Hilltop (HTH) 10-Q 6 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	6-May-15
Document and Entity Information
Entity Registrant Name	Hilltop Holdings Inc.
Entity Central Index Key	1265131
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Current Fiscal Year End Date	-19
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		100,289,492
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1

CONSOLIDATED_BALANCE_SHEETS

CONSOLIDATED BALANCE SHEETS (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Assets
Cash and due from banks	$694,108	$782,473
Federal funds sold	14,425	30,602
Securities purchased under agreements to resell	67,227
Assets segregated for regulatory purposes	278,280	76,013
Securities:
Trading, at fair value	320,153	65,717
Available for sale, at fair value (amortized cost of $850,430 and $924,755, respectively)	859,212	925,535
Held to maturity, at amortized cost (fair value of $186,032 and $118,345, respectively)	183,792	118,209
Total securities	1,363,157	1,109,461
Loans held for sale	1,215,308	1,309,693
Non-covered loans, net of unearned income	4,834,687	3,920,476
Allowance for non-covered loan losses	-39,365	-37,041
Non-covered loans, net	4,795,322	3,883,435
Covered loans, net of allowance of $1,388 and $4,611, respectively	550,626	638,029
Broker-dealer and clearing organization receivables	2,222,517	167,884
Premises and equipment, net	215,684	206,991
FDIC indemnification asset	107,567	130,437
Covered other real estate owned	137,703	136,945
Other assets	581,210	458,862
Goodwill	251,808	251,808
Other intangible assets, net	67,952	59,783
Total assets	12,562,894	9,242,416
Deposits:
Noninterest-bearing	2,259,790	2,076,385
Interest-bearing	4,869,487	4,293,507
Total deposits	7,129,277	6,369,892
Broker-dealer and clearing organization payables	1,951,040	179,042
Short-term borrowings	999,476	762,696
Securities sold, not yet purchased, at fair value	139,481	48
Notes payable	108,682	56,684
Junior subordinated debentures	67,012	67,012
Other liabilities	385,607	345,803
Total liabilities	10,780,575	7,781,177
Commitments and contingencies (see Notes 11 and 12)
Hilltop stockholders' equity:
Preferred stock, $0.01 par value, 10,000,000 shares authorized; Series B, liquidation value per share of $1,000; 114,068 shares issued and outstanding	114,068	114,068
Common stock, $0.01 par value, 125,000,000 shares authorized; 100,286,330 and 90,181,888 shares issued and outstanding, respectively	1,003	902
Additional paid-in capital	1,592,585	1,390,788
Accumulated other comprehensive income	5,750	651
Retained earnings (accumulated deficit)	67,445	-45,957
Deferred compensation employee stock trust, net	-1,189
Employee stock trust (29,932 shares, at cost)	-597
Total Hilltop stockholders' equity	1,781,443	1,460,452
Noncontrolling interests	876	787
Total stockholders' equity	1,782,319	1,461,239
Total liabilities and stockholders' equity	$12,562,894	$9,242,416

CONSOLIDATED_BALANCE_SHEETS_Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, except Share data, unless otherwise specified
CONSOLIDATED BALANCE SHEETS
Available for sale, amortized cost (in dollars)	$850,430	$924,755
Held to maturity, fair value (in dollars)	186,032	118,345
Covered loans, allowance	$1,388	$4,611
Statement
Preferred stock, par value (in dollars per share)	$0.01	$0.01
Preferred stock, shares authorized	10,000,000	10,000,000
Common stock, par value (in dollars per share)	$0.01	$0.01
Common stock, shares authorized	125,000,000	125,000,000
Common stock, shares issued	100,286,330	90,181,888
Common stock, shares outstanding	100,286,330	90,181,888
Employee stock trust, shares	29,932
Series B Preferred Stock
Statement
Preferred stock, liquidation value per share (in dollars per share)	$1,000	$1,000
Preferred stock, shares issued	114,068	114,068
Preferred stock, shares outstanding	114,068	114,068

CONSOLIDATED_STATEMENTS_OF_OPE

CONSOLIDATED STATEMENTS OF OPERATIONS (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income:
Loans, including fees	$87,388	$79,744
Securities borrowed	10,018	1,464
Securities:
Taxable	7,049	7,588
Tax-exempt	1,741	1,242
Other	1,473	1,790
Total interest income	107,669	91,828
Interest expense:
Deposits	4,315	3,759
Securities loaned	7,506	838
Short-term borrowings	1,024	397
Notes payable	669	648
Junior subordinated debentures	585	584
Other	178	181
Total interest expense	14,277	6,407
Net interest income	93,392	85,421
Provision for loan losses	2,687	3,242
Net interest income after provision for loan losses	90,705	82,179
Noninterest income:
Net realized gains on securities	4,403
Net gains from sale of loans and other mortgage production income	120,545	79,111
Mortgage loan origination fees	14,589	12,344
Net insurance premiums earned	39,567	40,319
Securities commissions and fee	43,051	6,998
Investment banking and advisory fees	24,922	14,337
Bargain purchase gain	82,816
Other	24,479	16,991
Total noninterest income	354,372	170,100
Noninterest expense:
Employees' compensation and benefits	182,573	106,429
Loss and loss adjustment expenses	18,860	18,337
Policy acquisition and other underwriting expenses	11,674	11,687
Occupancy and equipment, net	29,185	26,338
Other	72,184	49,838
Total noninterest expense	314,476	212,629
Income before income taxes	130,601	39,650
Income tax expense	15,420	14,354
Net income	115,181	25,296
Less: Net income attributable to noncontrolling interest	353	110
Income attributable to Hilltop	114,828	25,186
Dividends on preferred stock	1,426	1,426
Income applicable to Hilltop common stockholders	$113,402	$23,760
Earnings per common share:
Basic (in dollars per share)	$1.13	$0.26
Diluted (in dollars per share)	$1.13	$0.26
Weighted average share information:
Basic (in shares)	99,741	89,707
Diluted (in shares)	100,627	90,585

