NBT Bancorp (NBTB) 10-Q 9 May 22 2022 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2022	Apr. 29, 2022
Cover [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Quarterly Report	true
Document Period End Date	Mar. 31, 2022
Current Fiscal Year End Date	--12-31
Document Fiscal Year Focus	2022
Document Fiscal Period Focus	Q1
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		42,826,146

Consolidated Balance Sheets (un

Consolidated Balance Sheets (unaudited) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Assets
Cash and due from banks	$ 180,865	$ 157,775
Short-term interest-bearing accounts	913,315	1,111,296
Equity securities, at fair value	32,554	33,550
Securities available for sale, at fair value	1,662,697	1,687,361
Securities held to maturity (fair value $851,635 and $735,260, respectively)	895,005	733,210
Federal Reserve and Federal Home Loan Bank stock	25,005	25,098
Loans held for sale	263	830
Loans	7,649,826	7,498,459
Less allowance for loan losses	90,000	92,000
Net loans	7,559,826	7,406,459
Premises and equipment, net	71,030	72,093
Goodwill	280,541	280,541
Intangible assets, net	8,291	8,927
Bank owned life insurance	228,979	228,238
Other assets	289,462	266,733
Total assets	12,147,833	12,012,111
Liabilities
Demand (noninterest bearing)	3,751,268	3,689,556
Savings, NOW and money market	6,222,378	6,043,441
Time	487,977	501,472
Total deposits	10,461,623	10,234,469
Short-term borrowings	65,022	97,795
Long-term debt	13,971	13,995
Subordinated debt, net	98,599	98,490
Junior subordinated debt	101,196	101,196
Other liabilities	205,172	215,713
Total liabilities	10,945,583	10,761,658
Stockholders' equity
Preferred stock, $0.01 par value. Authorized 2,500,000 shares at March 31, 2022 and December 31, 2021	0	0
Common stock, $0.01 par value. Authorized 100,000,000 shares at March 31, 2022 and December 31, 2021, issued 49,651,493 at March 31, 2022 and December 31, 2021	497	497
Additional paid-in-capital	577,374	576,976
Retained earnings	883,246	856,203
Accumulated other comprehensive loss	(91,375)	(23,344)
Common stock in treasury, at cost, 6,659,170 and 6,483,481 shares at March 31, 2022 and December 31, 2021, respectively	(167,492)	(159,879)
Total stockholders' equity	1,202,250	1,250,453
Total liabilities and stockholders' equity	$ 12,147,833	$ 12,012,111

Consolidated Balance Sheets (_2

Consolidated Balance Sheets (unaudited) (Parenthetical) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Assets
Securities held to maturity fair value	$ 851,635	$ 735,260
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)	6,659,170	6,483,481

Consolidated Statements of Inco

Consolidated Statements of Income (unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Interest, fee and dividend income
Interest and fees on loans	$ 73,343	$ 75,093
Securities available for sale	6,840	5,544
Securities held to maturity	3,493	3,382
Other	525	291
Total interest, fee and dividend income	84,201	84,310
Interest expense
Deposits	1,842	3,172
Short-term borrowings	16	70
Long-term debt	87	124
Subordinated debt	1,359	1,359
Junior subordinated debt	549	530
Total interest expense	3,853	5,255
Net interest income	80,348	79,055
Provision for loan losses	596	(2,796)
Net interest income after provision for loan losses	79,752	81,851
Noninterest income
Service charges on deposit accounts	3,688	3,027
Card services income	8,695	7,550
Retirement plan administration fees	13,279	10,098
Wealth management	8,640	7,910
Insurance services	3,788	3,461
Bank owned life insurance income	1,654	1,381
Net securities (losses) gains	(179)	467
Other	3,094	3,144
Total noninterest income	42,659	37,038
Noninterest expense
Salaries and employee benefits	45,508	41,601
Technology and data services	8,547	8,892
Occupancy	6,793	6,889
Professional fees and outside services	4,276	3,589
Office supplies and postage	1,424	1,499
FDIC expenses	802	808
Advertising	654	451
Amortization of intangible assets	636	812
Loan collection and other real estate owned, net	384	590
Other	3,119	2,757
Total noninterest expense	72,143	67,888
Income before income tax expense	50,268	51,001
Income tax expense	11,142	11,155
Net income	$ 39,126	$ 39,846
Earnings per share
Basic (in dollars per share)	$ 0.91	$ 0.91
Diluted (in dollars per share)	$ 0.90	$ 0.91

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Consolidated Statements of Comprehensive Income (unaudited) [Abstract]
Net income	$ 39,126	$ 39,846
Securities available for sale:
Unrealized net holding (losses) arising during the period, gross	(91,030)	(23,311)
Tax effect	22,758	5,827
Unrealized net holding (losses) arising during the period, net	(68,272)	(17,484)
Amortization of unrealized net gains for the reclassification of available for sale securities to held to maturity, gross	137	142
Tax effect	(35)	(35)
Amortization of unrealized net gains for the reclassification of available for sale securities to held to maturity, net	102	107
Total securities available for sale, net	(68,170)	(17,377)
Cash flow hedges:
Reclassification of net unrealized losses on cash flow hedges to interest expense, gross	0	21
Tax effect	0	(5)
Reclassification of net unrealized losses on cash flow hedges to interest expense, net	0	16
Total cash flow hedges, net	0	16
Pension and other benefits:
Amortization of prior service cost and actuarial losses, gross	186	326
Tax effect	(47)	(81)
Amortization of prior service cost and actuarial losses, net	139	245
Total pension and other benefits, net	139	245
Total other comprehensive (loss)	(68,031)	(17,116)
Comprehensive (loss) income	$ (28,905)	$ 22,730

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
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	39,846	0	0	39,846
Cash dividends	0	0	(11,732)	0	0	(11,732)
Purchase of treasury shares	0	0	0	0	(9,020)	(9,020)
Net issuance of shares to employee and other stock plans	0	(2,153)	0	0	870	(1,283)
Stock-based compensation	0	2,668	0	0	0	2,668
Other comprehensive (loss)	0	0	0	(17,116)	0	(17,116)
Balance at Mar. 31, 2021	497	578,597	777,170	(16,699)	(148,584)	1,190,981
Balance at Dec. 31, 2021	497	576,976	856,203	(23,344)	(159,879)	1,250,453
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	0	0	39,126	0	0	39,126
Cash dividends	0	0	(12,083)	0	0	(12,083)
Purchase of treasury shares	0	0	0	0	(8,152)	(8,152)
Net issuance of shares to employee and other stock plans	0	(2,074)	0	0	539	(1,535)
Stock-based compensation	0	2,472	0	0	0	2,472
Other comprehensive (loss)	0	0	0	(68,031)	0	(68,031)
Balance at Mar. 31, 2022	$ 497	$ 577,374	$ 883,246	$ (91,375)	$ (167,492)	$ 1,202,250

Consolidated Statements of St_2

Consolidated Statements of Stockholders' Equity (unaudited) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Consolidated Statements of Stockholders' Equity (unaudited) [Abstract]
Cash dividends - per share (in dollars per share)	$ 0.28	$ 0.27
Purchase of treasury shares (in shares)	217,100	257,031
Net issuance of shares to employee benefit plans and other stock plans (in shares)	41,411	53,139

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Operating activities
Net income	$ 39,126	$ 39,846
Adjustments to reconcile net income to net cash provided by operating activities
Provision for loan losses	596	(2,796)
Depreciation and amortization of premises and equipment	2,420	2,441
Net amortization on securities	1,036	1,477
Amortization of intangible assets	636	812
Amortization of operating lease right-of-use assets	1,688	1,821
Excess tax benefit on stock-based compensation	(168)	(107)
Stock-based compensation expense	2,472	2,668
Bank owned life insurance income	(1,654)	(1,381)
Amortization of subordinated debt issuance costs	109	110
Proceeds from sale of loans held for sale	2,106	13,877
Originations of loans held for sale	(1,479)	(13,943)
Net gain on sale of loans held for sale	(60)	(110)
Net security losses (gains)	179	(467)
Net gains on sale of other real estate owned	(211)	0
Net change in other assets and other liabilities	(11,652)	(1,946)
Net cash provided by operating activities	35,144	42,302
Securities available for sale:
Proceeds from maturities, calls and principal paydowns	72,281	95,274
Purchases	(139,273)	(158,196)
Securities held to maturity:
Proceeds from maturities, calls and principal paydowns	29,028	66,282
Purchases	(191,092)	(42,760)
Other:
Net increase in loans	(153,963)	(136,778)
Proceeds from Federal Home Loan Bank stock redemption	93	2,252
Purchases of Federal Reserve Bank and Federal Home Loan Bank stock	0	(26)
Proceeds from settlement of bank owned life insurance	913	357
Purchases of premises and equipment, net	(1,312)	(901)
Proceeds from sales of other real estate owned	378	140
Net cash used in investing activities	(382,947)	(174,356)
Financing activities
Net increase in deposits	227,154	734,238
Net decrease in short-term borrowings	(32,773)	(73,048)
Repayments of long-term debt	(24)	(25,027)
Proceeds from the issuance of shares to employee and other stock plans	0	112
Cash paid by employer for tax-withholding on stock issuance	(1,210)	(1,125)
Purchase of treasury stock	(8,152)	(9,020)
Cash dividends	(12,083)	(11,732)
Net cash provided by financing activities	172,912	614,398
Net (decrease) increase in cash and cash equivalents	(174,891)	482,344
Cash and cash equivalents at beginning of period	1,269,071	672,681
Cash and cash equivalents at end of period	1,094,180	1,155,025
Cash paid during the period for:
Interest expense	5,238	7,105
Income taxes paid, net of refund	$ 2,448	$ 2,540

