NBT Bancorp (NBTB) 10-Q 6 Aug 21 2021 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2021	Jul. 31, 2021
Cover [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Quarterly Report	true
Document Period End Date	Jun. 30, 2021
Current Fiscal Year End Date	--12-31
Document Fiscal Year Focus	2021
Document Fiscal Period Focus	Q2
Document Transition Report	false
Entity File Number	0-14703
Entity Registrant Name	NBT BANCORP INC
Entity Central Index Key	0000790359
Entity Incorporation, State or Country Code	DE
Entity Tax Identification Number	16-1268674
Entity Address, Address Line One	52 South Broad Street
Entity Address, City or Town	Norwich
Entity Address, State or Province	NY
Entity Address, Postal Zip Code	13815
City Area Code	607
Local Phone Number	337-2265
Title of 12(b) Security	Common Stock, par value $0.01 per share
Trading Symbol	NBTB
Security Exchange Name	NASDAQ
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding		43,336,021

Consolidated Balance Sheets (un

Consolidated Balance Sheets (unaudited) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
Assets
Cash and due from banks	$ 183,185	$ 159,995
Short-term interest bearing accounts	883,758	512,686
Equity securities, at fair value	32,806	30,737
Securities available for sale, at fair value	1,534,733	1,348,698
Securities held to maturity (fair value $632,954 and $636,827, respectively)	622,351	616,560
Federal Reserve and Federal Home Loan Bank stock	25,132	27,353
Loans held for sale	1,404	1,119
Loans	7,517,627	7,498,885
Less allowance for loan losses	98,500	110,000
Net loans	7,419,127	7,388,885
Premises and equipment, net	72,482	74,206
Goodwill	280,541	280,541
Intangible assets, net	10,241	11,735
Bank owned life insurance	226,507	186,434
Other assets	282,680	293,957
Total assets	11,574,947	10,932,906
Liabilities
Demand (noninterest bearing)	3,582,705	3,241,123
Savings, NOW and money market	5,633,523	5,207,090
Time	569,029	633,479
Total deposits	9,785,257	9,081,692
Short-term borrowings	90,598	168,386
Long-term debt	14,045	39,097
Subordinated debt, net	98,271	98,052
Junior subordinated debt	101,196	101,196
Other liabilities	260,524	256,865
Total liabilities	10,349,891	9,745,288
Stockholders' equity
Preferred stock, $0.01 par value. Authorized 2,500,000 shares at June 30, 2021 and December 31, 2020	0	0
Common stock, $0.01 par value. Authorized 100,000,000 shares at June 30, 2021 and December 31, 2020, issued 49,651,493 at June 30, 2021 and December 31, 2020	497	497
Additional paid-in-capital	576,732	578,082
Retained earnings	805,722	749,056
Accumulated other comprehensive (loss) income	(9,292)	417
Common stock in treasury, at cost, 6,196,130 and 6,022,399 shares at June 30, 2021 and December 31, 2020, respectively	(148,603)	(140,434)
Total stockholders' equity	1,225,056	1,187,618
Total liabilities and stockholders' equity	$ 11,574,947	$ 10,932,906

Consolidated Balance Sheets (_2

Consolidated Balance Sheets (unaudited) (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
Assets
Securities held to maturity fair value	$ 632,954	$ 636,827
Stockholders' equity
Preferred stock, par value (in dollars per share)	$ 0.01	$ 0.01
Preferred stock, shares authorized (in shares)	2,500,000	2,500,000
Common stock, par value (in dollars per share)	$ 0.01	$ 0.01
Common stock, shares authorized (in shares)	100,000,000	100,000,000
Common stock, shares issued (in shares)	49,651,493	49,651,493
Common stock in treasury, at cost (in shares)	6,196,130	6,022,399

Consolidated Statements of Inco

Consolidated Statements of Income (unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Interest, fee and dividend income
Interest and fees on loans	$ 74,795	$ 77,270	$ 149,888	$ 155,998
Securities available for sale	5,762	5,600	11,306	11,353
Securities held to maturity	3,096	3,926	6,478	8,017
Other	391	650	682	1,479
Total interest, fee and dividend income	84,044	87,446	168,354	176,847
Interest expense
Deposits	2,862	4,812	6,034	13,916
Short-term borrowings	32	972	102	2,769
Long-term debt	88	393	212	786
Subordinated debt	1,359	128	2,718	128
Junior subordinated debt	525	695	1,055	1,621
Total interest expense	4,866	7,000	10,121	19,220
Net interest income	79,178	80,446	158,233	157,627
Provision for loan losses	(5,216)	18,840	(8,012)	48,480
Net interest income after provision for loan losses	84,394	61,606	166,245	109,147
Noninterest income
Service charges on deposit accounts	3,028	2,529	6,055	6,526
ATM and debit card fees	8,309	6,136	15,171	11,990
Retirement plan administration fees	9,779	9,214	19,877	17,155
Wealth management fees	8,406	6,823	16,316	14,096
Insurance services	3,508	3,292	6,969	7,561
Bank owned life insurance income	1,659	1,381	3,040	2,755
Net securities gains (losses)	201	180	668	(632)
Other	4,426	5,456	8,258	10,983
Total noninterest income	39,316	35,011	76,354	70,434
Noninterest expense
Salaries and employee benefits	42,671	39,717	84,272	80,467
Occupancy	5,291	5,065	11,164	11,060
Data processing and communications	4,427	4,079	9,158	8,312
Professional fees and outside services	4,030	3,403	7,619	7,300
Equipment	5,493	4,779	10,670	9,421
Office supplies and postage	1,615	1,455	3,114	3,091
FDIC expense	663	993	1,471	1,304
Advertising	468	322	919	931
Amortization of intangible assets	682	883	1,494	1,717
Loan collection and other real estate owned, net	663	728	1,253	1,745
Other	5,416	3,916	8,173	10,873
Total noninterest expense	71,419	65,340	139,307	136,221
Income before income tax expense	52,291	31,277	103,292	43,360
Income tax expense	11,995	6,564	23,150	8,279
Net income	$ 40,296	$ 24,713	$ 80,142	$ 35,081
Earnings per share
Basic (in dollars per share)	$ 0.93	$ 0.57	$ 1.84	$ 0.80
Diluted (in dollars per share)	$ 0.92	$ 0.56	$ 1.83	$ 0.80

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Consolidated Statements of Comprehensive Income (unaudited) [Abstract]
Net income	$ 40,296	$ 24,713	$ 80,142	$ 35,081
Securities available for sale:
Unrealized net holding gains (losses) arising during the period, gross	9,408	6,433	(13,903)	27,772
Tax effect	(2,352)	(1,608)	3,475	(6,943)
Unrealized net holding gains (losses) arising during the period, net	7,056	4,825	(10,428)	20,829
Reclassification adjustment for net gains in net income, gross	0	0	0	(3)
Tax effect	0	0	0	1
Reclassification adjustment for net gains in net income, net	0	0	0	(2)
Amortization of unrealized net gains for the reclassification of available for sale securities to held to maturity, gross	143	165	285	338
Tax effect	(36)	(42)	(71)	(85)
Amortization of unrealized net gains for the reclassification of available for sale securities to held to maturity, net	107	123	214	253
Total securities available for sale, net	7,163	4,948	(10,214)	21,080
Cash flow hedges:
Unrealized losses on derivatives (cash flow hedges), gross	0	(19)	0	(274)
Tax effect	0	5	0	69
Unrealized losses on derivatives (cash flow hedges), net	0	(14)	0	(205)
Reclassification of net unrealized losses on cash flow hedges to interest (income), gross	0	81	21	91
Tax effect	0	(20)	(5)	(23)
Reclassification of net unrealized losses on cash flow hedges to interest (income), net	0	61	16	68
Total cash flow hedges, net	0	47	16	(137)
Pension and other benefits:
Amortization of prior service cost and actuarial losses, gross	326	381	652	762
Tax effect	(82)	(96)	(163)	(191)
Amortization of prior service cost and actuarial losses, net	244	285	489	571
Total pension and other benefits, net	244	285	489	571
Total other comprehensive income (loss)	7,407	5,280	(9,709)	21,514
Comprehensive income	$ 47,703	$ 29,993	$ 70,433	$ 56,595

Consolidated Statements of Stoc

Consolidated Statements of Stockholders' Equity (unaudited) - USD ($) $ in Thousands	Common Stock [Member]	Additional Paid-in-Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive (Loss) Income [Member]	Common Stock in Treasury [Member]	Total	Cumulative Effect Adjustment for ASU Implementation [Member]Common Stock [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Additional Paid-in-Capital [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Retained Earnings [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Accumulated Other Comprehensive (Loss) Income [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]Common Stock in Treasury [Member]	Cumulative Effect Adjustment for ASU Implementation [Member]
Balance at Dec. 31, 2019	$ 497	$ 576,708	$ 696,214	$ (19,026)	$ (133,996)	$ 1,120,397
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	35,081	0	0	35,081
Cash dividends	0	0	(23,634)	0	0	(23,634)
Purchase of treasury shares	0	0	0	0	(7,980)	(7,980)
Net issuance of shares to employee and other stock plans	0	(2,820)	0	0	1,124	(1,696)
Stock-based compensation	0	3,309	0	0	0	3,309
Other comprehensive income (loss)	0	0	0	21,514	0	21,514
Balance at Jun. 30, 2020	497	577,197	703,322	2,488	(140,852)	1,142,652
Balance (ASU 2016-13 [Member]) at Jun. 30, 2020							$ 0	$ 0	$ (4,339)	$ 0	$ 0	$ (4,339)
Balance at Mar. 31, 2020	497	577,080	678,611	(2,792)	(141,217)	1,112,179
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	24,713	0	0	24,713
Cash dividends	0	0	(2)	0	0	(2)
Net issuance of shares to employee and other stock plans	0	(517)	0	0	365	(152)
Stock-based compensation	0	634	0	0	0	634
Other comprehensive income (loss)	0	0	0	5,280	0	5,280
Balance at Jun. 30, 2020	497	577,197	703,322	2,488	(140,852)	1,142,652
Balance (ASU 2016-13 [Member]) at Jun. 30, 2020							$ 0	$ 0	$ (4,339)	$ 0	$ 0	$ (4,339)
Balance at Dec. 31, 2020	497	578,082	749,056	417	(140,434)	1,187,618
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	80,142	0	0	80,142
Cash dividends	0	0	(23,476)	0	0	(23,476)
Purchase of treasury shares	0	0	0	0	(9,871)	(9,871)
Net issuance of shares to employee and other stock plans	0	(4,606)	0	0	1,702	(2,904)
Stock-based compensation	0	3,256	0	0	0	3,256
Other comprehensive income (loss)	0	0	0	(9,709)	0	(9,709)
Balance at Jun. 30, 2021	497	576,732	805,722	(9,292)	(148,603)	1,225,056
Balance at Mar. 31, 2021	497	578,597	777,170	(16,699)	(148,584)	1,190,981
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	40,296	0	0	40,296
Cash dividends	0	0	(11,744)	0	0	(11,744)
Purchase of treasury shares	0	0	0	0	(851)	(851)
Net issuance of shares to employee and other stock plans	0	(2,453)	0	0	832	(1,621)
Stock-based compensation	0	588	0	0	0	588
Other comprehensive income (loss)	0	0	0	7,407	0	7,407
Balance at Jun. 30, 2021	$ 497	$ 576,732	$ 805,722	$ (9,292)	$ (148,603)	$ 1,225,056

Consolidated Statements of St_2

Consolidated Statements of Stockholders' Equity (unaudited) (Parenthetical) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Consolidated Statements of Stockholders' Equity (unaudited) [Abstract]
Cash dividends - per share (in dollars per share)	$ 0.27	$ 0	$ 0.81	$ 0.54
Purchase of treasury shares (in shares)	23,627		280,658	263,507
Net issuance of shares to employee benefit plans and other stock plans (in shares)	53,788	20,905	106,927	75,246

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (unaudited) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020
Operating activities
Net income	$ 80,142	$ 35,081
Adjustments to reconcile net income to net cash provided by operating activities
Provision for loan losses	(8,012)	48,480
Depreciation and amortization of premises and equipment	4,921	4,952
Net amortization on securities	3,049	1,596
Amortization of intangible assets	1,494	1,717
Amortization of operating lease right-of-use assets	3,613	3,702
Excess tax benefit on stock-based compensation	(322)	(178)
Stock-based compensation expense	3,256	3,309
Bank owned life insurance income	(3,040)	(2,755)
Amortization of subordinated debt issuance costs	219	17
Proceeds from sale of loans held for sale	28,667	101,286
Originations of loans held for sale	(28,792)	(106,381)
Net gains on sale of loans held for sale	(160)	(829)
Net security (gains) losses	(668)	632
Net gains on sale of other real estate owned	(19)	(85)
Net change in other assets and other liabilities	11,339	(13,502)
Net cash provided by operating activities	95,687	77,042
Investing activities
Net cash used in acquisitions	0	(3,899)
Securities available for sale:
Proceeds from maturities, calls and principal paydowns	216,468	148,658
Purchases	(418,915)	(255,143)
Securities held to maturity:
Proceeds from maturities, calls and principal paydowns	110,328	116,022
Proceeds from sales	0	996
Purchases	(116,360)	(86,209)
Equity securities:
Proceeds from calls	1,000	0
Other:
Net increase in loans	(22,270)	(502,382)
Proceeds from Federal Home Loan Bank stock redemption	2,352	48,672
Purchases of Federal Reserve Bank and Federal Home Loan Bank stock	(131)	(36,588)
Proceeds from settlement of bank owned life insurance	2,967	527
Purchases of bank owned life insurance	(40,000)	0
Purchases of premises and equipment, net	(3,138)	(3,586)
Proceeds from sales of other real estate owned	719	777
Net cash used in investing activities	(266,980)	(572,155)
Financing activities
Net increase in deposits	703,565	1,228,071
Net decrease in short-term borrowings	(77,788)	(315,619)
Proceeds from issuance of subordinated debt	0	100,000
Payment of subordinated debt issuance costs	0	(2,035)
Repayments of long-term debt	(25,052)	(57)
Proceeds from the issuance of shares to employee and other stock plans	112	184
Cash paid by employer for tax-withholdings on stock issuance	(1,935)	(1,168)
Purchase of treasury stock	(9,871)	(7,980)
Cash dividends	(23,476)	(23,634)
Net cash provided by financing activities	565,555	977,762
Net increase in cash and cash equivalents	394,262	482,649
Cash and cash equivalents at beginning of period	672,681	216,843
Cash and cash equivalents at end of period	1,066,943	699,492
Cash paid during the period for:
Interest expense	11,350	19,985
Income taxes paid, net of refund	28,004	4,157
Noncash investing activities:
Loans transferred to other real estate owned	40	1,017
Acquisitions:
Fair value of assets acquired	$ 0	$ 3,328

Description of Business

Description of Business	6 Months Ended
	Jun. 30, 2021
Description of Business [Abstract]
Description of Business	1. Description of Business NBT Bancorp Inc. (the “Company”) is a registered financial holding company incorporated in the state of Delaware in 1986, with its principal headquarters located in Norwich, New York. The principal assets of the Company consist of all of the outstanding shares of common stock of its subsidiaries, including: NBT Bank, National Association (the “Bank”), NBT Financial Services, Inc. (“NBT Financial”), NBT Holdings, Inc. (“NBT Holdings”), CNBF Capital Trust I, NBT Statutory Trust I, NBT Statutory Trust II, Alliance Financial Capital Trust I and Alliance Financial Capital Trust II (collectively, the “Trusts”). The Company’s principal sources of revenue are the management fees and dividends it receives from the Bank, NBT Financial and NBT Holdings. The Company’s business, primarily conducted through the Bank, consists of providing commercial banking, retail banking and wealth management services primarily to customers in its market area, which includes central and upstate New York, northeastern Pennsylvania, southern New Hampshire, western Massachusetts, Vermont, the southern coastal Maine area and central Connecticut. The Company has been, and intends to continue to be, a community-oriented financial institution offering a variety of financial services. The Company’s business philosophy is to operate as a community bank with local decision-making, providing a broad array of banking and financial services to retail, commercial and municipal customers.

Summary of Significant Accounti

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2021
Summary of Significant Accounting Policies [Abstract]
Summary of Significant Accounting Policies	2. Summary of Significant Accounting Policies Basis of Presentation The accompanying unaudited interim consolidated financial statements include the accounts of NBT Bancorp Inc. and its wholly-owned subsidiaries, the Bank, NBT Financial and NBT Holdings. Collectively, NBT Bancorp Inc. and its subsidiaries are referred to herein as (“the Company”). The interim data includes all adjustments, consisting only of normal recurring adjustments, necessary for a fair statement of the results for the interim periods in accordance with generally accepted accounting principles in the United States of America (“GAAP”). These unaudited interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Company’s 2020 Annual Report on Form 10-K. The results of operations for the interim periods are not necessarily indicative of the results that may be expected for the full year or any other interim period. All material intercompany transactions have been eliminated in consolidation. Amounts previously reported in the consolidated financial statements are reclassified whenever necessary to conform to current period presentation. The Company has evaluated subsequent events for potential recognition and/or disclosure and there were none identified. Use of Estimates in the Preparation of Financial Statements The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. Actual results may differ from those estimates and such differences could be material to the financial statements.

Recent Accounting Pronouncement

Recent Accounting Pronouncements	6 Months Ended
	Jun. 30, 2021
Recent Accounting Pronouncements [Abstract]
Recent Accounting Pronouncements	3. Recent Accounting Pronouncements Recently Adopted Accounting Standards In December 2019, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Updates (“ASU”) 2019-12, Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes . This ASU removes specific exceptions to the general principles in Topic 740 in GAAP. It eliminates the need for an organization to analyze whether the following apply in a given period: (1) exception to the incremental approach for intraperiod tax allocation; (2) exceptions to accounting for basis differences when there are ownership changes in foreign investments; and (3) exception in interim period income tax accounting for year-to-date losses that exceed anticipated losses. The ASU also improves financial statement preparers’ application of income tax-related guidance and simplifies GAAP for: (1) franchise taxes that are partially based on income; (2) transactions with a government that result in a step up in the tax basis of goodwill; (3) separate financial statements of legal entities that are not subject to tax; and (4) enacted changes in tax laws in interim periods. The amendments in this ASU were effective for the Company on January 1, 2021, and interim periods within those fiscal years. The adoption did not have a material impact on the consolidated financial statements and related disclosures. Accounting Standards Issued Not Yet Adopted In March 2020, the FASB issued ASU 2020-04, Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting . On January 7, 2021, the FASB issued ASU 2021-01, which refines the scope of Accounting Standards Codification 848 (“ASC 848”) and clarifies some of its guidance. ASU 2020-04 and related amendments provide temporary optional expedients and exceptions to the existing guidance for applying GAAP to affected contract modifications and hedge accounting relationships in the transition away from the London Interbank Offered Rate (“LIBOR”) or other interbank offered rate on financial reporting. The guidance also allows a one-time election to sell and/or reclassify to available for sale (“AFS”) or trading held to maturity (“HTM”) debt securities that reference an interest rate affected by reference rate reform. The amendments in this ASU are effective March 12, 2020 through December 31, 2022 and permits relief solely for reference rate reform actions and permits different elections over the effective date for legacy and new activity. The Company is evaluating the impact of adopting the new guidance on the consolidated financial statements and does not expect it will have a material impact on the consolidated financial statements