CONSOLIDATED_STATEMENTS_OF_COM

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME
Net income	$115,181	$25,296
Other comprehensive income:
Net unrealized gains on securities available for sale and other, net of tax of $4,454 and $9,583, respectively	7,913	18,809
Reclassification adjustment for gains included in net income, net of tax of $ (1,589)	-2,814
Comprehensive income	120,280	44,105
Less: comprehensive income attributable to noncontrolling interest	353	110
Comprehensive income applicable to Hilltop	$119,927	$43,995

CONSOLIDATED_STATEMENTS_OF_COM1

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (Parenthetical) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME
Net unrealized gains on securities available for sale and other, tax	$4,454	$9,583
Other Comprehensive Income Reclassification Adjustment Tax	($1,589)

CONSOLIDATED_STATEMENTS_OF_STO

CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY (USD $)	Parent	Preferred Stock	Common Stock	Additional Paid-in Capital	Accumulated Other Comprehensive Income (Loss)	Accumulated Deficit	Deferred Compensation Employee Stock Trust, Net	Employee Stock Trust	Noncontrolling Interest	Total
In Thousands, except Share data, unless otherwise specified
Balance at Dec. 31, 2013	$1,311,141	$114,068	$902	$1,388,641	($34,863)	($157,607)			$781	$1,311,922
Balance (in shares) at Dec. 31, 2013		114,000	90,176,000
Increase (Decrease) in Stockholders' Equity
Net income	25,186					25,186			110	25,296
Other comprehensive income	18,809				18,809					18,809
Stock-based compensation expense	735			735						735
Common stock issued to board members	52			52						52
Common stock issued to board members (in shares)			2,000
Dividends on preferred stock	-1,426			-1,426						-1,426
Cash distributions to noncontrolling interest									-175	-175
Balance at Mar. 31, 2014	1,354,497	114,068	902	1,388,002	-16,054	-132,421			716	1,355,213
Balance (in shares) at Mar. 31, 2014		114,000	90,178,000
Balance at Dec. 31, 2014	1,460,452	114,068	902	1,390,788	651	-45,957			787	1,461,239
Balance (in shares) at Dec. 31, 2014		114,000	90,182,000
Increase (Decrease) in Stockholders' Equity
Net income	114,828					114,828			353	115,181
Other comprehensive income	5,099				5,099					5,099
Issuance of common stock	200,033		101	199,932						200,033
Issuance of common stock (in shares)			10,102,000
Stock-based compensation expense	1,814			1,814						1,814
Common stock issued to board members	51			51						51
Common stock issued to board members (in shares)			2,000
Dividends on preferred stock	-1,426					-1,426				-1,426
Deferred compensation plan	592						1,189	-597		592
Deferred compensation plan (in shares)								30,000
Cash distributions to noncontrolling interest									-264	-264
Balance at Mar. 31, 2015	$1,781,443	$114,068	$1,003	$1,592,585	$5,750	$67,445	$1,189	($597)	$876	$1,782,319
Balance (in shares) at Mar. 31, 2015		114,000	100,286,000					30,000

CONSOLIDATED_STATEMENTS_OF_CAS

CONSOLIDATED STATEMENTS OF CASH FLOWS (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Operating Activities
Net income	$115,181	$25,296
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Provision for loan losses	2,687	3,242
Depreciation, amortization and accretion, net	-14,486	-20,615
Net realized gains on securities	-4,403
Bargain purchase gain	-82,816
Deferred income taxes	-2,545	4,878
Other, net	-3,813	1,435
Net change in securities purchased under agreements to resell	-22,486
Net change in assets segregated for regulatory purposes	-20,657
Net change in trading securities	11,632	5,496
Net change in broker-dealer and clearing organization receivables	-1,062,969	-88,613
Net change in FDIC Indemnification Asset	23,376	912
Net change in other assets	-34,554	-458
Net change in broker-dealer and clearing organization payables	1,039,786	62,842
Net change in other liabilities	-52,528	-34,759
Net gains from sales of loans	-120,545	-79,111
Loans originated for sale	-2,904,331	-1,954,133
Proceeds from loans sold	3,094,705	2,227,917
Net cash provided by (used in) operating activities	-38,766	154,329
Investing Activities
Proceeds from maturities and principal reductions of securities held to maturity	6,329	351
Proceeds from sales, maturities and principal reductions of securities available for sale	449,892	31,845
Purchases of securities held to maturity		-31,334
Purchases of securities available for sale	-2,623	-46,024
Net change in loans	267,275	-256
Purchases of premises and equipment and other assets	-5,565	-8,710
Proceeds from sales of premises and equipment and other real estate owned	31,818	14,713
Net cash received for Federal Home Loan Bank and Federal Reserve Bank stock	4,044
Net cash from acquisition	41,097
Net cash provided by (used in) investing activities	792,267	-39,415
Financing Activities
Net change in deposits	-905,890	-90,374
Net change in short-term borrowings	72,540	149,319
Proceeds from notes payable	1,000
Payments on notes payable	-23,904	-862
Dividends paid on preferred stock	-1,426	-1,342
Net cash distributed to noncontrolling interest	-264	-175
Other, net	-99	-93
Net cash provided by (used in) financing activities	-858,043	56,473
Net change in cash and cash equivalents	-104,542	171,387
Cash and cash equivalents, beginning of period	813,075	746,023
Cash and cash equivalents, end of period	708,533	917,410
Supplemental Disclosures of Cash Flow Information
Cash paid for interest	14,325	6,934
Cash paid for income taxes, net of refunds	45,981	-1,845
Supplemental Schedule of Non-Cash Activities
Conversion of loans to other real estate owned	26,211	25,588
Common stock issued in acquisition	$200,626