Description of Business

Description of Business	3 Months Ended
	Mar. 31, 2022
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, New Hampshire, Massachusetts, Vermont, Maine and 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	3 Months Ended
	Mar. 31, 2022
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”). In the opinion of management, 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 2021 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 combined ATM and debit cards fees with card related income previously reported in Other noninterest income which is now disclosed as Card services income. The Company reclassified Data processing and communications expense into Technology and data services expense. The Company reclassified Equipment expense into Occupancy expense and Technology and data services expense. 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	3 Months Ended
	Mar. 31, 2022
Recent Accounting Pronouncements [Abstract]
Recent Accounting Pronouncements	3. Recent Accounting Pronouncements Accounting Standards Issued Not Yet Adopted In March 2020, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Updates (“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 (“ASC 848”) and clarifies some of its guidance. The ASU 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 does not expect In March 2022, the FASB issued ASU 2022-02, Financial Instruments - CECL Losses (Topic 326): Troubled Debt Restructurings and Vintage Disclosures . 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	3 Months Ended
	Mar. 31, 2022
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 March 31, 2022 U.S. treasury $ 122,444 $ - $ 4,809 $ 117,635 Federal agency 248,445 - 22,833 225,612 State & municipal 95,339 - 7,037 88,302 Mortgage-backed: Government-sponsored enterprises 510,500 355 25,782 485,073 U.S. government agency securities 75,846 59 2,581 73,324 Collateralized mortgage obligations: Government-sponsored enterprises 462,288 149 26,908 435,529 U.S. government agency securities 190,310 57 7,897 182,470 Corporate 56,000 246 1,494 54,752 Total AFS securities $ 1,761,172 $ 866 $ 99,341 $ 1,662,697 As of December 31, 2021 U.S. treasury $ 73,016 $ 59 $ 6 $ 73,069 Federal agency 248,454 - 8,523 239,931 State & municipal 95,531 116 1,559 94,088 Mortgage-backed: Government-sponsored enterprises 538,036 8,036 5,589 540,483 U.S. government agency securities 65,339 1,108 255 66,192 Collateralized mortgage obligations: Government-sponsored enterprises 484,550 2,723 5,113 482,160 U.S. government agency securities 139,380 939 884 139,435 Corporate 50,500 1,516 13 52,003 Total AFS securities $ 1,694,806 $ 14,497 $ 21,942 $ 1,687,361 There was no allowance for credit losses on AFS securities as of March 31, 2022 and December 31, 2021. During the three months ended March 31, 2022 and 2021 there were no gains or losses reclassified out of accumulated other comprehensive income (loss) (“AOCI”) and into earnings. The amortized cost, estimated fair value and unrealized gains (losses) of securities HTM are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of March 31, 2022 Federal agency $ 100,000 $ - $ 10,872 $ 89,128 Mortgage-backed: Government-sponsored enterprises 269,153 137 16,499 252,791 U.S. government agency securities 7,425 50 6 7,469 Collateralized mortgage obligations: Government-sponsored enterprises 111,254 105 2,722 108,637 U.S. government agency securities 74,596 76 3,755 70,917 State & municipal 332,577 394 10,278 322,693 Total HTM securities $ 895,005 $ 762 $ 44,132 $ 851,635 As of December 31, 2021 Federal agency $ 100,000 $ - $ 4,365 $ 95,635 Mortgage-backed: Government-sponsored enterprises 161,462 2,232 1,319 162,375 U.S. government agency securities 9,112 514 - 9,626 Collateralized mortgage obligations: Government-sponsored enterprises 94,342 1,932 129 96,145 U.S. government agency securities 44,473 336 674 44,135 State & municipal 323,821 5,026 1,503 327,344 Total HTM securities $ 733,210 $ 10,040 $ 7,990 $ 735,260 At March 31, 2022 and December 31, 2021, 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 March 31, 2022 and December 31, 2021 because the expectations of nonrepayment of the amortized cost is zero, except for State & municipal which is inconsequential. Included in net realized gains (losses), the Company recorded gains from calls on HTM securities of approximately $4 thousand and $15 thousand for the three months ended March 31, 2021 and 2022, respectively. AFS and HTM securities with amortized costs totaling $1.8 billion at March 31, 2022 and $1.6 billion at December 31, 2021 were pledged to secure public deposits and for other purposes required or permitted by law. Additionally, at March 31, 2022 and December 31, 2021, AFS and HTM securities with an amortized cost of $144.9 million and $162.1 million, respectively, were pledged as collateral for securities sold under repurchase agreements. The following table sets forth information with regard to gains and (losses) on equity securities: Three Months Ended March 31, (In thousands) 2022 2021 Net (losses) and gains recognized on equity securities $ (183 ) $ 452 Less: Net (losses) and gains recognized on equity securities sold during the period - - Unrealized (losses) and gains recognized on equity securities still held $ (183 ) $ 452 As of March 31, 2022 and December 31, 2021, the carrying value of equity securities without readily determinable fair values was $1.0 million. The Company performed a qualitative assessment to determine whether the investments were impaired and identified no areas of concern as of March 31, 2022 and 2021. There were no impairments, downward or upward adjustments recognized for equity securities without readily determinable fair values during the three months ended March 31, 2022 and 2021. The following table sets forth information with regard to contractual maturities of debt securities at March 31, 2022: (In thousands) Amortized Cost Estimated Fair Value AFS debt securities: Within one year $ 112 $ 116 From one to five years 159,032 151,684 From five to ten years 780,821 732,172 After ten years 821,207 778,725 Total AFS debt securities $ 1,761,172 $ 1,662,697 HTM debt securities: Within one year $ 103,973 $ 103,988 From one to five years 67,047 67,061 From five to ten years 242,804 228,349 After ten years 481,181 452,237 Total HTM debt securities $ 895,005 $ 851,635 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, there were no holdings, when taken in the aggregate, of any single issuer that exceeded 10% of consolidated stockholders’ equity at March 31, 2022 and December 31, 2021. 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, 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 March 31, 2022 AFS securities: U.S. treasury $ 117,635 $ (4,809 ) 7 $ - $ - - $ 117,635 $ (4,809 ) 7 Federal agency 2,586 (269 ) 1 223,026 (22,564 ) 15 225,612 (22,833 ) 16 State & municipal 74,201 (5,690 ) 55 14,097 (1,347 ) 10 88,298 (7,037 ) 65 Mortgage-backed 333,335 (11,186 ) 105 182,752 (17,177 ) 19 516,087 (28,363 ) 124 Collateralized mortgage obligations 569,994 (33,158 ) 88 20,422 (1,647 ) 7 590,416 (34,805 ) 95 Corporate 44,507 (1,494 ) 14 - - - 44,507 (1,494 ) 14 Total securities with unrealized losses $ 1,142,258 $ (56,606 ) 270 $ 440,297 $ (42,735 ) 51 $ 1,582,555 $ (99,341 ) 321 HTM securities: Federal agency $ - $ - - $ 89,128 $ (10,872 ) 4 $ 89,128 $ (10,872 ) 4 Mortgage-backed 238,120 (16,505 ) 27 - - - 238,120 (16,505 ) 27 Collateralized mortgage obligations 165,781 (6,477 ) 35 - - - 165,781 (6,477 ) 35 State & municipal 115,512 (7,299 ) 116 26,492 (2,979 ) 24 142,004 (10,278 ) 140 Total securities with unrealized losses $ 519,413 $ (30,281 ) 178 $ 115,620 $ (13,851 ) 28 $ 635,033 $ (44,132 ) 206 As of December 31, 2021 AFS securities: U.S. treasury $ 49,105 $ (6 ) 2 $ - $ - - $ 49,105 $ (6 ) 2 Federal agency 41,618 (1,846 ) 4 198,313 (6,677 ) 12 239,931 (8,523 ) 16 State & municipal 87,515 (1,559 ) 61 - - - 87,515 (1,559 ) 61 Mortgage-backed 281,217 (4,319 ) 24 39,491 (1,525 ) 6 320,708 (5,844 ) 30 Collateralized mortgage obligations 341,673 (5,495 ) 34 15,774 (502 ) 4 357,447 (5,997 ) 38 Corporate 9,987 (13 ) 2 - - - 9,987 (13 ) 2 Total securities with unrealized losses $ 811,115 $ (13,238 ) 127 $ 253,578 $ (8,704 ) 22 $ 1,064,693 $ (21,942 ) 149 HTM securities: Federal agency $ - $ - - $ 95,635 $ (4,365 ) 4 $ 95,635 $ (4,365 ) 4 Mortgage-backed 103,789 (1,319 ) 10 - - - 103,789 (1,319 ) 10 Collateralized mortgage obligations 54,612 (803 ) 6 - - - 54,612 (803 ) 6 State & municipal 52,783 (1,189 ) 40 8,950 (314 ) 10 61,733 (1,503 ) 50 Total securities with unrealized losses $ 211,184 $ (3,311 ) 56 $ 104,585 $ (4,679 ) 14 $ 315,769 $ (7,990 ) 70 The Company does not believe the AFS securities that were in an unrealized loss position as of March 31, 2022 and December 31, 2021, which consisted of 321 and 149 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 March 31, 2022 and December 31, 2021, 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 $4.0 million at March 31, 2022 and $3.9 million at December 31, 2021 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 nonaccrual status as of March 31, 2022 and December 31, 2021. There was no accrued interest reversed against interest income for the three months ended March 31, 2022 or the year ended December 31, 2021 as all securities remained on accrual status. In addition, there were no collateral-dependent HTM debt securities as of March 31, 2022 and December 31, 2021. As of March 31, 2022 and December 31, 2021, 63% and 56%, 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 March 31, 2022 and December 31, 2021. The remaining HTM debt securities at March 31, 2022 and December 31, 2021 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 March 31, 2022 and December 31, 2021. AIR on HTM debt securities totaled $3.0 million at March 31, 2022 and $2.7 million at December 31, 2021 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	3 Months Ended
	Mar. 31, 2022
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 $90.0 million at March 31, 2022, compared to $92.0 million at December 31, 2021. The allowance for credit losses as a percentage of loans was 1.18% at March 31, 2022, compared to 1.23% at December 31, 2021. The March 31, 2022, December 31, 2021, March 31, 2021 and December 31, 2020 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 the allowance. The quantitative model as of March 31, 2022 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, particularly significant unknowns relating to downside risks as of the measurement date. The baseline outlook reflected an unemployment rate environment initially above pre-COVID-19 levels at 4.3% but falling below pre-coronavirus (“COVID-19”) pandemic levels by the fourth quarter of the forecast period and to a low of 3.4%. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start the second quarter of 2022 at approximately 9% and hover around 5.5% by the middle and end of the forecast period. Other utilized economic variables either improved or remained relatively flat, with retail sales and business output remaining steady from the prior quarter and housing starts increasing from the prior quarter’s forecast. Key assumptions in the baseline economic outlook included continued abatement of COVID-19, the containment of the European conflict to only Russia and Ukraine, further increase of interest rates by the Federal Reserve, and achievement of full employment by the end of 2022. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. Under this scenario, northeast unemployment rises from 4.8% in the first quarter of 2022 to a peak of 7.15% in the second quarter of 2023. The alternative upside scenario incorporated a more optimistic outlook than the baseline scenario, with an imminent return to full employment with northeast unemployment declining to 2.99% 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 March 31, 2022. At March 31, 2022, the weightings were 60%, 0% and 40% for the baseline, upside and downside economic forecasts, respectively. The Company also continued to monitor the level of criticized and classified loans in the first quarter of 2022 compared to the level contemplated by the model during similar, historical economic conditions, and determined that an adjustment was no longer required. The quantitative model as of December 31, 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 initially above pre-COVID-19 levels at 4.8% but falling below pre-COVID-19 levels by the end of the forecast period to 3.5%. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start the first quarter of 2022 at approximately 9% and hovering around 5% by the middle and end of the forecast period. Other utilized economic variables showed mixed changes in their respective forecasts, with retail sales and business output declining from the prior quarter and housing starts increasing from the prior quarter’s forecast. Key assumptions in the baseline economic outlook included continued abatement of the COVID-19 pandemic, enactment of the Build Back Better Act by the end of 2021, near-term peaking of consumer price acceleration, accelerated asset purchase tapering at the Federal Reserve, and full employment by the end of 2022. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. Under this scenario, northeast unemployment rises from 5.7% in the fourth quarter of 2021 to a peak of 8% in the first quarter of 2023, remaining around or above 7% 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 second quarter of 2022 and with northeast unemployment moving down to 3.1% 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 December 31, 2021. At December 31, 2021, the weightings were 60%, 10% and 30% for the baseline, upside and downside economic forecasts, respectively. 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 monitor the level of criticized and classified loans in the fourth quarter of 2021 compared to the level contemplated by the model during similar, historical economic conditions, and an adjustment was made to estimate potential additional losses above modeled losses. Additionally, qualitative adjustments were made for Moody’s baseline economic forecast to include impacts of the Build Back Better Act not passing by December 31, 2021 and to address potential economic deterioration due to Omicron, as well as isolated model limitations related to modeled outputs given abnormally high retail sales and business output growth rates in historical periods. These factors were considered through separate quantitative processes and incorporated into the estimate of current expected credit losses at December 31, 2021. There were no loans purchased with credit deterioration during the three months ended March 31, 2022 or the year ended December 31, 2021. During 2022, the Company purchased $3.0 million of residential loans at a 1.35% premium and $33.5 million in consumer loans at par. The allowance for credit losses recorded for these loans on the purchase date was $2.1 million. During 2021, the Company purchased $58.9 million of residential loans at a 2%-5% premium and $92.5 million in consumer loans at par. The allowance for credit losses recorded for these loans on the purchase date was $6.8 million. The Company made a policy election to report AIR in the other assets line item on the balance sheet. AIR on loans totaled $19.1 million at March 31, 2022 and $19.5 million at December 31, 2021 and there was no estimated allowance for credit losses related to AIR as of March 31, 2022 and December 31, 2021. The provision for loan losses was an expense of $0.6 million and a benefit of $2.8 million for the three months ended March 31, 2022 and March 31, 2021, respectively. The increase in provision expense was driven by providing for the increase in loan balances in the first quarter of 2022 and the changes in the economic condition forecasts from quarter to quarter. The following tables present the activity in the allowance for credit losses by our portfolio segments: (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of December 31, 2021 $ 28,941 $ 44,253 $ 18,806 $ 92,000 Charge-offs (588 ) (3,591 ) (312 ) (4,491 ) Recoveries 93 1,652 150 1,895 Provision 111 1,277 (792 ) 596 Ending balance as of March 31 2022 $ 28,557 $ 43,591 $ 17,852 $ 90,000 Balance as of December 31, 2020 $ 50,942 $ 37,803 $ 21,255 $ 110,000 Charge-offs (242 ) (4,348 ) (70 ) (4,660 ) Recoveries 118 2,075 263 2,456 Provision (773 ) (950 ) (1,073 ) (2,796 ) Ending balance as of March 31 2021 $ 50,045 $ 34,580 $ 20,375 $ 105,000 The decrease in the allowance for credit losses from December 31, 2021 to March 31, 2022 was primarily due to an improvement in the economic forecast, partly offset by providing for the increase in loan balances. The decrease in the allowance for credit losses from December 31, 2020 to March 31, 2021 was primarily due to an improvement in the economic forecast. Individually Evaluated Loans As of March 31, 2022, there were five relationships identified to be evaluated for loss on an individual basis which had an amortized cost basis of $9.9 million and no allowance for credit loss. As of December 31, 2021, the same five relationships were identified to be evaluated for loss on an individual basis with an amortized cost basis of $10.2 million and no allowance for credit loss. 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 March 31 2022 Commercial loans: C&I $ 476 $ 633 $ - $ 1,109 $ 3,345 $ 1,171,795 $ 1,176,249 CRE 1,066 - - 1,066 12,552 2,615,792 2,629,410 PPP 77 - - 77 - 50,900 50,977 Total commercial loans $ 1,619 $ 633 $ - $ 2,252 $ 15,897 $ 3,838,487 $ 3,856,636 Consumer loans: Auto $ 6,250 $ 1,038 $ 455 $ 7,743 $ 1,622 $ 850,425 $ 859,790 Other consumer 3,303 1,643 927 5,873 301 888,977 895,151 Total consumer loans $ 9,553 $ 2,681 $ 1,382 $ 13,616 $ 1,923 $ 1,739,402 $ 1,754,941 Residential $ 1,761 $ 532 $ 562 $ 2,855 $ 7,992 $ 2,027,402 $ 2,038,249 Total loans $ 12,933 $ 3,846 $ 1,944 $ 18,723 $ 25,812 $ 7,605,291 $ 7,649,826 (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 2021 Commercial loans: C&I $ 622 $ - $ - $ 622 $ 3,618 $ 1,126,430 $ 1,130,670 CRE 1,219 132 - 1,351 12,726 2,550,910 2,564,987 PPP - - - - - 101,222 101,222 Total commercial loans $ 1,841 $ 132 $ - $ 1,973 $ 16,344 $ 3,778,562 $ 3,796,879 Consumer loans: Auto $ 6,911 $ 1,547 $ 545 $ 9,003 $ 1,295 $ 816,210 $ 826,508 Other consumer 3,789 1,816 1,105 6,710 233 832,447 839,390 Total consumer loans $ 10,700 $ 3,363 $ 1,650 $ 15,713 $ 1,528 $ 1,648,657 $ 1,665,898 Residential $ 2,481 $ 420 $ 808 $ 3,709 $ 12,413 $ 2,019,560 $ 2,035,682 Total loans $ 15,022 $ 3,915 $ 2,458 $ 21,395 $ 30,285 $ 7,446,779 $ 7,498,459 As of March 31, 2022 and December 31, 2021, there were no loans in nonaccrual 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) 2022 2021 2020 2019 2018 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of March 31 2022 C&I By internally assigned grade: Pass $ 93,408 $ 312,325 $ 210,961 $ 108,348 $ 59,572 $ 43,397 $ 303,639 $ 2,964 $ 1,134,614 Special mention - 142 3,497 2,493 1,969 3,192 11,591 - 22,884 Substandard - 1,468 840 6,790 509 5,300 3,824 19 18,750 Doubtful - - - - - 1 - - 1 Total C&I $ 93,408 $ 313,935 $ 215,298 $ 117,631 $ 62,050 $ 51,890 $ 319,054 $ 2,983 $ 1,176,249 CRE By internally assigned grade: Pass $ 120,316 $ 486,375 $ 444,779 $ 362,644 $ 234,268 $ 660,198 $ 153,714 $ 21,009 $ 2,483,303 Special mention 616 783 815 10,766 1,122 68,783 - 1,294 84,179 Substandard - - 139 4,828 12,796 35,421 4,026 - 57,210 Doubtful - - - - - 4,718 - - 4,718 Total CRE $ 120,932 $ 487,158 $ 445,733 $ 378,238 $ 248,186 $ 769,120 $ 157,740 $ 22,303 $ 2,629,410 PPP By internally assigned grade: Pass $ - $ 49,017 $ 1,960 $ - $ - $ - $ - $ - $ 50,977 Total PPP $ - $ 49,017 $ 1,960 $ - $ - $ - $ - $ - $ 50,977 Auto By payment activity: Performing $ 140,144 $ 320,921 $ 112,646 $ 158,224 $ 83,689 $ 42,089 $ - $ - $ 857,713 Nonperforming 7 743 312 502 305 208 - - 2,077 Total auto $ 140,151 $ 321,664 $ 112,958 $ 158,726 $ 83,994 $ 42,297 $ - $ - $ 859,790 Other consumer By payment activity: Performing $ 129,573 $ 391,276 $ 138,270 $ 105,863 $ 69,913 $ 39,194 $ 19,828 $ 6 $ 893,923 Nonperforming - 294 304 185 208 217 1 19 1,228 Total other consumer $ 129,573 $ 391,570 $ 138,574 $ 106,048 $ 70,121 $ 39,411 $ 19,829 $ 25 $ 895,151 Residential By payment activity: Performing $ 72,366 $ 345,762 $ 224,010 $ 172,010 $ 171,770 $ 803,616 $ 229,871 $ 10,290 $ 2,029,695 Nonperforming - 158 724 317 1,008 6,312 17 18 8,554 Total residential $ 72,366 $ 345,920 $ 224,734 $ 172,327 $ 172,778 $ 809,928 $ 229,888 $ 10,308 $ 2,038,249 Total loans $ 556,430 $ 1,909,264 $ 1,139,257 $ 932,970 $ 637,129 $ 1,712,646 $ 726,511 $ 35,619 $ 7,649,826 (In thousands) 2021 2020 2019 2018 2017 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of December 31, 2021 C&I By internally assigned grade: Pass $ 335,685 $ 219,931 $ 114,617 $ 64,310 $ 20,137 $ 32,146 $ 280,476 $ 15,731 $ 1,083,033 Special mention 148 5,255 4,641 2,430 2,699 1,111 11,835 522 28,641 Substandard 1,482 874 7,010 187 2,582 3,272 3,512 34 18,953 Doubtful - - - 1 42 - - - 43 Total C&I $ 337,315 $ 226,060 $ 126,268 $ 66,928 $ 25,460 $ 36,529 $ 295,823 $ 16,287 $ 1,130,670 CRE By internally assigned grade: Pass $ 489,300 $ 434,866 $ 370,377 $ 236,274 $ 251,082 $ 441,310 $ 141,367 $ 43,942 $ 2,408,518 Special mention 789 826 11,235 3,544 15,379 53,372 780 420 86,345 Substandard - 77 4,539 12,934 12,424 34,563 744 - 65,281 Doubtful - - - - - 4,843 - - 4,843 Total CRE $ 490,089 $ 435,769 $ 386,151 $ 252,752 $ 278,885 $ 534,088 $ 142,891 $ 44,362 $ 2,564,987 PPP By internally assigned grade: Pass $ 92,884 $ 8,338 $ - $ - $ - $ - $ - $ - $ 101,222 Total PPP $ 92,884 $ 8,338 $ - $ - $ - $ - $ - $ - $ 101,222 Auto By payment activity: Performing $ 351,778 $ 129,419 $ 183,959 $ 101,441 $ 46,007 $ 12,064 $ - $ - $ 824,668 Nonperforming 305 319 457 411 266 82 - - 1,840 Total auto $ 352,083 $ 129,738 $ 184,416 $ 101,852 $ 46,273 $ 12,146 $ - $ - $ 826,508 Other consumer By payment activity: Performing $ 427,401 $ 151,300 $ 116,451 $ 78,523 $ 29,705 $ 15,660 $ 19,011 $ 1 $ 838,052 Nonperforming 216 429 249 134 238 33 18 21 1,338 Total other consumer $ 427,617 $ 151,729 $ 116,700 $ 78,657 $ 29,943 $ 15,693 $ 19,029 $ 22 $ 839,390 Residential By payment activity: Performing $ 345,338 $ 226,723 $ 179,087 $ 179,575 $ 146,611 $ 687,863 $ 246,103 $ 11,161 $ 2,022,461 Nonperforming - 1,411 643 1,072 1,534 8,522 - 39 13,221 Total residential $ 345,338 $ 228,134 $ 179,730 $ 180,647 $ 148,145 $ 696,385 $ 246,103 $ 11,200 $ 2,035,682 Total loans $ 2,045,326 $ 1,179,768 $ 993,265 $ 680,836 $ 528,706 $ 1,294,841 $ 703,846 $ 71,871 $ 7,498,459 Allowance for Credit Losses on Off-Balance Sheet Credit Exposures As of March 31, 2022, the allowance for losses on unfunded commitments totaled $4.8 million, compared to $5.1 million as of December 31, 2021. Troubled Debt Restructuring When the Company modifies a loan in a 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 2022 and 2021 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 (the “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 March 31, 2022 Three March 31 2021 (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 Residential 2 $ 118 $ 124 3 $ 242 $ 252 Total TDRs 2 $ 118 $ 124 3 $ 242 $ 252 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 March 31, 2022 Three Months Ended March 31, 2021 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Consumer loans: Auto 1 $ 11 2 $ 18 Total consumer loans 1 $ 11 2 $ 18 Residential 20 $ 900 17 $ 624 Total TDRs 21 $ 911 19 $ 642