Securities

Securities	6 Months Ended
	Jun. 30, 2021
Securities [Abstract]
Securities	4. Securities The amortized cost, estimated fair value and unrealized gains (losses) of AFS securities are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30 2021 Federal agency $ 248,470 $ - $ 4,810 $ 243,660 State & municipal 58,347 201 480 58,068 Mortgage-backed: Government-sponsored enterprises 615,554 12,456 2,418 625,592 U.S. government agency securities 57,786 2,167 62 59,891 Collateralized mortgage obligations: Government-sponsored enterprises 411,168 6,179 773 416,574 U.S. government agency securities 92,824 2,241 - 95,065 Corporate 34,500 1,383 - 35,883 Total AFS securities $ 1,518,649 $ 24,627 $ 8,543 $ 1,534,733 As of December 31 2020 Federal agency $ 245,590 $ 59 $ 2,052 $ 243,597 State & municipal 42,550 630 - 43,180 Mortgage-backed: Government-sponsored enterprises 521,448 17,079 22 538,505 U.S. government agency securities 55,049 2,332 47 57,334 Collateralized mortgage obligations: Government-sponsored enterprises 311,710 7,549 58 319,201 U.S. government agency securities 114,864 3,739 - 118,603 Corporate 27,500 778 - 28,278 Total AFS securities $ 1,318,711 $ 32,166 $ 2,179 $ 1,348,698 There was no allowance for credit losses on AFS securities as of June 30, 2021 and December 31, 2020. During the three and six months ended June 30, 2021 there were no gains or losses reclassified out of accumulated other comprehensive income (loss) (“AOCI”) and into earnings. During the three months ended June 30, 2020 there were no gains or losses reclassified out of AOCI and into earnings. During the six months ended June 30, 2020, there were $3 thousand of gross realized gains reclassified out of AOCI and into earnings. Included in net realized gains (losses) on AFS securities, the Company recorded gains from calls of approximately $3 thousand for the six months ended June 30, 2020. The amortized cost, estimated fair value and unrealized gains (losses) of HTM securities are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30 2021 Federal agency $ 100,000 $ - $ 3,293 $ 96,707 Mortgage-backed: Government-sponsored enterprises 114,278 3,003 38 117,243 U.S. government agency securities 10,299 821 - 11,120 Collateralized mortgage obligations: Government-sponsored enterprises 83,300 3,664 - 86,964 U.S. government agency securities 39,472 1,163 - 40,635 State & municipal 275,002 6,171 888 280,285 Total HTM securities $ 622,351 $ 14,822 $ 4,219 $ 632,954 As of December 31 2020 Federal agency $ 100,000 $ - $ 1,658 $ 98,342 Mortgage-backed: Government-sponsored enterprises 107,914 4,583 - 112,497 U.S. government agency securities 11,533 979 - 12,512 Collateralized mortgage obligations: Government-sponsored enterprises 103,105 4,477 - 107,582 U.S. government agency securities 79,145 3,950 - 83,095 State & municipal 214,863 7,953 17 222,799 Total HTM securities $ 616,560 $ 21,942 $ 1,675 $ 636,827 At June 30, 2021 and December 31, 2020, all of the mortgaged-backed HTM securities were comprised of U.S. government agency and Government-sponsored enterprises securities. There was no allowance for credit losses on HTM securities as of June 30, 2021 and December 31, 2020. Included in net realized gains (losses), the Company recorded no gains from calls on HTM securities for the three months ended June 30, 2021 and approximately $15 thousand for the six months ended June 30, 2021. Included in net realized gains (losses), the Company recorded gains from calls on HTM securities of approximately $4 thousand for the three and six months ended June 30, 2020. AFS and HTM securities with amortized costs totaling $1.6 billion at June 30, 2021 and $1.4 billion at December 31, 2020 were pledged to secure public deposits and for other purposes required or permitted by law. Additionally, at June 30, 2021 and December 31, 2020, AFS and HTM securities with an amortized cost of $164.5 million and $305.2 million, respectively, were pledged as collateral for securities sold under repurchase agreements. The following tables set forth information with regard to gains and (losses) on equity securities: Three Months Ended June 30, (In thousands) 2021 2020 Net gains and (losses) recognized on equity securities $ 201 $ 177 Less: Net gains and (losses) recognized on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ 201 $ 177 Six Months Ended June 30, (In thousands) 2021 2020 Net gains and (losses) recognized on equity securities $ 653 $ (638 ) Less: Net gains and (losses) recognized on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ 653 $ (638 ) As of June 30, 2021 The following table sets forth information with regard to contractual maturities of debt securities at June 30, 2021: (In thousands) Amortized Cost Estimated Fair Value AFS debt securities: Within one year $ 1,265 $ 1,273 From one to five years 49,595 50,379 From five to ten years 589,435 589,990 After ten years 878,354 893,091 Total AFS debt securities $ 1,518,649 $ 1,534,733 HTM debt securities: Within one year $ 51,610 $ 51,659 From one to five years 54,875 56,215 From five to ten years 227,013 229,266 After ten years 288,853 295,814 Total HTM debt securities $ 622,351 $ 632,954 Maturities of mortgage-backed, collateralized mortgage obligations and asset-backed securities are stated based on their estimated average lives. Actual maturities may differ from estimated average lives or contractual maturities because, in certain cases, borrowers have the right to call or prepay obligations with or without call or prepayment penalties. Except for U.S. Government securities and Government-sponsored enterprises securities The following table sets forth information with regard to investment securities with unrealized losses, for which an allowance for credit losses has not been recorded at June 30, 2021, segregated according to the length of time the securities had been in a continuous unrealized loss position: Less Than 12 Months 12 Months or Longer Total (In thousands) Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions As of June 30 2021 AFS securities: Federal agency $ 243,660 $ (4,810 ) 16 $ - $ - - $ 243,660 $ (4,810 ) 16 State & municipal 42,038 (480 ) 27 - - - 42,038 (480 ) 27 Mortgage-backed 250,767 (2,472 ) 17 774 (8 ) 4 251,541 (2,480 ) 21 Collateralized mortgage obligations 118,506 (772 ) 15 420 (1 ) 1 118,926 (773 ) 16 Total securities with unrealized losses $ 654,971 $ (8,534 ) 75 $ 1,194 $ (9 ) 5 $ 656,165 $ (8,543 ) 80 HTM securities: Federal agency $ 96,707 $ (3,293 ) 4 $ - $ - - $ 96,707 $ (3,293 ) 4 Mortgage-backed 7,710 (38 ) 1 - - - 7,710 (38 ) 1 State & municipal 47,425 (888 ) 38 - - - 47,425 (888 ) 38 Total securities with unrealized losses $ 151,842 $ (4,219 ) 43 $ - $ - - $ 151,842 $ (4,219 ) 43 As of December 31 2020 AFS securities: Federal agency $ 148,537 $ (2,052 ) 10 $ - $ - - $ 148,537 $ (2,052 ) 10 Mortgage-backed 47,269 (60 ) 3 800 (9 ) 4 48,069 (69 ) 7 Collateralized mortgage obligations 17,837 (58 ) 6 - - - 17,837 (58 ) 6 Total securities with unrealized losses $ 213,643 $ (2,170 ) 19 $ 800 $ (9 ) 4 $ 214,443 $ (2,179 ) 23 HTM securities: Federal agency $ 98,342 $ (1,658 ) 4 $ - $ - - $ 98,342 $ (1,658 ) 4 State & municipal 4,805 (17 ) 5 - - - 4,805 (17 ) 5 Total securities with unrealized losses $ 103,147 $ (1,675 ) 9 $ - $ - - $ 103,147 $ (1,675 ) 9 The Company does not believe the AFS securities that were in an unrealized loss position as of June 30, 2021 and December 31, 2020, which consisted of 80 and 23 individual securities, respectively, represented a credit loss impairment. AFS debt securities in unrealized loss positions are evaluated for impairment related to credit losses at least quarterly. As of June 30, 2021 and December 31, 2020, the majority of the AFS securities in an unrealized loss position consisted of debt securities issued by U.S. government agencies or U.S. government-sponsored enterprises that carry the explicit and/or implicit guarantee of the U.S. government, which are widely recognized as “risk-free” and have a long history of zero credit losses. Total gross unrealized losses were primarily attributable to changes in interest rates, relative to when the investment securities were purchased, and not due to the credit quality of the investment securities. The Company does not intend to sell, nor is it more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis, which may be at maturity. The Company elected to exclude accrued interest receivable (“AIR”) from the amortized cost basis of debt securities. AIR on AFS debt securities totaled $3.5 million at June 30, 2021 and $3.3 million at December 31, 2020 and is excluded from the estimate of credit losses and reported in the financial statement line for other assets. None of the bank’s HTM debt securities were past due or on non-accrual status as of June 30, 2021 and December 31, 2020. There was no accrued interest reversed against interest income for the three and six months ended June 30, 2021 or the year-ended December 31, 2020 as all securities remained on accrual status. In addition, there were no collateral-dependent HTM debt securities as of June 30, 2021 and December 31, 2020. As of June 30, 2021 and December 31, 2020, 56% and 65%, respectively, of the Company’s HTM debt securities were issued by U.S. government agencies or U.S. government-sponsored enterprises. These securities carry the explicit and/or implicit guarantee of the U.S. government, are widely recognized as “risk free,” and have a long history of zero credit loss. Therefore, the Company did not record an allowance for credit losses for these securities as of June 30, 2021 and December 31, 2020. The remaining HTM debt securities at June 30, 2021 and December 31, 2020 were comprised of state and municipal obligations with bond ratings of A to AAA. Utilizing the Current Expected Credit Losses (“CECL”) approach, the Company determined that the expected credit loss on its HTM municipal bond portfolio was immaterial and therefore no allowance for credit loss was recorded as of June 30, 2021 and December 31, 2020. AIR on HTM debt securities totaled $2.6 million and $2.7 million at June 30, 2021 and December 31, 2020, respectively, and is excluded from the estimate of credit losses and reported in the other assets financial statement line.

Allowance for Credit Losses and

Allowance for Credit Losses and Credit Quality of Loans	6 Months Ended
	Jun. 30, 2021
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Credit Losses and Credit Quality of Loans	5. Allowance for Credit Losses and Credit Quality of Loans The allowance for credit losses totaled $98.5 million at June 30, 2021, compared to $110.0 million at December 31, 2020. The allowance for credit losses as a percentage of loans was 1.31% at June 30, 2021, compared to 1.47% at December 31, 2020. The Day 1 increase in the allowance for credit loss on loans relating to adoption of Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments was $ million, which decreased retained earnings by $ million and increased the deferred tax asset by $ million. The increase in the allowance for credit losses from Day 1 to June 30, 2021 was primarily due to macroeconomic factors surrounding the coronavirus (“COVID-19”) pandemic. The June 30, 2021, March 31, 2021, December 31, 2020, June 30, 2020 and Day 1 allowance for credit losses calculation incorporated a 6-quarter forecast period to account for forecast economic conditions under each scenario utilized in the measurement. For periods beyond the 6-quarter forecast, the model reverts to long-term economic conditions over a 4-quarter reversion period on a straight-line basis. The Company considers a baseline, upside and downside economic forecast in measuring in the allowance. The quantitative model as of June 30, 2021 incorporated a baseline economic outlook along with alternative upside and downside scenarios sourced from a reputable third-party to accommodate other potential economic conditions in the model. The baseline outlook reflected an unemployment rate environment above pre-COVID-19 levels for the entire forecast period, though steadily improving to below 4% by the end of 2022. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start in the second half of 2021 in the high single digits (9.86%) and steadily fall back down to normalized levels by the end of 2022. Other utilized economic variables showed mixed changes in their respective forecasts, with retail sales and business output being relatively unchanged and housing starts lowered from the prior quarter forecast. Key assumptions in the baseline economic outlook included herd “resiliency” expected by summer-2021, additional legislation focused on infrastructure and social benefits enacted in the second half of 2021 and high, near-term GDP growth expectations. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. Under this scenario, northeast unemployment rose from 8.1% in the third quarter of 2021 to a peak of 8.7% in the second quarter of 2022, remaining above 8% for the entire forecast period. The alternative upside scenario incorporated a more optimistic outlook than the baseline scenario, with a swift return to full employment by the first quarter of 2022 and down to a low of 3.5% by the end of the forecast period. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of June 30, 2021. Additional adjustments were made for COVID-19 related factors not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus in the second and third quarters of 2020, including direct payments to individuals, increased unemployment benefits, the Company’s loan deferral and modification initiatives and various government sponsored loan programs. The Company also continued to identify a slightly higher level of criticized and classified loans in the second quarter of 2021 than those contemplated by the model during similar, historical economic conditions for which an adjustment was made to estimate potential additional losses above modeled losses. Additionally, a qualitative adjustment was made for isolated model limitations related to modeled outputs given abnormally high retail sales and business output growth rates. These factors were considered through separate quantitative processes and incorporated into the estimate of current expected credit losses at June 30, 2021. The quantitative model as of March 31, 2021 incorporated a baseline economic outlook along with an alternative downside scenario sourced from a reputable third-party to accommodate other potential economic conditions in the model. The baseline outlook reflected an unemployment rate environment above pre-COVID-19 levels for the entire forecast period, though steadily improving to below 5% by mid-2022. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start 2021 in the low to mid-single digits, with a peak growth rate of 10% in the fourth quarter of 2021 and steadily falling back down to normalized levels through 2023. Other utilized economic variables also showed improvement in their respective forecasts. Key assumptions in the baseline economic outlook included herd immunity expected by summer 2021, additional legislation focused on infrastructure and social benefits enacted in the second half of 2021 and GDP growth expectations at levels not seen since the 1980s. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook, leading to a double-dip recession. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of March 31, 2021. Additional adjustments were made for COVID-19 related factors not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus in 2020 and 2021, including direct payments to individuals, increased unemployment benefits, the Company’s loan deferral and modification initiatives and various government-sponsored loan programs. Additionally, the Company identified a slightly higher level of criticized and classified loans at in the first quarter of 2021 than those contemplated by the model during similar economic conditions in the past for which an adjustment was made for estimated expected additional losses above modeled output. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at March 31, 2021. The quantitative model as of December 31, 2020 incorporated a baseline economic outlook, along with alternative upside and downside scenarios sourced from a reputable third-party to accommodate other potential economic conditions in the model. The baseline outlook reflected an unemployment rate environment above pre-COVID-19 levels for the entire forecast period, though steadily improving, before returning to low single digits by the end of 2023. Northeast GDP’s annual growth was expected to start 2021 in the low to mid-single digits, with a peak growth rate of 8% in the fourth quarter of 2021 and steadily falling back down to normalized levels through 2023 and 2024. Other utilized economic variables show improvement in their respective forecasts, namely business output. Key assumptions in the baseline economic outlook included an additional stimulus package passed at the same timing and a comparable level to that of the actual $900 billion COVID-19 relief package passed in December 2020 along with no significant secondary surge in COVID-19 cases or pandemic-related business closures. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. In the same way, the alternative upside scenario assumed a faster economic recovery and more effective management of the COVID-19 virus from the baseline outlook. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of December 31, 2020. Additional adjustments were made for COVID-19 related factors not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus in 2020, including direct payments to individuals, increased unemployment benefits, the Company’s loan deferral and modification initiatives and various government-sponsored loan programs. The commercial & industrial and consumer segment models were based upon percent change in unemployment with modeled values as of December 31, 2020 well outside the observed historical experience. Therefore, adjustments were required to produce outputs more aligned with default expectations given the forecast economic environment. Additionally, the Company identified a slightly higher level of criticized and classified loans during 2020 than those contemplated by the model during similar economic conditions in the past for which an adjustment was made for estimated expected additional losses above modeled output. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at December 31, 2020. On August 3, 2020, the Federal Financial Institutions Examination Council (“FFIEC”) issued a joint statement on additional loan accommodations related to COVID-19. The joint statement clarifies that for loan modifications in which Section 4013 is being applied, subsequent modifications could also be eligible under Section 4013. Accordingly, the Company is offering modifications made in response to COVID-19 to borrowers who were current and otherwise not past due in accordance with the criteria stated in Section 4013. These include short-term, 180 days or less, modifications in the form of payment deferrals, fee waivers, extensions of repayment terms, or other delays in payment. Accordingly, the Company did not account for such loan modifications as TDRs. As of June 30, 2021, there were $32.3 million in loans in modification programs related to COVID-19. On December 27, 2020, the Consolidated Appropriations Act amended section 2014 of the CARES Act extending the exemption of qualified loan modifications from classification as a troubled debt restructuring as defined by GAAP to the earlier of January 1, 2022, or 60 days after the National Emergency concerning COVID-19 ends. There were loans purchased with credit deterioration during the six months ended June 30, 2021 or the year ended December 31, 2020. During 2020, the Company purchased $ million of consumer loans at a discount. The allowance for credit losses recorded for these loans on the purchase date was $ million. The Company made a policy election to report AIR in the other assets line item on the balance sheet. AIR on loans totaled $ million at June 30, 2021 and $ million at December 31, 2020 and was included in the allowance for loan credit losses to estimate the impact of accrued interest receivable related to loans with modifications due to the pandemic as the length of time between interest recognition and the write-off of uncollectible interest could exceed , exempting these loans from our policy election for accrued interest receivable. The estimated allowance for credit losses related to AIR at June 30, 2021 was $ million and $ million at December 31, 2020. The following tables present the activity in the allowance for credit losses by portfolio segment: (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of March 31, 2021 $ 50,045 $ 34,580 $ 20,375 $ 105,000 Charge-offs (389 ) (3,271 ) (349 ) (4,009 ) Recoveries 61 2,288 376 2,725 Provision (5,526 ) 1,284 (974 ) (5,216 ) Ending balance as of June 30 2021 $ 44,191 $ 34,881 $ 19,428 $ 98,500 Balance as of March 31, 2020 $ 42,212 $ 37,546 $ 20,242 $ 100,000 Charge-offs (709 ) (6,178 ) (490 ) (7,377 ) Recoveries 113 1,810 114 2,037 Provision 8,770 6,916 3,154 18,840 Ending balance as of June 30 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of December 31, 2020 $ 50,942 $ 37,803 $ 21,255 $ 110,000 Charge-offs (631 ) (7,619 ) (419 ) (8,669 ) Recoveries 179 4,363 639 5,181 Provision (6,299 ) 334 (2,047 ) (8,012 ) Ending balance as of June 30 2021 $ 44,191 $ 34,881 $ 19,428 $ 98,500 Balance as of January 1, 2020 (after adoption of ASC 326) $ 27,156 $ 32,122 $ 16,721 $ 75,999 Charge-offs (1,729 ) (13,069 ) (805 ) (15,603 ) Recoveries 341 4,045 238 4,624 Provision 24,618 16,996 6,866 48,480 Ending balance as of June 30 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 The decrease in the allowance for credit losses from December 31, 2020 to March 31, 2021 and June 30, 2021 was primarily due to an improvement in the economic forecast. The increase in the allowance for credit losses from Day 1 to March 31, 2020 and June 30, 2020 was primarily due to the deterioration of macroeconomic factors surrounding the COVID-19 pandemic. Individually Evaluated Loans As of June 30, 2021, there were five relationships identified to be evaluated for loss on an individual basis which had an amortized cost basis of $15.0 million. These loans’ allowance for credit loss was $3.4 million and was determined by an estimate of the fair value of the collateral which consisted of business assets (accounts receivable, inventory, machinery and equipment). As of December 31, 2020, these same five relationships were identified to be evaluated for loss on an individual basis which had an amortized cost basis of $15.2 million and the allowance for credit loss was $3.2 million. The following table sets forth information with regard to past due and nonperforming loans by loan segment: (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of June 30 2021 Commercial loans: C&I $ 292 $ 30 $ 1,496 $ 1,818 $ 4,908 $ 1,138,204 $ 1,144,930 CRE - 1,671 - 1,671 18,959 2,478,321 2,498,951 PPP - - - - - 359,738 359,738 Total commercial loans $ 292 $ 1,701 $ 1,496 $ 3,489 $ 23,867 $ 3,976,263 $ 4,003,619 Consumer loans: Auto $ 6,233 $ 878 $ 217 $ 7,328 $ 1,273 $ 854,506 $ 863,107 Other consumer 3,024 1,588 755 5,367 168 657,165 662,700 Total consumer loans $ 9,257 $ 2,466 $ 972 $ 12,695 $ 1,441 $ 1,511,671 $ 1,525,807 Residential $ 2,296 $ 930 $ 107 $ 3,333 $ 15,242 $ 1,969,626 $ 1,988,201 Total loans $ 11,845 $ 5,097 $ 2,575 $ 19,517 $ 40,550 $ 7,457,560 $ 7,517,627 (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of December 31 2020 Commercial loans: C&I $ 2,235 $ 2,394 $ 23 $ 4,652 $ 4,278 $ 1,116,686 $ 1,125,616 CRE 682 - 470 1,152 19,971 2,391,162 2,412,285 PPP - - - - - 430,810 430,810 Total commercial loans $ 2,917 $ 2,394 $ 493 $ 5,804 $ 24,249 $ 3,938,658 $ 3,968,711 Consumer loans: Auto $ 9,125 $ 1,553 $ 866 $ 11,544 $ 2,730 $ 877,831 $ 892,105 Other consumer 3,711 1,929 1,272 6,912 290 640,952 648,154 Total consumer loans $ 12,836 $ 3,482 $ 2,138 $ 18,456 $ 3,020 $ 1,518,783 $ 1,540,259 Residential $ 2,719 $ 309 $ 518 $ 3,546 $ 17,378 $ 1,968,991 $ 1,989,915 Total loans $ 18,472 $ 6,185 $ 3,149 $ 27,806 $ 44,647 $ 7,426,432 $ 7,498,885 As of June 30, 2021 and December 31, 2020, there were no loans in non-accrual without an allowance for credit losses. Credit Quality Indicators The Company has developed an internal loan grading system to evaluate and quantify the Company’s loan portfolio with respect to quality and risk. The system focuses on, among other things, financial strength of borrowers, experience and depth of borrower’s management, primary and secondary sources of repayment, payment history, nature of the business and outlook on particular industries. The internal grading system enables the Company to monitor the quality of the entire loan portfolio on a consistent basis and provide management with an early warning system, enabling recognition and response to problem loans and potential problem loans. Commercial Grading System For Commercial and Industrial (“C&I”), Paycheck Protection Program (“PPP”) and Commercial Real Estate (“CRE”) loans, the Company uses a grading system that relies on quantifiable and measurable characteristics when available. This includes comparison of financial strength to available industry averages, comparison of transaction factors (loan terms and conditions) to loan policy and comparison of credit history to stated repayment terms and industry averages. Some grading factors are necessarily more subjective such as economic and industry factors, regulatory environment and management. C&I and CRE loans are graded Doubtful, Substandard, Special Mention and Pass. Doubtful A Doubtful loan has a high probability of total or substantial loss, but because of specific pending events that may strengthen the asset, its classification as a loss is deferred. Doubtful borrowers are usually in default, lack adequate liquidity or capital and lack the resources necessary to remain an operating entity. Pending events can include mergers, acquisitions, liquidations, capital injections, the perfection of liens on additional collateral, the valuation of collateral and refinancing. Generally, pending events should be resolved within a relatively short period and the ratings will be adjusted based on the new information. Nonaccrual treatment is required for Doubtful assets because of the high probability of loss. Substandard Substandard loans have a high probability of payment default or they have other well-defined weaknesses. They require more intensive supervision by bank management. Substandard loans are generally characterized by current or expected unprofitable operations, inadequate debt service coverage, inadequate liquidity or marginal capitalization. Repayment may depend on collateral or other credit risk mitigants. For some Substandard loans, the likelihood of full collection of interest and principal may be in doubt and those loans should be placed on nonaccrual. Although Substandard assets in the aggregate will have a distinct potential for loss, an individual asset’s loss potential does not have to be distinct for the asset to be rated Substandard. Special Mention Special Mention loans have potential weaknesses that may, if not checked or corrected, weaken the asset or inadequately protect the Company’s position at some future date. These loans pose elevated risk, but their weakness does not yet justify a Substandard classification. Borrowers may be experiencing adverse operating trends (i.e., declining revenues or margins) or may be struggling with an ill-proportioned balance sheet (i.e., increasing inventory without an increase in sales, high leverage, tight liquidity). Adverse economic or market conditions, such as interest rate increases or the entry of a new competitor, may also support a Special Mention rating. Although a Special Mention loan has a higher probability of default than a Pass asset, its default is not imminent. Pass Loans graded as Pass encompass all loans not graded as Doubtful, Substandard or Special Mention. Pass loans are in compliance with loan covenants and payments are generally made as agreed. Pass loans range from superior quality to fair quality. Pass loans also include any portion of a government guaranteed loan, including PPP loans. Consumer and Residential Grading System Consumer and Residential loans are graded as either Nonperforming or Performing. Nonperforming Nonperforming loans are loans that are 1) over 90 days past due and interest is still accruing or 2) on nonaccrual status. Performing All loans not meeting any of the above criteria are considered Performing. The following tables illustrate the Company’s credit quality by loan class by vintage: (In thousands) 2021 2020 2019 2018 2017 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of June 30 2021 C&I By internally assigned grade: Pass $ 180,367 $ 267,935 $ 143,922 $ 77,622 $ 28,251 $ 48,225 $ 306,465 $ 10,934 $ 1,063,721 Special mention 98 15,548 5,926 3,619 3,547 4,057 20,651 - 53,446 Substandard 26 382 7,504 5,514 2,741 3,823 7,318 257 27,565 Doubtful - - - 1 196 1 - - 198 Total C&I $ 180,491 $ 283,865 $ 157,352 $ 86,756 $ 34,735 $ 56,106 $ 334,434 $ 11,191 $ 1,144,930 CRE By internally assigned grade: Pass $ 224,088 $ 445,353 $ 351,481 $ 252,634 $ 275,791 $ 516,252 $ 116,287 $ 60,252 $ 2,242,138 Special mention 432 1,408 40,057 8,046 22,483 67,304 1,068 - 140,798 Substandard - 81 16,231 15,418 12,733 61,573 1,246 - 107,282 Doubtful - - 1,897 - - 6,836 - - 8,733 Total CRE $ 224,520 $ 446,842 $ 409,666 $ 276,098 $ 311,007 $ 651,965 $ 118,601 $ 60,252 $ 2,498,951 PPP By internally assigned grade: Pass $ 270,953 $ 88,785 $ - $ - $ - $ - $ - $ - $ 359,738 Total PPP $ 270,953 $ 88,785 $ - $ - $ - $ - $ - $ - $ 359,738 Auto By payment activity: Performing $ 204,980 $ 164,749 $ 243,935 $ 144,665 $ 75,078 $ 28,190 $ 20 $ - $ 861,617 Nonperforming 37 265 473 368 347 - - - 1,490 Total auto $ 205,017 $ 165,014 $ 244,408 $ 145,033 $ 75,425 $ 28,190 $ 20 $ - $ 863,107 Other consumer By payment activity: Performing $ 157,719 $ 183,271 $ 143,208 $ 99,444 $ 40,466 $ 22,031 $ 15,621 $ 17 $ 661,777 Nonperforming 6 379 206 72 229 9 2 20 923 Total other consumer $ 157,725 $ 183,650 $ 143,414 $ 99,516 $ 40,695 $ 22,040 $ 15,623 $ 37 $ 662,700 Residential By payment activity: Performing $ 161,399 $ 232,662 $ 199,467 $ 191,931 $ 164,674 $ 763,772 $ 246,550 $ 12,397 $ 1,972,852 Nonperforming - 1,351 652 1,913 2,168 9,265 - - 15,349 Total residential $ 161,399 $ 234,013 $ 200,119 $ 193,844 $ 166,842 $ 773,037 $ 246,550 $ 12,397 $ 1,988,201 Total loans $ 1,200,105 $ 1,402,169 $ 1,154,959 $ 801,247 $ 628,704 $ 1,531,338 $ 715,228 $ 83,877 $ 7,517,627 (In thousands) 2020 2019 2018 2017 2016 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of December 31, 2020 C&I By internally assigned grade: Pass $ 331,921 $ 182,329 $ 91,230 $ 41,856 $ 32,625 $ 32,609 $ 322,674 $ 412 $ 1,035,656 Special mention 20,064 6,534 5,053 4,702 1,624 2,830 13,614 - 54,421 Substandard 338 6,364 10,219 3,388 791 4,272 9,945 14 35,331 Doubtful - - - 207 - 1 - - 208 Total C&I $ 352,323 $ 195,227 $ 106,502 $ 50,153 $ 35,040 $ 39,712 $ 346,233 $ 426 $ 1,125,616 CRE By internally assigned grade: Pass $ 469,919 $ 361,187 $ 256,154 $ 271,874 $ 212,197 $ 383,690 $ 113,128 $ 4,034 $ 2,072,183 Special mention 2,051 44,034 22,260 55,039 36,830 43,537 1,297 11,524 216,572 Substandard 536 5,307 18,298 15,691 6,018 62,168 1,501 4,642 114,161 Doubtful - 1,897 - - - 7,472 - - 9,369 Total CRE $ 472,506 $ 412,425 $ 296,712 $ 342,604 $ 255,045 $ 496,867 $ 115,926 $ 20,200 $ 2,412,285 PPP By internally assigned grade: Pass $ 430,810 $ - $ - $ - $ - $ - $ - $ - $ 430,810 Total PPP $ 430,810 $ - $ - $ - $ - $ - $ - $ - $ 430,810 Auto By payment activity: Performing $ 197,881 $ 314,034 $ 201,850 $ 115,977 $ 45,495 $ 13,250 $ 22 $ - $ 888,509 Nonperforming 359 1,140 1,135 525 437 - - - 3,596 Total auto $ 198,240 $ 315,174 $ 202,985 $ 116,502 $ 45,932 $ 13,250 $ 22 $ - $ 892,105 Other consumer By payment activity: Performing $ 234,628 $ 178,411 $ 127,549 $ 55,676 $ 14,255 $ 17,414 $ 18,588 $ 71 $ 646,592 Nonperforming 339 418 307 265 90 133 10 - 1,562 Total other consumer $ 234,967 $ 178,829 $ 127,856 $ 55,941 $ 14,345 $ 17,547 $ 18,598 $ 71 $ 648,154 Residential By payment activity: Performing $ 237,338 $ 210,505 $ 213,437 $ 182,993 $ 164,424 $ 684,495 $ 268,878 $ 9,991 $ 1,972,061 Nonperforming 1,245 659 2,318 2,535 902 10,195 - - 17,854 Total residential $ 238,583 $ 211,164 $ 215,755 $ 185,528 $ 165,326 $ 694,690 $ 268,878 $ 9,991 $ 1,989,915 Total loans $ 1,927,429 $ 1,312,819 $ 949,810 $ 750,728 $ 515,688 $ 1,262,066 $ 749,657 $ 30,688 $ 7,498,885 Allowance for Credit Losses on Off-Balance Sheet Credit Exposures As of June 30, 2021, the allowance for losses on unfunded commitments totaled $5.8 million, compared to $6.4 million as of December 31, 2020. Troubled Debt Restructuring When the Company modifies a loan in a troubled debt restructuring (“TDR”), such modifications generally include one or a combination of the following: an extension of the maturity date at a stated rate of interest lower than the current market rate for new debt with similar risk; temporary reduction in the interest rate; or change in scheduled payment amount. Residential and Consumer TDRs occurring during 2021 and 2020 were due to the reduction in the interest rate or extension of the term. An allowance for impaired commercial and consumer loans that have been modified in a TDR is measured based on the present value of the expected future cash flows, discounted at the contractual interest rate of the original loan agreement, except when the sole (remaining) source of repayment for the loan is the operation or liquidation of the collateral. In these cases, management uses the current fair value of the collateral, less selling costs. If management determines that the value of the modified loan is less than the recorded investment in the loan an impairment charge would be recorded. The Company began offering loan modifications to assist borrowers during the COVID-19 national emergency. The Coronavirus Aid, Relief and Economic Security Act (“CARES Act”), along with a joint agency statement issued by banking regulatory agencies, provides that modifications made in response to COVID-19 do not need to be accounted for as a TDR. The Company evaluated the modification programs provided to its borrowers and has concluded the modifications were generally made in accordance with the CARES Act guidance to borrowers who were in good standing prior to the COVID-19 pandemic and are not required to be designated as TDRs. The following tables illustrate the recorded investment and number of modifications designated as TDRs, including the recorded investment in the loans prior to a modification and the recorded investment in the loans after restructuring: Three Months Ended June 30, 2021 Three Months Ended June 30 2020 (Dollars in thousands) Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Consumer loans: Auto 1 $ 19 $ 19 - $ - $ - Total consumer loans 1 $ 19 $ 19 - $ - $ - Residential 3 $ 369 $ 423 7 $ 269 $ 294 Total TDRs 4 $ 388 $ 442 7 $ 269 $ 294 Six Months Ended June 30, 2021 Six June 30 2020 (Dollars in thousands) Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Consumer loans: Auto 1 $ 19 $ 19 1 $ 44 $ 44 Total consumer loans 1 $ 19 $ 19 1 $ 44 $ 44 Residential 6 $ 611 $ 675 14 $ 960 $ 1,029 Total TDRs 7 $ 630 $ 694 15 $ 1,004 $ 1,073 The following table illustrates the recorded investment and number of modifications for TDRs where a concession has been made and subsequently defaulted during the period: Three Months Ended June 30, 2021 Three Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Commercial loans: CRE - $ - 1 $ 168 Total commercial loans - $ - 1 $ 168 Residential 15 $ 820 26 $ 1,505 Total TDRs 15 $ 820 27 $ 1,673 Six Months Ended June 30, 2021 Six Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Commercial loans: C&I - $ - 1 $ 387 CRE - - 1 168 Total commercial loans - $ - 2 $ 555 Consumer loans: Auto 2 $ 18 - $ - Total consumer loans 2 $ 18 - $ - Residential 26 $ 1,218 38 $ 2,192 Total TDRs 28 $ 1,236 40 $ 2,747

