

Repurchase Agreements - Summary of Repurchase Agreements Accounted as Secured Borrowings (Details) $ in Thousands	Mar. 31, 2020USD ($)
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 81,955
Securities pledged for Repurchase Agreements	101,120
Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	81,955
Securities pledged for Repurchase Agreements	101,120
Up to one year
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Securities pledged for Repurchase Agreements	0
One to three years
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Securities pledged for Repurchase Agreements	0
Three to five years
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Securities pledged for Repurchase Agreements	0
Five to ten years
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Securities pledged for Repurchase Agreements	0
Beyond ten years
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Securities pledged for Repurchase Agreements	0
Federal agency collateralized mortgage obligations
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	42,280
Federal agency collateralized mortgage obligations | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	42,280
Federal agency collateralized mortgage obligations | Up to one year
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency collateralized mortgage obligations | One to three years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency collateralized mortgage obligations | Three to five years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency collateralized mortgage obligations | Five to ten years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency collateralized mortgage obligations | Beyond ten years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency mortgage-backed pools
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	58,840
Federal agency mortgage-backed pools | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	58,840
Federal agency mortgage-backed pools | Up to one year
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency mortgage-backed pools | One to three years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency mortgage-backed pools | Three to five years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency mortgage-backed pools | Five to ten years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	0
Federal agency mortgage-backed pools | Beyond ten years
Assets Sold under Agreements to Repurchase [Line Items]
Securities pledged for Repurchase Agreements	$ 0

Derivative Financial Instrume_3

Derivative Financial Instruments - Additional Information (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Derivative [Line Items]
LIBOR period	3 months
Weighted average fixed rate	4.03%
Recorded period of effectiveness of cash flow hedges on net income	12 months
Recorded period of effectiveness of fair value hedges on net income	12 months
Recorded period of effectiveness of fair value of derivatives on net income	12 months
Interest rate swap agreements liability
Derivative [Line Items]
LIBOR period	1 month
Weighted average fixed rate	2.81%
LaPorte
Derivative [Line Items]
LIBOR period	1 month
Weighted average fixed rate	2.42%	2.31%
Cash Flow Hedging
Derivative [Line Items]
Notional amount of interest	$ 15.5	$ 15.5
Cash Flow Hedging | Interest rate swap agreements liability
Derivative [Line Items]
Notional amount of interest	50	50
Cash Flow Hedging | LaPorte
Derivative [Line Items]
Notional amount of interest	20	30
Fair Value Hedging
Derivative [Line Items]
Notional amount of interest	$ 400.5	$ 361

Derivative Financial Instrume_4

Derivative Financial Instruments - Fair Value of Derivative Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Derivatives, Fair Value [Line Items]
Total Asset Derivatives	$ 38,806	$ 11,686
Total Liability Derivatives	47,620	15,899
Derivatives designated as hedging instruments
Derivatives, Fair Value [Line Items]
Total Asset Derivatives	37,537	11,422
Total Liability Derivatives	47,620	15,861
Derivatives designated as hedging instruments | Interest rate contracts | Other assets
Derivatives, Fair Value [Line Items]
Total Asset Derivatives	37,537	11,422
Derivatives designated as hedging instruments | Interest rate contracts | Other liabilities
Derivatives, Fair Value [Line Items]
Total Liability Derivatives	47,620	15,861
Derivatives not designated as hedging instruments
Derivatives, Fair Value [Line Items]
Total Asset Derivatives	1,269	264
Total Liability Derivatives	0	38
Derivatives not designated as hedging instruments | Mortgage loan contracts | Other assets
Derivatives, Fair Value [Line Items]
Total Asset Derivatives	1,269	264
Derivatives not designated as hedging instruments | Mortgage loan contracts | Other liabilities
Derivatives, Fair Value [Line Items]
Total Liability Derivatives	$ 0	$ 38

Derivative Financial Instrume_5

Derivative Financial Instruments - Effect of Derivative Instruments on Condensed Consolidated Statements of Income Derivative in Cash Flow Hedging Relationship (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Comprehensive Income on Derivative (Effective Portion)	$ (3,965)	$ (1,106)
Cash Flow Hedging | Interest rate contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Comprehensive Income on Derivative (Effective Portion)	$ (3,132)	$ (874)