Defined Benefit Post-Retirement

Defined Benefit Post-Retirement Plans	3 Months Ended
	Mar. 31, 2022
Defined Benefit Post-Retirement 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 March 31, 2022. 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 months ended March 31, 2022 and 2021. The components of expense for Pension Benefits and Other Benefits are set forth below: Pension Benefits Other Benefits Three Months Ended March 31, Three Months Ended March 31, (In thousands) 2022 2021 2022 2021 Components of net periodic (benefit) cost: Service cost $ 534 $ 485 $ 2 $ 2 Interest cost 694 677 41 45 Expected return on plan assets (2,228 ) (2,203 ) - - Net amortization 185 313 1 13 Total net periodic (benefit) cost $ (815 ) $ (728 ) $ 44 $ 60 The service cost component of 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	3 Months Ended
	Mar. 31, 2022
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 March 31, (In thousands, except per share data) 2022 2021 Basic EPS: Weighted average common shares outstanding 43,141 43,559 Net income available to common stockholders $ 39,126 $ 39,846 Basic EPS $ 0.91 $ 0.91 Diluted EPS: Weighted average common shares outstanding 43,141 43,559 Dilutive effect of common stock options and restricted stock 244 331 Weighted average common shares and common share equivalents 43,385 43,890 Net income available to common stockholders $ 39,126 $ 39,846 Diluted EPS $ 0.90 $ 0.91 There was a nominal number of weighted average stock options outstanding for the three months ended March 31, 2022 and March 31, 2021, 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)	3 Months Ended
	Mar. 31, 2022
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 Statements of Comprehensive Income (Loss) Three Months Ended (In thousands) March 31, 2022 March 31, 2021 AFS securities: Amortization of unrealized gains related to securities transfer $ 137 $ 142 Interest income Tax effect $ (35 ) $ (35 ) Income tax (benefit) Net of tax $ 102 $ 107 Cash flow hedges: Net unrealized losses on cash flow hedges reclassified to interest expense $ - $ 21 Interest expense Tax effect $ - $ (5 ) Income tax (benefit) Net of tax $ - $ 16 Pension and other benefits: Amortization of net losses $ 157 $ 298 Other noninterest expense Amortization of prior service costs 29 28 Other noninterest expense Tax effect $ (47 ) $ (81 ) Income tax (benefit) Net of tax $ 139 $ 245 Total reclassifications, net of tax $ 241 $ 368

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	3 Months Ended
	Mar. 31, 2022
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 may enter 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. Generally, the Company may use derivative financial instruments 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. Currently, the Company 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. The CME requires the Company to post initial and variation margin payments 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 . Derivatives Designated as Hedging Instruments The Company has previously The following table summarizes the derivatives outstanding: (In thousands) Notional Amount Balance Sheet Location Fair Value Notional Amount Balance Sheet Location Fair Value As of March 31 2022 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,381,076 Other assets $ 49,054 $ 1,381,076 Other liabilities $ 49,054 Risk participation agreements 90,456 Other assets 174 22,556 Other liabilities 34 Total derivatives not designated as hedging instruments $ 49,228 $ 49,088 Netting adjustments (1) 7,292 34 Net derivatives in the balance sheet $ 41,936 $ 49,054 Derivatives not offset on the balance sheet $ 8,524 $ 8,524 Cash collateral (2) - 2,900 Net derivative amounts $ 33,412 $ 37,630 As of December 31, 2021 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,342,187 Other assets $ 60,203 $ 1,342,187 Other liabilities $ 60,203 Risk participation agreements 90,938 Other assets 252 37,193 Other liabilities 60 Total derivatives not designated as hedging instruments $ 60,455 $ 60,263 Netting adjustments (1) (170 ) 5,482 Net derivatives in the balance sheet $ 60,625 $ 54,781 Derivatives not offset on the balance sheet $ 5,455 $ 5,455 Cash collateral (2) - 43,420 Net derivative amounts $ 55,170 $ 5,906 (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 consist 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: March 31, (In thousands) 2022 2021 D erivatives designated as hedging instruments: Interest rate derivatives - included component Amount of loss reclassified from AOCI into interest expense $ - $ 21 The following table indicates the gain or loss recognized in income on derivatives not designated as a hedging relationship: March 31, (In thousands) 2022 2021 Derivatives not designated as hedging instruments: (Decrease) in other income $ (52 ) $ (115 )

