Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Amount of borrowings as of the balance sheet date from the Federal Home Loan Bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages.

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Fair value of all asset derivatives designated as cash flow hedging instruments.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Amount of gain (loss) from excluded component of derivative hedge, recognized in earnings. Excludes recognition under systematic and rational method.

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Fixed interest rate related to the interest rate derivative.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Amount of decrease in the fair value of derivatives recognized in the income statement.

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Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

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Amount, after tax and before reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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Derivative Financial Instruments (Details) - USD ($)		3 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Mar. 30, 2018	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018	Dec. 31, 2009
Derivative Financial Instruments
Notional Amount		$ 1,429,948,000	$ 742,778,000
Estimated Fair Value Gain		8,727,000	7,420,000
Estimated Fair Value Loss		$ 10,330,000	6,094,000
Variable rate basis, variable rate receivable on notional amount		three-month LIBOR
After-tax unrealized gain on cash flow hedge in other comprehensive income		$ 2,100,000	65,000
Ineffectiveness in the cash flow hedge			0
Gain or loss recorded		0	0
Interest Rate Derivative Assets, at Fair Value		6,700,000
Interest Rate Derivative Liabilities, at Fair Value		7,300,000
Interest Rate Derivatives, at Fair Value, Net		622,000	156,000
Estimated gain (loss) on fair value of open contracts related to mortgage servicing rights	$ (390,000)	1,100,000
Junior Subordinated Debt
Derivative Financial Instruments
Collateral provided		300,000	300,000
FHLB Advances
Derivative Financial Instruments
Collateral provided		8,000,000
Other Assets.
Derivative Financial Instruments
Cash flow hedge assets		217,000
Other Liabilities.
Derivative Financial Instruments
Cash flow hedge liability		2,900,000	162,000
Mortgage loan pipeline
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation		95,731,000	92,647,000	$ 50,442,000
Expected closures
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation		71,798,000	69,485,000	37,832,000
Cash flow hedge \| FHLB Advances - One
Derivative Financial Instruments
Outstanding advances		350,000,000
Cash flow hedge \| FHLB Advances - Two
Derivative Financial Instruments
Outstanding advances		150,000,000
Interest rate contracts
Derivative Financial Instruments
Notional Amount		710,000,000
Mortgage servicing rights hedging \| Non-designated hedges
Derivative Financial Instruments
Notional Amount		129,000,000	69,000,000
Mortgage servicing rights hedging \| Non-designated hedges \| Other Assets.
Derivative Financial Instruments
Notional Amount		129,000,000	69,000,000
Estimated Fair Value Gain		1,100,000	390,000
Mortgage loan pipeline commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation		1,364,000	1,190,000	705,000
Forward commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation		80,059,000	98,860,000	54,533,000
Fair value of forward commitments		626,000	(85,000)	$ 621,000
Forward commitments \| Non-designated hedges \| Other Assets.
Derivative Financial Instruments
Notional Amount		80,059,000	98,860,000
Estimated Fair Value Gain		738,000	1,275,000
Interest rate swap \| LIBOR
Derivative Financial Instruments
Notional Amount		8,000,000
Interest rate swap \| Cash flow hedge
Derivative Financial Instruments
Notional Amount					$ 8,000,000
Interest rate swap \| Cash flow hedge \| FHLB Advances - One
Derivative Financial Instruments
Notional Amount		$ 350,000,000
Fixed rate payable on notional amount (as a percent)		2.44%
Interest rate swap \| Cash flow hedge \| FHLB Advances - Two
Derivative Financial Instruments
Notional Amount		$ 150,000,000
Fixed rate payable on notional amount (as a percent)		2.21%
Interest rate swap \| Cash flow hedge \| Other Liabilities. \| Counterparty
Derivative Financial Instruments
Notional Amount		$ 8,000,000	8,000,000
Estimated Fair Value Loss		25,000	162,000
Interest rate swap \| Cash flow hedge \| Other Assets and Other Liabilities \| FHLB Advances \| Counterparty
Derivative Financial Instruments
Notional Amount		500,000,000
Estimated Fair Value Gain		217,000
Estimated Fair Value Loss		$ 2,902,000
Interest rate swap \| Cash flow hedge \| LIBOR
Derivative Financial Instruments
Fixed rate payable on notional amount (as a percent)		4.06%
Interest rate swap \| Cash flow hedge \| LIBOR \| FHLB Advances - One
Derivative Financial Instruments
Variable rate (as a percent)		2.63%
Interest rate swap \| Cash flow hedge \| LIBOR \| FHLB Advances - Two
Derivative Financial Instruments
Variable rate (as a percent)		2.60%
Interest rate swap \| Fair Value Hedging \| Other Assets. \| Counterparty
Derivative Financial Instruments
Notional Amount		$ 2,799,000	2,824,000
Estimated Fair Value Loss		108,000	21,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Borrower
Derivative Financial Instruments
Notional Amount		355,045,000	282,047,000
Estimated Fair Value Gain		6,112,000	146,000
Estimated Fair Value Loss		2,137,000	5,908,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional Amount		355,045,000	282,047,000
Estimated Fair Value Gain		560,000	5,609,000
Estimated Fair Value Loss		$ 5,158,000	$ 3,000