Summary_of_Significant_Account

Summary of Significant Accounting and Reporting Policies	3 Months Ended
	Mar. 31, 2015
Summary of Significant Accounting and Reporting Policies
Summary of Significant Accounting and Reporting Policies
	1. Summary of Significant Accounting and Reporting Policies
	Nature of Operations
	Hilltop Holdings Inc. (“Hilltop” and, collectively with its subsidiaries, the “Company”) is a financial holding company registered under the Bank Holding Company Act of 1956, as amended by the Gramm-Leach-Bliley Act of 1999. The Company’s primary line of business is to provide business and consumer banking services from offices located throughout Texas through PlainsCapital Bank (the “Bank”). In addition, the Company provides an array of financial products and services through its broker-dealer, mortgage origination and insurance subsidiaries.
	The Company provides its products and services through three primary operating subsidiaries, PlainsCapital Corporation (“PlainsCapital”), Hilltop Securities Holdings LLC (“Hilltop Securities”) and National Lloyds Corporation (“NLC”). PlainsCapital is a financial holding company, headquartered in Dallas, Texas, that provides, through its subsidiaries, traditional banking services, wealth and investment management and treasury management primarily in Texas and residential mortgage lending throughout the United States. Hilltop Securities is a holding company, headquartered in Dallas, Texas, that provides, through its subsidiaries, investment banking and other related financial services, including municipal advisory, sales, trading and underwriting of taxable and tax-exempt fixed income securities, equity trading, clearing, securities lending, structured finance and retail brokerage services throughout the United States. NLC is a property and casualty insurance holding company, headquartered in Waco, Texas, that provides, through its subsidiaries, fire and homeowners insurance to low value dwellings and manufactured homes primarily in Texas and other areas of the southern United States.
	On January 1, 2015, Hilltop completed its acquisition of SWS Group, Inc. (“SWS”) in a stock and cash transaction, whereby SWS merged with and into Hilltop Securities, a wholly owned subsidiary of Hilltop initially formed for the purpose of facilitating this transaction (the “SWS Merger”). SWS’s broker-dealer subsidiaries, Southwest Securities (“Southwest Securities”) and SWS Financial Services, Inc. (“SWS Financial”), became subsidiaries of Hilltop Securities. Immediately following the SWS Merger, SWS’s banking subsidiary, Southwest Securities, FSB (“SWS FSB”), was merged into the Bank, an indirect wholly owned subsidiary of Hilltop. As a result of the SWS Merger, each outstanding share of SWS common stock was converted into the right to receive 0.2496 shares of Hilltop common stock and $1.94 in cash, equating to $6.92 per share based on Hilltop’s closing price on December 31, 2014 and resulting in an aggregate purchase price of $349.1 million, consisting of 10.1 million shares of common stock, $78.2 million in cash and $70.3 million associated with Hilltop’s existing investment in SWS common stock. Additionally, due to appraisal rights proceedings filed in connection with the SWS Merger, the merger consideration is subject to change, and is therefore, preliminary as of the date of this report. Based on preliminary purchase date valuations, the fair value of the assets acquired was $3.3 billion, including $707.5 million in securities, $863.8 million in non-covered loans and $1.2 billion in broker-dealer and clearing organization receivables. The fair value of liabilities assumed was $2.9 billion, consisting primarily of deposits of $1.3 billion and $1.1 billion in broker-dealer and clearing organization payables.
	Basis of Presentation
	The accompanying unaudited consolidated financial statements have been prepared in conformity with accounting principles generally accepted in the United States (“GAAP”), and in conformity with the rules and regulations of the Securities and Exchange Commission (the “SEC”). In the opinion of management, these financial statements contain all adjustments necessary for a fair statement of the results of the interim periods presented. Accordingly, the financial statements do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2014 (“2014 Form 10-K”). Results for interim periods are not necessarily indicative of results to be expected for a full year or any future period.
	The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. Estimates regarding the allowance for loan losses, the fair values of financial instruments, the amounts receivable under the loss-share agreements with the Federal Deposit Insurance Corporation (the “FDIC”) (“FDIC Indemnification Asset”), reserves for losses and loss adjustment expenses, the mortgage loan indemnification liability, and the potential impairment of assets are particularly subject to change. The Company has applied its critical accounting policies and estimation methods consistently in all periods presented in these consolidated financial statements. As discussed in Note 2 to the consolidated financial statements, the SWS Merger purchase date valuations associated with loans, intangibles and taxes are considered preliminary because management’s review and approval of certain key assumptions is not complete.
	Certain reclassifications have been made to the prior period consolidated financial statements to conform with the current period presentation.
	Hilltop owns 100% of the outstanding stock of PlainsCapital. PlainsCapital owns 100% of the outstanding stock of the Bank and 100% of the membership interest in PlainsCapital Equity, LLC. The Bank owns 100% of the outstanding stock of PrimeLending, a PlainsCapital Company (“PrimeLending”), PCB-ARC, Inc. and RGV-ARC, Inc. and has a 100% membership interest in PlainsCapital Securities, LLC.
	PrimeLending owns a 100% membership interest in PrimeLending Ventures Management, LLC, the controlling and sole managing member of PrimeLending Ventures, LLC (“Ventures”).
	Hilltop has a 100% membership interest in Hilltop Securities, which operates through its wholly-owned subsidiaries, First Southwest Holdings, LLC (“First Southwest”), Southwest Securities and SWS Financial (collectively, the “Hilltop Broker-Dealers”). The principal subsidiaries of First Southwest are First Southwest Company, LLC (“FSC”), a broker-dealer registered with the Securities and Exchange Commission (the “SEC”) and the Financial Industry Regulatory Authority (“FINRA”) and a member of the New York Stock Exchange (“NYSE”), and First Southwest Asset Management, LLC, a registered investment advisor under the Investment Advisors Act of 1940. Southwest Securities is a broker-dealer registered with the SEC and FINRA and a member of the NYSE, and SWS Financial is an introducing broker-dealer that is also registered with the SEC and FINRA.
	Hilltop also owns 100% of NLC, which operates through its wholly owned subsidiaries, National Lloyds Insurance Company (“NLIC”) and American Summit Insurance Company (“ASIC”).
	The consolidated financial statements include the accounts of the above-named entities. All significant intercompany transactions and balances have been eliminated. Noncontrolling interests have been recorded for minority ownership in entities that are not wholly owned and are presented in compliance with the provisions of Noncontrolling Interest in Subsidiary Subsections of the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”).
	PlainsCapital also owns 100% of the outstanding common securities of PCC Statutory Trusts I, II, III and IV (the “Trusts”), which are not included in the consolidated financial statements under the requirements of the Variable Interest Entities Subsections of the ASC, because the primary beneficiaries of the Trusts are not within the consolidated group.