Fair Value Measurements and Fai

Fair Value Measurements and Fair Value of Financial Instruments	3 Months Ended
	Mar. 31, 2022
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; and 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 sets 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 March 31, 2022 Assets: AFS securities U.S. treasury $ 117,635 $ - $ - $ 117,635 Federal agency - 225,612 - 225,612 State & municipal - 88,302 - 88,302 Mortgage-backed - 558,397 - 558,397 Collateralized mortgage obligations - 617,999 - 617,999 Corporate - 54,752 - 54,752 Total AFS securities $ 117,635 $ 1,545,062 $ - $ 1,662,697 Equity securities 31,554 1,000 - 32,554 Derivatives - 49,486 - 49,486 Total $ 149,189 $ 1,595,548 $ - $ 1,744,737 Liabilities: Derivatives $ - $ 49,088 $ - $ 49,088 Total $ - $ 49,088 $ - $ 49,088 (In thousands) Level 1 Level 2 Level 3 December 31, 2021 Assets: AFS securities U.S. treasury $ 73,069 $ - $ - $ 73,069 Federal agency - 239,931 - 239,931 State & municipal - 94,088 - 94,088 Mortgage-backed - 606,675 - 606,675 Collateralized mortgage obligations - 621,595 - 621,595 Corporate - 52,003 - 52,003 Total AFS securities $ 73,069 $ 1,614,292 $ - $ 1,687,361 Equity securities 32,550 1,000 - 33,550 Derivatives - 60,625 - 60,625 Total $ 105,619 $ 1,675,917 $ - $ 1,781,536 Liabilities: Derivatives $ - $ 60,263 $ - $ 60,263 Total $ - $ 60,263 $ - $ 60,263 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 and HTM securities. The non-recurring fair value measurements recorded during the three month period ended March 31, 2022 and the year ended December 31, 2021 were related to impaired loans and write-downs of other real estate owned. 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 from 10% to 50%. Based on the valuation techniques used, the fair value measurements for collateral dependent individually evaluated loans are classified as Level 3. As of March 31, 2022, the Company had collateral dependent individually evaluated loans with a carrying value of $9.9 million, which had no estimated allowance for credit loss. As of December 31, 2021, the Company had collateral dependent individually evaluated loans with a carrying value of $10.2 million, which had no estimated allowance for credit loss. 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. March 31, 2022 December 31, 2021 (In thousands) Fair Value Hierarchy Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Financial assets: HTM securities 2 $ 895,005 $ 851,635 $ 733,210 $ 735,260 Net loans 3 7,560,089 7,611,744 7,407,289 7,530,768 Financial liabilities: Time deposits 2 $ 487,977 $ 480,294 $ 501,472 $ 500,717 Long-term debt 2 13,971 13,983 13,995 14,260 Subordinated debt 1 100,000 102,218 100,000 107,402 Junior subordinated debt 2 101,196 102,624 101,196 107,569 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	3 Months Ended
	Mar. 31, 2022
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 creditworthiness. Commitments to extend credit and unused lines of credit totaled $2.2 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 March 31, 2022 s of March 31, 2022 and December 31, 2021

Description of Business (Polici

Description of Business (Policies)	3 Months Ended
	Mar. 31, 2022
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, New Hampshire, Massachusetts, Vermont, Maine and 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)	3 Months Ended
	Mar. 31, 2022
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”). In the opinion of management, 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 2021 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 combined ATM and debit cards fees with card related income previously reported in Other noninterest income which is now disclosed as Card services income. The Company reclassified Data processing and communications expense into Technology and data services expense. The Company reclassified Equipment expense into Occupancy expense and Technology and data services expense. 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)	3 Months Ended
	Mar. 31, 2022
Recent Accounting Pronouncements [Abstract]
Accounting Standards Issued Not Yet Adopted	Accounting Standards Issued Not Yet Adopted In March 2020, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Updates (“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 (“ASC 848”) and clarifies some of its guidance. The ASU 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 does not expect In March 2022, the FASB issued ASU 2022-02, Financial Instruments - CECL Losses (Topic 326): Troubled Debt Restructurings and Vintage Disclosures . 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)	3 Months Ended
	Mar. 31, 2022
Securities [Abstract]
Investment, Policy	The Company does not believe the AFS securities that were in an unrealized loss position as of March 31, 2022 and December 31, 2021, which consisted of 321 and 149 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 March 31, 2022 and December 31, 2021, 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 $4.0 million at March 31, 2022 and $3.9 million at December 31, 2021 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 nonaccrual status as of March 31, 2022 and December 31, 2021. There was no accrued interest reversed against interest income for the three months ended March 31, 2022 or the year ended December 31, 2021 as all securities remained on accrual status. In addition, there were no collateral-dependent HTM debt securities as of March 31, 2022 and December 31, 2021. As of March 31, 2022 and December 31, 2021, 63% and 56%, 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 March 31, 2022 and December 31, 2021. The remaining HTM debt securities at March 31, 2022 and December 31, 2021 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 March 31, 2022 and December 31, 2021. AIR on HTM debt securities totaled $3.0 million at March 31, 2022 and $2.7 million at December 31, 2021 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)	3 Months Ended
	Mar. 31, 2022
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for Credit Losses	The March 31, 2022, December 31, 2021, March 31, 2021 and December 31, 2020 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 the allowance. The quantitative model as of March 31, 2022 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, particularly significant unknowns relating to downside risks as of the measurement date. The baseline outlook reflected an unemployment rate environment initially above pre-COVID-19 levels at 4.3% but falling below pre-coronavirus (“COVID-19”) pandemic levels by the fourth quarter of the forecast period and to a low of 3.4%. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start the second quarter of 2022 at approximately 9% and hover around 5.5% by the middle and end of the forecast period. Other utilized economic variables either improved or remained relatively flat, with retail sales and business output remaining steady from the prior quarter and housing starts increasing from the prior quarter’s forecast. Key assumptions in the baseline economic outlook included continued abatement of COVID-19, the containment of the European conflict to only Russia and Ukraine, further increase of interest rates by the Federal Reserve, and achievement of full employment by the end of 2022. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. Under this scenario, northeast unemployment rises from 4.8% in the first quarter of 2022 to a peak of 7.15% in the second quarter of 2023. The alternative upside scenario incorporated a more optimistic outlook than the baseline scenario, with an imminent return to full employment with northeast unemployment declining to 2.99% 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 March 31, 2022. At March 31, 2022, the weightings were 60%, 0% and 40% for the baseline, upside and downside economic forecasts, respectively. The Company also continued to monitor the level of criticized and classified loans in the first quarter of 2022 compared to the level contemplated by the model during similar, historical economic conditions, and determined that an adjustment was no longer required. The quantitative model as of December 31, 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 initially above pre-COVID-19 levels at 4.8% but falling below pre-COVID-19 levels by the end of the forecast period to 3.5%. Northeast GDP’s annualized growth (on a quarterly basis) was expected to start the first quarter of 2022 at approximately 9% and hovering around 5% by the middle and end of the forecast period. Other utilized economic variables showed mixed changes in their respective forecasts, with retail sales and business output declining from the prior quarter and housing starts increasing from the prior quarter’s forecast. Key assumptions in the baseline economic outlook included continued abatement of the COVID-19 pandemic, enactment of the Build Back Better Act by the end of 2021, near-term peaking of consumer price acceleration, accelerated asset purchase tapering at the Federal Reserve, and full employment by the end of 2022. The alternative downside scenario assumed deteriorated economic and epidemiological conditions from the baseline outlook. Under this scenario, northeast unemployment rises from 5.7% in the fourth quarter of 2021 to a peak of 8% in the first quarter of 2023, remaining around or above 7% 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 second quarter of 2022 and with northeast unemployment moving down to 3.1% 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 December 31, 2021. At December 31, 2021, the weightings were 60%, 10% and 30% for the baseline, upside and downside economic forecasts, respectively. 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 monitor the level of criticized and classified loans in the fourth quarter of 2021 compared to the level contemplated by the model during similar, historical economic conditions, and an adjustment was made to estimate potential additional losses above modeled losses. Additionally, qualitative adjustments were made for Moody’s baseline economic forecast to include impacts of the Build Back Better Act not passing by December 31, 2021 and to address potential economic deterioration due to Omicron, as well as isolated model limitations related to modeled outputs given abnormally high retail sales and business output growth rates in historical periods. These factors were considered through separate quantitative processes and incorporated into the estimate of current expected credit losses at December 31, 2021. There were no loans purchased with credit deterioration during the three months ended March 31, 2022 or the year ended December 31, 2021. During 2022, the Company purchased $3.0 million of residential loans at a 1.35% premium and $33.5 million in consumer loans at par. The allowance for credit losses recorded for these loans on the purchase date was $2.1 million. During 2021, the Company purchased $58.9 million of residential loans at a 2%-5% premium and $92.5 million in consumer loans at par. The allowance for credit losses recorded for these loans on the purchase date was $6.8 million. The Company made a policy election to report AIR in the other assets line item on the balance sheet. AIR on loans totaled $19.1 million at March 31, 2022 and $19.5 million at December 31, 2021 and there was no estimated allowance for credit losses related to AIR as of March 31, 2022 and December 31, 2021. The provision for loan losses was an expense of $0.6 million and a benefit of $2.8 million for the three months ended March 31, 2022 and March 31, 2021, respectively. The increase in provision expense was driven by providing for the increase in loan balances in the first quarter of 2022 and the changes in the economic condition forecasts from quarter to quarter. The decrease in the allowance for credit losses from December 31, 2021 to March 31, 2022 was primarily due to an improvement in the economic forecast, partly offset by providing for the increase in loan balances. The decrease in the allowance for credit losses from December 31, 2020 to March 31, 2021 was primarily due to an improvement in the economic forecast. Individually Evaluated Loans As of March 31, 2022, there were five relationships identified to be evaluated for loss on an individual basis which had an amortized cost basis of $9.9 million and no allowance for credit loss. As of December 31, 2021, the same five relationships were identified to be evaluated for loss on an individual basis with an amortized cost basis of $10.2 million and no allowance for credit loss. 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 March 31, 2022, the allowance for losses on unfunded commitments totaled $4.8 million, compared to $5.1 million as of December 31, 2021.
Troubled Debt Restructuring	Troubled Debt Restructuring When the Company modifies a loan in a 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 2022 and 2021 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 (the “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)	3 Months Ended
	Mar. 31, 2022
Defined Benefit Post-Retirement 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 March 31, 2022. 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 months ended March 31, 2022 and 2021.

Earnings Per Share (Policies)