Defined Benefit Post-Retirement

Defined Benefit Post-Retirement Plans	6 Months Ended
	Jun. 30, 2021
Employee Benefit Plans [Abstract]
Defined Benefit Post-Retirement Plans	6. Defined Benefit Post-Retirement Plans The Company has a qualified, noncontributory, defined benefit pension plan (“the Plan”) covering substantially all of its employees at June 30, 2021. Benefits paid from the plan are based on age, years of service, compensation and social security benefits and are determined in accordance with defined formulas. The Company’s policy is to fund the Plan in accordance with Employee Retirement Income Security Act of 1974 standards. Assets of the Plan are invested in publicly traded stocks and mutual funds. In addition to the Plan, the Company provides supplemental employee retirement plans to certain current and former executives. The Company also assumed supplemental retirement plans for former executives of Alliance Financial Corporation (“Alliance”) when the Company acquired Alliance. These supplemental employee retirement plans and the Plan are collectively referred to herein as “Pension Benefits”. In addition, the Company provides certain health care benefits for retired employees. Benefits were accrued over the employees’ active service period. Only employees that were employed by the Company on or before January 1, 2000 are eligible to receive post-retirement health care benefits. In addition, the Company assumed post-retirement medical life insurance benefits for certain Alliance employees, retirees and their spouses, if applicable, in the Alliance acquisition. These post-retirement benefits are referred to herein as “Other Benefits”. The Company made no voluntary contributions to the pension and other benefits plans during the three and six months ended June 30, 2021 and 2020. The components of expense for Pension Benefits and Other Benefits are set forth below: Pension Benefits Other Benefits Three Months Ended June 30, Three Months Ended June 30, (In thousands) 2021 2020 2021 2020 Components of net periodic (benefit) cost: Service cost $ 485 $ 446 $ 2 $ 2 Interest cost 677 809 45 55 Expected return on plan assets (2,203 ) (2,105 ) - - Net amortization 313 368 13 13 Total net periodic (benefit) cost $ (728 ) $ (482 ) $ 60 $ 70 Pension Benefits Other Benefits Six Months Ended June 30, Six Months Ended June 30, (In thousands) 2021 2020 2021 2020 Components of net periodic (benefit) cost: Service cost $ 970 $ 892 $ 4 $ 4 Interest cost 1,354 1,618 90 110 Expected return on plan assets (4,406 ) (4,210 ) - - Net amortization 626 736 26 26 Total net periodic (benefit) cost $ (1,456 ) $ (964 ) $ 120 $ 140 The service cost component of the net periodic (benefit) cost is included in Salaries and Employee Benefits and the interest cost, expected return on plan assets and net amortization components are included in Other Noninterest Expense on the unaudited interim consolidated statements of income.

Earnings Per Share

Earnings Per Share	6 Months Ended
	Jun. 30, 2021
Earnings Per Share [Abstract]
Earnings Per Share	7. Earnings Per Share Basic earnings per share (“EPS”) excludes dilution and is computed by dividing income available to common stockholders by the weighted average number of common shares outstanding for the period. Diluted EPS reflects the potential dilution that could occur if securities or other contracts to issue common stock were exercised or converted into common stock or resulted in the issuance of common stock that then shared in the earnings of the entity (such as the Company’s dilutive stock options and restricted stock units). The following is a reconciliation of basic and diluted EPS for the periods presented in the unaudited interim consolidated statements of income: Three Months Ended June 30, (In thousands, except per share data) 2021 2020 Basic EPS: Weighted average common shares outstanding 43,474 43,637 Net income available to common stockholders $ 40,296 $ 24,713 Basic EPS $ 0.93 $ 0.57 Diluted EPS: Weighted average common shares outstanding 43,474 43,637 Dilutive effect of common stock options and restricted stock 319 291 Weighted average common shares and common share equivalents 43,793 43,928 Net income available to common stockholders $ 40,296 $ 24,713 Diluted EPS $ 0.92 $ 0.56 Six Months Ended June 30, (In thousands, except per share data) 2021 2020 Basic EPS: Weighted average common shares outstanding 43,517 43,735 Net income available to common stockholders $ 80,142 $ 35,081 Basic EPS $ 1.84 $ 0.80 Diluted EPS: Weighted average common shares outstanding 43,517 43,735 Dilutive effect of common stock options and restricted stock 323 291 Weighted average common shares and common share equivalents 43,840 44,026 Net income available to common stockholders $ 80,142 $ 35,081 Diluted EPS $ 1.83 $ 0.80 There was a nominal number of stock options outstanding for the three and six months ended June 30, 2021 and June 30, 2020, that were not considered in the calculation of diluted EPS since the stock options’ exercise prices were greater than the average market price during these periods.

Reclassification Adjustments Ou

Reclassification Adjustments Out of Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2021
Reclassification Adjustments Out of Other Comprehensive Income (Loss) [Abstract]
Reclassification Adjustments Out of Other Comprehensive Income (Loss)	8. Reclassification Adjustments Out of Other Comprehensive Income (Loss) The following table summarizes the reclassification adjustments out of AOCI: Detail About AOCI Components Amount Reclassified from AOCI Affected Line Item in the Consolidated Statement of Comprehensive Income (Loss) Three Months Ended (In thousands) June 30, 2021 June 30, 2020 AFS securities: Gains on AFS securities $ - $ - Net securities (gains) losses Amortization of unrealized gains related to securities transfer $ 143 $ 165 Interest income Tax effect $ (36 ) $ (42 ) Income tax (benefit) Net of tax $ 107 $ 123 Cash flow hedges: Net unrealized losses on cash flow hedges reclassified to interest expense $ - $ 81 Interest expense Tax effect $ - $ (20 ) Income tax (benefit) Net of tax $ - $ 61 Pension and other benefits: Amortization of net losses $ 298 $ 358 Other noninterest expense Amortization of prior service costs 28 23 Other noninterest expense Tax effect $ (82 ) $ (96 ) Income tax (benefit) Net of tax $ 244 $ 285 Total reclassifications, net of tax $ 351 $ 469 Detail About AOCI Components Amount Reclassified from AOCI Affected Line item in the Consolidated Statement of Comprehensive Income (Loss) Six Months Ended (In thousands) June 30, 2021 June 30, 2020 AFS securities: Gains on AFS securities $ - $ (3 ) Net securities (gains) losses Amortization of unrealized gains related to securities transfer 285 338 Interest income Tax effect $ (71 ) $ (84 ) Income tax (benefit) Net of tax $ 214 $ 251 Cash flow hedges: Net unrealized losses on cash flow hedges reclassified to interest expense $ 21 $ 91 Interest expense Tax effect $ (5 ) $ (23 ) Income tax (benefit) Net of tax $ 16 $ 68 Pension and other benefits: Amortization of net losses $ 596 $ 716 Other noninterest expense Amortization of prior service costs 56 46 Other noninterest expense Tax effect $ (163 ) $ (191 ) Income tax (benefit) Net of tax $ 489 $ 571 Total reclassifications, net of tax $ 719 $ 890