Acquisitions

Acquisitions	3 Months Ended
	Mar. 31, 2015
Acquisitions
Acquisitions
	2. Acquisition
	SWS Merger
	On January 1, 2015, Hilltop completed its acquisition of SWS in a stock and cash transaction as discussed in Note 1 to the consolidated financial statements. The operations of SWS are included in the Company’s operating results beginning January 1, 2015. Such operating results include a preliminary bargain purchase gain of $82.8 million and are not indicative of future operating results. SWS’s results of operations prior to the acquisition date are not included in the Company’s consolidated operating results.
	The SWS Merger was accounted for using the acquisition method of accounting, and accordingly, purchased assets, including identifiable intangible assets, and assumed liabilities were recorded at their respective acquisition date fair values. The components of the consideration paid are shown in the following table (in thousands).
	Fair value of preliminary consideration paid:
	Common stock issued	$	200,626
	Cash	78,217
	Fair value of Hilltop’s existing investment in SWS	70,282
	Total preliminary consideration paid	$	349,125
	The resulting preliminary fair values of the identifiable assets acquired, and liabilities assumed, of SWS at January 1, 2015 are summarized in the following table (in thousands).
	Cash and due from banks	$	119,314
	Securities purchased under agreements to resell	44,741
	Assets segregated for regulatory purposes	181,610
	Securities	707,476
	Non-covered loans, net	863,819
	Broker-dealer and clearing organization receivables	1,221,793
	Other assets	159,753
	Total identifiable assets acquired	3,298,506
	Deposits	(1,287,509		)
	Broker-dealer and clearing organization payables	(1,109,978		)
	Short-term borrowings	(164,240		)
	Securities sold, not yet purchased, at fair value	(140,409		)
	Notes payable	(76,643		)
	Other liabilities	(87,786		)
	Total liabilities assumed	(2,866,565		)
	Preliminary bargain purchase gain	(82,816		)
		349,125
	Less Hilltop’s existing investment in SWS	(70,282		)
	Net identifiable assets acquired	$	278,843
	The preliminary bargain purchase gain represents the excess of the preliminary estimated fair value of the underlying net tangible assets and intangible assets over the preliminary merger consideration. The SWS Merger was a tax-free reorganization under Section 368(a) of the Internal Revenue Code, therefore no income taxes were recorded in connection with the preliminary bargain purchase gain. The Company used significant estimates and assumptions to value certain identifiable assets acquired and liabilities assumed. Because of management’s review and approval of certain key assumptions not being complete, the purchase date valuations related to loans, intangibles and taxes are considered preliminary and could differ significantly when finalized.  The preliminary bargain purchase gain was primarily driven by the Company’s ability to realize acquired deferred tax assets through its consolidated core earnings and the decline in the price of the Company’s common stock between the date the fixed conversion ratio was agreed upon and the closing date.
	Included within the fair value of other assets in the table above are identifiable intangible assets recorded in connection with the SWS Merger. The preliminary allocation to intangible assets is as follows (in thousands).
		Estimated Useful		Gross Intangible
		Life (Years)		Assets
	Customer relationships	14		$	10,700
	Core deposits	4		160
				$	10,860
	During the three months ended March 31, 2015, transaction and integration related expenses of $10.0 million associated with the SWS Merger are included in noninterest expense within the consolidated statement of operations. Such expenses were for professional services and other incremental employee costs associated with the integration of SWS’s operations. SWS Merger-related transaction expenses during the three months ended March 31, 2014 were nominal.
	In connection with the SWS Merger, Hilltop acquired loans both with and without evidence of credit quality deterioration since origination. The acquired loans were initially recorded at fair value with no carryover of any allowance for loan losses. Acquired loans were segregated between those considered to be purchased credit impaired (“PCI”) loans and those without credit impairment at acquisition. The following table presents details on acquired loans at the acquisition date (in thousands).
		Loans, excluding			PCI		Total
		PCI Loans			Loans		Loans
	Commercial and industrial (1)	$	447,959		$	9,850	$	457,809
	Real estate	324,477			62,218		386,695
	Construction and land development	14,708			1,391		16,099
	Consumer	3,216			—		3,216
	Total	$	790,360		$	73,459	$	863,819
	(1)  Acquired loans include margin loans to customers and correspondents of $269.4 million associated with acquired broker-dealer operations, none of which are PCI loans.
	The following table presents information about the PCI loans at acquisition (in thousands).
	Contractually required principal and interest payments	$	120,078
	Nonaccretable difference	32,040
	Cash flows expected to be collected	88,038
	Accretable difference	14,579
	Fair value of loans acquired with a deterioration of credit quality	$	73,459
	The following table presents information about the acquired loans without credit impairment at acquisition (in thousands).
	Contractually required principal and interest payments	$	901,672
	Contractual cash flows not expected to be collected	39,721
	Fair value at acquisition	790,360
	Pro Forma Results of Operations
	The results of operations acquired in the SWS Merger have been included in the Company’s consolidated financial results since January 1, 2015. The following table discloses the impact of SWS on the Company’s results of operations. The table presents pro forma results had the SWS Merger taken place on January 1, 2014 and includes the estimated impact of purchase accounting adjustments (in thousands). The purchase accounting adjustments reflect the impact of recording the acquired loans at fair value, including the estimated accretion of the purchase discount on the loan portfolio. Accretion estimates were based on the acquisition date purchase discount on the loan portfolio, as it was not practicable to determine the amount of discount that would have been recorded based on economic conditions that existed on January 1, 2014. The pro forma results do not include any potential operating cost savings as a result of the SWS Merger. Further, certain costs associated with any restructuring or integration activities are also not reflected in the pro forma results. Pro forma results exclude nonrecurring items resulting directly from the SWS Merger and that do not have a continuing impact on results of operations. The pro forma results are not indicative of what would have occurred had the SWS Merger taken place on the indicated date.
		Three
		Months Ended
		March 31, 2014
	Net interest income	$	99,842
	Other revenues	225,315
Net income	24,658