Earnings Per Share (Policies)	3 Months Ended
	Mar. 31, 2022
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)	3 Months Ended
	Mar. 31, 2022
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; and 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 and HTM securities. The non-recurring fair value measurements recorded during the three month period ended March 31, 2022 and the year ended December 31, 2021 were related to impaired loans and write-downs of other real estate owned. 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 from 10% to 50%. Based on the valuation techniques used, the fair value measurements for collateral dependent individually evaluated loans are classified as Level 3. As of March 31, 2022, the Company had collateral dependent individually evaluated loans with a carrying value of $9.9 million, which had no estimated allowance for credit loss. As of December 31, 2021, the Company had collateral dependent individually evaluated loans with a carrying value of $10.2 million, which had no estimated allowance for credit loss. 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)	3 Months Ended
	Mar. 31, 2022
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 March 31, 2022 U.S. treasury $ 122,444 $ - $ 4,809 $ 117,635 Federal agency 248,445 - 22,833 225,612 State & municipal 95,339 - 7,037 88,302 Mortgage-backed: Government-sponsored enterprises 510,500 355 25,782 485,073 U.S. government agency securities 75,846 59 2,581 73,324 Collateralized mortgage obligations: Government-sponsored enterprises 462,288 149 26,908 435,529 U.S. government agency securities 190,310 57 7,897 182,470 Corporate 56,000 246 1,494 54,752 Total AFS securities $ 1,761,172 $ 866 $ 99,341 $ 1,662,697 As of December 31, 2021 U.S. treasury $ 73,016 $ 59 $ 6 $ 73,069 Federal agency 248,454 - 8,523 239,931 State & municipal 95,531 116 1,559 94,088 Mortgage-backed: Government-sponsored enterprises 538,036 8,036 5,589 540,483 U.S. government agency securities 65,339 1,108 255 66,192 Collateralized mortgage obligations: Government-sponsored enterprises 484,550 2,723 5,113 482,160 U.S. government agency securities 139,380 939 884 139,435 Corporate 50,500 1,516 13 52,003 Total AFS securities $ 1,694,806 $ 14,497 $ 21,942 $ 1,687,361
Amortized Cost, Estimated Fair Value, and Unrealized Gains (Losses) of HTM Securities	The amortized cost, estimated fair value and unrealized gains (losses) of securities HTM are as follows: (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Estimated Fair Value As of March 31, 2022 Federal agency $ 100,000 $ - $ 10,872 $ 89,128 Mortgage-backed: Government-sponsored enterprises 269,153 137 16,499 252,791 U.S. government agency securities 7,425 50 6 7,469 Collateralized mortgage obligations: Government-sponsored enterprises 111,254 105 2,722 108,637 U.S. government agency securities 74,596 76 3,755 70,917 State & municipal 332,577 394 10,278 322,693 Total HTM securities $ 895,005 $ 762 $ 44,132 $ 851,635 As of December 31, 2021 Federal agency $ 100,000 $ - $ 4,365 $ 95,635 Mortgage-backed: Government-sponsored enterprises 161,462 2,232 1,319 162,375 U.S. government agency securities 9,112 514 - 9,626 Collateralized mortgage obligations: Government-sponsored enterprises 94,342 1,932 129 96,145 U.S. government agency securities 44,473 336 674 44,135 State & municipal 323,821 5,026 1,503 327,344 Total HTM securities $ 733,210 $ 10,040 $ 7,990 $ 735,260
Gains and (Losses) on Equity Securities	The following table sets forth information with regard to gains and (losses) on equity securities: Three Months Ended March 31, (In thousands) 2022 2021 Net (losses) and gains recognized on equity securities $ (183 ) $ 452 Less: Net (losses) and gains recognized on equity securities sold during the period - - Unrealized (losses) and gains recognized on equity securities still held $ (183 ) $ 452
Contractual Maturities of Debt Securities	The following table sets forth information with regard to contractual maturities of debt securities at March 31, 2022: (In thousands) Amortized Cost Estimated Fair Value AFS debt securities: Within one year $ 112 $ 116 From one to five years 159,032 151,684 From five to ten years 780,821 732,172 After ten years 821,207 778,725 Total AFS debt securities $ 1,761,172 $ 1,662,697 HTM debt securities: Within one year $ 103,973 $ 103,988 From one to five years 67,047 67,061 From five to ten years 242,804 228,349 After ten years 481,181 452,237 Total HTM debt securities $ 895,005 $ 851,635
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, 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 March 31, 2022 AFS securities: U.S. treasury $ 117,635 $ (4,809 ) 7 $ - $ - - $ 117,635 $ (4,809 ) 7 Federal agency 2,586 (269 ) 1 223,026 (22,564 ) 15 225,612 (22,833 ) 16 State & municipal 74,201 (5,690 ) 55 14,097 (1,347 ) 10 88,298 (7,037 ) 65 Mortgage-backed 333,335 (11,186 ) 105 182,752 (17,177 ) 19 516,087 (28,363 ) 124 Collateralized mortgage obligations 569,994 (33,158 ) 88 20,422 (1,647 ) 7 590,416 (34,805 ) 95 Corporate 44,507 (1,494 ) 14 - - - 44,507 (1,494 ) 14 Total securities with unrealized losses $ 1,142,258 $ (56,606 ) 270 $ 440,297 $ (42,735 ) 51 $ 1,582,555 $ (99,341 ) 321 HTM securities: Federal agency $ - $ - - $ 89,128 $ (10,872 ) 4 $ 89,128 $ (10,872 ) 4 Mortgage-backed 238,120 (16,505 ) 27 - - - 238,120 (16,505 ) 27 Collateralized mortgage obligations 165,781 (6,477 ) 35 - - - 165,781 (6,477 ) 35 State & municipal 115,512 (7,299 ) 116 26,492 (2,979 ) 24 142,004 (10,278 ) 140 Total securities with unrealized losses $ 519,413 $ (30,281 ) 178 $ 115,620 $ (13,851 ) 28 $ 635,033 $ (44,132 ) 206 As of December 31, 2021 AFS securities: U.S. treasury $ 49,105 $ (6 ) 2 $ - $ - - $ 49,105 $ (6 ) 2 Federal agency 41,618 (1,846 ) 4 198,313 (6,677 ) 12 239,931 (8,523 ) 16 State & municipal 87,515 (1,559 ) 61 - - - 87,515 (1,559 ) 61 Mortgage-backed 281,217 (4,319 ) 24 39,491 (1,525 ) 6 320,708 (5,844 ) 30 Collateralized mortgage obligations 341,673 (5,495 ) 34 15,774 (502 ) 4 357,447 (5,997 ) 38 Corporate 9,987 (13 ) 2 - - - 9,987 (13 ) 2 Total securities with unrealized losses $ 811,115 $ (13,238 ) 127 $ 253,578 $ (8,704 ) 22 $ 1,064,693 $ (21,942 ) 149 HTM securities: Federal agency $ - $ - - $ 95,635 $ (4,365 ) 4 $ 95,635 $ (4,365 ) 4 Mortgage-backed 103,789 (1,319 ) 10 - - - 103,789 (1,319 ) 10 Collateralized mortgage obligations 54,612 (803 ) 6 - - - 54,612 (803 ) 6 State & municipal 52,783 (1,189 ) 40 8,950 (314 ) 10 61,733 (1,503 ) 50 Total securities with unrealized losses $ 211,184 $ (3,311 ) 56 $ 104,585 $ (4,679 ) 14 $ 315,769 $ (7,990 ) 70

Allowance for Credit Losses a_3

Allowance for Credit Losses and Credit Quality of Loans (Tables)	3 Months Ended
	Mar. 31, 2022
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 our portfolio segments: (In thousands) Commercial Loans Consumer Loans Residential Total Balance as of December 31, 2021 $ 28,941 $ 44,253 $ 18,806 $ 92,000 Charge-offs (588 ) (3,591 ) (312 ) (4,491 ) Recoveries 93 1,652 150 1,895 Provision 111 1,277 (792 ) 596 Ending balance as of March 31 2022 $ 28,557 $ 43,591 $ 17,852 $ 90,000 Balance as of December 31, 2020 $ 50,942 $ 37,803 $ 21,255 $ 110,000 Charge-offs (242 ) (4,348 ) (70 ) (4,660 ) Recoveries 118 2,075 263 2,456 Provision (773 ) (950 ) (1,073 ) (2,796 ) Ending balance as of March 31 2021 $ 50,045 $ 34,580 $ 20,375 $ 105,000
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 March 31 2022 Commercial loans: C&I $ 476 $ 633 $ - $ 1,109 $ 3,345 $ 1,171,795 $ 1,176,249 CRE 1,066 - - 1,066 12,552 2,615,792 2,629,410 PPP 77 - - 77 - 50,900 50,977 Total commercial loans $ 1,619 $ 633 $ - $ 2,252 $ 15,897 $ 3,838,487 $ 3,856,636 Consumer loans: Auto $ 6,250 $ 1,038 $ 455 $ 7,743 $ 1,622 $ 850,425 $ 859,790 Other consumer 3,303 1,643 927 5,873 301 888,977 895,151 Total consumer loans $ 9,553 $ 2,681 $ 1,382 $ 13,616 $ 1,923 $ 1,739,402 $ 1,754,941 Residential $ 1,761 $ 532 $ 562 $ 2,855 $ 7,992 $ 2,027,402 $ 2,038,249 Total loans $ 12,933 $ 3,846 $ 1,944 $ 18,723 $ 25,812 $ 7,605,291 $ 7,649,826 (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 2021 Commercial loans: C&I $ 622 $ - $ - $ 622 $ 3,618 $ 1,126,430 $ 1,130,670 CRE 1,219 132 - 1,351 12,726 2,550,910 2,564,987 PPP - - - - - 101,222 101,222 Total commercial loans $ 1,841 $ 132 $ - $ 1,973 $ 16,344 $ 3,778,562 $ 3,796,879 Consumer loans: Auto $ 6,911 $ 1,547 $ 545 $ 9,003 $ 1,295 $ 816,210 $ 826,508 Other consumer 3,789 1,816 1,105 6,710 233 832,447 839,390 Total consumer loans $ 10,700 $ 3,363 $ 1,650 $ 15,713 $ 1,528 $ 1,648,657 $ 1,665,898 Residential $ 2,481 $ 420 $ 808 $ 3,709 $ 12,413 $ 2,019,560 $ 2,035,682 Total loans $ 15,022 $ 3,915 $ 2,458 $ 21,395 $ 30,285 $ 7,446,779 $ 7,498,459
Financing Receivable Credit Quality by Loan Class	The following tables illustrate the Company’s credit quality by loan class by vintage: (In thousands) 2022 2021 2020 2019 2018 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of March 31 2022 C&I By internally assigned grade: Pass $ 93,408 $ 312,325 $ 210,961 $ 108,348 $ 59,572 $ 43,397 $ 303,639 $ 2,964 $ 1,134,614 Special mention - 142 3,497 2,493 1,969 3,192 11,591 - 22,884 Substandard - 1,468 840 6,790 509 5,300 3,824 19 18,750 Doubtful - - - - - 1 - - 1 Total C&I $ 93,408 $ 313,935 $ 215,298 $ 117,631 $ 62,050 $ 51,890 $ 319,054 $ 2,983 $ 1,176,249 CRE By internally assigned grade: Pass $ 120,316 $ 486,375 $ 444,779 $ 362,644 $ 234,268 $ 660,198 $ 153,714 $ 21,009 $ 2,483,303 Special mention 616 783 815 10,766 1,122 68,783 - 1,294 84,179 Substandard - - 139 4,828 12,796 35,421 4,026 - 57,210 Doubtful - - - - - 4,718 - - 4,718 Total CRE $ 120,932 $ 487,158 $ 445,733 $ 378,238 $ 248,186 $ 769,120 $ 157,740 $ 22,303 $ 2,629,410 PPP By internally assigned grade: Pass $ - $ 49,017 $ 1,960 $ - $ - $ - $ - $ - $ 50,977 Total PPP $ - $ 49,017 $ 1,960 $ - $ - $ - $ - $ - $ 50,977 Auto By payment activity: Performing $ 140,144 $ 320,921 $ 112,646 $ 158,224 $ 83,689 $ 42,089 $ - $ - $ 857,713 Nonperforming 7 743 312 502 305 208 - - 2,077 Total auto $ 140,151 $ 321,664 $ 112,958 $ 158,726 $ 83,994 $ 42,297 $ - $ - $ 859,790 Other consumer By payment activity: Performing $ 129,573 $ 391,276 $ 138,270 $ 105,863 $ 69,913 $ 39,194 $ 19,828 $ 6 $ 893,923 Nonperforming - 294 304 185 208 217 1 19 1,228 Total other consumer $ 129,573 $ 391,570 $ 138,574 $ 106,048 $ 70,121 $ 39,411 $ 19,829 $ 25 $ 895,151 Residential By payment activity: Performing $ 72,366 $ 345,762 $ 224,010 $ 172,010 $ 171,770 $ 803,616 $ 229,871 $ 10,290 $ 2,029,695 Nonperforming - 158 724 317 1,008 6,312 17 18 8,554 Total residential $ 72,366 $ 345,920 $ 224,734 $ 172,327 $ 172,778 $ 809,928 $ 229,888 $ 10,308 $ 2,038,249 Total loans $ 556,430 $ 1,909,264 $ 1,139,257 $ 932,970 $ 637,129 $ 1,712,646 $ 726,511 $ 35,619 $ 7,649,826 (In thousands) 2021 2020 2019 2018 2017 Prior Revolving Loans Amortized Cost Basis Revolving Loans Converted to Term Total As of December 31, 2021 C&I By internally assigned grade: Pass $ 335,685 $ 219,931 $ 114,617 $ 64,310 $ 20,137 $ 32,146 $ 280,476 $ 15,731 $ 1,083,033 Special mention 148 5,255 4,641 2,430 2,699 1,111 11,835 522 28,641 Substandard 1,482 874 7,010 187 2,582 3,272 3,512 34 18,953 Doubtful - - - 1 42 - - - 43 Total C&I $ 337,315 $ 226,060 $ 126,268 $ 66,928 $ 25,460 $ 36,529 $ 295,823 $ 16,287 $ 1,130,670 CRE By internally assigned grade: Pass $ 489,300 $ 434,866 $ 370,377 $ 236,274 $ 251,082 $ 441,310 $ 141,367 $ 43,942 $ 2,408,518 Special mention 789 826 11,235 3,544 15,379 53,372 780 420 86,345 Substandard - 77 4,539 12,934 12,424 34,563 744 - 65,281 Doubtful - - - - - 4,843 - - 4,843 Total CRE $ 490,089 $ 435,769 $ 386,151 $ 252,752 $ 278,885 $ 534,088 $ 142,891 $ 44,362 $ 2,564,987 PPP By internally assigned grade: Pass $ 92,884 $ 8,338 $ - $ - $ - $ - $ - $ - $ 101,222 Total PPP $ 92,884 $ 8,338 $ - $ - $ - $ - $ - $ - $ 101,222 Auto By payment activity: Performing $ 351,778 $ 129,419 $ 183,959 $ 101,441 $ 46,007 $ 12,064 $ - $ - $ 824,668 Nonperforming 305 319 457 411 266 82 - - 1,840 Total auto $ 352,083 $ 129,738 $ 184,416 $ 101,852 $ 46,273 $ 12,146 $ - $ - $ 826,508 Other consumer By payment activity: Performing $ 427,401 $ 151,300 $ 116,451 $ 78,523 $ 29,705 $ 15,660 $ 19,011 $ 1 $ 838,052 Nonperforming 216 429 249 134 238 33 18 21 1,338 Total other consumer $ 427,617 $ 151,729 $ 116,700 $ 78,657 $ 29,943 $ 15,693 $ 19,029 $ 22 $ 839,390 Residential By payment activity: Performing $ 345,338 $ 226,723 $ 179,087 $ 179,575 $ 146,611 $ 687,863 $ 246,103 $ 11,161 $ 2,022,461 Nonperforming - 1,411 643 1,072 1,534 8,522 - 39 13,221 Total residential $ 345,338 $ 228,134 $ 179,730 $ 180,647 $ 148,145 $ 696,385 $ 246,103 $ 11,200 $ 2,035,682 Total loans $ 2,045,326 $ 1,179,768 $ 993,265 $ 680,836 $ 528,706 $ 1,294,841 $ 703,846 $ 71,871 $ 7,498,459
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 March 31, 2022 Three March 31 2021 (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 Residential 2 $ 118 $ 124 3 $ 242 $ 252 Total TDRs 2 $ 118 $ 124 3 $ 242 $ 252 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 March 31, 2022 Three Months Ended March 31, 2021 (Dollars in thousands) Number of Contracts Recorded Investment Number of Contracts Recorded Investment Consumer loans: Auto 1 $ 11 2 $ 18 Total consumer loans 1 $ 11 2 $ 18 Residential 20 $ 900 17 $ 624 Total TDRs 21 $ 911 19 $ 642