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 2021
Derivative Instruments and Hedging Activities [Abstract]
Derivative Instruments and Hedging Activities	9. Derivative Instruments and Hedging Activities The Company is exposed to certain risks arising from both its business operations and economic conditions. The Company principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Company manages economic risks, including interest rate, primarily by managing the amount, sources and duration of its assets and liabilities and through the use of derivative instruments. Specifically, the Company enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and uncertain cash amounts, the value of which are determined by interest rates. The Company’s derivative financial instruments are used to manage differences in the amount, timing and duration of the Company’s known or expected cash receipts and its known or expected cash payments principally related to certain fixed rate borrowings. The Company also has interest rate derivatives that result from a service provided to certain qualifying customers and, therefore, are not used to manage interest rate risk in the Company’s assets or liabilities. The Company manages a matched book with respect to its derivative instruments in order to minimize its net risk exposure resulting from such transactions. Derivatives Not Designated as Hedging Instruments The Company enters into interest rate swaps to facilitate customer transactions and meet their financing needs. These swaps are considered derivatives, but are not designated in hedging relationships. These instruments have interest rate and credit risk associated with them. To mitigate the interest rate risk, the Company enters into offsetting interest rate swaps with counterparties. The counterparty swaps are also considered derivatives and are also not designated in hedging relationships. Interest rate swaps are recorded within other assets or other liabilities on the consolidated balance sheet at their estimated fair value. Changes to the fair value of assets and liabilities arising from these derivatives are included, net, in other operating income in the consolidated statement of incom e. The Company is subject to over-the-counter derivative clearing requirements, which require certain derivatives to be cleared through central clearing houses. Accordingly, the Company began to clear certain derivative transactions through the Chicago Mercantile Exchange Clearing House (“CME”) in January of 2021. This clearing house requires the Company to post initial and variation margin to mitigate the risk of non-payment, the latter of which is received or paid daily based on the net asset or liability position of the contracts. A daily settlement occurs through the CME for changes in the fair value of centrally cleared derivatives. Not all of the derivatives are required to be cleared through the daily clearing agent. As a result, the total fair values of loan level derivative assets and liabilities recognized on the Company’s financial statements are not equal and offsetting. As of June 30, 2021 and December 31, 2020, the Company had participation agreements with financial institution counterparties for interest rate swaps related to participated loans. Risk participation agreements provide credit protection to the financial institution that originated the swap transaction should the borrower fail to perform on its obligation. The Company enters into both risk participation agreements in which it purchases credit protection from other financial institutions and those in which it provides credit protection to other financial institution s. Derivatives Designated as Hedging Instruments The Company has previously T (In thousands) Notional Amount Balance Sheet Location Fair Value Notional Amount Balance Sheet Location Fair Value As of June 30, 2021 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,306,215 Other assets $ 78,213 $ 1,306,215 Other liabilities $ 78,213 Risk participation agreements 71,741 Other assets 172 38,507 Other liabilities 80 Total derivatives not designated as hedging instruments $ 78,385 $ 78,293 Netting adjustments (1) (46) 4,096 Net derivatives in the balance sheet $ 78,431 $ 74,197 Derivatives not offset on the balance sheet $ 3,745 $ 3,745 Cash collateral (2) - 65,480 Net derivative amounts $ 74,686 $ 4,972 As of December 31, 2020 Derivatives designated as hedging instruments Interest rate derivatives $ - Other assets $ - $ 25,000 Other liabilities $ 34 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,223,584 Other assets $ 108,487 $ 1,223,584 Other liabilities $ 108,487 Risk participation agreements 72,528 Other assets 292 39,785 Other liabilities 125 Total derivatives not designated as hedging instruments $ 108,779 $ 108,612 Cash collateral (2) - 107,350 Net derivative amounts $ 108,779 $ 1,262 (1) Netting adjustments represents the amounts recorded to convert derivatives assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance on the settle to market rules for cleared derivatives. The CME legally characterizes the variation margin posted between counterparties as settlements of the outstanding derivative contracts instead of cash collateral. Company began to clear certain derivative transactions through the CME in 2021. (2) Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above. F or derivatives designated and that qualify as cash flow hedges of interest rate risk, the gain or loss on the derivative is recorded in AOCI and subsequently reclassified into interest expense in the same period during which the hedge transaction affects earnings. Amounts reported in AOCI related to derivatives will be reclassified to interest expense as interest payments are made on the Company’s short-term rate borrowings. During the three months ended March 31, 2021 the Company’s final cash flow hedge of interest rate risk matured and the renaming balance was reclassified from AOCI as a reduction to interest expense. There is additional amount that will be reclassified from AOCI as a reduction to interest expense The following table indicates the effect of cash flow hedge accounting on AOCI and on the unaudited interim consolidated statement of income: Three Months Ended June 30, Six June 30 (In thousands) 2021 2020 2021 2020 Derivatives designated as hedging instruments: Interest rate derivatives - included component Amount of (loss) recognized in other comprehensive income $ - $ (19 ) $ - $ (274 ) Amount of loss reclassified from AOCI into interest expense - 81 21 91 The following table indicates the gain or loss recognized in income on derivatives not designated as a hedging relationship: Three Months Ended June 30, Six June 30 (In thousands) 2021 2020 2021 2020 Derivatives not designated as hedging instruments: Increase (decrease) in other income $ 40 $ 4 $ (75 ) $ 147

Fair Value Measurements and Fai

Fair Value Measurements and Fair Value of Financial Instruments	6 Months Ended
	Jun. 30, 2021
Fair Value Measurements and Fair Value of Financial Instruments [Abstract]
Fair Value Measurements and Fair Value of Financial Instruments	10. Fair Value Measurements and Fair Value of Financial Instruments G AAP states that fair value is an exit price, representing the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants. Fair value measurements are not adjusted for transaction costs. A fair value hierarchy exists within GAAP that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below: Level 1 - Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities; Level 2 - Quoted prices for similar assets or liabilities in active markets, quoted prices in markets that are not active or inputs that are observable, either directly or indirectly, for substantially the full term of the asset or liability; Level 3 - Prices or valuation techniques that require inputs that are both significant to the fair value measurement and unobservable (i.e., supported by little or no market activity). A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The types of instruments valued based on quoted market prices in active markets include most U.S. government and agency securities, many other sovereign government obligations, liquid mortgage products, active listed equities and most money market securities. Such instruments are generally classified within Level 1 or Level 2 of the fair value hierarchy. The Company does not adjust the quoted prices for such instruments. The types of instruments valued based on quoted prices in markets that are not active, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency include most investment-grade and high-yield corporate bonds, less liquid mortgage products, less liquid agency securities, less liquid listed equities, state, municipal and provincial obligations and certain physical commodities. Such instruments are generally classified within Level 2 of the fair value hierarchy. Certain common equity securities are reported at fair value utilizing Level 1 inputs (exchange quoted prices). Other investment securities are reported at fair value utilizing Level 1 and Level 2 inputs. The prices for Level 2 instruments are obtained through an independent pricing service or dealer market participants with whom the Company has historically transacted both purchases and sales of investment securities. Prices obtained from these sources include prices derived from market quotations and matrix pricing. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Management reviews the methodologies used in pricing the securities by its third-party providers. Level 3 is for positions that are not traded in active markets or are subject to transfer restrictions. Valuations are adjusted to reflect illiquidity and/or non-transferability and such adjustments are generally based on available market evidence. In the absence of such evidence, management’s best estimate will be used. Management’s best estimate consists of both internal and external support on certain Level 3 investments. Subsequent to inception, management only changes Level 3 inputs and assumptions when corroborated by evidence such as transactions in similar instruments, completed or pending third-party transactions in the underlying investment or comparable entities, subsequent rounds of financing, recapitalizations and other transactions across the capital structure, offerings in the equity or debt markets and changes in financial ratios or cash flow The following tables set forth the Company’s financial assets and liabilities measured on a recurring basis that were accounted for at fair value. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement: (In thousands) Level 1 Level 2 Level 3 June 30, 2021 Assets: AFS securities Federal agency $ - $ 243,660 $ - $ 243,660 State & municipal - 58,068 - 58,068 Mortgage-backed - 685,483 - 685,483 Collateralized mortgage obligations - 511,639 - 511,639 Corporate - 35,883 - 35,883 Total AFS securities $ - $ 1,534,733 $ - $ 1,534,733 Equity securities 31,806 1,000 - 32,806 Derivatives - 78,431 - 78,431 Total $ 31,806 $ 1,614,164 $ - $ 1,645,970 Liabilities: Derivatives $ - $ 78,293 $ - $ 78,293 Total $ - $ 78,293 $ - $ 78,293 (In thousands) Level 1 Level 2 Level 3 December 31, 2020 Assets: AFS securities Federal agency $ - $ 243,597 $ - $ 243,597 State & municipal - 43,180 - 43,180 Mortgage-backed - 595,839 - 595,839 Collateralized mortgage obligations - 437,804 - 437,804 Corporate - 28,278 - 28,278 Total AFS securities $ - $ 1,348,698 $ - $ 1,348,698 Equity securities 28,737 2,000 - 30,737 Derivatives - 108,779 - 108,779 Total $ 28,737 $ 1,459,477 $ - $ 1,488,214 Liabilities: Derivatives $ - $ 108,646 $ - $ 108,646 Total $ - $ 108,646 $ - $ 108,646 G AAP requires disclosure of assets and liabilities measured and recorded at fair value on a non-recurring basis such as goodwill, loans held for sale, other real estate owned, collateral-dependent impaired loans, mortgage servicing rights and HTM securities. The non-recurring fair value measurements recorded during the three and six month periods ended June 30, 2021 and the year ended December 31, 2020 were related to impaired loans, write-downs of other real estate owned and write-down of branch assets to fair value. The Company uses the fair value of underlying collateral, less costs to sell, to estimate the allowance for credit losses for individually evaluated collateral dependent loans. The appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses ranging A s of June 30, 2021, the Company had collateral dependent individually evaluated loans with a carrying value . As of December 31, 2020, the Company had collateral dependent individually evaluated loans with a carrying value of The following table sets forth information with regard to estimated fair values of financial instruments. This table excludes financial instruments for which the carrying amount approximates fair value. Financial instruments for which the fair value approximates carrying value include cash and cash equivalents, AFS securities, equity securities, accrued interest receivable, non-maturity deposits, short-term borrowings, accrued interest payable and derivatives. June 30, 2021 December 31, 2020 (In thousands) Fair Value Hierarchy Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Financial assets: HTM securities 2 $ 622,351 $ 632,954 $ 616,560 $ 636,827 Net loans 3 7,420,531 7,525,470 7,390,004 7,530,033 Financial liabilities: Time deposits 2 $ 569,029 $ 606,134 $ 633,479 $ 638,721 Long-term debt 2 14,045 14,545 39,097 39,820 Subordinated debt 1 100,000 108,671 100,000 103,277 Junior subordinated debt 2 101,196 109,940 101,196 108,926 Fair value estimates are made at a specific point in time, based on relevant market information and information about the financial instrument. These estimates do not reflect any premium or discount that could result from offering for sale at one time the Company’s entire holdings of a particular financial instrument. Because no market exists for a significant portion of the Company’s financial instruments, fair value estimates are based on judgments regarding future expected loss experience, current economic conditions, risk characteristics of various financial instruments and other factors. These estimates are subjective in nature and involve uncertainties and matters of significant judgment and therefore cannot be determined with precision. Changes in assumptions could significantly affect the estimates. Fair value estimates are based on existing on and off-balance sheet financial instruments without attempting to estimate the value of anticipated future business and the value of assets and liabilities that are not considered financial instruments. For example, the Company has a substantial wealth operation that contributes net fee income annually. The wealth management operation is not considered a financial instrument and its value has not been incorporated into the fair value estimates. Other significant assets and liabilities include the benefits resulting from the low-cost funding of deposit liabilities as compared to the cost of borrowing funds in the market and premises and equipment. In addition, the tax ramifications related to the realization of the unrealized gains and losses can have a significant effect on fair value estimates and have not been considered in the estimate of fair value. HTM Securities The fair value of the Company’s HTM securities is primarily measured using information from a third-party pricing service. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Net Loans Net loans include portfolio loans and loans held for sale. Loans were first segregated by type and then further segmented into fixed and variable rate and loan quality categories. Expected future cash flows were projected based on contractual cash flows, adjusted for estimated prepayments, which also includes credit risk, illiquidity risk and other market factors to calculate the exit price fair value in accordance with ASC 820. Time Deposits The fair value of time deposits was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. The fair values of the Company’s time deposit liabilities do not take into consideration the value of the Company’s long-term relationships with depositors, which may have significant value. Long-Term Debt The fair value of long-term debt was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. Subordinated Debt The fair value of subordinated debt has been measured using the observable market price as of the period reported. Junior Subordinated Debt The fair value of junior subordinated debt has been estimated using a discounted cash flow analysis.

Commitments and Contingencies

Commitments and Contingencies	6 Months Ended
	Jun. 30, 2021
Commitments and Contingencies [Abstract]
Commitments and Contingencies	11. Commitments and Contingencies The Company is a party to certain financial instruments with off-balance sheet risk in the normal course of business to meet the financing needs of its customers. These financial instruments include commitments to extend credit, unused lines of credit, standby letters of credit and certain agricultural real estate loans sold to investors with recourse, with the sold portion having a government guarantee that is assignable back to the Company upon repurchase of the loan in the event of default. The Company’s exposure to credit loss in the event of nonperformance by the other party to the commitments to extend credit, unused lines of credit, standby letters of credit and loans sold with recourse is represented by the contractual amount of those investments. The credit risk associated with commitments to extend credit and standby and commercial letters of credit is essentially the same as that involved with extending loans to customers and is subject to normal credit policies. Collateral may be obtained based on management’s assessment of the customer’s credit worthiness. Commitments to extend credit and unused lines of credit totaled $2.3 billion at at Since many loan commitments, standby letters of credit and guarantees and indemnification contracts expire without being funded in whole or in part, the contract amounts are not necessarily indicative of future cash flows. The Company does not issue any guarantees that would require liability-recognition or disclosure, other than its standby letters of credit. The Company guarantees the obligations or performance of customers by issuing standby letters of credit to third-parties. These standby letters of credit are generally at June 30, 2021 s of June 30, 2021 and December 31, 2020

Description of Business (Polici

Description of Business (Policies)	6 Months Ended
	Jun. 30, 2021
Description of Business [Abstract]
Nature of Operations	NBT Bancorp Inc. (the “Company”) is a registered financial holding company incorporated in the state of Delaware in 1986, with its principal headquarters located in Norwich, New York. The principal assets of the Company consist of all of the outstanding shares of common stock of its subsidiaries, including: NBT Bank, National Association (the “Bank”), NBT Financial Services, Inc. (“NBT Financial”), NBT Holdings, Inc. (“NBT Holdings”), CNBF Capital Trust I, NBT Statutory Trust I, NBT Statutory Trust II, Alliance Financial Capital Trust I and Alliance Financial Capital Trust II (collectively, the “Trusts”). The Company’s principal sources of revenue are the management fees and dividends it receives from the Bank, NBT Financial and NBT Holdings. The Company’s business, primarily conducted through the Bank, consists of providing commercial banking, retail banking and wealth management services primarily to customers in its market area, which includes central and upstate New York, northeastern Pennsylvania, southern New Hampshire, western Massachusetts, Vermont, the southern coastal Maine area and central Connecticut. The Company has been, and intends to continue to be, a community-oriented financial institution offering a variety of financial services. The Company’s business philosophy is to operate as a community bank with local decision-making, providing a broad array of banking and financial services to retail, commercial and municipal customers.

Summary of Significant Accoun_2

Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2021
Summary of Significant Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation The accompanying unaudited interim consolidated financial statements include the accounts of NBT Bancorp Inc. and its wholly-owned subsidiaries, the Bank, NBT Financial and NBT Holdings. Collectively, NBT Bancorp Inc. and its subsidiaries are referred to herein as (“the Company”). The interim data includes all adjustments, consisting only of normal recurring adjustments, necessary for a fair statement of the results for the interim periods in accordance with generally accepted accounting principles in the United States of America (“GAAP”). These unaudited interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Company’s 2020 Annual Report on Form 10-K. The results of operations for the interim periods are not necessarily indicative of the results that may be expected for the full year or any other interim period. All material intercompany transactions have been eliminated in consolidation. Amounts previously reported in the consolidated financial statements are reclassified whenever necessary to conform to current period presentation. The Company has evaluated subsequent events for potential recognition and/or disclosure and there were none identified.
Use of Estimates in the Preparation of Financial Statements	Use of Estimates in the Preparation of Financial Statements The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. Actual results may differ from those estimates and such differences could be material to the financial statements.

Recent Accounting Pronounceme_2

Recent Accounting Pronouncements (Policies)	6 Months Ended
	Jun. 30, 2021
Recent Accounting Pronouncements [Abstract]
Recently Adopted Accounting Standards and Accounting Standards Issued Not Yet Adopted	Recently Adopted Accounting Standards In December 2019, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Updates (“ASU”) 2019-12, Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes . This ASU removes specific exceptions to the general principles in Topic 740 in GAAP. It eliminates the need for an organization to analyze whether the following apply in a given period: (1) exception to the incremental approach for intraperiod tax allocation; (2) exceptions to accounting for basis differences when there are ownership changes in foreign investments; and (3) exception in interim period income tax accounting for year-to-date losses that exceed anticipated losses. The ASU also improves financial statement preparers’ application of income tax-related guidance and simplifies GAAP for: (1) franchise taxes that are partially based on income; (2) transactions with a government that result in a step up in the tax basis of goodwill; (3) separate financial statements of legal entities that are not subject to tax; and (4) enacted changes in tax laws in interim periods. The amendments in this ASU were effective for the Company on January 1, 2021, and interim periods within those fiscal years. The adoption did not have a material impact on the consolidated financial statements and related disclosures. Accounting Standards Issued Not Yet Adopted In March 2020, the FASB issued ASU 2020-04, Reference Rate Reform (Topic 848): Facilitation of the Effects of Reference Rate Reform on Financial Reporting . On January 7, 2021, the FASB issued ASU 2021-01, which refines the scope of Accounting Standards Codification 848 (“ASC 848”) and clarifies some of its guidance. ASU 2020-04 and related amendments provide temporary optional expedients and exceptions to the existing guidance for applying GAAP to affected contract modifications and hedge accounting relationships in the transition away from the London Interbank Offered Rate (“LIBOR”) or other interbank offered rate on financial reporting. The guidance also allows a one-time election to sell and/or reclassify to available for sale (“AFS”) or trading held to maturity (“HTM”) debt securities that reference an interest rate affected by reference rate reform. The amendments in this ASU are effective March 12, 2020 through December 31, 2022 and permits relief solely for reference rate reform actions and permits different elections over the effective date for legacy and new activity. The Company is evaluating the impact of adopting the new guidance on the consolidated financial statements and does not expect it will have a material impact on the consolidated financial statements

Securities (Policies)

Securities (Policies)	6 Months Ended
	Jun. 30, 2021
Securities [Abstract]
Investment, Policy	The Company does not believe the AFS securities that were in an unrealized loss position as of June 30, 2021 and December 31, 2020, which consisted of 80 and 23 individual securities, respectively, represented a credit loss impairment. AFS debt securities in unrealized loss positions are evaluated for impairment related to credit losses at least quarterly. As of June 30, 2021 and December 31, 2020, the majority of the AFS securities in an unrealized loss position consisted of debt securities issued by U.S. government agencies or U.S. government-sponsored enterprises that carry the explicit and/or implicit guarantee of the U.S. government, which are widely recognized as “risk-free” and have a long history of zero credit losses. Total gross unrealized losses were primarily attributable to changes in interest rates, relative to when the investment securities were purchased, and not due to the credit quality of the investment securities. The Company does not intend to sell, nor is it more likely than not that the Company will be required to sell the security before recovery of its amortized cost basis, which may be at maturity. The Company elected to exclude accrued interest receivable (“AIR”) from the amortized cost basis of debt securities. AIR on AFS debt securities totaled $3.5 million at June 30, 2021 and $3.3 million at December 31, 2020 and is excluded from the estimate of credit losses and reported in the financial statement line for other assets. None of the bank’s HTM debt securities were past due or on non-accrual status as of June 30, 2021 and December 31, 2020. There was no accrued interest reversed against interest income for the three and six months ended June 30, 2021 or the year-ended December 31, 2020 as all securities remained on accrual status. In addition, there were no collateral-dependent HTM debt securities as of June 30, 2021 and December 31, 2020. As of June 30, 2021 and December 31, 2020, 56% and 65%, respectively, of the Company’s HTM debt securities were issued by U.S. government agencies or U.S. government-sponsored enterprises. These securities carry the explicit and/or implicit guarantee of the U.S. government, are widely recognized as “risk free,” and have a long history of zero credit loss. Therefore, the Company did not record an allowance for credit losses for these securities as of June 30, 2021 and December 31, 2020. The remaining HTM debt securities at June 30, 2021 and December 31, 2020 were comprised of state and municipal obligations with bond ratings of A to AAA. Utilizing the Current Expected Credit Losses (“CECL”) approach, the Company determined that the expected credit loss on its HTM municipal bond portfolio was immaterial and therefore no allowance for credit loss was recorded as of June 30, 2021 and December 31, 2020. AIR on HTM debt securities totaled $2.6 million and $2.7 million at June 30, 2021 and December 31, 2020, respectively, and is excluded from the estimate of credit losses and reported in the other assets financial statement line.