Fair_Value_Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2015
Fair Value Measurements
Fair Value Measurements
	3. Fair Value Measurements
	Fair Value Measurements and Disclosures
	The Company determines fair values in compliance with The Fair Value Measurements and Disclosures Topic of the ASC (the “Fair Value Topic”). The Fair Value Topic defines fair value, establishes a framework for measuring fair value in GAAP and expands disclosures about fair value measurements. The Fair Value Topic defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants. The Fair Value Topic assumes that transactions upon which fair value measurements are based occur in the principal market for the asset or liability being measured. Further, fair value measurements made under the Fair Value Topic exclude transaction costs and are not the result of forced transactions.
	The Fair Value Topic creates a fair value hierarchy that classifies fair value measurements based upon the inputs used in valuing the assets or liabilities that are the subject of fair value measurements. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities and the lowest priority to unobservable inputs, as indicated below.
		·		Level 1 Inputs: Unadjusted quoted prices in active markets for identical assets or liabilities that the Company can access at the measurement date.
		·		Level 2 Inputs: Observable inputs other than Level 1 prices. Level 2 inputs include quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates, yield curves, prepayment speeds, default rates, credit risks, loss severities, etc.), and inputs that are derived from or corroborated by market data, among others.
		·		Level 3 Inputs: Unobservable inputs that reflect an entity’s own assumptions about the assumptions that market participants would use in pricing the assets or liabilities. Level 3 inputs include pricing models and discounted cash flow techniques, among others.
	Fair Value Option
	The Company has elected to measure substantially all of PrimeLending’s mortgage loans held for sale and retained mortgage servicing rights (“MSR”) asset at fair value, under the provisions of the Fair Value Option. The Company elected to apply the provisions of the Fair Value Option to these items so that it would have the opportunity to mitigate volatility in reported earnings caused by measuring related assets and liabilities differently without having to apply complex hedge accounting provisions. At March 31, 2015, the aggregate fair value of PrimeLending’s mortgage loans held for sale accounted for under the Fair Value Option was $1.19 billion, and the unpaid principal balance of those loans was $1.14 billion. At December 31, 2014, the aggregate fair value of PrimeLending’s mortgage loans held for sale accounted for under the Fair Value Option was $1.27 billion, and the unpaid principal balance of those loans was $1.22 billion. The interest component of fair value is reported as interest income on loans in the accompanying consolidated statements of operations.
	On October 2, 2014, Hilltop exercised its warrant to purchase 8,695,652 shares of SWS common stock at an exercise price of $5.75 per share (the “SWS Warrant”) and paid the aggregate exercise price by the automatic elimination of the $50.0 million aggregate principal amount note due to Hilltop under its credit agreement with SWS. Following the exercise of the SWS Warrant, Hilltop owned approximately 21% of the outstanding shares of SWS common stock as of October 2, 2014. Contemporaneous with the exercise of the SWS Warrant, Hilltop changed the accounting method for its investment in SWS common stock and elected to account for its investment in accordance with the provisions of the Fair Value Option as permitted by GAAP. Hilltop had previously accounted for its investment in SWS common stock as an available for sale security. Under the Fair Value Option, Hilltop’s investment in SWS common stock is recorded at fair value effective October 2, 2014, with changes in fair value being recorded in other noninterest income within the consolidated statement of operations rather than as a component of other comprehensive income. At December 31, 2014, the fair value of Hilltop’s investment in SWS common stock was $70.3 million and is included in other assets within the consolidated balance sheet.
	The Company holds a number of financial instruments that are measured at fair value on a recurring basis, either by the application of the Fair Value Option or other authoritative pronouncements. The fair values of those instruments are determined primarily using Level 2 inputs. Those inputs include quotes from mortgage loan investors and derivatives dealers and data from independent pricing services.
	The following tables present information regarding financial assets and liabilities measured at fair value on a recurring basis (in thousands).
			Level 1			Level 2			Level 3			Total
	March 31, 2015		Inputs			Inputs			Inputs			Fair Value
	Trading securities		$	40		$	314,181		$	5,932		$	320,153
	Available for sale securities		14,070			845,142			—			859,212
	Loans held for sale		—			1,168,757			19,495			1,188,252
	Derivative assets		—			49,649			—			49,649
	MSR asset		—			—			31,648			31,648
	Trading liabilities		—			139,481			—			139,481
	Derivative liabilities		—			22,048			—			22,048
			Level 1			Level 2			Level 3			Total
	December 31, 2014		Inputs			Inputs			Inputs			Fair Value
	Trading securities		$	39		$	65,678		$	—		$	65,717
	Available for sale securities		13,762			911,773			—			925,535
	Loans held for sale		—			1,263,135			9,017			1,272,152
	Derivative assets		—			23,805			—			23,805
	MSR asset		—			—			36,155			36,155
	Investment in SWS common stock		70,282			—			—			70,282
	Trading liabilities		—			48			—			48
	Derivative liabilities		—			12,849			—			12,849
	The following tables include a rollforward for those financial instruments measured at fair value using Level 3 inputs (in thousands).