Defined Benefit Post-Retireme_3

Defined Benefit Post-Retirement Plans (Tables)	3 Months Ended
	Mar. 31, 2022
Defined Benefit Post-Retirement 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 March 31, Three Months Ended March 31, (In thousands) 2022 2021 2022 2021 Components of net periodic (benefit) cost: Service cost $ 534 $ 485 $ 2 $ 2 Interest cost 694 677 41 45 Expected return on plan assets (2,228 ) (2,203 ) - - Net amortization 185 313 1 13 Total net periodic (benefit) cost $ (815 ) $ (728 ) $ 44 $ 60

Earnings Per Share (Tables)

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2022
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 March 31, (In thousands, except per share data) 2022 2021 Basic EPS: Weighted average common shares outstanding 43,141 43,559 Net income available to common stockholders $ 39,126 $ 39,846 Basic EPS $ 0.91 $ 0.91 Diluted EPS: Weighted average common shares outstanding 43,141 43,559 Dilutive effect of common stock options and restricted stock 244 331 Weighted average common shares and common share equivalents 43,385 43,890 Net income available to common stockholders $ 39,126 $ 39,846 Diluted EPS $ 0.90 $ 0.91

Reclassification Adjustments _2

Reclassification Adjustments Out of Other Comprehensive Income (Loss) (Tables)	3 Months Ended
	Mar. 31, 2022
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 Statements of Comprehensive Income (Loss) Three Months Ended (In thousands) March 31, 2022 March 31, 2021 AFS securities: Amortization of unrealized gains related to securities transfer $ 137 $ 142 Interest income Tax effect $ (35 ) $ (35 ) Income tax (benefit) Net of tax $ 102 $ 107 Cash flow hedges: Net unrealized losses on cash flow hedges reclassified to interest expense $ - $ 21 Interest expense Tax effect $ - $ (5 ) Income tax (benefit) Net of tax $ - $ 16 Pension and other benefits: Amortization of net losses $ 157 $ 298 Other noninterest expense Amortization of prior service costs 29 28 Other noninterest expense Tax effect $ (47 ) $ (81 ) Income tax (benefit) Net of tax $ 139 $ 245 Total reclassifications, net of tax $ 241 $ 368

Derivative Instruments and He_2

Derivative Instruments and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2022
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Summary of Derivatives Outstanding	The following table summarizes the derivatives outstanding: (In thousands) Notional Amount Balance Sheet Location Fair Value Notional Amount Balance Sheet Location Fair Value As of March 31 2022 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,381,076 Other assets $ 49,054 $ 1,381,076 Other liabilities $ 49,054 Risk participation agreements 90,456 Other assets 174 22,556 Other liabilities 34 Total derivatives not designated as hedging instruments $ 49,228 $ 49,088 Netting adjustments (1) 7,292 34 Net derivatives in the balance sheet $ 41,936 $ 49,054 Derivatives not offset on the balance sheet $ 8,524 $ 8,524 Cash collateral (2) - 2,900 Net derivative amounts $ 33,412 $ 37,630 As of December 31, 2021 Derivatives not designated as hedging instruments Interest rate derivatives $ 1,342,187 Other assets $ 60,203 $ 1,342,187 Other liabilities $ 60,203 Risk participation agreements 90,938 Other assets 252 37,193 Other liabilities 60 Total derivatives not designated as hedging instruments $ 60,455 $ 60,263 Netting adjustments (1) (170 ) 5,482 Net derivatives in the balance sheet $ 60,625 $ 54,781 Derivatives not offset on the balance sheet $ 5,455 $ 5,455 Cash collateral (2) - 43,420 Net derivative amounts $ 55,170 $ 5,906 (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 consist 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: March 31, (In thousands) 2022 2021 D erivatives designated as hedging instruments: Interest rate derivatives - included component Amount of loss reclassified from AOCI into interest expense $ - $ 21
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: March 31, (In thousands) 2022 2021 Derivatives not designated as hedging instruments: (Decrease) in other income $ (52 ) $ (115 )

Fair Value Measurements and F_3

Fair Value Measurements and Fair Value of Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2022
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 sets 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 March 31, 2022 Assets: AFS securities U.S. treasury $ 117,635 $ - $ - $ 117,635 Federal agency - 225,612 - 225,612 State & municipal - 88,302 - 88,302 Mortgage-backed - 558,397 - 558,397 Collateralized mortgage obligations - 617,999 - 617,999 Corporate - 54,752 - 54,752 Total AFS securities $ 117,635 $ 1,545,062 $ - $ 1,662,697 Equity securities 31,554 1,000 - 32,554 Derivatives - 49,486 - 49,486 Total $ 149,189 $ 1,595,548 $ - $ 1,744,737 Liabilities: Derivatives $ - $ 49,088 $ - $ 49,088 Total $ - $ 49,088 $ - $ 49,088 (In thousands) Level 1 Level 2 Level 3 December 31, 2021 Assets: AFS securities U.S. treasury $ 73,069 $ - $ - $ 73,069 Federal agency - 239,931 - 239,931 State & municipal - 94,088 - 94,088 Mortgage-backed - 606,675 - 606,675 Collateralized mortgage obligations - 621,595 - 621,595 Corporate - 52,003 - 52,003 Total AFS securities $ 73,069 $ 1,614,292 $ - $ 1,687,361 Equity securities 32,550 1,000 - 33,550 Derivatives - 60,625 - 60,625 Total $ 105,619 $ 1,675,917 $ - $ 1,781,536 Liabilities: Derivatives $ - $ 60,263 $ - $ 60,263 Total $ - $ 60,263 $ - $ 60,263
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. March 31, 2022 December 31, 2021 (In thousands) Fair Value Hierarchy Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Financial assets: HTM securities 2 $ 895,005 $ 851,635 $ 733,210 $ 735,260 Net loans 3 7,560,089 7,611,744 7,407,289 7,530,768 Financial liabilities: Time deposits 2 $ 487,977 $ 480,294 $ 501,472 $ 500,717 Long-term debt 2 13,971 13,983 13,995 14,260 Subordinated debt 1 100,000 102,218 100,000 107,402 Junior subordinated debt 2 101,196 102,624 101,196 107,569

Securities, Available for Sale

Securities, Available for Sale (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021	Dec. 31, 2021
Debt securities, available-for-sale [Abstract]
Amortized cost	$ 1,761,172		$ 1,694,806
Unrealized gains	866		14,497
Unrealized losses	99,341		21,942
Estimated fair value	1,662,697		1,687,361
Allowance for credit losses on AFS securities	0		0
Gross realized gains	0	$ 0
Gross realized losses	0	$ 0
U.S. Treasury [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	122,444		73,016
Unrealized gains	0		59
Unrealized losses	4,809		6
Estimated fair value	117,635		73,069
Federal Agency [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	248,445		248,454
Unrealized gains	0		0
Unrealized losses	22,833		8,523
Estimated fair value	225,612		239,931
State & Municipal [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	95,339		95,531
Unrealized gains	0		116
Unrealized losses	7,037		1,559
Estimated fair value	88,302		94,088
Mortgage-Backed, Government Sponsored Enterprises [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	510,500		538,036
Unrealized gains	355		8,036
Unrealized losses	25,782		5,589
Estimated fair value	485,073		540,483
Mortgage-Backed, U.S. Government Agency Securities [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	75,846		65,339
Unrealized gains	59		1,108
Unrealized losses	2,581		255
Estimated fair value	73,324		66,192
Collateralized Mortgage Obligations, Government-Sponsored Enterprises [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	462,288		484,550
Unrealized gains	149		2,723
Unrealized losses	26,908		5,113
Estimated fair value	435,529		482,160
Collateralized Mortgage Obligations, U.S. Government Agency Securities [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	190,310		139,380
Unrealized gains	57		939
Unrealized losses	7,897		884
Estimated fair value	182,470		139,435
Corporate [Member]
Debt securities, available-for-sale [Abstract]
Amortized cost	56,000		50,500
Unrealized gains	246		1,516
Unrealized losses	1,494		13
Estimated fair value	$ 54,752		$ 52,003

Securities, Held to Maturity (D

Securities, Held to Maturity (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021	Dec. 31, 2021
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	$ 895,005		$ 733,210
Unrealized gains	762		10,040
Unrealized losses	44,132		7,990
Estimated fair value	851,635		735,260
Allowance for credit losses on HTM securities	0		0
Transactions of HTM securities [Abstract]
Gains from calls on HTM securities	4	$ 15
Asset Pledged as Collateral [Member] | Public Deposits or Other Purposes [Member]
Securities pledged [Abstract]
AFS and HTM securities	1,800,000		1,600,000
Asset Pledged as Collateral [Member] | Securities Sold under Repurchase Agreements [Member]
Securities pledged [Abstract]
AFS and HTM securities	144,900		162,100
Federal Agency [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	100,000		100,000
Unrealized gains	0		0
Unrealized losses	10,872		4,365
Estimated fair value	89,128		95,635
Mortgage-Backed, Government Sponsored Enterprises [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	269,153		161,462
Unrealized gains	137		2,232
Unrealized losses	16,499		1,319
Estimated fair value	252,791		162,375
Mortgage-Backed, U.S. Government Agency Securities [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	7,425		9,112
Unrealized gains	50		514
Unrealized losses	6		0
Estimated fair value	7,469		9,626
Collateralized Mortgage Obligations, Government-Sponsored Enterprises [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	111,254		94,342
Unrealized gains	105		1,932
Unrealized losses	2,722		129
Estimated fair value	108,637		96,145
Collateralized Mortgage Obligations, U.S. Government Agency Securities [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	74,596		44,473
Unrealized gains	76		336
Unrealized losses	3,755		674
Estimated fair value	70,917		44,135
State & Municipal [Member]
Held-to-maturity securities, fair value to amortized cost [Abstract]
Amortized cost	332,577		323,821
Unrealized gains	394		5,026
Unrealized losses	10,278		1,503
Estimated fair value	$ 322,693		$ 327,344

Securities, Gains and (Losses)

Securities, Gains and (Losses) on Equity Securities (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021	Dec. 31, 2021
Gains (losses) on equity securities [Abstract]
Net (losses) and gains recognized on equity securities	$ (183)	$ 452
Less: Net (losses) and gains recognized on equity securities sold during the period	0	0
Unrealized (losses) and gains recognized on equity securities still held	(183)	452
Equity Securities without Readily Determinable Fair Value, Annual Amount [Abstract]
Carrying amount of equity securities without readily determinable fair values	1,000		$ 1,000
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	Mar. 31, 2022	Dec. 31, 2021
Available-for-sale Securities, Debt Maturities, Amortized Cost [Abstract]
Within one year	$ 112
From one to five years	159,032
From five to ten years	780,821
After ten years	821,207
Amortized cost	1,761,172	$ 1,694,806
Available-for-sale Securities, Debt Maturities, Estimated Fair Value [Abstract]
Within one year	116
From one to five years	151,684
From five to ten years	732,172
After ten years	778,725
Fair value	$ 1,662,697	$ 1,687,361