Allowance for Credit Losses a_2

Allowance for Credit Losses and Credit Quality of Loans (Policies)	6 Months Ended
	Jun. 30, 2021
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Credit Losses	The Day 1 increase in the allowance for credit loss on loans relating to adoption of Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments was $ million, which decreased retained earnings by $ million and increased the deferred tax asset by $ million. The increase in the allowance for credit losses from Day 1 to June 30, 2021 was primarily due to macroeconomic factors surrounding the coronavirus (“COVID-19”) pandemic. The June 30, 2021, March 31, 2021, December 31, 2020, June 30, 2020 and Day 1 allowance for credit losses calculation incorporated a 6-quarter forecast period to account for forecast economic conditions under each scenario utilized in the measurement. For periods beyond the 6-quarter forecast, the model reverts to long-term economic conditions over a 4-quarter reversion period on a straight-line basis. The Company considers a baseline, upside and downside economic forecast in measuring in the allowance. The quantitative model as of June 30, 2021 incorporated a baseline economic outlook along with alternative upside and downside scenarios sourced from a reputable third-party to accommodate other potential economic conditions in the model. The baseline outlook reflected an unemployment rate environment above pre-COVID-19 levels for the entire forecast period, though steadily improving to below 4% by the end of 2022. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start in the second half of 2021 in the high single digits (9.86%) and steadily fall back down to normalized levels by the end of 2022. Other utilized economic variables showed mixed changes in their respective forecasts, with retail sales and business output being relatively unchanged and housing starts lowered from the prior quarter forecast. Key assumptions in the baseline economic outlook included herd “resiliency” expected by summer-2021, additional legislation focused on infrastructure and social benefits enacted in the second half of 2021 and high, near-term GDP growth expectations. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. Under this scenario, northeast unemployment rose from 8.1% in the third quarter of 2021 to a peak of 8.7% in the second quarter of 2022, remaining above 8% for the entire forecast period. The alternative upside scenario incorporated a more optimistic outlook than the baseline scenario, with a swift return to full employment by the first quarter of 2022 and down to a low of 3.5% by the end of the forecast period. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of June 30, 2021. Additional adjustments were made for COVID-19 related factors not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus in the second and third quarters of 2020, including direct payments to individuals, increased unemployment benefits, the Company’s loan deferral and modification initiatives and various government sponsored loan programs. The Company also continued to identify a slightly higher level of criticized and classified loans in the second quarter of 2021 than those contemplated by the model during similar, historical economic conditions for which an adjustment was made to estimate potential additional losses above modeled losses. Additionally, a qualitative adjustment was made for isolated model limitations related to modeled outputs given abnormally high retail sales and business output growth rates. These factors were considered through separate quantitative processes and incorporated into the estimate of current expected credit losses at June 30, 2021. The quantitative model as of March 31, 2021 incorporated a baseline economic outlook along with an alternative downside scenario sourced from a reputable third-party to accommodate other potential economic conditions in the model. The baseline outlook reflected an unemployment rate environment above pre-COVID-19 levels for the entire forecast period, though steadily improving to below 5% by mid-2022. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start 2021 in the low to mid-single digits, with a peak growth rate of 10% in the fourth quarter of 2021 and steadily falling back down to normalized levels through 2023. Other utilized economic variables also showed improvement in their respective forecasts. Key assumptions in the baseline economic outlook included herd immunity expected by summer 2021, additional legislation focused on infrastructure and social benefits enacted in the second half of 2021 and GDP growth expectations at levels not seen since the 1980s. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook, leading to a double-dip recession. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of March 31, 2021. Additional adjustments were made for COVID-19 related factors not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus in 2020 and 2021, including direct payments to individuals, increased unemployment benefits, the Company’s loan deferral and modification initiatives and various government-sponsored loan programs. Additionally, the Company identified a slightly higher level of criticized and classified loans at in the first quarter of 2021 than those contemplated by the model during similar economic conditions in the past for which an adjustment was made for estimated expected additional losses above modeled output. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at March 31, 2021. The quantitative model as of December 31, 2020 incorporated a baseline economic outlook, along with alternative upside and downside scenarios sourced from a reputable third-party to accommodate other potential economic conditions in the model. The baseline outlook reflected an unemployment rate environment above pre-COVID-19 levels for the entire forecast period, though steadily improving, before returning to low single digits by the end of 2023. Northeast GDP’s annual growth was expected to start 2021 in the low to mid-single digits, with a peak growth rate of 8% in the fourth quarter of 2021 and steadily falling back down to normalized levels through 2023 and 2024. Other utilized economic variables show improvement in their respective forecasts, namely business output. Key assumptions in the baseline economic outlook included an additional stimulus package passed at the same timing and a comparable level to that of the actual $900 billion COVID-19 relief package passed in December 2020 along with no significant secondary surge in COVID-19 cases or pandemic-related business closures. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. In the same way, the alternative upside scenario assumed a faster economic recovery and more effective management of the COVID-19 virus from the baseline outlook. These scenarios and their respective weightings are evaluated at each measurement date and reflect management’s expectations as of December 31, 2020. Additional adjustments were made for COVID-19 related factors not incorporated in the forecasts, such as the mitigating impact of unprecedented stimulus in 2020, including direct payments to individuals, increased unemployment benefits, the Company’s loan deferral and modification initiatives and various government-sponsored loan programs. The commercial & industrial and consumer segment models were based upon percent change in unemployment with modeled values as of December 31, 2020 well outside the observed historical experience. Therefore, adjustments were required to produce outputs more aligned with default expectations given the forecast economic environment. Additionally, the Company identified a slightly higher level of criticized and classified loans during 2020 than those contemplated by the model during similar economic conditions in the past for which an adjustment was made for estimated expected additional losses above modeled output. These factors were considered through a separate quantitative process and incorporated into the estimate for allowance for credit losses at December 31, 2020. On August 3, 2020, the Federal Financial Institutions Examination Council (“FFIEC”) issued a joint statement on additional loan accommodations related to COVID-19. The joint statement clarifies that for loan modifications in which Section 4013 is being applied, subsequent modifications could also be eligible under Section 4013. Accordingly, the Company is offering modifications made in response to COVID-19 to borrowers who were current and otherwise not past due in accordance with the criteria stated in Section 4013. These include short-term, 180 days or less, modifications in the form of payment deferrals, fee waivers, extensions of repayment terms, or other delays in payment. Accordingly, the Company did not account for such loan modifications as TDRs. As of June 30, 2021, there were $32.3 million in loans in modification programs related to COVID-19. On December 27, 2020, the Consolidated Appropriations Act amended section 2014 of the CARES Act extending the exemption of qualified loan modifications from classification as a troubled debt restructuring as defined by GAAP to the earlier of January 1, 2022, or 60 days after the National Emergency concerning COVID-19 ends. There were loans purchased with credit deterioration during the six months ended June 30, 2021 or the year ended December 31, 2020. During 2020, the Company purchased $ million of consumer loans at a discount. The allowance for credit losses recorded for these loans on the purchase date was $ million. The Company made a policy election to report AIR in the other assets line item on the balance sheet. AIR on loans totaled $ million at June 30, 2021 and $ million at December 31, 2020 and was included in the allowance for loan credit losses to estimate the impact of accrued interest receivable related to loans with modifications due to the pandemic as the length of time between interest recognition and the write-off of uncollectible interest could exceed , exempting these loans from our policy election for accrued interest receivable. The estimated allowance for credit losses related to AIR at June 30, 2021 was $ million and $ million at December 31, 2020. The decrease in the allowance for credit losses from December 31, 2020 to March 31, 2021 and June 30, 2021 was primarily due to an improvement in the economic forecast. The increase in the allowance for credit losses from Day 1 to March 31, 2020 and June 30, 2020 was primarily due to the deterioration of macroeconomic factors surrounding the COVID-19 pandemic. Individually Evaluated Loans As of June 30, 2021, there were five relationships identified to be evaluated for loss on an individual basis which had an amortized cost basis of $15.0 million. These loans’ allowance for credit loss was $3.4 million and was determined by an estimate of the fair value of the collateral which consisted of business assets (accounts receivable, inventory, machinery and equipment). As of December 31, 2020, these same five relationships were identified to be evaluated for loss on an individual basis which had an amortized cost basis of $15.2 million and the allowance for credit loss was $3.2 million. Credit Quality Indicators The Company has developed an internal loan grading system to evaluate and quantify the Company’s loan portfolio with respect to quality and risk. The system focuses on, among other things, financial strength of borrowers, experience and depth of borrower’s management, primary and secondary sources of repayment, payment history, nature of the business and outlook on particular industries. The internal grading system enables the Company to monitor the quality of the entire loan portfolio on a consistent basis and provide management with an early warning system, enabling recognition and response to problem loans and potential problem loans. Commercial Grading System For Commercial and Industrial (“C&I”), Paycheck Protection Program (“PPP”) and Commercial Real Estate (“CRE”) loans, the Company uses a grading system that relies on quantifiable and measurable characteristics when available. This includes comparison of financial strength to available industry averages, comparison of transaction factors (loan terms and conditions) to loan policy and comparison of credit history to stated repayment terms and industry averages. Some grading factors are necessarily more subjective such as economic and industry factors, regulatory environment and management. C&I and CRE loans are graded Doubtful, Substandard, Special Mention and Pass. Doubtful A Doubtful loan has a high probability of total or substantial loss, but because of specific pending events that may strengthen the asset, its classification as a loss is deferred. Doubtful borrowers are usually in default, lack adequate liquidity or capital and lack the resources necessary to remain an operating entity. Pending events can include mergers, acquisitions, liquidations, capital injections, the perfection of liens on additional collateral, the valuation of collateral and refinancing. Generally, pending events should be resolved within a relatively short period and the ratings will be adjusted based on the new information. Nonaccrual treatment is required for Doubtful assets because of the high probability of loss. Substandard Substandard loans have a high probability of payment default or they have other well-defined weaknesses. They require more intensive supervision by bank management. Substandard loans are generally characterized by current or expected unprofitable operations, inadequate debt service coverage, inadequate liquidity or marginal capitalization. Repayment may depend on collateral or other credit risk mitigants. For some Substandard loans, the likelihood of full collection of interest and principal may be in doubt and those loans should be placed on nonaccrual. Although Substandard assets in the aggregate will have a distinct potential for loss, an individual asset’s loss potential does not have to be distinct for the asset to be rated Substandard. Special Mention Special Mention loans have potential weaknesses that may, if not checked or corrected, weaken the asset or inadequately protect the Company’s position at some future date. These loans pose elevated risk, but their weakness does not yet justify a Substandard classification. Borrowers may be experiencing adverse operating trends (i.e., declining revenues or margins) or may be struggling with an ill-proportioned balance sheet (i.e., increasing inventory without an increase in sales, high leverage, tight liquidity). Adverse economic or market conditions, such as interest rate increases or the entry of a new competitor, may also support a Special Mention rating. Although a Special Mention loan has a higher probability of default than a Pass asset, its default is not imminent. Pass Loans graded as Pass encompass all loans not graded as Doubtful, Substandard or Special Mention. Pass loans are in compliance with loan covenants and payments are generally made as agreed. Pass loans range from superior quality to fair quality. Pass loans also include any portion of a government guaranteed loan, including PPP loans. Consumer and Residential Grading System Consumer and Residential loans are graded as either Nonperforming or Performing. Nonperforming Nonperforming loans are loans that are 1) over 90 days past due and interest is still accruing or 2) on nonaccrual status. Performing All loans not meeting any of the above criteria are considered Performing. Allowance for Credit Losses on Off-Balance Sheet Credit Exposures As of June 30, 2021, the allowance for losses on unfunded commitments totaled $5.8 million, compared to $6.4 million as of December 31, 2020.
Troubled Debt Restructuring	Troubled Debt Restructuring When the Company modifies a loan in a troubled debt restructuring (“TDR”), such modifications generally include one or a combination of the following: an extension of the maturity date at a stated rate of interest lower than the current market rate for new debt with similar risk; temporary reduction in the interest rate; or change in scheduled payment amount. Residential and Consumer TDRs occurring during 2021 and 2020 were due to the reduction in the interest rate or extension of the term. An allowance for impaired commercial and consumer loans that have been modified in a TDR is measured based on the present value of the expected future cash flows, discounted at the contractual interest rate of the original loan agreement, except when the sole (remaining) source of repayment for the loan is the operation or liquidation of the collateral. In these cases, management uses the current fair value of the collateral, less selling costs. If management determines that the value of the modified loan is less than the recorded investment in the loan an impairment charge would be recorded. The Company began offering loan modifications to assist borrowers during the COVID-19 national emergency. The Coronavirus Aid, Relief and Economic Security Act (“CARES Act”), along with a joint agency statement issued by banking regulatory agencies, provides that modifications made in response to COVID-19 do not need to be accounted for as a TDR. The Company evaluated the modification programs provided to its borrowers and has concluded the modifications were generally made in accordance with the CARES Act guidance to borrowers who were in good standing prior to the COVID-19 pandemic and are not required to be designated as TDRs.

Defined Benefit Post-Retireme_2

Defined Benefit Post-Retirement Plans (Policies)	6 Months Ended
	Jun. 30, 2021
Employee Benefit Plans [Abstract]
Postemployment Benefit Plans, Policy	The Company has a qualified, noncontributory, defined benefit pension plan (“the Plan”) covering substantially all of its employees at June 30, 2021. Benefits paid from the plan are based on age, years of service, compensation and social security benefits and are determined in accordance with defined formulas. The Company’s policy is to fund the Plan in accordance with Employee Retirement Income Security Act of 1974 standards. Assets of the Plan are invested in publicly traded stocks and mutual funds. In addition to the Plan, the Company provides supplemental employee retirement plans to certain current and former executives. The Company also assumed supplemental retirement plans for former executives of Alliance Financial Corporation (“Alliance”) when the Company acquired Alliance. These supplemental employee retirement plans and the Plan are collectively referred to herein as “Pension Benefits”. In addition, the Company provides certain health care benefits for retired employees. Benefits were accrued over the employees’ active service period. Only employees that were employed by the Company on or before January 1, 2000 are eligible to receive post-retirement health care benefits. In addition, the Company assumed post-retirement medical life insurance benefits for certain Alliance employees, retirees and their spouses, if applicable, in the Alliance acquisition. These post-retirement benefits are referred to herein as “Other Benefits”. The Company made no voluntary contributions to the pension and other benefits plans during the three and six months ended June 30, 2021 and 2020.

Earnings Per Share (Policies)

Earnings Per Share (Policies)	6 Months Ended
	Jun. 30, 2021
Earnings Per Share [Abstract]
Earnings Per Share	Basic earnings per share (“EPS”) excludes dilution and is computed by dividing income available to common stockholders by the weighted average number of common shares outstanding for the period. Diluted EPS reflects the potential dilution that could occur if securities or other contracts to issue common stock were exercised or converted into common stock or resulted in the issuance of common stock that then shared in the earnings of the entity (such as the Company’s dilutive stock options and restricted stock units).

Fair Value Measurements and F_2

Fair Value Measurements and Fair Value of Financial Instruments (Policies)	6 Months Ended
	Jun. 30, 2021
Fair Value Measurements and Fair Value of Financial Instruments [Abstract]
Fair Value of Financial Instruments, Policy	G AAP states that fair value is an exit price, representing the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants. Fair value measurements are not adjusted for transaction costs. A fair value hierarchy exists within GAAP that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below: Level 1 - Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities; Level 2 - Quoted prices for similar assets or liabilities in active markets, quoted prices in markets that are not active or inputs that are observable, either directly or indirectly, for substantially the full term of the asset or liability; Level 3 - Prices or valuation techniques that require inputs that are both significant to the fair value measurement and unobservable (i.e., supported by little or no market activity). A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The types of instruments valued based on quoted market prices in active markets include most U.S. government and agency securities, many other sovereign government obligations, liquid mortgage products, active listed equities and most money market securities. Such instruments are generally classified within Level 1 or Level 2 of the fair value hierarchy. The Company does not adjust the quoted prices for such instruments. The types of instruments valued based on quoted prices in markets that are not active, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency include most investment-grade and high-yield corporate bonds, less liquid mortgage products, less liquid agency securities, less liquid listed equities, state, municipal and provincial obligations and certain physical commodities. Such instruments are generally classified within Level 2 of the fair value hierarchy. Certain common equity securities are reported at fair value utilizing Level 1 inputs (exchange quoted prices). Other investment securities are reported at fair value utilizing Level 1 and Level 2 inputs. The prices for Level 2 instruments are obtained through an independent pricing service or dealer market participants with whom the Company has historically transacted both purchases and sales of investment securities. Prices obtained from these sources include prices derived from market quotations and matrix pricing. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Management reviews the methodologies used in pricing the securities by its third-party providers. Level 3 is for positions that are not traded in active markets or are subject to transfer restrictions. Valuations are adjusted to reflect illiquidity and/or non-transferability and such adjustments are generally based on available market evidence. In the absence of such evidence, management’s best estimate will be used. Management’s best estimate consists of both internal and external support on certain Level 3 investments. Subsequent to inception, management only changes Level 3 inputs and assumptions when corroborated by evidence such as transactions in similar instruments, completed or pending third-party transactions in the underlying investment or comparable entities, subsequent rounds of financing, recapitalizations and other transactions across the capital structure, offerings in the equity or debt markets and changes in financial ratios or cash flow G AAP requires disclosure of assets and liabilities measured and recorded at fair value on a non-recurring basis such as goodwill, loans held for sale, other real estate owned, collateral-dependent impaired loans, mortgage servicing rights and HTM securities. The non-recurring fair value measurements recorded during the three and six month periods ended June 30, 2021 and the year ended December 31, 2020 were related to impaired loans, write-downs of other real estate owned and write-down of branch assets to fair value. The Company uses the fair value of underlying collateral, less costs to sell, to estimate the allowance for credit losses for individually evaluated collateral dependent loans. The appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses ranging A s of June 30, 2021, the Company had collateral dependent individually evaluated loans with a carrying value . As of December 31, 2020, the Company had collateral dependent individually evaluated loans with a carrying value of Fair value estimates are made at a specific point in time, based on relevant market information and information about the financial instrument. These estimates do not reflect any premium or discount that could result from offering for sale at one time the Company’s entire holdings of a particular financial instrument. Because no market exists for a significant portion of the Company’s financial instruments, fair value estimates are based on judgments regarding future expected loss experience, current economic conditions, risk characteristics of various financial instruments and other factors. These estimates are subjective in nature and involve uncertainties and matters of significant judgment and therefore cannot be determined with precision. Changes in assumptions could significantly affect the estimates. Fair value estimates are based on existing on and off-balance sheet financial instruments without attempting to estimate the value of anticipated future business and the value of assets and liabilities that are not considered financial instruments. For example, the Company has a substantial wealth operation that contributes net fee income annually. The wealth management operation is not considered a financial instrument and its value has not been incorporated into the fair value estimates. Other significant assets and liabilities include the benefits resulting from the low-cost funding of deposit liabilities as compared to the cost of borrowing funds in the market and premises and equipment. In addition, the tax ramifications related to the realization of the unrealized gains and losses can have a significant effect on fair value estimates and have not been considered in the estimate of fair value. HTM Securities The fair value of the Company’s HTM securities is primarily measured using information from a third-party pricing service. The fair value measurements consider observable data that may include dealer quotes, market spreads, cash flows, the U.S. Treasury yield curve, live trading levels, trade execution data, market consensus prepayment speeds, credit information and the bond’s terms and conditions, among other things. Net Loans Net loans include portfolio loans and loans held for sale. Loans were first segregated by type and then further segmented into fixed and variable rate and loan quality categories. Expected future cash flows were projected based on contractual cash flows, adjusted for estimated prepayments, which also includes credit risk, illiquidity risk and other market factors to calculate the exit price fair value in accordance with ASC 820. Time Deposits The fair value of time deposits was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. The fair values of the Company’s time deposit liabilities do not take into consideration the value of the Company’s long-term relationships with depositors, which may have significant value. Long-Term Debt The fair value of long-term debt was estimated using a discounted cash flow approach that applies prevailing market interest rates for similar maturity instruments. Subordinated Debt The fair value of subordinated debt has been measured using the observable market price as of the period reported. Junior Subordinated Debt The fair value of junior subordinated debt has been estimated using a discounted cash flow analysis.