												Total Gains or Losses
												(Realized or Unrealized)
			Balance at												Included in Other
			Beginning of			Purchases/			Sales/			Included in			Comprehensive			Balance at
			Period			Additions			Reductions			Net Income			Income (Loss)			End of Period
	Three months ended March 31, 2015
	Trading securities		$	—		$	7,301		$	—		$	(1,369	)	$	—		$	5,932
	Loans held for sale		9,017			11,136			(271		)	(387		)	—			19,495
	Mortgage servicing rights asset		36,155			2,690			—			(7,197		)	—			31,648
	Total		$	45,172		$	21,127		$	(271	)	$	(8,953	)	$	—		$	57,075
	Three months ended March 31, 2014
	Available for sale securities		$	60,053		$	—		$	—		$	593		$	3,452		$	64,098
	Loans held for sale		27,729			4,900			(5,594		)	(209		)	—			26,826
	Mortgage servicing rights asset		20,149			7,432			—			2,358			—			29,939
	Derivative liabilities		(5,600		)	—			—			(350		)	—			(5,950		)
	Total		$	102,331		$	12,332		$	(5,594	)	$	2,392		$	3,452		$	114,913
	All net realized and unrealized gains (losses) in the table above are reflected in the accompanying consolidated financial statements. The available for sale securities noted in the table above reflect Hilltop’s note receivable from SWS and the SWS Warrant. On October 2, 2014, as previously discussed, Hilltop exercised the SWS Warrant in full and paid the aggregate exercise price by the automatic elimination of the $50.0 million aggregate principal amount note due to Hilltop under the credit agreement.
	For Level 3 financial instruments measured at fair value on a recurring basis at March 31, 2015, the significant unobservable inputs used in the fair value measurements were as follows.
							Range (Weighted-
	Financial instrument		Valuation Technique		Unobservable Input		Average)
	Trading securities		Discounted cash flow		Discount rate		8 - 17% (10%)
	Loans held for sale		Discounted cash flow / Market comparable		Projected price		90 - 94% (93%)
	Mortgage servicing rights asset		Discounted cash flow		Constant prepayment rate		14.95%
					Discount rate		10.98%
	The fair value of certain loans held for sale that are either non-standard (i.e. loans that cannot be sold through normal sale channels) or non-performing is measured using unobservable inputs. The fair value of such loans is generally based upon estimates of expected cash flows using unobservable inputs including listing prices of comparable assets, uncorroborated expert opinions, and/or management’s knowledge of underlying collateral.
	Trading securities include corporate debt securities that are valued using a discounted cash flow model with observable market data; however, due to the distressed nature of these bonds, the Company has determined that these securities should be valued as a Level 3 financial instrument.
	The MSR asset, which is included in other assets within the Company’s consolidated balance sheets, is valued by projecting net servicing cash flows, which are then discounted to estimate the fair value. The fair value of the MSR asset is impacted by a variety of factors. Prepayment rates and discount rates, the most significant unobservable inputs, are discussed further in Note 7 to the consolidated financial statements.
	The Company had no transfers between Levels 1 and 2 during the periods presented.
	The following table presents the changes in fair value for instruments that are reported at fair value under the Fair Value Option (in thousands).
			Three Months Ended March 31, 2015									Three Months Ended March 31, 2014
						Other			Total						Other			Total
		Net			Noninterest			Changes in			Net			Noninterest			Changes in
		Losses			Income			Fair Value			Gains			Income			Fair Value
Loans held for sale		$	(6,695	)	$	—		$	(6,695	)	$	4,518		$	—		$	4,518
Mortgage servicing rights asset		(7,197		)	—			(7,197		)	2,358			—			2,358
The Company also determines the fair value of certain assets and liabilities on a non-recurring basis. In particular, the fair value of all of the assets acquired and liabilities assumed in the SWS Merger was determined at the acquisition date. In addition, facts and circumstances may dictate a fair value measurement when there is evidence of impairment. Assets and liabilities measured on a non-recurring basis include the items discussed below.
Impaired Loans — The Company reports impaired loans based on the underlying fair value of the collateral through specific allowances within the allowance for loan losses. PCI loans with a fair value of $172.9 million, $822.8 million and $73.5 million were acquired by the Company upon completion of the merger with PlainsCapital (the “PlainsCapital Merger”), the FDIC-assisted transaction (the “FNB Transaction”) whereby the Bank acquired certain assets and assumed certain liabilities of First National Bank (“FNB”) and the SWS Merger, respectively (collectively, the “Bank Transactions”). Substantially all PCI loans acquired in the FNB Transaction are covered by FDIC loss-share agreements. The fair value of PCI loans was determined using Level 3 inputs, including estimates of expected cash flows that incorporated significant unobservable inputs regarding default rates, loss severity rates assuming default, prepayment speeds on acquired loans accounted for in pools (“Pooled Loans”), and estimated collateral values.
At March 31, 2015, estimates for these significant unobservable inputs were as follows.
		PCI Loans
		PlainsCapital		FNB		SWS
		Merger		Transaction		Merger
Weighted average default rate		47	%	60	%	52	%
Weighted average loss severity rate		50	%	39	%	37	%
Weighted average prepayment speed		0	%	4	%	0	%
The resulting weighted average expected loss on PCI loans associated with the PlainsCapital Merger, FNB Transaction and SWS Merger was 24%, 23% and 19%, respectively.