Securities, HTM Debt Securities

Securities, HTM Debt Securities, Contractual Maturities (Details) $ in Thousands	Mar. 31, 2022USD ($)Issuer	Dec. 31, 2021USD ($)Issuer
Held-to-maturity Securities, Debt Maturities, Amortized Cost [Abstract]
Within one year	$ 103,973
From one to five years	67,047
From five to ten years	242,804
After ten years	481,181
Amortized cost	895,005	$ 733,210
Held-to-maturity Securities, Debt Maturities, Estimated Fair Value [Abstract]
Within one year	103,988
From one to five years	67,061
From five to ten years	228,349
After ten years	452,237
Fair value	$ 851,635	$ 735,260
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	Mar. 31, 2022USD ($)Position	Dec. 31, 2021USD ($)Position
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 1,142,258	$ 811,115
12 months or longer	440,297	253,578
Total	1,582,555	1,064,693
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(56,606)	(13,238)
12 months or longer	(42,735)	(8,704)
Total	$ (99,341)	$ (21,942)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	270	127
12 months or longer | Position	51	22
Total | Position	321	149
AIR on AFS debt securities	$ 4,000	$ 3,900
U.S. Treasury [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	117,635	49,105
12 months or longer	0	0
Total	117,635	49,105
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(4,809)	(6)
12 months or longer	0	0
Total	$ (4,809)	$ (6)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	7	2
12 months or longer | Position	0	0
Total | Position	7	2
Federal Agency [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 2,586	$ 41,618
12 months or longer	223,026	198,313
Total	225,612	239,931
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(269)	(1,846)
12 months or longer	(22,564)	(6,677)
Total	$ (22,833)	$ (8,523)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	1	4
12 months or longer | Position	15	12
Total | Position	16	16
State & Municipal [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 74,201	$ 87,515
12 months or longer	14,097	0
Total	88,298	87,515
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(5,690)	(1,559)
12 months or longer	(1,347)	0
Total	$ (7,037)	$ (1,559)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	55	61
12 months or longer | Position	10	0
Total | Position	65	61
Mortgage-Backed [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 333,335	$ 281,217
12 months or longer	182,752	39,491
Total	516,087	320,708
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(11,186)	(4,319)
12 months or longer	(17,177)	(1,525)
Total	$ (28,363)	$ (5,844)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	105	24
12 months or longer | Position	19	6
Total | Position	124	30
Collateralized Mortgage Obligations [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 569,994	$ 341,673
12 months or longer	20,422	15,774
Total	590,416	357,447
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(33,158)	(5,495)
12 months or longer	(1,647)	(502)
Total	$ (34,805)	$ (5,997)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	88	34
12 months or longer | Position	7	4
Total | Position	95	38
Corporate [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 44,507	$ 9,987
12 months or longer	0	0
Total	44,507	9,987
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(1,494)	(13)
12 months or longer	0	0
Total	$ (1,494)	$ (13)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	14	2
12 months or longer | Position	0	0
Total | Position	14	2

Securities, HTM Securities in C

Securities, HTM Securities in Continuous Unrealized Loss Position (Details) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2022USD ($)Position	Dec. 31, 2021USD ($)Position
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 519,413	$ 211,184
12 months or longer	115,620	104,585
Total	635,033	315,769
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(30,281)	(3,311)
12 months or longer	(13,851)	(4,679)
Total	$ (44,132)	$ (7,990)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	178	56
12 months or longer | Position	28	14
Total | Position	206	70
HTM debt securities	$ 895,005	$ 733,210
Accrued interest reversed against interest income	0	0
Collateral-dependent HTM debt securities	0	0
AIR on HTM debt securities	3,000	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	0	0
12 months or longer	89,128	95,635
Total	89,128	95,635
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	0	0
12 months or longer	(10,872)	(4,365)
Total	$ (10,872)	$ (4,365)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	0	0
12 months or longer | Position	4	4
Total | Position	4	4
HTM debt securities	$ 100,000	$ 100,000
Mortgage-Backed [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	238,120	103,789
12 months or longer	0	0
Total	238,120	103,789
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(16,505)	(1,319)
12 months or longer	0	0
Total	$ (16,505)	$ (1,319)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	27	10
12 months or longer | Position	0	0
Total | Position	27	10
Collateralized Mortgage Obligations [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 165,781	$ 54,612
12 months or longer	0	0
Total	165,781	54,612
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(6,477)	(803)
12 months or longer	0	0
Total	$ (6,477)	$ (803)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	35	6
12 months or longer | Position	0	0
Total | Position	35	6
State & Municipal [Member]
Unrealized Loss Position, Fair Value [Abstract]
Less than 12 months	$ 115,512	$ 52,783
12 months or longer	26,492	8,950
Total	142,004	61,733
Unrealized Loss Position, Unrealized Losses [Abstract]
Less than 12 months	(7,299)	(1,189)
12 months or longer	(2,979)	(314)
Total	$ (10,278)	$ (1,503)
Unrealized Loss Position, Number of Positions [Abstract]
Less than 12 months | Position	116	40
12 months or longer | Position	24	10
Total | Position	140	50
HTM debt securities	$ 332,577	$ 323,821
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	63.00%	56.00%

Allowance for Credit Losses a_4

Allowance for Credit Losses and Credit Quality of Loans, Summary (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2022	Dec. 31, 2021	Mar. 31, 2021	Dec. 31, 2020
Allowance for Credit Losses [Abstract]
Allowance for credit losses	$ 90,000	$ 92,000	$ 105,000	$ 110,000
Percentage of allowance of credit losses	1.18%	1.23%
Loans purchased with credit deterioration	$ 0	$ 0
Allowance for credit losses on loans purchased	2,100	6,800
Accrued Interest Receivable [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses	0	0
AIR on loans	19,100	19,500
Consumer Loans [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses	43,591	44,253	34,580	37,803
Amount of loans purchased	33,500	92,500
Residential [Member]
Allowance for Credit Losses [Abstract]
Allowance for credit losses	17,852	18,806	$ 20,375	$ 21,255
Amount of loans purchased	$ 3,000	$ 58,900
Premium on loans purchased	1.35%
Residential [Member] | Minimum [Member]
Allowance for Credit Losses [Abstract]
Premium on loans purchased		2.00%
Residential [Member] | Maximum [Member]
Allowance for Credit Losses [Abstract]
Premium on loans purchased		5.00%

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
	Mar. 31, 2022	Mar. 31, 2021
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	$ 92,000	$ 110,000
Charge-offs	(4,491)	(4,660)
Recoveries	1,895	2,456
Provision	596	(2,796)
Balance, end of period	90,000	105,000
Commercial Loans [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	28,941	50,942
Charge-offs	(588)	(242)
Recoveries	93	118
Provision	111	(773)
Balance, end of period	28,557	50,045
Consumer Loans [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	44,253	37,803
Charge-offs	(3,591)	(4,348)
Recoveries	1,652	2,075
Provision	1,277	(950)
Balance, end of period	43,591	34,580
Residential [Member]
Activity in allowance for credit losses by portfolio segment [Roll Forward]
Balance, beginning of period	18,806	21,255
Charge-offs	(312)	(70)
Recoveries	150	263
Provision	(792)	(1,073)
Balance, end of period	$ 17,852	$ 20,375

Allowance for Credit Losses a_6

Allowance for Credit Losses and Credit Quality of Loans, Past Due Loans (Details) $ in Thousands	Mar. 31, 2022USD ($)Relationship	Dec. 31, 2021USD ($)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	$ 9,900	$ 10,200
Individually evaluated loans, allowance for credit losses	0	0
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	25,812	30,285
Recorded total loans	7,649,826	7,498,459
Loans in non-accrual without an allowance for credit losses	0	0
Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	18,723	21,395
31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	12,933	15,022
61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,846	3,915
Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,944	2,458
Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	7,605,291	7,446,779
C&I [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,176,249	1,130,670
CRE [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,629,410	2,564,987
PPP [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	50,977	101,222
Auto [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	859,790	826,508
Other Consumer [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	895,151	839,390
Commercial Loans [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	15,897	16,344
Recorded total loans	3,856,636	3,796,879
Commercial Loans [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,252	1,973
Commercial Loans [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,619	1,841
Commercial Loans [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	633	132
Commercial Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,838,487	3,778,562
Commercial Loans [Member] | C&I [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	3,345	3,618
Recorded total loans	1,176,249	1,130,670
Commercial Loans [Member] | C&I [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,109	622
Commercial Loans [Member] | C&I [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	476	622
Commercial Loans [Member] | C&I [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	633	0
Commercial Loans [Member] | C&I [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | C&I [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,171,795	1,126,430
Commercial Loans [Member] | CRE [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	12,552	12,726
Recorded total loans	2,629,410	2,564,987
Commercial Loans [Member] | CRE [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,066	1,351
Commercial Loans [Member] | CRE [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,066	1,219
Commercial Loans [Member] | CRE [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	132
Commercial Loans [Member] | CRE [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	0	0
Commercial Loans [Member] | CRE [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,615,792	2,550,910
Commercial Loans [Member] | PPP [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	0	0
Recorded total loans	50,977	101,222
Commercial Loans [Member] | PPP [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	77	0
Commercial Loans [Member] | PPP [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	77	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	50,900	101,222
Consumer Loans [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	1,923	1,528
Recorded total loans	1,754,941	1,665,898
Consumer Loans [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	13,616	15,713
Consumer Loans [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	9,553	10,700
Consumer Loans [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,681	3,363
Consumer Loans [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,382	1,650
Consumer Loans [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,739,402	1,648,657
Consumer Loans [Member] | Auto [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	1,622	1,295
Recorded total loans	859,790	826,508
Consumer Loans [Member] | Auto [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	7,743	9,003
Consumer Loans [Member] | Auto [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	6,250	6,911
Consumer Loans [Member] | Auto [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,038	1,547
Consumer Loans [Member] | Auto [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	455	545
Consumer Loans [Member] | Auto [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	850,425	816,210
Consumer Loans [Member] | Other Consumer [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	301	233
Recorded total loans	895,151	839,390
Consumer Loans [Member] | Other Consumer [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	5,873	6,710
Consumer Loans [Member] | Other Consumer [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	3,303	3,789
Consumer Loans [Member] | Other Consumer [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,643	1,816
Consumer Loans [Member] | Other Consumer [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	927	1,105
Consumer Loans [Member] | Other Consumer [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	888,977	832,447
Residential [Member]
Past Due and Nonperforming Loans [Abstract]
Nonaccrual	7,992	12,413
Recorded total loans	2,038,249	2,035,682
Residential [Member] | Past Due [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	2,855	3,709
Residential [Member] | 31-60 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	1,761	2,481
Residential [Member] | 61-90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	532	420
Residential [Member] | Greater Than 90 Days Past Due Accruing [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	562	808
Residential [Member] | Current [Member]
Past Due and Nonperforming Loans [Abstract]
Recorded total loans	$ 2,027,402	$ 2,019,560