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2021
Securities [Abstract]
Amortized Cost, Estimated Fair Value and Unrealized Gains (Losses) of AFS Securities	The amortized cost, estimated fair value and unrealized gains (losses) of AFS securities are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30 2021 Federal agency $ 248,470 $ - $ 4,810 $ 243,660 State & municipal 58,347 201 480 58,068 Mortgage-backed: Government-sponsored enterprises 615,554 12,456 2,418 625,592 U.S. government agency securities 57,786 2,167 62 59,891 Collateralized mortgage obligations: Government-sponsored enterprises 411,168 6,179 773 416,574 U.S. government agency securities 92,824 2,241 - 95,065 Corporate 34,500 1,383 - 35,883 Total AFS securities $ 1,518,649 $ 24,627 $ 8,543 $ 1,534,733 As of December 31 2020 Federal agency $ 245,590 $ 59 $ 2,052 $ 243,597 State & municipal 42,550 630 - 43,180 Mortgage-backed: Government-sponsored enterprises 521,448 17,079 22 538,505 U.S. government agency securities 55,049 2,332 47 57,334 Collateralized mortgage obligations: Government-sponsored enterprises 311,710 7,549 58 319,201 U.S. government agency securities 114,864 3,739 - 118,603 Corporate 27,500 778 - 28,278 Total AFS securities $ 1,318,711 $ 32,166 $ 2,179 $ 1,348,698
Amortized Cost, Estimated Fair Value, and Unrealized Gains (Losses) of HTM Securities	The amortized cost, estimated fair value and unrealized gains (losses) of HTM securities are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of June 30 2021 Federal agency $ 100,000 $ - $ 3,293 $ 96,707 Mortgage-backed: Government-sponsored enterprises 114,278 3,003 38 117,243 U.S. government agency securities 10,299 821 - 11,120 Collateralized mortgage obligations: Government-sponsored enterprises 83,300 3,664 - 86,964 U.S. government agency securities 39,472 1,163 - 40,635 State & municipal 275,002 6,171 888 280,285 Total HTM securities $ 622,351 $ 14,822 $ 4,219 $ 632,954 As of December 31 2020 Federal agency $ 100,000 $ - $ 1,658 $ 98,342 Mortgage-backed: Government-sponsored enterprises 107,914 4,583 - 112,497 U.S. government agency securities 11,533 979 - 12,512 Collateralized mortgage obligations: Government-sponsored enterprises 103,105 4,477 - 107,582 U.S. government agency securities 79,145 3,950 - 83,095 State & municipal 214,863 7,953 17 222,799 Total HTM securities $ 616,560 $ 21,942 $ 1,675 $ 636,827
Gains and (Losses) on Equity Securities	The following tables set forth information with regard to gains and (losses) on equity securities: Three Months Ended June 30, (In thousands) 2021 2020 Net gains and (losses) recognized on equity securities $ 201 $ 177 Less: Net gains and (losses) recognized on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ 201 $ 177 Six Months Ended June 30, (In thousands) 2021 2020 Net gains and (losses) recognized on equity securities $ 653 $ (638 ) Less: Net gains and (losses) recognized on equity securities sold during the period - - Unrealized gains and (losses) recognized on equity securities still held $ 653 $ (638 )
Contractual Maturities of Debt Securities	The following table sets forth information with regard to contractual maturities of debt securities at June 30, 2021: (In thousands) Amortized Cost Estimated Fair Value AFS debt securities: Within one year $ 1,265 $ 1,273 From one to five years 49,595 50,379 From five to ten years 589,435 589,990 After ten years 878,354 893,091 Total AFS debt securities $ 1,518,649 $ 1,534,733 HTM debt securities: Within one year $ 51,610 $ 51,659 From one to five years 54,875 56,215 From five to ten years 227,013 229,266 After ten years 288,853 295,814 Total HTM debt securities $ 622,351 $ 632,954
Investment Securities with Unrealized Losses	The following table sets forth information with regard to investment securities with unrealized losses, for which an allowance for credit losses has not been recorded at June 30, 2021, segregated according to the length of time the securities had been in a continuous unrealized loss position: Less Than 12 Months 12 Months or Longer Total (In thousands) Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions Fair Value Unrealized Losses Number of Positions As of June 30 2021 AFS securities: Federal agency $ 243,660 $ (4,810 ) 16 $ - $ - - $ 243,660 $ (4,810 ) 16 State & municipal 42,038 (480 ) 27 - - - 42,038 (480 ) 27 Mortgage-backed 250,767 (2,472 ) 17 774 (8 ) 4 251,541 (2,480 ) 21 Collateralized mortgage obligations 118,506 (772 ) 15 420 (1 ) 1 118,926 (773 ) 16 Total securities with unrealized losses $ 654,971 $ (8,534 ) 75 $ 1,194 $ (9 ) 5 $ 656,165 $ (8,543 ) 80 HTM securities: Federal agency $ 96,707 $ (3,293 ) 4 $ - $ - - $ 96,707 $ (3,293 ) 4 Mortgage-backed 7,710 (38 ) 1 - - - 7,710 (38 ) 1 State & municipal 47,425 (888 ) 38 - - - 47,425 (888 ) 38 Total securities with unrealized losses $ 151,842 $ (4,219 ) 43 $ - $ - - $ 151,842 $ (4,219 ) 43 As of December 31 2020 AFS securities: Federal agency $ 148,537 $ (2,052 ) 10 $ - $ - - $ 148,537 $ (2,052 ) 10 Mortgage-backed 47,269 (60 ) 3 800 (9 ) 4 48,069 (69 ) 7 Collateralized mortgage obligations 17,837 (58 ) 6 - - - 17,837 (58 ) 6 Total securities with unrealized losses $ 213,643 $ (2,170 ) 19 $ 800 $ (9 ) 4 $ 214,443 $ (2,179 ) 23 HTM securities: Federal agency $ 98,342 $ (1,658 ) 4 $ - $ - - $ 98,342 $ (1,658 ) 4 State & municipal 4,805 (17 ) 5 - - - 4,805 (17 ) 5 Total securities with unrealized losses $ 103,147 $ (1,675 ) 9 $ - $ - - $ 103,147 $ (1,675 ) 9

Allowance for Credit Losses a_3

Allowance for Credit Losses and Credit Quality of Loans (Tables)	6 Months Ended
	Jun. 30, 2021
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Loan Losses by Portfolio	The following tables present the activity in the allowance for credit losses by portfolio segment: (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of March 31, 2021 $ 50,045 $ 34,580 $ 20,375 $ 105,000 Charge-offs (389 ) (3,271 ) (349 ) (4,009 ) Recoveries 61 2,288 376 2,725 Provision (5,526 ) 1,284 (974 ) (5,216 ) Ending balance as of June 30 2021 $ 44,191 $ 34,881 $ 19,428 $ 98,500 Balance as of March 31, 2020 $ 42,212 $ 37,546 $ 20,242 $ 100,000 Charge-offs (709 ) (6,178 ) (490 ) (7,377 ) Recoveries 113 1,810 114 2,037 Provision 8,770 6,916 3,154 18,840 Ending balance as of June 30 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500 (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of December 31, 2020 $ 50,942 $ 37,803 $ 21,255 $ 110,000 Charge-offs (631 ) (7,619 ) (419 ) (8,669 ) Recoveries 179 4,363 639 5,181 Provision (6,299 ) 334 (2,047 ) (8,012 ) Ending balance as of June 30 2021 $ 44,191 $ 34,881 $ 19,428 $ 98,500 Balance as of January 1, 2020 (after adoption of ASC 326) $ 27,156 $ 32,122 $ 16,721 $ 75,999 Charge-offs (1,729 ) (13,069 ) (805 ) (15,603 ) Recoveries 341 4,045 238 4,624 Provision 24,618 16,996 6,866 48,480 Ending balance as of June 30 2020 $ 50,386 $ 40,094 $ 23,020 $ 113,500
Past due and Nonperforming Loans by Loan Class	The following table sets forth information with regard to past due and nonperforming loans by loan segment: (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of June 30 2021 Commercial loans: C&I $ 292 $ 30 $ 1,496 $ 1,818 $ 4,908 $ 1,138,204 $ 1,144,930 CRE - 1,671 - 1,671 18,959 2,478,321 2,498,951 PPP - - - - - 359,738 359,738 Total commercial loans $ 292 $ 1,701 $ 1,496 $ 3,489 $ 23,867 $ 3,976,263 $ 4,003,619 Consumer loans: Auto $ 6,233 $ 878 $ 217 $ 7,328 $ 1,273 $ 854,506 $ 863,107 Other consumer 3,024 1,588 755 5,367 168 657,165 662,700 Total consumer loans $ 9,257 $ 2,466 $ 972 $ 12,695 $ 1,441 $ 1,511,671 $ 1,525,807 Residential $ 2,296 $ 930 $ 107 $ 3,333 $ 15,242 $ 1,969,626 $ 1,988,201 Total loans $ 11,845 $ 5,097 $ 2,575 $ 19,517 $ 40,550 $ 7,457,560 $ 7,517,627 (In thousands) 31-60 Days Past Due Accruing 61-90 Days Past Due Accruing Greater Than 90 Days Past Due Accruing Total Past Due Accruing Nonaccrual Current Recorded Total Loans As of December 31 2020 Commercial loans: C&I $ 2,235 $ 2,394 $ 23 $ 4,652 $ 4,278 $ 1,116,686 $ 1,125,616 CRE 682 - 470 1,152 19,971 2,391,162 2,412,285 PPP - - - - - 430,810 430,810 Total commercial loans $ 2,917 $ 2,394 $ 493 $ 5,804 $ 24,249 $ 3,938,658 $ 3,968,711 Consumer loans: Auto $ 9,125 $ 1,553 $ 866 $ 11,544 $ 2,730 $ 877,831 $ 892,105 Other consumer 3,711 1,929 1,272 6,912 290 640,952 648,154 Total consumer loans $ 12,836 $ 3,482 $ 2,138 $ 18,456 $ 3,020 $ 1,518,783 $ 1,540,259 Residential $ 2,719 $ 309 $ 518 $ 3,546 $ 17,378 $ 1,968,991 $ 1,989,915 Total loans $ 18,472 $ 6,185 $ 3,149 $ 27,806 $ 44,647 $ 7,426,432 $ 7,498,885
Financing Receivable Credit Quality by Loan Class	The following tables illustrate the Company’s credit quality by loan class by vintage: (In thousands) 2021 2020 2019 2018 2017 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of June 30 2021 C&I By internally assigned grade: Pass $ 180,367 $ 267,935 $ 143,922 $ 77,622 $ 28,251 $ 48,225 $ 306,465 $ 10,934 $ 1,063,721 Special mention 98 15,548 5,926 3,619 3,547 4,057 20,651 - 53,446 Substandard 26 382 7,504 5,514 2,741 3,823 7,318 257 27,565 Doubtful - - - 1 196 1 - - 198 Total C&I $ 180,491 $ 283,865 $ 157,352 $ 86,756 $ 34,735 $ 56,106 $ 334,434 $ 11,191 $ 1,144,930 CRE By internally assigned grade: Pass $ 224,088 $ 445,353 $ 351,481 $ 252,634 $ 275,791 $ 516,252 $ 116,287 $ 60,252 $ 2,242,138 Special mention 432 1,408 40,057 8,046 22,483 67,304 1,068 - 140,798 Substandard - 81 16,231 15,418 12,733 61,573 1,246 - 107,282 Doubtful - - 1,897 - - 6,836 - - 8,733 Total CRE $ 224,520 $ 446,842 $ 409,666 $ 276,098 $ 311,007 $ 651,965 $ 118,601 $ 60,252 $ 2,498,951 PPP By internally assigned grade: Pass $ 270,953 $ 88,785 $ - $ - $ - $ - $ - $ - $ 359,738 Total PPP $ 270,953 $ 88,785 $ - $ - $ - $ - $ - $ - $ 359,738 Auto By payment activity: Performing $ 204,980 $ 164,749 $ 243,935 $ 144,665 $ 75,078 $ 28,190 $ 20 $ - $ 861,617 Nonperforming 37 265 473 368 347 - - - 1,490 Total auto $ 205,017 $ 165,014 $ 244,408 $ 145,033 $ 75,425 $ 28,190 $ 20 $ - $ 863,107 Other consumer By payment activity: Performing $ 157,719 $ 183,271 $ 143,208 $ 99,444 $ 40,466 $ 22,031 $ 15,621 $ 17 $ 661,777 Nonperforming 6 379 206 72 229 9 2 20 923 Total other consumer $ 157,725 $ 183,650 $ 143,414 $ 99,516 $ 40,695 $ 22,040 $ 15,623 $ 37 $ 662,700 Residential By payment activity: Performing $ 161,399 $ 232,662 $ 199,467 $ 191,931 $ 164,674 $ 763,772 $ 246,550 $ 12,397 $ 1,972,852 Nonperforming - 1,351 652 1,913 2,168 9,265 - - 15,349 Total residential $ 161,399 $ 234,013 $ 200,119 $ 193,844 $ 166,842 $ 773,037 $ 246,550 $ 12,397 $ 1,988,201 Total loans $ 1,200,105 $ 1,402,169 $ 1,154,959 $ 801,247 $ 628,704 $ 1,531,338 $ 715,228 $ 83,877 $ 7,517,627 (In thousands) 2020 2019 2018 2017 2016 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of December 31, 2020 C&I By internally assigned grade: Pass $ 331,921 $ 182,329 $ 91,230 $ 41,856 $ 32,625 $ 32,609 $ 322,674 $ 412 $ 1,035,656 Special mention 20,064 6,534 5,053 4,702 1,624 2,830 13,614 - 54,421 Substandard 338 6,364 10,219 3,388 791 4,272 9,945 14 35,331 Doubtful - - - 207 - 1 - - 208 Total C&I $ 352,323 $ 195,227 $ 106,502 $ 50,153 $ 35,040 $ 39,712 $ 346,233 $ 426 $ 1,125,616 CRE By internally assigned grade: Pass $ 469,919 $ 361,187 $ 256,154 $ 271,874 $ 212,197 $ 383,690 $ 113,128 $ 4,034 $ 2,072,183 Special mention 2,051 44,034 22,260 55,039 36,830 43,537 1,297 11,524 216,572 Substandard 536 5,307 18,298 15,691 6,018 62,168 1,501 4,642 114,161 Doubtful - 1,897 - - - 7,472 - - 9,369 Total CRE $ 472,506 $ 412,425 $ 296,712 $ 342,604 $ 255,045 $ 496,867 $ 115,926 $ 20,200 $ 2,412,285 PPP By internally assigned grade: Pass $ 430,810 $ - $ - $ - $ - $ - $ - $ - $ 430,810 Total PPP $ 430,810 $ - $ - $ - $ - $ - $ - $ - $ 430,810 Auto By payment activity: Performing $ 197,881 $ 314,034 $ 201,850 $ 115,977 $ 45,495 $ 13,250 $ 22 $ - $ 888,509 Nonperforming 359 1,140 1,135 525 437 - - - 3,596 Total auto $ 198,240 $ 315,174 $ 202,985 $ 116,502 $ 45,932 $ 13,250 $ 22 $ - $ 892,105 Other consumer By payment activity: Performing $ 234,628 $ 178,411 $ 127,549 $ 55,676 $ 14,255 $ 17,414 $ 18,588 $ 71 $ 646,592 Nonperforming 339 418 307 265 90 133 10 - 1,562 Total other consumer $ 234,967 $ 178,829 $ 127,856 $ 55,941 $ 14,345 $ 17,547 $ 18,598 $ 71 $ 648,154 Residential By payment activity: Performing $ 237,338 $ 210,505 $ 213,437 $ 182,993 $ 164,424 $ 684,495 $ 268,878 $ 9,991 $ 1,972,061 Nonperforming 1,245 659 2,318 2,535 902 10,195 - - 17,854 Total residential $ 238,583 $ 211,164 $ 215,755 $ 185,528 $ 165,326 $ 694,690 $ 268,878 $ 9,991 $ 1,989,915 Total loans $ 1,927,429 $ 1,312,819 $ 949,810 $ 750,728 $ 515,688 $ 1,262,066 $ 749,657 $ 30,688 $ 7,498,885
Troubled Debt Restructurings on Financing Receivables	The following tables illustrate the recorded investment and number of modifications designated as TDRs, including the recorded investment in the loans prior to a modification and the recorded investment in the loans after restructuring: Three Months Ended June 30, 2021 Three Months Ended June 30 2020 (Dollars in thousands) Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Consumer loans: Auto 1 $ 19 $ 19 - $ - $ - Total consumer loans 1 $ 19 $ 19 - $ - $ - Residential 3 $ 369 $ 423 7 $ 269 $ 294 Total TDRs 4 $ 388 $ 442 7 $ 269 $ 294 Six Months Ended June 30, 2021 Six June 30 2020 (Dollars in thousands) Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Number of Contracts Pre- Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Consumer loans: Auto 1 $ 19 $ 19 1 $ 44 $ 44 Total consumer loans 1 $ 19 $ 19 1 $ 44 $ 44 Residential 6 $ 611 $ 675 14 $ 960 $ 1,029 Total TDRs 7 $ 630 $ 694 15 $ 1,004 $ 1,073 The following table illustrates the recorded investment and number of modifications for TDRs where a concession has been made and subsequently defaulted during the period: Three Months Ended June 30, 2021 Three Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Commercial loans: CRE - $ - 1 $ 168 Total commercial loans - $ - 1 $ 168 Residential 15 $ 820 26 $ 1,505 Total TDRs 15 $ 820 27 $ 1,673 Six Months Ended June 30, 2021 Six Months Ended June 30, 2020 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Commercial loans: C&I - $ - 1 $ 387 CRE - - 1 168 Total commercial loans - $ - 2 $ 555 Consumer loans: Auto 2 $ 18 - $ - Total consumer loans 2 $ 18 - $ - Residential 26 $ 1,218 38 $ 2,192 Total TDRs 28 $ 1,236 40 $ 2,747

Defined Benefit Post-Retireme_3

Defined Benefit Post-Retirement Plans (Tables)	6 Months Ended
	Jun. 30, 2021
Employee Benefit Plans [Abstract]
Net Periodic Pension Benefits and Other Benefit Costs	The components of expense for Pension Benefits and Other Benefits are set forth below: Pension Benefits Other Benefits Three Months Ended June 30, Three Months Ended June 30, (In thousands) 2021 2020 2021 2020 Components of net periodic (benefit) cost: Service cost $ 485 $ 446 $ 2 $ 2 Interest cost 677 809 45 55 Expected return on plan assets (2,203 ) (2,105 ) - - Net amortization 313 368 13 13 Total net periodic (benefit) cost $ (728 ) $ (482 ) $ 60 $ 70 Pension Benefits Other Benefits Six Months Ended June 30, Six Months Ended June 30, (In thousands) 2021 2020 2021 2020 Components of net periodic (benefit) cost: Service cost $ 970 $ 892 $ 4 $ 4 Interest cost 1,354 1,618 90 110 Expected return on plan assets (4,406 ) (4,210 ) - - Net amortization 626 736 26 26 Total net periodic (benefit) cost $ (1,456 ) $ (964 ) $ 120 $ 140

Earnings Per Share (Tables)

Earnings Per Share (Tables)	6 Months Ended
	Jun. 30, 2021
Earnings Per Share [Abstract]
Reconciliation of Basic and Diluted Earnings Per Share	The following is a reconciliation of basic and diluted EPS for the periods presented in the unaudited interim consolidated statements of income: Three Months Ended June 30, (In thousands, except per share data) 2021 2020 Basic EPS: Weighted average common shares outstanding 43,474 43,637 Net income available to common stockholders $ 40,296 $ 24,713 Basic EPS $ 0.93 $ 0.57 Diluted EPS: Weighted average common shares outstanding 43,474 43,637 Dilutive effect of common stock options and restricted stock 319 291 Weighted average common shares and common share equivalents 43,793 43,928 Net income available to common stockholders $ 40,296 $ 24,713 Diluted EPS $ 0.92 $ 0.56 Six Months Ended June 30, (In thousands, except per share data) 2021 2020 Basic EPS: Weighted average common shares outstanding 43,517 43,735 Net income available to common stockholders $ 80,142 $ 35,081 Basic EPS $ 1.84 $ 0.80 Diluted EPS: Weighted average common shares outstanding 43,517 43,735 Dilutive effect of common stock options and restricted stock 323 291 Weighted average common shares and common share equivalents 43,840 44,026 Net income available to common stockholders $ 80,142 $ 35,081 Diluted EPS $ 1.83 $ 0.80

Reclassification Adjustments _2

Reclassification Adjustments Out of Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2021
Reclassification Adjustments Out of Other Comprehensive Income (Loss) [Abstract]
Reclassification Adjustments out of AOCI	The following table summarizes the reclassification adjustments out of AOCI: Detail About AOCI Components Amount Reclassified from AOCI Affected Line Item in the Consolidated Statement of Comprehensive Income (Loss) Three Months Ended (In thousands) June 30, 2021 June 30, 2020 AFS securities: Gains on AFS securities $ - $ - Net securities (gains) losses Amortization of unrealized gains related to securities transfer $ 143 $ 165 Interest income Tax effect $ (36 ) $ (42 ) Income tax (benefit) Net of tax $ 107 $ 123 Cash flow hedges: Net unrealized losses on cash flow hedges reclassified to interest expense $ - $ 81 Interest expense Tax effect $ - $ (20 ) Income tax (benefit) Net of tax $ - $ 61 Pension and other benefits: Amortization of net losses $ 298 $ 358 Other noninterest expense Amortization of prior service costs 28 23 Other noninterest expense Tax effect $ (82 ) $ (96 ) Income tax (benefit) Net of tax $ 244 $ 285 Total reclassifications, net of tax $ 351 $ 469 Detail About AOCI Components Amount Reclassified from AOCI Affected Line item in the Consolidated Statement of Comprehensive Income (Loss) Six Months Ended (In thousands) June 30, 2021 June 30, 2020 AFS securities: Gains on AFS securities $ - $ (3 ) Net securities (gains) losses Amortization of unrealized gains related to securities transfer 285 338 Interest income Tax effect $ (71 ) $ (84 ) Income tax (benefit) Net of tax $ 214 $ 251 Cash flow hedges: Net unrealized losses on cash flow hedges reclassified to interest expense $ 21 $ 91 Interest expense Tax effect $ (5 ) $ (23 ) Income tax (benefit) Net of tax $ 16 $ 68 Pension and other benefits: Amortization of net losses $ 596 $ 716 Other noninterest expense Amortization of prior service costs 56 46 Other noninterest expense Tax effect $ (163 ) $ (191 ) Income tax (benefit) Net of tax $ 489 $ 571 Total reclassifications, net of tax $ 719 $ 890