Derivative Financial Instrume_6

Derivative Financial Instruments - Effect of Derivative Instruments on Consolidated Statements of Income Derivative in Fair Value Hedging Relationship (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Interest income - loans | Fair Value Hedging
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized on Derivative	$ 0	$ 0
Interest income - loans | Fair Value Hedging | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized on Derivative	(26,330)	(4,051)
Interest income - loans | Fair Value Hedging | Interest Rate Contracts Two
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized on Derivative	26,330	4,051
Derivatives not designated as hedging instruments | Other income - gain on sale of loans | Mortgage loan contracts
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized on Derivative	$ 1,043	$ 257

Disclosures about Fair Value _3

Disclosures about Fair Value of Assets and Liabilities - Additional Information (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Fair Value Disclosures [Abstract]
Reduced in carrying amount of mortgage servicing rights	$ 322	$ 14

Disclosures about Fair Value _4

Disclosures about Fair Value of Assets and Liabilities - Fair Value Measurements of Assets and Liabilities Recognized on a Recurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	$ 900,476	$ 834,776
U.S. Treasury and federal agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value		1,413
State and municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	471,203	405,768
Federal agency collateralized mortgage obligations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	257,813	269,252
Federal agency mortgage-backed pools
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	160,050	146,572
Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	11,410	11,771
Recurring Basis
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	900,476	834,776
Recurring Basis | U.S. Treasury and federal agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value		1,413
Recurring Basis | State and municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	471,203	405,768
Recurring Basis | Federal agency collateralized mortgage obligations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	257,813	269,252
Recurring Basis | Federal agency mortgage-backed pools
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	160,050	146,572
Recurring Basis | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	11,410	11,771
Recurring Basis | Interest rate swap agreements asset
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	37,537	11,422
Recurring Basis | Forward sale commitments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	1,269	264
Recurring Basis | Interest rate swap agreements liability
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	(47,620)	(15,861)
Recurring Basis | Commitments to originate loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value		(38)
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | U.S. Treasury and federal agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value		0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | State and municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Federal agency collateralized mortgage obligations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Federal agency mortgage-backed pools
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate swap agreements asset
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Forward sale commitments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Interest rate swap agreements liability
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	0	0
Recurring Basis | Quoted Prices in Active Markets for Identical Assets (Level 1) | Commitments to originate loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value		0
Recurring Basis | Significant Other Observable Inputs (Level 2)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	900,476	834,776
Recurring Basis | Significant Other Observable Inputs (Level 2) | U.S. Treasury and federal agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value		1,413
Recurring Basis | Significant Other Observable Inputs (Level 2) | State and municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	471,203	405,768
Recurring Basis | Significant Other Observable Inputs (Level 2) | Federal agency collateralized mortgage obligations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	257,813	269,252
Recurring Basis | Significant Other Observable Inputs (Level 2) | Federal agency mortgage-backed pools
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	160,050	146,572
Recurring Basis | Significant Other Observable Inputs (Level 2) | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	11,410	11,771
Recurring Basis | Significant Other Observable Inputs (Level 2) | Interest rate swap agreements asset
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	37,537	11,422
Recurring Basis | Significant Other Observable Inputs (Level 2) | Forward sale commitments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	1,269	264
Recurring Basis | Significant Other Observable Inputs (Level 2) | Interest rate swap agreements liability
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	(47,620)	(15,861)
Recurring Basis | Significant Other Observable Inputs (Level 2) | Commitments to originate loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value		(38)
Recurring Basis | Significant Unobservable Inputs (Level 3)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | U.S. Treasury and federal agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value		0
Recurring Basis | Significant Unobservable Inputs (Level 3) | State and municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Federal agency collateralized mortgage obligations
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Federal agency mortgage-backed pools
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Interest rate swap agreements asset
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Forward sale commitments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Interest rate swap agreements liability
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value	$ 0	0
Recurring Basis | Significant Unobservable Inputs (Level 3) | Commitments to originate loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, fair value		$ 0

Disclosures about Fair Value _5

Disclosures about Fair Value of Assets and Liabilities - Realized Gains and Losses included in Net Income for Periods in Consolidated Statements of Income (Details) - Non-interest Income - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Included in net income	$ 1,043	$ 257
Hedged loans
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Included in net income	(26,330)	(4,051)
Interest rate swap agreements liability
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Included in net income	26,330	4,051
Derivative loan commitments
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Included in net income	$ 1,043	$ 257