Allowance for Credit Losses a_7

Allowance for Credit Losses and Credit Quality of Loans, Credit Quality Indicators (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Dec. 31, 2021
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]
2022/2021	$ 556,430	$ 2,045,326
2021/2020	1,909,264	1,179,768
2020/2019	1,139,257	993,265
2019/2018	932,970	680,836
2018/2017	637,129	528,706
Prior	1,712,646	1,294,841
Revolving Loans Amortized Cost Basis	726,511	703,846
Revolving Loans Converted to Term	35,619	71,871
Total	7,649,826	7,498,459
C&I [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	93,408	337,315
2021/2020	313,935	226,060
2020/2019	215,298	126,268
2019/2018	117,631	66,928
2018/2017	62,050	25,460
Prior	51,890	36,529
Revolving Loans Amortized Cost Basis	319,054	295,823
Revolving Loans Converted to Term	2,983	16,287
Total	1,176,249	1,130,670
C&I [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	93,408	335,685
2021/2020	312,325	219,931
2020/2019	210,961	114,617
2019/2018	108,348	64,310
2018/2017	59,572	20,137
Prior	43,397	32,146
Revolving Loans Amortized Cost Basis	303,639	280,476
Revolving Loans Converted to Term	2,964	15,731
Total	1,134,614	1,083,033
C&I [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	148
2021/2020	142	5,255
2020/2019	3,497	4,641
2019/2018	2,493	2,430
2018/2017	1,969	2,699
Prior	3,192	1,111
Revolving Loans Amortized Cost Basis	11,591	11,835
Revolving Loans Converted to Term	0	522
Total	22,884	28,641
C&I [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	1,482
2021/2020	1,468	874
2020/2019	840	7,010
2019/2018	6,790	187
2018/2017	509	2,582
Prior	5,300	3,272
Revolving Loans Amortized Cost Basis	3,824	3,512
Revolving Loans Converted to Term	19	34
Total	18,750	18,953
C&I [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	0
2021/2020	0	0
2020/2019	0	0
2019/2018	0	1
2018/2017	0	42
Prior	1	0
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	1	43
CRE [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	120,932	490,089
2021/2020	487,158	435,769
2020/2019	445,733	386,151
2019/2018	378,238	252,752
2018/2017	248,186	278,885
Prior	769,120	534,088
Revolving Loans Amortized Cost Basis	157,740	142,891
Revolving Loans Converted to Term	22,303	44,362
Total	2,629,410	2,564,987
CRE [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	120,316	489,300
2021/2020	486,375	434,866
2020/2019	444,779	370,377
2019/2018	362,644	236,274
2018/2017	234,268	251,082
Prior	660,198	441,310
Revolving Loans Amortized Cost Basis	153,714	141,367
Revolving Loans Converted to Term	21,009	43,942
Total	2,483,303	2,408,518
CRE [Member] | Special Mention [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	616	789
2021/2020	783	826
2020/2019	815	11,235
2019/2018	10,766	3,544
2018/2017	1,122	15,379
Prior	68,783	53,372
Revolving Loans Amortized Cost Basis	0	780
Revolving Loans Converted to Term	1,294	420
Total	84,179	86,345
CRE [Member] | Substandard [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	0
2021/2020	0	77
2020/2019	139	4,539
2019/2018	4,828	12,934
2018/2017	12,796	12,424
Prior	35,421	34,563
Revolving Loans Amortized Cost Basis	4,026	744
Revolving Loans Converted to Term	0	0
Total	57,210	65,281
CRE [Member] | Doubtful [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	0
2021/2020	0	0
2020/2019	0	0
2019/2018	0	0
2018/2017	0	0
Prior	4,718	4,843
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	4,718	4,843
PPP [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	92,884
2021/2020	49,017	8,338
2020/2019	1,960	0
2019/2018	0	0
2018/2017	0	0
Prior	0	0
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	50,977	101,222
PPP [Member] | Pass [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	92,884
2021/2020	49,017	8,338
2020/2019	1,960	0
2019/2018	0	0
2018/2017	0	0
Prior	0	0
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	50,977	101,222
Auto [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	140,151	352,083
2021/2020	321,664	129,738
2020/2019	112,958	184,416
2019/2018	158,726	101,852
2018/2017	83,994	46,273
Prior	42,297	12,146
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	859,790	826,508
Auto [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	140,144	351,778
2021/2020	320,921	129,419
2020/2019	112,646	183,959
2019/2018	158,224	101,441
2018/2017	83,689	46,007
Prior	42,089	12,064
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	857,713	824,668
Auto [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	7	305
2021/2020	743	319
2020/2019	312	457
2019/2018	502	411
2018/2017	305	266
Prior	208	82
Revolving Loans Amortized Cost Basis	0	0
Revolving Loans Converted to Term	0	0
Total	2,077	1,840
Other Consumer [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	129,573	427,617
2021/2020	391,570	151,729
2020/2019	138,574	116,700
2019/2018	106,048	78,657
2018/2017	70,121	29,943
Prior	39,411	15,693
Revolving Loans Amortized Cost Basis	19,829	19,029
Revolving Loans Converted to Term	25	22
Total	895,151	839,390
Other Consumer [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	129,573	427,401
2021/2020	391,276	151,300
2020/2019	138,270	116,451
2019/2018	105,863	78,523
2018/2017	69,913	29,705
Prior	39,194	15,660
Revolving Loans Amortized Cost Basis	19,828	19,011
Revolving Loans Converted to Term	6	1
Total	893,923	838,052
Other Consumer [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	216
2021/2020	294	429
2020/2019	304	249
2019/2018	185	134
2018/2017	208	238
Prior	217	33
Revolving Loans Amortized Cost Basis	1	18
Revolving Loans Converted to Term	19	21
Total	1,228	1,338
Residential [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	72,366	345,338
2021/2020	345,920	228,134
2020/2019	224,734	179,730
2019/2018	172,327	180,647
2018/2017	172,778	148,145
Prior	809,928	696,385
Revolving Loans Amortized Cost Basis	229,888	246,103
Revolving Loans Converted to Term	10,308	11,200
Total	2,038,249	2,035,682
Residential [Member] | Performing [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	72,366	345,338
2021/2020	345,762	226,723
2020/2019	224,010	179,087
2019/2018	172,010	179,575
2018/2017	171,770	146,611
Prior	803,616	687,863
Revolving Loans Amortized Cost Basis	229,871	246,103
Revolving Loans Converted to Term	10,290	11,161
Total	2,029,695	2,022,461
Residential [Member] | Nonperforming [Member]
Credit Quality by Loan Class [Abstract]
2022/2021	0	0
2021/2020	158	1,411
2020/2019	724	643
2019/2018	317	1,072
2018/2017	1,008	1,534
Prior	6,312	8,522
Revolving Loans Amortized Cost Basis	17	0
Revolving Loans Converted to Term	18	39
Total	$ 8,554	$ 13,221

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	Mar. 31, 2022	Dec. 31, 2021	Mar. 31, 2021	Dec. 31, 2020
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for credit losses	$ 90,000	$ 92,000	$ 105,000	$ 110,000
Unfunded Commitment [Member]
Allowance for Credit Losses and Credit Quality of Loans [Abstract]
Allowance for credit losses	$ 4,800	$ 5,100

Allowance for Credit Losses a_9

Allowance for Credit Losses and Credit Quality of Loans, Troubled Debt Restructuring (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2022USD ($)Contract	Mar. 31, 2021USD ($)Contract
Recorded Investment and Number of Modifications Designated as TDRs [Abstract]
Number of contracts | Contract	2	3
Pre-modification outstanding recorded investment	$ 118	$ 242
Post-modification outstanding recorded investment	$ 124	$ 252
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	21	19
Recorded Investment	$ 911	$ 642
Consumer Loans [Member]
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	1	2
Recorded Investment	$ 11	$ 18
Consumer Loans [Member] | Auto [Member]
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	1	2
Recorded Investment	$ 11	$ 18
Residential [Member]
Recorded Investment and Number of Modifications Designated as TDRs [Abstract]
Number of contracts | Contract	2	3
Pre-modification outstanding recorded investment	$ 118	$ 242
Post-modification outstanding recorded investment	$ 124	$ 252
Recorded Investment and Number of Modifications for TDRs Where a Concession Has Been Made and Subsequently Defaulted [Abstract]
Number of contracts | Contract	20	17
Recorded Investment	$ 900	$ 624

Defined Benefit Post-Retireme_4

Defined Benefit Post-Retirement Plans (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Defined Benefit Post-Retirement Plans [Abstract]
Employer contributions	$ 0	$ 0
Pension Benefits [Member]
Components of net periodic (benefit) cost [Abstract]
Service cost	534	485
Interest cost	694	677
Expected return on plan assets	(2,228)	(2,203)
Net amortization	185	313
Net periodic pension (benefit) cost	(815)	(728)
Other Benefits [Member]
Components of net periodic (benefit) cost [Abstract]
Service cost	2	2
Interest cost	41	45
Expected return on plan assets	0	0
Net amortization	1	13
Net periodic pension (benefit) cost	$ 44	$ 60

Earnings Per Share (Details)

Earnings Per Share (Details) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Basic EPS [Abstract]
Weighted average common shares outstanding (in shares)	43,141	43,559
Net income available to common stockholders	$ 39,126	$ 39,846
Basic EPS (in dollars per share)	$ 0.91	$ 0.91
Diluted EPS [Abstract]
Weighted average common shares outstanding (in shares)	43,141	43,559
Dilutive effect of common stock options and restricted stock (in shares)	244	331
Weighted average common shares and common share equivalents (in shares)	43,385	43,890
Net income available to common stockholders	$ 39,126	$ 39,846
Diluted EPS (in dollars per share)	$ 0.90	$ 0.91

Reclassification Adjustments _3

Reclassification Adjustments Out of Other Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Reclassification Adjustment out of AOCI [Abstract]
Net securities (gains) losses	$ (179)	$ 467
Interest income (expense)	80,348	79,055
Other noninterest expense	3,119	2,757
Income tax (benefit)	11,142	11,155
Net income	39,126	39,846
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Total reclassifications during the period, net of tax	241	368
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Income tax (benefit)	(35)	(35)
Net income	102	107
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)	137	142
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	21
Income tax (benefit)	0	(5)
Net income	0	16
Accumulated Defined Benefit Plans Adjustment [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Income tax (benefit)	(47)	(81)
Net income	139	245
Amortization of Net Losses [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Other noninterest expense	157	298
Amortization of Prior Service Costs [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of AOCI [Abstract]
Other noninterest expense	$ 29	$ 28

Derivative Instruments and He_3

Derivative Instruments and Hedging Activities (Details) $ in Thousands		3 Months Ended
		Mar. 31, 2022USD ($)Agreement	Mar. 31, 2021USD ($)	Dec. 31, 2021USD ($)Agreement
Interest rate derivatives - Included Component [Abstract]
Amount of loss reclassified from AOCI into interest expense		$ 0	$ 21
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	21
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 Not Designated as Hedging Instruments [Member]
Derivative Asset [Abstract]
Derivatives, fair value		49,228		$ 60,455
Netting adjustments, fair value	[1]	7,292		(170)
Net derivatives in the balance sheet, fair value		41,936		60,625
Derivatives not offset on the balance sheet, fair value		8,524		5,455
Cash collateral, fair value	[2]	0		0
Net derivative amounts, fair value		33,412		55,170
Derivative Liability [Abstract]
Derivatives, fair value		49,088		60,263
Netting adjustments, fair value	[1]	34		5,482
Net derivatives in the balance sheet, fair value		49,054		54,781
Derivatives not offset on the balance sheet, fair value		8,524		5,455
Cash collateral, fair value	[2]	2,900		43,420
Net derivative amounts, fair value		37,630		$ 5,906
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]
(Decrease) in other income		$ (52)	$ (115)
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member]
Interest rate derivatives [Abstract]
Number of risk participation agreements held | Agreement		16		18
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		$ 1,381,076		$ 1,342,187
Derivatives, fair value		49,054		60,203
Derivatives Not Designated as Hedging Instruments [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		1,381,076		1,342,187
Derivatives, fair value		49,054		60,203
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Assets [Member]
Derivative Asset [Abstract]
Derivatives, notional amount		90,456		90,938
Derivatives, fair value		174		252
Derivatives Not Designated as Hedging Instruments [Member] | Risk Participation Agreements [Member] | Other Liabilities [Member]
Derivative Liability [Abstract]
Derivatives, notional amount		22,556		37,193
Derivatives, fair value		$ 34		$ 60
[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 consist 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, Fair Value of Financial Assets and Liabilities Measured on a Recurring Basis (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Dec. 31, 2021
AFS securities [Abstract]
AFS securities	$ 1,662,697	$ 1,687,361
Equity securities	32,554	33,550
Fair Value Measurements [Abstract]
Collateral dependent impaired loans with specific reserve	9,900	10,200
Reserves on collateral dependent impaired loans	$ 0	0
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%
U.S. Treasury [Member]
AFS securities [Abstract]
AFS securities	$ 117,635	73,069
Federal Agency [Member]
AFS securities [Abstract]
AFS securities	225,612	239,931
State & Municipal [Member]
AFS securities [Abstract]
AFS securities	88,302	94,088
Corporate [Member]
AFS securities [Abstract]
AFS securities	54,752	52,003
Recurring Basis [Member]
AFS securities [Abstract]
AFS securities	1,662,697	1,687,361
Equity securities	32,554	33,550
Derivatives	49,486	60,625
Total	1,744,737	1,781,536
Liabilities [Abstract]
Derivatives	49,088	60,263
Total	49,088	60,263
Recurring Basis [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	117,635	73,069
Equity securities	31,554	32,550
Derivatives	0	0
Total	149,189	105,619
Liabilities [Abstract]
Derivatives	0	0
Total	0	0
Recurring Basis [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	1,545,062	1,614,292
Equity securities	1,000	1,000
Derivatives	49,486	60,625
Total	1,595,548	1,675,917
Liabilities [Abstract]
Derivatives	49,088	60,263
Total	49,088	60,263
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] | U.S. Treasury [Member]
AFS securities [Abstract]
AFS securities	117,635	73,069
Recurring Basis [Member] | U.S. Treasury [Member] | Level 1 [Member]
AFS securities [Abstract]
AFS securities	117,635	73,069
Recurring Basis [Member] | U.S. Treasury [Member] | Level 2 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | U.S. Treasury [Member] | Level 3 [Member]
AFS securities [Abstract]
AFS securities	0	0
Recurring Basis [Member] | Federal Agency [Member]
AFS securities [Abstract]
AFS securities	225,612	239,931
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	225,612	239,931
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	88,302	94,088
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	88,302	94,088
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	558,397	606,675
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	558,397	606,675
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	617,999	621,595
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	617,999	621,595
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	54,752	52,003
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	54,752	52,003
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	Mar. 31, 2022	Dec. 31, 2021
Financial assets [Abstract]
HTM securities	$ 851,635	$ 735,260
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	895,005	733,210
Financial liabilities [Abstract]
Time deposits	487,977	501,472
Long-term debt	13,971	13,995
Junior subordinated debt	101,196	101,196
Carrying Amount [Member] | Level 3 [Member]
Financial assets [Abstract]
Net loans	7,560,089	7,407,289
Estimated Fair Value [Member] | Level 1 [Member]
Financial liabilities [Abstract]
Subordinated debt	102,218	107,402
Estimated Fair Value [Member] | Level 2 [Member]
Financial assets [Abstract]
HTM securities	851,635	735,260
Financial liabilities [Abstract]
Time deposits	480,294	500,717
Long-term debt	13,983	14,260
Junior subordinated debt	102,624	107,569
Estimated Fair Value [Member] | Level 3 [Member]
Financial assets [Abstract]
Net loans	$ 7,611,744	$ 7,530,768

Commitments and Contingencies (

Commitments and Contingencies (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2022	Dec. 31, 2021
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	$ 2,200	$ 2,300
Standby Letters of Credit [Member]
Guarantor Obligations [Abstract]
Commitments - maximum potential obligation	$ 54.5	$ 55.1