Derivative Instruments and He_2

Derivative Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2021
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Summary of Derivatives Outstanding	T (In thousands) Notional Amount Balance Sheet Location Fair Value Notional Amount Balance Sheet Location Fair Value As of June 30, 2021 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,306,215 Other assets $ 78,213 $ 1,306,215 Other liabilities $ 78,213 Risk participation agreements 71,741 Other assets 172 38,507 Other liabilities 80 Total derivatives not designated as hedging instruments $ 78,385 $ 78,293 Netting adjustments (1) (46) 4,096 Net derivatives in the balance sheet $ 78,431 $ 74,197 Derivatives not offset on the balance sheet $ 3,745 $ 3,745 Cash collateral (2) - 65,480 Net derivative amounts $ 74,686 $ 4,972 As of December 31, 2020 Derivatives designated as hedging instruments Interest rate derivatives $ - Other assets $ - $ 25,000 Other liabilities $ 34 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,223,584 Other assets $ 108,487 $ 1,223,584 Other liabilities $ 108,487 Risk participation agreements 72,528 Other assets 292 39,785 Other liabilities 125 Total derivatives not designated as hedging instruments $ 108,779 $ 108,612 Cash collateral (2) - 107,350 Net derivative amounts $ 108,779 $ 1,262 (1) Netting adjustments represents the amounts recorded to convert derivatives assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance on the settle to market rules for cleared derivatives. The CME legally characterizes the variation margin posted between counterparties as settlements of the outstanding derivative contracts instead of cash collateral. Company began to clear certain derivative transactions through the CME in 2021. (2) Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Effect of Derivatives on AOCI and on Consolidated Statement of Income	The following table indicates the effect of cash flow hedge accounting on AOCI and on the unaudited interim consolidated statement of income: Three Months Ended June 30, Six June 30 (In thousands) 2021 2020 2021 2020 Derivatives designated as hedging instruments: Interest rate derivatives - included component Amount of (loss) recognized in other comprehensive income $ - $ (19 ) $ - $ (274 ) Amount of loss reclassified from AOCI into interest expense - 81 21 91
Not Designated as Hedging Instrument [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Effect of Derivatives on AOCI and on Consolidated Statement of Income	The following table indicates the gain or loss recognized in income on derivatives not designated as a hedging relationship: Three Months Ended June 30, Six June 30 (In thousands) 2021 2020 2021 2020 Derivatives not designated as hedging instruments: Increase (decrease) in other income $ 40 $ 4 $ (75 ) $ 147

Fair Value Measurements and F_3

Fair Value Measurements and Fair Value of Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2021
Fair Value Measurements and Fair Value of Financial Instruments [Abstract]
Fair Value of Financial Assets and Liabilities Measured on a Recurring Basis	The following tables set forth the Company’s financial assets and liabilities measured on a recurring basis that were accounted for at fair value. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement: (In thousands) Level 1 Level 2 Level 3 June 30, 2021 Assets: AFS securities Federal agency $ - $ 243,660 $ - $ 243,660 State & municipal - 58,068 - 58,068 Mortgage-backed - 685,483 - 685,483 Collateralized mortgage obligations - 511,639 - 511,639 Corporate - 35,883 - 35,883 Total AFS securities $ - $ 1,534,733 $ - $ 1,534,733 Equity securities 31,806 1,000 - 32,806 Derivatives - 78,431 - 78,431 Total $ 31,806 $ 1,614,164 $ - $ 1,645,970 Liabilities: Derivatives $ - $ 78,293 $ - $ 78,293 Total $ - $ 78,293 $ - $ 78,293 (In thousands) Level 1 Level 2 Level 3 December 31, 2020 Assets: AFS securities Federal agency $ - $ 243,597 $ - $ 243,597 State & municipal - 43,180 - 43,180 Mortgage-backed - 595,839 - 595,839 Collateralized mortgage obligations - 437,804 - 437,804 Corporate - 28,278 - 28,278 Total AFS securities $ - $ 1,348,698 $ - $ 1,348,698 Equity securities 28,737 2,000 - 30,737 Derivatives - 108,779 - 108,779 Total $ 28,737 $ 1,459,477 $ - $ 1,488,214 Liabilities: Derivatives $ - $ 108,646 $ - $ 108,646 Total $ - $ 108,646 $ - $ 108,646
Information with Regard to Estimated Fair Values of Financial Instruments	The following table sets forth information with regard to estimated fair values of financial instruments. This table excludes financial instruments for which the carrying amount approximates fair value. Financial instruments for which the fair value approximates carrying value include cash and cash equivalents, AFS securities, equity securities, accrued interest receivable, non-maturity deposits, short-term borrowings, accrued interest payable and derivatives. June 30, 2021 December 31, 2020 (In thousands) Fair Value Hierarchy Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Financial assets: HTM securities 2 $ 622,351 $ 632,954 $ 616,560 $ 636,827 Net loans 3 7,420,531 7,525,470 7,390,004 7,530,033 Financial liabilities: Time deposits 2 $ 569,029 $ 606,134 $ 633,479 $ 638,721 Long-term debt 2 14,045 14,545 39,097 39,820 Subordinated debt 1 100,000 108,671 100,000 103,277 Junior subordinated debt 2 101,196 109,940 101,196 108,926

Securities, Available for Sale

Securities, Available for Sale (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020	Dec. 31, 2020
Debt securities, available-for-sale [Abstract]
Amortized cost	$ 1,518,649		$ 1,518,649		$ 1,318,711
Unrealized gains	24,627		24,627		32,166
Unrealized losses	8,543		8,543		2,179
Estimated fair value	1,534,733		1,534,733		1,348,698
Allowance for credit losses on AFS securities	0		0		0
Gross realized gains	0	$ 0	0	$ 3
Gross realized losses	0	$ 0	0
Gains from calls on securities available for sale				$ 3
Federal Agency [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	248,470		248,470		245,590
Unrealized gains	0		0		59
Unrealized losses	4,810		4,810		2,052
Estimated fair value	243,660		243,660		243,597
State & Municipal [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	58,347		58,347		42,550
Unrealized gains	201		201		630
Unrealized losses	480		480		0
Estimated fair value	58,068		58,068		43,180
Mortgage-Backed, Government Sponsored Enterprises [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	615,554		615,554		521,448
Unrealized gains	12,456		12,456		17,079
Unrealized losses	2,418		2,418		22
Estimated fair value	625,592		625,592		538,505
Mortgage-Backed, U.S. Government Agency Securities [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	57,786		57,786		55,049
Unrealized gains	2,167		2,167		2,332
Unrealized losses	62		62		47
Estimated fair value	59,891		59,891		57,334
Collateralized Mortgage Obligations, Government-Sponsored Enterprises [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	411,168		411,168		311,710
Unrealized gains	6,179		6,179		7,549
Unrealized losses	773		773		58
Estimated fair value	416,574		416,574		319,201
Collateralized Mortgage Obligations, U.S. Government Agency Securities [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	92,824		92,824		114,864
Unrealized gains	2,241		2,241		3,739
Unrealized losses	0		0		0
Estimated fair value	95,065		95,065		118,603
Corporate [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	34,500		34,500		27,500
Unrealized gains	1,383		1,383		778
Unrealized losses	0		0		0
Estimated fair value	$ 35,883		$ 35,883		$ 28,278

Securities, Held to Maturity (D

Securities, Held to Maturity (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020	Dec. 31, 2020
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	$ 622,351		$ 622,351		$ 616,560
Unrealized gains	14,822		14,822		21,942
Unrealized losses	4,219		4,219		1,675
Estimated fair value	632,954		632,954		636,827
Allowance for credit losses on HTM securities	0		0		0
Gains from calls on HTM securities	0	$ 4	15	$ 4
Amortized costs of securities available for sale and held to maturity pledged	1,600,000		1,600,000		1,400,000
Amortized costs of securities AFS and HTM pledged as collateral for repurchase agreements	164,500		164,500		305,200
Federal Agency [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	100,000		100,000		100,000
Unrealized gains	0		0		0
Unrealized losses	3,293		3,293		1,658
Estimated fair value	96,707		96,707		98,342
Mortgage-Backed, Government Sponsored Enterprises [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	114,278		114,278		107,914
Unrealized gains	3,003		3,003		4,583
Unrealized losses	38		38		0
Estimated fair value	117,243		117,243		112,497
Mortgage-Backed, U.S. Government Agency Securities [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	10,299		10,299		11,533
Unrealized gains	821		821		979
Unrealized losses	0		0		0
Estimated fair value	11,120		11,120		12,512
Collateralized Mortgage Obligations, Government-Sponsored Enterprises [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	83,300		83,300		103,105
Unrealized gains	3,664		3,664		4,477
Unrealized losses	0		0		0
Estimated fair value	86,964		86,964		107,582
Collateralized Mortgage Obligations, U.S. Government Agency Securities [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	39,472		39,472		79,145
Unrealized gains	1,163		1,163		3,950
Unrealized losses	0		0		0
Estimated fair value	40,635		40,635		83,095
State & Municipal [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	275,002		275,002		214,863
Unrealized gains	6,171		6,171		7,953
Unrealized losses	888		888		17
Estimated fair value	$ 280,285		$ 280,285		$ 222,799

Securities, Gains and (Losses)

Securities, Gains and (Losses) on Equity Securities (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020	Dec. 31, 2020
Gains (losses) on equity securities [Abstract]
Net gains and (losses) recognized on equity securities	$ 201	$ 177	$ 653	$ (638)
Less: Net gains and (losses) recognized on equity securities sold during the period	0	0	0	0
Unrealized gains and (losses) recognized on equity securities still held	201	177	653	$ (638)
Equity Securities without Readily Determinable Fair Value, Annual Amount [Abstract]
Carrying amount of equity securities without readily determinable fair values	1,000		$ 1,000		$ 2,000
Impairment adjustments of equity securities without readily determinable fair values	0	0
Downward adjustments of equity securities without readily determinable fair values	0	0
Upward adjustments of equity securities without readily determinable fair values	$ 0	$ 0

Securities, AFS Debt Securities

Securities, AFS Debt Securities, Contractual Maturities (Details) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
Available-for-sale Securities, Debt Maturities, Amortized Cost [Abstract]
Within one year	$ 1,265
From one to five years	49,595
From five to ten years	589,435
After ten years	878,354
Amortized cost	1,518,649	$ 1,318,711
Available-for-sale Securities, Debt Maturities, Estimated Fair Value [Abstract]
Within one year	1,273
From one to five years	50,379
From five to ten years	589,990
After ten years	893,091
Fair value	$ 1,534,733	$ 1,348,698

Securities, HTM Debt Securities

Securities, HTM Debt Securities, Contractual Maturities (Details) $ in Thousands	Jun. 30, 2021USD ($)Issuer	Dec. 31, 2020USD ($)Issuer
Held-to-maturity Securities, Debt Maturities, Amortized Cost [Abstract]
Within one year	$ 51,610
From one to five years	54,875
From five to ten years	227,013
After ten years	288,853
Amortized cost	622,351	$ 616,560
Held-to-maturity Securities, Debt Maturities, Estimated Fair Value [Abstract]
Within one year	51,659
From one to five years	56,215
From five to ten years	229,266
After ten years	295,814
Fair value	$ 632,954	$ 636,827
Number of issuers whose holdings exceeded 10% of consolidated stockholders' equity, excluding U.S. Government securities and Government-sponsored enterprises securities | Issuer	0	0

Securities, AFS Securities in C

Securities, AFS Securities in Continuous Unrealized Loss Position (Details) $ in Thousands	Jun. 30, 2021USD ($)Position	Dec. 31, 2020USD ($)Position
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 654,971	$ 213,643
12 months or longer	1,194	800
Total	656,165	214,443
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(8,534)	(2,170)
12 months or longer	(9)	(9)
Total	$ (8,543)	$ (2,179)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	75	19
12 months or longer | Position	5	4
Total | Position	80	23
AIR on AFS debt securities	$ 3,500	$ 3,300
Federal Agency [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	243,660	148,537
12 months or longer	0	0
Total	243,660	148,537
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(4,810)	(2,052)
12 months or longer	0	0
Total	$ (4,810)	$ (2,052)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	16	10
12 months or longer | Position	0	0
Total | Position	16	10
State & Municipal [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 42,038
12 months or longer	0
Total	42,038
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(480)
12 months or longer	0
Total	$ (480)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	27
12 months or longer | Position	0
Total | Position	27
Mortgage-Backed [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 250,767	$ 47,269
12 months or longer	774	800
Total	251,541	48,069
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(2,472)	(60)
12 months or longer	(8)	(9)
Total	$ (2,480)	$ (69)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	17	3
12 months or longer | Position	4	4
Total | Position	21	7
Collateralized Mortgage Obligations [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 118,506	$ 17,837
12 months or longer	420	0
Total	118,926	17,837
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(772)	(58)
12 months or longer	(1)	0
Total	$ (773)	$ (58)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	15	6
12 months or longer | Position	1	0
Total | Position	16	6

Securities, HTM Securities in C

Securities, HTM Securities in Continuous Unrealized Loss Position (Details) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2021USD ($)Position	Dec. 31, 2020USD ($)Position
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 151,842	$ 103,147
12 months or longer	0	0
Total	151,842	103,147
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(4,219)	(1,675)
12 months or longer	0	0
Total	$ (4,219)	$ (1,675)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	43	9
12 months or longer | Position	0	0
Total | Position	43	9
HTM debt securities	$ 622,351	$ 616,560
Accrued interest reversed against interest income	0	0
Collateral-dependent HTM debt securities	0	0
AIR on HTM debt securities	2,600	2,700
Past Due [Member]
Unrealized Loss Position, Number of Positions [Abstract]
HTM debt securities	0	0
Federal Agency [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	96,707	98,342
12 months or longer	0	0
Total	96,707	98,342
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(3,293)	(1,658)
12 months or longer	0	0
Total	$ (3,293)	$ (1,658)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	4	4
12 months or longer | Position	0	0
Total | Position	4	4
HTM debt securities	$ 100,000	$ 100,000
Mortgage-Backed [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	7,710
12 months or longer	0
Total	7,710
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(38)
12 months or longer	0
Total	$ (38)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	1
12 months or longer | Position	0
Total | Position	1
State & Municipal [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 47,425	4,805
12 months or longer	0	0
Total	47,425	4,805
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(888)	(17)
12 months or longer	0	0
Total	$ (888)	$ (17)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	38	5
12 months or longer | Position	0	0
Total | Position	38	5
HTM debt securities	$ 275,002	$ 214,863
US Government Agencies Debt Securities and US Government-sponsored Enterprises Debt Securities [Member]
Unrealized Loss Position, Number of Positions [Abstract]
Held-to-maturity debt securities, percentage	56.00%	65.00%

Allowance for Credit Losses a_4

Allowance for Credit Losses and Credit Quality of Loans (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2021	Dec. 31, 2020	Mar. 31, 2021	Jun. 30, 2020	Mar. 31, 2020	Dec. 31, 2019
Allowance for Credit Losses [Abstract]
Allowance for credit losses	$ 98,500	$ 110,000	$ 105,000	$ 113,500	$ 100,000	$ 75,999
Percentage of allowance of credit losses	1.31%	1.47%
Retained earnings	$ 805,722	$ 749,056
Loans purchased with credit deterioration	0	0
Accrued Interest Receivable [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses	400	600
AIR on loans	$ 20,600	23,700
Write-off of uncollectible interest period	120 days
COVID-19 [Member]
Allowance for Credit Losses [Abstract]
Loans in modification programs related to COVID-19	$ 32,300
ASU 2016-13 [Member] | Loans [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses						3,000
Retained earnings						(2,300)
Deferred tax asset						700
Consumer Loans [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses	34,881	37,803	34,580	40,094	37,546	32,122
Amount of loans purchased		$ 51,900
Discount on loans purchased		1.00%
Allowance for credit losses on loans purchased		$ 3,600
Residential [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses	19,428	$ 21,255	$ 20,375	$ 23,020	$ 20,242	$ 16,721
Amount of loans purchased	$ 20,100
Premium on loans purchased	2.00%
Allowance for credit losses on loans purchased	$ 200

Allowance for Credit Losses a_5

Allowance for Credit Losses and Credit Quality of Loans, Allowance for Credit Losses by Portfolio Segments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	$ 105,000	$ 100,000	$ 110,000	$ 75,999
Charge-offs	(4,009)	(7,377)	(8,669)	(15,603)
Recoveries	2,725	2,037	5,181	4,624
Provision	(5,216)	18,840	(8,012)	48,480
Balance, end of period	98,500	113,500	98,500	113,500
Commercial Loans [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	50,045	42,212	50,942	27,156
Charge-offs	(389)	(709)	(631)	(1,729)
Recoveries	61	113	179	341
Provision	(5,526)	8,770	(6,299)	24,618
Balance, end of period	44,191	50,386	44,191	50,386
Consumer Loans [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	34,580	37,546	37,803	32,122
Charge-offs	(3,271)	(6,178)	(7,619)	(13,069)
Recoveries	2,288	1,810	4,363	4,045
Provision	1,284	6,916	334	16,996
Balance, end of period	34,881	40,094	34,881	40,094
Residential [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	20,375	20,242	21,255	16,721
Charge-offs	(349)	(490)	(419)	(805)
Recoveries	376	114	639	238
Provision	(974)	3,154	(2,047)	6,866
Balance, end of period	$ 19,428	$ 23,020	$ 19,428	$ 23,020

Allowance for Credit Losses a_6

Allowance for Credit Losses and Credit Quality of Loans, Past Due Loans (Details) $ in Thousands	Jun. 30, 2021USD ($)Relationship	Dec. 31, 2020USD ($)Relationship
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Individually evaluated loans, number of relationships | Relationship	5	5
Individually evaluated loans, amortized cost	$ 15,000	$ 15,200
Individually evaluated loans, allowance for credit losses	3,400	3,200
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	40,550	44,647
Recorded total loans	7,517,627	7,498,885
Loans in non-accrual without an allowance for credit losses	0	0
Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	19,517	27,806
31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	11,845	18,472
61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	5,097	6,185
Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,575	3,149
Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	7,457,560	7,426,432
C&I [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,144,930	1,125,616
CRE [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,498,951	2,412,285
PPP [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	359,738	430,810
Auto [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	863,107	892,105
Other Consumer [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	662,700	648,154
Commercial Loans [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	23,867	24,249
Recorded total loans	4,003,619	3,968,711
Commercial Loans [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,489	5,804
Commercial Loans [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	292	2,917
Commercial Loans [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,701	2,394
Commercial Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,496	493
Commercial Loans [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,976,263	3,938,658
Commercial Loans [Member] | C&I [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	4,908	4,278
Recorded total loans	1,144,930	1,125,616
Commercial Loans [Member] | C&I [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,818	4,652
Commercial Loans [Member] | C&I [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	292	2,235
Commercial Loans [Member] | C&I [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	30	2,394
Commercial Loans [Member] | C&I [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,496	23
Commercial Loans [Member] | C&I [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,138,204	1,116,686
Commercial Loans [Member] | CRE [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	18,959	19,971
Recorded total loans	2,498,951	2,412,285
Commercial Loans [Member] | CRE [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,671	1,152
Commercial Loans [Member] | CRE [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	682
Commercial Loans [Member] | CRE [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,671	0
Commercial Loans [Member] | CRE [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	470
Commercial Loans [Member] | CRE [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,478,321	2,391,162
Commercial Loans [Member] | PPP [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	0	0
Recorded total loans	359,738	430,810
Commercial Loans [Member] | PPP [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | PPP [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | PPP [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | PPP [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | PPP [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	359,738	430,810
Consumer Loans [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	1,441	3,020
Recorded total loans	1,525,807	1,540,259
Consumer Loans [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	12,695	18,456
Consumer Loans [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	9,257	12,836
Consumer Loans [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,466	3,482
Consumer Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	972	2,138
Consumer Loans [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,511,671	1,518,783
Consumer Loans [Member] | Auto [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	1,273	2,730
Recorded total loans	863,107	892,105
Consumer Loans [Member] | Auto [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	7,328	11,544
Consumer Loans [Member] | Auto [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	6,233	9,125
Consumer Loans [Member] | Auto [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	878	1,553
Consumer Loans [Member] | Auto [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	217	866
Consumer Loans [Member] | Auto [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	854,506	877,831
Consumer Loans [Member] | Other Consumer [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	168	290
Recorded total loans	662,700	648,154
Consumer Loans [Member] | Other Consumer [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	5,367	6,912
Consumer Loans [Member] | Other Consumer [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,024	3,711
Consumer Loans [Member] | Other Consumer [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,588	1,929
Consumer Loans [Member] | Other Consumer [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	755	1,272
Consumer Loans [Member] | Other Consumer [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	657,165	640,952
Residential [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	15,242	17,378
Recorded total loans	1,988,201	1,989,915
Residential [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,333	3,546
Residential [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,296	2,719
Residential [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	930	309
Residential [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	107	518
Residential [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	$ 1,969,626	$ 1,968,991