The Company obtains updated appraisals of the fair value of collateral securing impaired collateral dependent loans at least annually, in accordance with regulatory guidelines. The Company also reviews the fair value of such collateral on a quarterly basis. If the quarterly review indicates that the fair value of the collateral may have deteriorated, the Company will order an updated appraisal of the fair value of the collateral. Since the Company obtains updated appraisals when evidence of a decline in the fair value of collateral exists, it typically does not adjust appraised values.
Other Real Estate Owned — The Company reports other real estate owned (“OREO”) at fair value less estimated cost to sell. Any excess of recorded investment over fair value, less cost to sell, is charged against either the allowance for loan losses or the related PCI pool discount when property is initially transferred to OREO. Subsequent to the initial transfer to OREO, downward valuation adjustments are charged against earnings. The Company determines fair value primarily using independent appraisals of OREO properties. The resulting fair value measurements are classified as Level 2 or Level 3 inputs, depending upon the extent to which unobservable inputs determine the fair value measurement. The Company considers a number of factors in determining the extent to which specific fair value measurements utilize unobservable inputs, including, but not limited to, the inherent subjectivity in appraisals, the length of time elapsed since the receipt of independent market price or appraised value, and current market conditions. At March 31, 2015, the most significant unobservable input used in the determination of fair value of OREO was a discount to independent appraisals for estimated holding periods of OREO properties. Such discount was 1% per month for estimated holding periods of 6 to 24 months. Level 3 inputs were used to determine the initial fair value at acquisition of a large group of smaller balance properties that were acquired in the FNB Transaction. In the FNB Transaction, the Bank acquired OREO of $135.2 million, all of which is covered by FDIC loss-share agreements. At March 31, 2015 and December 31, 2014, the estimated fair value of covered OREO was $137.7 million and $136.9 million, respectively, and the underlying fair value measurements utilize Level 2 and Level 3 inputs. The fair value of non-covered OREO at March 31, 2015 and December 31, 2014 was $6.3 million and $0.8 million, respectively, and is included in other assets within the consolidated balance sheets.  Level 3 inputs were used to determine the initial fair value at acquisition of properties totaling $5.6 million that were acquired in the SWS Merger.  During the reported periods, all fair value measurements for non-covered OREO subsequent to initial recognition utilized Level 2 inputs.
The following table presents information regarding certain assets and liabilities measured at fair value on a non-recurring basis for which a change in fair value has been recorded during reporting periods subsequent to initial recognition (in thousands).
														Total Gains (Losses) for the
		Level 1			Level 2			Level 3			Total			Three Months Ended March 31,
March 31, 2015		Inputs			Inputs			Inputs			Fair Value			2015			2014
Non-covered impaired loans		$	—		$	—		$	23,605		$	23,605		$	349		$	(215	)
Covered impaired loans		—			—			68,195			68,195			3,218			(1,691		)
Non-covered other real estate owned		—			382			—			382			(28		)	(102		)
Covered other real estate owned		—			3,443			—			3,443			(950		)	(431		)
The Fair Value of Financial Instruments Subsection of the ASC requires disclosure of the fair value of financial assets and liabilities, including the financial assets and liabilities previously discussed. The methods for determining estimated fair value for financial assets and liabilities is described in detail in Note 3 to the consolidated financial statements included in the Company’s 2014 Form 10-K.
The following tables present the carrying values and estimated fair values of financial instruments not measured at fair value on either a recurring or non-recurring basis (in thousands).
					Estimated Fair Value
		Carrying			Level 1			Level 2			Level 3
March 31, 2015		Amount			Inputs			Inputs			Inputs			Total
Financial assets:
Cash and cash equivalents		$	708,533		$	708,533		$	—		$	—		$	708,533
Held to maturity securities		183,792			—			186,032			—			186,032
Loans held for sale		27,056			—			27,056			—			27,056
Non-covered loans, net		4,795,322			—			608,554			4,605,859			5,214,413
Covered loans, net		550,626			—			—			704,848			704,848
Broker-dealer and clearing organization receivables		2,222,517			—			2,222,517			—			2,222,517
FDIC indemnification asset		107,567			—			—			107,567			107,567
Other assets		61,362			—			45,784			15,578			61,362
Financial liabilities:
Deposits		7,129,277			—			7,138,613			—			7,138,613
Broker-dealer and clearing organization payables		1,951,040			—			1,951,040			—			1,951,040
Short-term borrowings		999,476			—			999,476			—			999,476
Debt		175,694			—			169,024			—			169,024
Other liabilities		2,095			—			2,095			—			2,095
					Estimated Fair Value
		Carrying			Level 1			Level 2			Level 3
December 31, 2014		Amount			Inputs			Inputs			Inputs			Total
Financial assets:
Cash and cash equivalents		$	813,075		$	813,075		$	—		$	—		$	813,075
Held to maturity securities		118,209			—			118,345			—			118,345
Loans held for sale		37,541			—			37,541			—			37,541
Non-covered loans, net		3,883,435			—			378,425			3,528,769			3,907,194
Covered loans, net		638,029			—			—			767,751			767,751
Broker-dealer and clearing organization receivables		167,884			—			167,884			—			167,884
FDIC indemnification asset		130,437			—			—			130,437			130,437
Other assets		59,432			—			43,937			15,495			59,432
Financial liabilities:
Deposits		6,369,892			—			6,365,555			—			6,365,555
Broker-dealer and clearing organization payables		179,042			—			179,042			—			179,042
Short-term borrowings		762,696			—			762,696			—			762,696
Debt		123,696			—			117,028			—			117,028
Other liabilities		2,144			—			2,144			—			2,144