Disclosures about Fair Value _6

Disclosures about Fair Value of Assets and Liabilities - Other Assets Measured at Fair Value on Nonrecurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Significant Unobservable Inputs (Level 3) | Collateral dependent loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	$ 7,959
Significant Unobservable Inputs (Level 3) | Impaired loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value		$ 6,806
Significant Unobservable Inputs (Level 3) | Mortgage servicing rights
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	14,160	14,327
Fair Value, Nonrecurring | Collateral dependent loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	7,959
Fair Value, Nonrecurring | Impaired loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value		6,806
Fair Value, Nonrecurring | Mortgage servicing rights
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	14,160	14,327
Fair Value, Nonrecurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Collateral dependent loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	0
Fair Value, Nonrecurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Impaired loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value		0
Fair Value, Nonrecurring | Quoted Prices in Active Markets for Identical Assets (Level 1) | Mortgage servicing rights
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	0	0
Fair Value, Nonrecurring | Significant Other Observable Inputs (Level 2) | Collateral dependent loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	0
Fair Value, Nonrecurring | Significant Other Observable Inputs (Level 2) | Impaired loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value		0
Fair Value, Nonrecurring | Significant Other Observable Inputs (Level 2) | Mortgage servicing rights
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	0	0
Fair Value, Nonrecurring | Significant Unobservable Inputs (Level 3) | Collateral dependent loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	7,959
Fair Value, Nonrecurring | Significant Unobservable Inputs (Level 3) | Impaired loans
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value		6,806
Fair Value, Nonrecurring | Significant Unobservable Inputs (Level 3) | Mortgage servicing rights
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair Value	$ 14,160	$ 14,327

Disclosures about Fair Value _7

Disclosures about Fair Value of Assets and Liabilities - Qualitative Information about Unobservable Inputs Used in Recurring and Nonrecurring Level 3 Fair Value Measurements, Other than Goodwill (Details) - Significant Unobservable Inputs (Level 3) $ in Thousands	3 Months Ended	6 Months Ended	12 Months Ended
	Mar. 31, 2020USD ($)consecutivePayment	Jun. 30, 2019	Dec. 31, 2019USD ($)consecutivePayment
Collateral dependent loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value | $	$ 7,959
Valuation Technique	Collateral based measurement
Unobservable Inputs	Discount to reflect current market conditions and ultimate collectibility
Impaired loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value | $			$ 6,806
Valuation Technique		Collateral based measurement
Unobservable Inputs		Discount to reflect current market conditions and ultimate collectibility
Mortgage servicing rights
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value | $	$ 14,160		$ 14,327
Valuation Technique	Discounted cash flows	Discounted cash flows
Unobservable Inputs	Discount rate,Constant prepayment rate,Probability of default	Discount rate,Constant prepayment rate,Probability of default
Minimum | Collateral dependent loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discount to reflect current market conditions and ultimate collectability	0.00%
Minimum | Impaired loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discount to reflect current market conditions and ultimate collectability			0.00%
Minimum | Mortgage servicing rights | Measurement Input, Discount Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.086)		(0.087)
Minimum | Mortgage servicing rights | Measurement Input, Constant Prepayment Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.106)		(0.102)
Minimum | Mortgage servicing rights | Measurement Input, Default Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	0		(0.001)
Maximum | Collateral dependent loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discount to reflect current market conditions and ultimate collectability	100.00%
Maximum | Impaired loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discount to reflect current market conditions and ultimate collectability			100.00%
Maximum | Mortgage servicing rights | Measurement Input, Discount Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.087)		(0.090)
Maximum | Mortgage servicing rights | Measurement Input, Constant Prepayment Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.204)		(0.198)
Maximum | Mortgage servicing rights | Measurement Input, Default Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.024)		(0.029)
Weighted Average | Collateral dependent loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discount to reflect current market conditions and ultimate collectability	16.80%
Weighted Average | Impaired loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discount to reflect current market conditions and ultimate collectability			7.40%
Weighted Average | Mortgage servicing rights | Measurement Input, Discount Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.086)		(0.087)
Weighted Average | Mortgage servicing rights | Measurement Input, Constant Prepayment Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.127)		(0.122)
Weighted Average | Mortgage servicing rights | Measurement Input, Default Rate
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable inputs	(0.007)		(0.007)