Allowance for Credit Losses a_7

Allowance for Credit Losses and Credit Quality of Loans, Credit Quality Indicators (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2021	Dec. 31, 2020
Financing Receivable, Credit Quality Indicator [Line Items]
Minimum number of days past due for loans to be considered nonperforming	90 days
Credit Quality by Loan Class [Abstract]
2021/2020	$ 1,200,105	$ 1,927,429
2020/2019	1,402,169	1,312,819
2019/2018	1,154,959	949,810
2018/2017	801,247	750,728
2017/2016	628,704	515,688
Prior	1,531,338	1,262,066
Revolving Loans Amortized Cost Basis	715,228	749,657
Revolving Loans Converted to Term	83,877	30,688
Total	7,517,627	7,498,885
C&I [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	180,491	352,323
2020/2019	283,865	195,227
2019/2018	157,352	106,502
2018/2017	86,756	50,153
2017/2016	34,735	35,040
Prior	56,106	39,712
Revolving Loans Amortized Cost Basis	334,434	346,233
Revolving Loans Converted to Term	11,191	426
Total	1,144,930	1,125,616
C&I [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	180,367	331,921
2020/2019	267,935	182,329
2019/2018	143,922	91,230
2018/2017	77,622	41,856
2017/2016	28,251	32,625
Prior	48,225	32,609
Revolving Loans Amortized Cost Basis	306,465	322,674
Revolving Loans Converted to Term	10,934	412
Total	1,063,721	1,035,656
C&I [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	98	20,064
2020/2019	15,548	6,534
2019/2018	5,926	5,053
2018/2017	3,619	4,702
2017/2016	3,547	1,624
Prior	4,057	2,830
Revolving Loans Amortized Cost Basis	20,651	13,614
Revolving Loans Converted to Term	0	0
Total	53,446	54,421
C&I [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	26	338
2020/2019	382	6,364
2019/2018	7,504	10,219
2018/2017	5,514	3,388
2017/2016	2,741	791
Prior	3,823	4,272
Revolving Loans Amortized Cost Basis	7,318	9,945
Revolving Loans Converted to Term	257	14
Total	27,565	35,331
C&I [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	0	0
2020/2019	0	0
2019/2018	0	0
2018/2017	1	207
2017/2016	196	0
Prior	1	1
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	198	208
CRE [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	224,520	472,506
2020/2019	446,842	412,425
2019/2018	409,666	296,712
2018/2017	276,098	342,604
2017/2016	311,007	255,045
Prior	651,965	496,867
Revolving Loans Amortized Cost Basis	118,601	115,926
Revolving Loans Converted to Term	60,252	20,200
Total	2,498,951	2,412,285
CRE [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	224,088	469,919
2020/2019	445,353	361,187
2019/2018	351,481	256,154
2018/2017	252,634	271,874
2017/2016	275,791	212,197
Prior	516,252	383,690
Revolving Loans Amortized Cost Basis	116,287	113,128
Revolving Loans Converted to Term	60,252	4,034
Total	2,242,138	2,072,183
CRE [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	432	2,051
2020/2019	1,408	44,034
2019/2018	40,057	22,260
2018/2017	8,046	55,039
2017/2016	22,483	36,830
Prior	67,304	43,537
Revolving Loans Amortized Cost Basis	1,068	1,297
Revolving Loans Converted to Term	0	11,524
Total	140,798	216,572
CRE [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	0	536
2020/2019	81	5,307
2019/2018	16,231	18,298
2018/2017	15,418	15,691
2017/2016	12,733	6,018
Prior	61,573	62,168
Revolving Loans Amortized Cost Basis	1,246	1,501
Revolving Loans Converted to Term	0	4,642
Total	107,282	114,161
CRE [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	0	0
2020/2019	0	1,897
2019/2018	1,897	0
2018/2017	0	0
2017/2016	0	0
Prior	6,836	7,472
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	8,733	9,369
PPP [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	270,953	430,810
2020/2019	88,785	0
2019/2018	0	0
2018/2017	0	0
2017/2016	0	0
Prior	0	0
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	359,738	430,810
PPP [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	270,953	430,810
2020/2019	88,785	0
2019/2018	0	0
2018/2017	0	0
2017/2016	0	0
Prior	0	0
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	359,738	430,810
Auto [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	205,017	198,240
2020/2019	165,014	315,174
2019/2018	244,408	202,985
2018/2017	145,033	116,502
2017/2016	75,425	45,932
Prior	28,190	13,250
Revolving Loans Amortized Cost Basis	20	22
Revolving Loans Converted to Term	0	0
Total	863,107	892,105
Auto [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	204,980	197,881
2020/2019	164,749	314,034
2019/2018	243,935	201,850
2018/2017	144,665	115,977
2017/2016	75,078	45,495
Prior	28,190	13,250
Revolving Loans Amortized Cost Basis	20	22
Revolving Loans Converted to Term	0	0
Total	861,617	888,509
Auto [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	37	359
2020/2019	265	1,140
2019/2018	473	1,135
2018/2017	368	525
2017/2016	347	437
Prior	0	0
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	1,490	3,596
Other Consumer [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	157,725	234,967
2020/2019	183,650	178,829
2019/2018	143,414	127,856
2018/2017	99,516	55,941
2017/2016	40,695	14,345
Prior	22,040	17,547
Revolving Loans Amortized Cost Basis	15,623	18,598
Revolving Loans Converted to Term	37	71
Total	662,700	648,154
Other Consumer [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	157,719	234,628
2020/2019	183,271	178,411
2019/2018	143,208	127,549
2018/2017	99,444	55,676
2017/2016	40,466	14,255
Prior	22,031	17,414
Revolving Loans Amortized Cost Basis	15,621	18,588
Revolving Loans Converted to Term	17	71
Total	661,777	646,592
Other Consumer [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	6	339
2020/2019	379	418
2019/2018	206	307
2018/2017	72	265
2017/2016	229	90
Prior	9	133
Revolving Loans Amortized Cost Basis	2	10
Revolving Loans Converted to Term	20	0
Total	923	1,562
Residential [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	161,399	238,583
2020/2019	234,013	211,164
2019/2018	200,119	215,755
2018/2017	193,844	185,528
2017/2016	166,842	165,326
Prior	773,037	694,690
Revolving Loans Amortized Cost Basis	246,550	268,878
Revolving Loans Converted to Term	12,397	9,991
Total	1,988,201	1,989,915
Residential [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	161,399	237,338
2020/2019	232,662	210,505
2019/2018	199,467	213,437
2018/2017	191,931	182,993
2017/2016	164,674	164,424
Prior	763,772	684,495
Revolving Loans Amortized Cost Basis	246,550	268,878
Revolving Loans Converted to Term	12,397	9,991
Total	1,972,852	1,972,061
Residential [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
2021/2020	0	1,245
2020/2019	1,351	659
2019/2018	652	2,318
2018/2017	1,913	2,535
2017/2016	2,168	902
Prior	9,265	10,195
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	$ 15,349	$ 17,854

Allowance for Credit Losses a_8

Allowance for Credit Losses and Credit Quality of Loans, Allowance for Credit Losses on Off-Balance Sheet Credit Exposures (Details) - USD ($) $ in Thousands	Jun. 30, 2021	Mar. 31, 2021	Dec. 31, 2020	Jun. 30, 2020	Mar. 31, 2020	Dec. 31, 2019
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for credit losses	$ 98,500	$ 105,000	$ 110,000	$ 113,500	$ 100,000	$ 75,999
Unfunded Commitment [Member]
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for credit losses	$ 5,800		$ 6,400

Allowance for Credit Losses a_9

Allowance for Credit Losses and Credit Quality of Loans, Troubled Debt Restructuring (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021USD ($)Contract	Jun. 30, 2020USD ($)Contract	Jun. 30, 2021USD ($)Contract	Jun. 30, 2020USD ($)Contract
Recorded Investment and Number of Modifications Designated as TDRs [Abstract]
Number of contracts | Contract	4	7	7	15
Pre-modification outstanding recorded investment	$ 388	$ 269	$ 630	$ 1,004
Post-modification outstanding recorded investment	$ 442	$ 294	$ 694	$ 1,073
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	15	27	28	40
Recorded Investment	$ 820	$ 1,673	$ 1,236	$ 2,747
Commercial Loans [Member]
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	0	1	0	2
Recorded Investment	$ 0	$ 168	$ 0	$ 555
Commercial Loans [Member] | C&I [Member]
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract			0	1
Recorded Investment			$ 0	$ 387
Commercial Loans [Member] | CRE [Member]
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	0	1	0	1
Recorded Investment	$ 0	$ 168	$ 0	$ 168
Consumer Loans [Member]
Recorded Investment and Number of Modifications Designated as TDRs [Abstract]
Number of contracts | Contract	1	0	1	1
Pre-modification outstanding recorded investment	$ 19	$ 0	$ 19	$ 44
Post-modification outstanding recorded investment	$ 19	$ 0	$ 19	$ 44
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract			2	0
Recorded Investment			$ 18	$ 0
Consumer Loans [Member] | Auto [Member]
Recorded Investment and Number of Modifications Designated as TDRs [Abstract]
Number of contracts | Contract	1	0	1	1
Pre-modification outstanding recorded investment	$ 19	$ 0	$ 19	$ 44
Post-modification outstanding recorded investment	$ 19	$ 0	$ 19	$ 44
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract			2	0
Recorded Investment			$ 18	$ 0
Residential [Member]
Recorded Investment and Number of Modifications Designated as TDRs [Abstract]
Number of contracts | Contract	3	7	6	14
Pre-modification outstanding recorded investment	$ 369	$ 269	$ 611	$ 960
Post-modification outstanding recorded investment	$ 423	$ 294	$ 675	$ 1,029
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	15	26	26	38
Recorded Investment	$ 820	$ 1,505	$ 1,218	$ 2,192

Defined Benefit Post-Retireme_4

Defined Benefit Post-Retirement Plans (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Employee Benefit Plans [Abstract]
Employer contributions	$ 0	$ 0	$ 0	$ 0
Pension Benefits [Member]
Components of net periodic (benefit) cost [Abstract]
Service cost	485	446	970	892
Interest cost	677	809	1,354	1,618
Expected return on plan assets	(2,203)	(2,105)	(4,406)	(4,210)
Net amortization	313	368	626	736
Net periodic pension (benefit) cost	(728)	(482)	(1,456)	(964)
Other Benefits [Member]
Components of net periodic (benefit) cost [Abstract]
Service cost	2	2	4	4
Interest cost	45	55	90	110
Expected return on plan assets	0	0	0	0
Net amortization	13	13	26	26
Net periodic pension (benefit) cost	$ 60	$ 70	$ 120	$ 140

Earnings Per Share (Details)

Earnings Per Share (Details) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Basic EPS [Abstract]
Weighted average common shares outstanding (in shares)	43,474	43,637	43,517	43,735
Net income available to common stockholders	$ 40,296	$ 24,713	$ 80,142	$ 35,081
Basic EPS (in dollars per share)	$ 0.93	$ 0.57	$ 1.84	$ 0.80
Diluted EPS [Abstract]
Weighted average common shares outstanding (in shares)	43,474	43,637	43,517	43,735
Dilutive effect of common stock options and restricted stock (in shares)	319	291	323	291
Weighted average common shares and common share equivalents (in shares)	43,793	43,928	43,840	44,026
Net income available to common stockholders	$ 40,296	$ 24,713	$ 80,142	$ 35,081
Diluted EPS (in dollars per share)	$ 0.92	$ 0.56	$ 1.83	$ 0.80

Reclassification Adjustments _3

Reclassification Adjustments Out of Other Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Reclassification Adjustment out of AOCI [Abstract]
Net securities (gains) losses	$ 201	$ 180	$ 668	$ (632)
Interest income (expense)	79,178	80,446	158,233	157,627
Other noninterest expense	5,416	3,916	8,173	10,873
Income tax (benefit)	11,995	6,564	23,150	8,279
Net income	40,296	24,713	80,142	35,081
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Total reclassifications during the period, net of tax	351	469	719	890
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Income tax (benefit)	(36)	(42)	(71)	(84)
Net income	107	123	214	251
Gains on AFS Securities [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Net securities (gains) losses	0	0	0	(3)
Amortization of Unrealized Gains Related to Securities Transfer [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Interest income (expense)	143	165	285	338
Net Unrealized Losses on Cash Flow Hedges Reclassified to Interest Expense [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Interest income (expense)	0	81	21	91
Income tax (benefit)	0	(20)	(5)	(23)
Net income	0	61	16	68
Accumulated Defined Benefit Plans Adjustment [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Income tax (benefit)	(82)	(96)	(163)	(191)
Net income	244	285	489	571
Amortization of Net Losses [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Other noninterest expense	298	358	596	716
Amortization of Prior Service Costs [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Other noninterest expense	$ 28	$ 23	$ 56	$ 46

Derivative Instruments and He_3

Derivative Instruments and Hedging Activities (Details) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2021USD ($)Agreement	Jun. 30, 2020USD ($)	Jun. 30, 2021USD ($)Agreement	Jun. 30, 2020USD ($)	Dec. 31, 2020USD ($)Agreement
Interest rate derivatives - Included Component [Abstract]
Amount of (loss) recognized in other comprehensive income		$ 0	$ (19)	$ 0	$ (274)
Amount of loss reclassified from AOCI into interest expense		0	81	21	91
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member]
Interest rate derivatives - Included Component [Abstract]
Amount of (loss) recognized in other comprehensive income		0	(19)	0	(274)
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest (Income) Expense [Member]
Interest rate derivatives - Included Component [Abstract]
Amount of loss reclassified from AOCI into interest expense		0	81	21	91
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest Rate Swaps [Member]
Derivative Liability [Abstract]
Amount to be reclassified from AOCI as a reduction to interest expense during next twelve months				0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest Rate Swaps [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount						$ 0
Derivatives, fair value						0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedging [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount						25,000
Derivatives, fair value						34
Derivatives Not Designated as Hedging Instruments [Member]
Derivative Asset [Abstract]
Derivatives, fair value		78,385		78,385		108,779
Netting adjustments, fair value	[1]	(46)		(46)
Net derivatives in the balance sheet, fair value		78,431		78,431
Derivatives not offset on the balance sheet, fair value		3,745		3,745
Cash collateral, fair value	[2]	0		0		0
Net derivative amounts, fair value		74,686		74,686		108,779
Derivative Liability [Abstract]
Derivatives, fair value		78,293		78,293		108,612
Netting adjustments, fair value	[1]	4,096		4,096
Net derivatives in the balance sheet, fair value		74,197		74,197
Derivatives not offset on the balance sheet, fair value		3,745		3,745
Cash collateral, fair value	[2]	65,480		65,480		107,350
Net derivative amounts, fair value		4,972		4,972		$ 1,262
Derivatives Not Designated as Hedging Instruments [Member] | Other Income [Member]
Gain or loss recognized in income on derivatives not designating as a hedging relationship [Abstract]
Increase (decrease) in other income		$ 40	$ 4	$ (75)	$ 147
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member]
Interest rate derivatives [Abstract]
Number of risk participation agreements held | Agreement		17		17		17
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		$ 1,306,215		$ 1,306,215		$ 1,223,584
Derivatives, fair value		78,213		78,213		108,487
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		1,306,215		1,306,215		1,223,584
Derivatives, fair value		78,213		78,213		108,487
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		71,741		71,741		72,528
Derivatives, fair value		172		172		292
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		38,507		38,507		39,785
Derivatives, fair value		$ 80		$ 80		$ 125
[1]	Netting adjustments represents the amounts recorded to convert derivatives assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance on the settle to market rules for cleared derivatives. The CME legally characterizes the variation margin posted between counterparties as settlements of the outstanding derivative contracts instead of cash collateral. Company began to clear certain derivative transactions through the CME in 2021.
[2]	Cash collateral represents the amount that cannot be used to offset our derivative assets and liabilities from a gross basis to a net basis in accordance with the applicable accounting guidance. The other collateral consists of securities and is exchanged under bilateral collateral and master netting agreements that allow us to offset the net derivative position with the related collateral. The application of the other collateral cannot reduce the net derivative position below zero. Therefore, excess other collateral, if any, is not reflected above.

Fair Value Measurements and F_4

Fair Value Measurements and Fair Value of Financial Instruments (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2021	Dec. 31, 2020
AFS securities [Abstract]
AFS securities	$ 1,534,733	$ 1,348,698
Equity securities	32,806	30,737
Fair Value Measurements [Abstract]
Collateral dependent impaired loans with specific reserve	15,000	15,200
Reserves on collateral dependent impaired loans	$ 3,400	3,200
Minimum [Member]
Fair Value Measurements [Abstract]
Liquidation expense ratio on impaired collateral	10.00%
Maximum [Member]
Fair Value Measurements [Abstract]
Liquidation expense ratio on impaired collateral	50.00%
Federal Agency [Member]
AFS securities [Abstract]
AFS securities	$ 243,660	243,597
State & Municipal [Member]
AFS securities [Abstract]
AFS securities	58,068	43,180
Corporate [Member]
AFS securities [Abstract]
AFS securities	35,883	28,278
Recurring Basis [Member]
AFS securities [Abstract]
AFS securities	1,534,733	1,348,698
Equity securities	32,806	30,737
Derivatives	78,431	108,779
Total	1,645,970	1,488,214
Liabilities [Abstract]
Derivatives	78,293	108,646
Total	78,293	108,646
Recurring Basis [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Equity securities	31,806	28,737
Derivatives	0	0
Total	31,806	28,737
Liabilities [Abstract]
Derivatives	0	0
Total	0	0
Recurring Basis [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	1,534,733	1,348,698
Equity securities	1,000	2,000
Derivatives	78,431	108,779
Total	1,614,164	1,459,477
Liabilities [Abstract]
Derivatives	78,293	108,646
Total	78,293	108,646
Recurring Basis [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Equity securities	0	0
Derivatives	0	0
Total	0	0
Liabilities [Abstract]
Derivatives	0	0
Total	0	0
Recurring Basis [Member] | Federal Agency [Member]
AFS securities [Abstract]
AFS securities	243,660	243,597
Recurring Basis [Member] | Federal Agency [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Federal Agency [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	243,660	243,597
Recurring Basis [Member] | Federal Agency [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | State & Municipal [Member]
AFS securities [Abstract]
AFS securities	58,068	43,180
Recurring Basis [Member] | State & Municipal [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | State & Municipal [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	58,068	43,180
Recurring Basis [Member] | State & Municipal [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Mortgage-Backed [Member]
AFS securities [Abstract]
AFS securities	685,483	595,839
Recurring Basis [Member] | Mortgage-Backed [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Mortgage-Backed [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	685,483	595,839
Recurring Basis [Member] | Mortgage-Backed [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member]
AFS securities [Abstract]
AFS securities	511,639	437,804
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	511,639	437,804
Recurring Basis [Member] | Collateralized Mortgage Obligations [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Corporate [Member]
AFS securities [Abstract]
AFS securities	35,883	28,278
Recurring Basis [Member] | Corporate [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Corporate [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	35,883	28,278
Recurring Basis [Member] | Corporate [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	$ 0	$ 0

Fair Value Measurements and F_5

Fair Value Measurements and Fair Value of Financial Instruments, Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
Financial assets [Abstract]
HTM securities	$ 632,954	$ 636,827
Carrying Amount [Member] | Level 1 [Member]
Financial liabilities [Abstract]
Subordinated debt	100,000	100,000
Carrying Amount [Member] | Level 2 [Member]
Financial assets [Abstract]
HTM securities	622,351	616,560
Financial liabilities [Abstract]
Time deposits	569,029	633,479
Long-term debt	14,045	39,097
Junior subordinated debt	101,196	101,196
Carrying Amount [Member] | Level 3 [Member]
Financial assets [Abstract]
Net loans	7,420,531	7,390,004
Estimated Fair Value [Member] | Level 1 [Member]
Financial liabilities [Abstract]
Subordinated debt	108,671	103,277
Estimated Fair Value [Member] | Level 2 [Member]
Financial assets [Abstract]
HTM securities	632,954	636,827
Financial liabilities [Abstract]
Time deposits	606,134	638,721
Long-term debt	14,545	39,820
Junior subordinated debt	109,940	108,926
Estimated Fair Value [Member] | Level 3 [Member]
Financial assets [Abstract]
Net loans	$ 7,525,470	$ 7,530,033

Commitments and Contingencies (

Commitments and Contingencies (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2021	Dec. 31, 2020
Guarantor Obligations [Abstract]
Obligation instrument term	1 year
Commitment to Extend Credits and Unused Lines of Credit [Member]
Guarantor Obligations [Abstract]
Commitments - maximum potential obligation	$ 2,300	$ 2,200
Standby Letters of Credit [Member]
Guarantor Obligations [Abstract]
Commitments - maximum potential obligation	$ 53.7	$ 54