Fair Value of Financial Instr_3

Fair Value of Financial Instruments - Summary of Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Assets
Cash and due from banks	$ 86,458	$ 98,831
Interest-bearing Deposits in Banks and Other Financial Institutions	9,239	8,455
Investment securities, held to maturity	199,467	207,899
Loans held for sale	6,245	4,088
Stock in FHLB	22,447	22,447
Interest receivable	17,774	18,828
Liabilities
Non-interest bearing deposits	709,978	709,760
Interest bearing deposits	3,172,293	3,221,242
Borrowings	704,613	549,741
Interest payable	2,772	3,062
Quoted Prices in Active Markets for Identical Assets (Level 1)
Assets
Cash and due from banks	86,458	98,831
Interest-bearing Deposits in Banks and Other Financial Institutions	0	0
Investment securities, held to maturity	0	0
Loans held for sale	0	0
Loans (excluding loan level hedges), net	0	0
Stock in FHLB	0	0
Interest receivable	0	0
Liabilities
Non-interest bearing deposits	709,978	709,760
Interest bearing deposits	0	0
Borrowings	0	0
Subordinated debentures	0	0
Interest payable	0	0
Significant Other Observable Inputs (Level 2)
Assets
Cash and due from banks	0	0
Interest-bearing Deposits in Banks and Other Financial Institutions	9,357	8,537
Investment securities, held to maturity	207,324	215,147
Loans held for sale	0	0
Loans (excluding loan level hedges), net	0	0
Stock in FHLB	22,447	22,447
Interest receivable	17,774	18,828
Liabilities
Non-interest bearing deposits	0	0
Interest bearing deposits	3,151,657	3,180,768
Borrowings	710,005	546,995
Subordinated debentures	52,118	51,809
Interest payable	2,772	3,062
Significant Unobservable Inputs (Level 3)
Assets
Cash and due from banks	0	0
Interest-bearing Deposits in Banks and Other Financial Institutions	0	0
Investment securities, held to maturity	0	0
Loans held for sale	6,245	4,088
Loans (excluding loan level hedges), net	3,694,421	3,554,951
Stock in FHLB	0	0
Interest receivable	0	0
Liabilities
Non-interest bearing deposits	0	0
Interest bearing deposits	0	0
Borrowings	0	0
Subordinated debentures	0	0
Interest payable	0	0
Carrying Amount
Assets
Cash and due from banks	86,458	98,831
Interest-bearing Deposits in Banks and Other Financial Institutions	9,239	8,455
Investment securities, held to maturity	199,467	207,899
Loans held for sale	6,245	4,088
Loans (excluding loan level hedges), net	3,658,859	3,619,174
Stock in FHLB	22,447	22,447
Interest receivable	17,774	18,828
Liabilities
Non-interest bearing deposits	709,978	709,760
Interest bearing deposits	3,172,293	3,221,242
Borrowings	704,613	549,741
Subordinated debentures	56,374	56,311
Interest payable	$ 2,772	$ 3,062

Accumulated Other Comprehensi_3

Accumulated Other Comprehensive Income - Components of Accumulated Other Comprehensive Income (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Accumulated Other Comprehensive Income (Loss) [Line Items]
Tax effect	$ (2,476)	$ (1,708)
Total accumulated other comprehensive income	9,322	6,432
Unrealized gain on securities available for sale
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated other comprehensive income (loss), before tax	20,340	12,687
Unamortized loss on securities held to maturity, previously transferred from AFS
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated other comprehensive income (loss), before tax	(137)	(107)
Unrealized loss on derivative instruments
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated other comprehensive income (loss), before tax	$ (8,405)	$ (4,440)

Regulatory Capital - Summary of

Regulatory Capital - Summary of Regulatory Capital Requirement (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Total capital (to risk-weighted assets), Actual, Amount	$ 551,215	$ 548,364
Total capital (to risk-weighted assets), Actual, Ratio	13.69%	13.95%
Total capital (to risk-weighted assets), For capital adequacy purposes, Amount	$ 322,112	$ 314,395
Total capital (to risk-weighted assets), For capital adequacy purposes, Ratio	8.00%	8.00%
Total capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 422,773	$ 412,644
Total capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Ratio	10.50%	10.50%
Tier 1 capital (to average assets), Actual, Amount	$ 514,493	$ 530,643
Tier 1 capital (to average assets), Actual, Ratio	12.78%	13.50%
Tier 1 capital (to average assets), For capital adequacy purposes, Amount	$ 241,546	$ 235,796
Tier 1 capital (to average assets), For capital adequacy purpose, Ratio	6.00%	6.00%
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 342,190	$ 334,044
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Ratio	8.50%	8.50%
Common equity tier 1 capital, Actual Amount	$ 457,000	$ 473,150
Common equity tier 1 capital, Actual Ratio	11.35%	12.04%
Common equity tier 1 capital,For capital adequacy purposes, Amount	$ 181,189	$ 176,846
Common equity tier 1 capital, For capital adequacy purpose, Ratio	4.50%	4.50%
Common equity tier 1 capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 281,850	$ 275,094
Common equity tier 1 capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Ratio	7.00%	7.00%
Tier 1 capital (to average assets), Actual, Amount	$ 514,493	$ 530,643
Tier 1 capital (to average assets), Actual, Ratio	10.14%	10.50%
Tier 1 capital (to average assets), For capital adequacy purposes, Amount	$ 202,956	$ 202,111
Tier 1 capital (to average assets), For capital adequacy purpose, Ratio	4.00%	4.00%
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 202,956	$ 202,111
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Ratio	4.00%	4.00%
Bank
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Total capital (to risk-weighted assets), Actual, Amount	$ 513,248	$ 497,227
Total capital (to risk-weighted assets), Actual, Ratio	12.73%	12.65%
Total capital (to risk-weighted assets), For capital adequacy purposes, Amount	$ 322,544	$ 314,452
Total capital (to risk-weighted assets), For capital adequacy purposes, Ratio	8.00%	8.00%
Total capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 423,339	$ 412,718
Total capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Ratio	10.50%	10.50%
Total capital (to risk-weighted assets), For well capitalized purpose, Amount	$ 403,180	$ 393,065
Total capital (to risk-weighted assets), For well capitalized purpose, Ratio	10.00%	10.00%
Tier 1 capital (to average assets), Actual, Amount	$ 476,526	$ 479,506
Tier 1 capital (to average assets), Actual, Ratio	11.82%	12.20%
Tier 1 capital (to average assets), For capital adequacy purposes, Amount	$ 241,891	$ 235,823
Tier 1 capital (to average assets), For capital adequacy purpose, Ratio	6.00%	6.00%
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 342,679	$ 334,082
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Ratio	8.50%	8.50%
Tier 1 capital (to average assets), For well capitalized purpose, Amount	$ 322,522	$ 314,430
Tier 1 capital (to average assets), For well capitalized purposes, Ratio	8.00%	8.00%
Common equity tier 1 capital, Actual Amount	$ 476,526	$ 479,506
Common equity tier 1 capital, Actual Ratio	11.82%	12.20%
Common equity tier 1 capital,For capital adequacy purposes, Amount	$ 181,419	$ 176,867
Common equity tier 1 capital, For capital adequacy purpose, Ratio	4.50%	4.50%
Common equity tier 1 capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 282,207	$ 275,126
Common equity tier 1 capital (to risk-weighted assets), Required for capital1 adequacy purposes with capital buffer, Ratio	7.00%	7.00%
Common equity tier 1 capital, For well capitalized purpose, Amount	$ 262,049	$ 255,475
Common equity tier 1 capital, For well capitalized purposes, Ratio	6.50%	6.50%
Tier 1 capital (to average assets), Actual, Amount	$ 476,526	$ 479,506
Tier 1 capital (to average assets), Actual, Ratio	9.43%	9.49%
Tier 1 capital (to average assets), For capital adequacy purposes, Amount	$ 202,132	$ 202,110
Tier 1 capital (to average assets), For capital adequacy purpose, Ratio	4.00%	4.00%
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Amount	$ 202,132	$ 202,110
Tier 1 capital (to average assets), Required for capital1 adequacy purposes with capital buffer, Ratio	4.00%	4.00%
Tier 1 capital (to average assets), For well capitalized purpose, Amount	$ 252,665	$ 252,638
Tier 1 capital (to average assets), For well capitalized purposes, Ratio	5.00%	5.00%