Securities

Securities	3 Months Ended
	Mar. 31, 2015
Securities
Securities
	4. Securities
	The amortized cost and fair value of available for sale and held to maturity securities are summarized as follows (in thousands).
		Available for Sale
					Gross			Gross
		Amortized			Unrealized			Unrealized
	March 31, 2015	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	19,386		$	400		$	(6	)	$	19,780
	U.S. government agencies:
	Bonds	463,619			2,164			(1,804		)	463,979
	Residential mortgage-backed securities	54,374			1,612			(6		)	55,980
	Collateralized mortgage obligations	79,050			160			(1,515		)	77,695
	Corporate debt securities	89,076			5,748			(24		)	94,800
	States and political subdivisions	130,764			2,200			(699		)	132,265
	Commercial mortgage-backed securities	593			50			—			643
	Equity securities	13,568			505			(3		)	14,070
	Totals	$	850,430		$	12,839		$	(4,057	)	$	859,212
		Available for Sale
					Gross			Gross
		Amortized			Unrealized			Unrealized
	December 31, 2014	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	19,382		$	264		$	(33	)	$	19,613
	U.S. government agencies:
	Bonds	522,008			1,749			(7,516		)	516,241
	Residential mortgage-backed securities	51,363			1,672			(137		)	52,898
	Collateralized mortgage obligations	89,291			133			(2,300		)	87,124
	Corporate debt securities	93,406			5,125			(59		)	98,472
	States and political subdivisions	135,419			2,083			(717		)	136,785
	Commercial mortgage-backed securities	593			47			—			640
	Equity securities	13,293			469			—			13,762
	Totals	$	924,755		$	11,542		$	(10,762	)	$	925,535
		Held to Maturity
					Gross			Gross
		Amortized			Unrealized			Unrealized
	March 31, 2015	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	25,006		$	—		$	—		$	25,006
	U.S. government agencies:
	Bonds	22,348			192			—			22,540
	Residential mortgage-backed securities	28,907			793			—			29,700
	Collateralized mortgage obligations	98,767			1,188			—			99,955
	States and political subdivisions	8,764			67			—			8,831
	Totals	$	183,792		$	2,240		$	—		$	186,032
		Held to Maturity
					Gross			Gross
		Amortized			Unrealized			Unrealized
	December 31, 2014	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	25,008		$	—		$	(6	)	$	25,002
	U.S. government agencies:
	Residential mortgage-backed securities	29,782			528			—			30,310
	Collateralized mortgage obligations	57,328			—			(430		)	56,898
	States and political subdivisions	6,091			47			(3		)	6,135
	Totals	$	118,209		$	575		$	(439	)	$	118,345
	Information regarding available for sale securities that were in an unrealized loss position is shown in the following tables (dollars in thousands).
		March 31, 2015								December 31, 2014
		Number of					Unrealized			Number of				Unrealized
		Securities		Fair Value			Losses			Securities		Fair Value		Losses
	Available for Sale
	U.S. Treasury securities:
	Unrealized loss for less than twelve months	3		$	3,856		$	6		4		$	7,703	$	27
	Unrealized loss for twelve months or longer	—		—			—			1		1,706		6
		3		3,856			6			5		9,409		33
	U.S. government agencies:
	Bonds:
	Unrealized loss for less than twelve months	11		192,178			920			3		34,847		153
Unrealized loss for twelve months or longer	3		44,460			884			22		373,035		7,363
	14		236,638			1,804			25		407,882		7,516
Residential mortgage-backed securities:
Unrealized loss for less than twelve months	1		1,055			2			—		—		—
Unrealized loss for twelve months or longer	1		1,984			4			4		11,056		137
	2		3,039			6			4		11,056		137
Collateralized mortgage obligations:
Unrealized loss for less than twelve months	3		3,421			6			3		7,141		40
Unrealized loss for twelve months or longer	7		56,820			1,509			8		61,108		2,260
	10		60,241			1,515			11		68,249		2,300
Corporate debt securities:
Unrealized loss for less than twelve months	—		—			—			—		—		—
Unrealized loss for twelve months or longer	1		1,973			24			1		1,939		59
	1		1,973			24			1		1,939		59
States and political subdivisions:
Unrealized loss for less than twelve months	9		6,282			39			7		4,432		7
Unrealized loss for twelve months or longer	60		40,631			660			81		54,178		710
	69		46,913			699			88		58,610		717
Equity securities:
Unrealized loss for less than twelve months	1		111			3			—		—		—
Unrealized loss for twelve months or longer	—		—			—			—		—		—
	1		111			3			—		—		—
Total available for sale:
Unrealized loss for less than twelve months	28		206,903			976			17		54,123		227
Unrealized loss for twelve months or longer	72		145,868			3,081			117		503,022		10,535
	100		$	352,771		$	4,057		134		$	557,145	$	10,762
	March 31, 2015								December 31, 2014
	Number of					Unrealized			Number of				Unrealized
	Securities		Fair Value			Losses			Securities		Fair Value		Losses
Held to Maturity
U.S. Treasury securities:
Unrealized loss for less than twelve months	—		$	—		$	—		1		$	25,002	$	6
Unrealized loss for twelve months or longer	—		—			—			—		—		—
	—		—			—			1		25,002		6
U.S. government agencies:
Collateralized mortgage obligations:
Unrealized loss for less than twelve months	—		—			—			2		56,898		430
Unrealized loss for twelve months or longer	—		—			—			—		—		—
	—		—			—			2		56,898		430
States and political subdivisions:
Unrealized loss for less than twelve months	—		—			—			4		1,899		3
Unrealized loss for twelve months or longer	—		—			—			—		—		—
	—		—			—			4		1,899		3
Total held to maturity:
Unrealized loss for less than twelve months	—		—			—			7		83,799		439
Unrealized loss for twelve months or longer	—		—			—			—		—		—
	—		$	—		$	—		7		$	83,799	$	439
During the three months ended March 31, 2015 and 2014, the Company did not record any other-than-temporary impairments. While all of the investments are monitored for potential other-than-temporary impairment, the Company’s analysis and experience indicate that these available for sale investments generally do not present a significant risk of other-than-temporary-impairment, as fair value should recover over time. Factors considered in the Company’s analysis include the reasons for the unrealized loss position, the severity and duration of the unrealized loss position, credit worthiness, and forecasted performance of the investee. While some of the securities held in the investment portfolio have decreased in value since the date of acquisition, the severity of loss and the duration of the loss position are not believed to be significant enough to warrant other-than-temporary impairment of the securities. The Company does not intend, nor is it likely that the Company will be required, to sell these securities before the recovery of the cost basis. Therefore, management does not believe any other-than-temporary impairments exist at March 31, 2015.
Expected maturities may differ from contractual maturities because certain borrowers may have the right to call or prepay obligations with or without penalties. The amortized cost and fair value of securities, excluding trading and available for sale equity securities, at March 31, 2015 are shown by contractual maturity below (in thousands).
	Available for Sale						Held to Maturity
	Amortized						Amortized
	Cost			Fair Value			Cost			Fair Value
Due in one year or less	$	25,350		$	25,656		$	26,399		$	26,403
Due after one year through five years	70,106			73,888			23,657			23,861
Due after five years through ten years	64,290			68,384			1,187			1,191
Due after ten years	543,099			542,896			4,875			4,922
	702,845			710,824			56,118			56,377
Residential mortgage-backed securities	54,374			55,980			28,907			29,700
Collateralized mortgage obligations	79,050			77,695			98,767			99,955
Commercial mortgage-backed securities	593			643			—			—
	$	836,862		$	845,142		$	183,792		$	186,032
The Company realized net gains of $3.4 million and $0.6 million from its trading securities portfolio during the three months ended March 31, 2015 and 2014, respectively, which are recorded as a component of other noninterest income within the consolidated statements of operations.
Securities with a carrying amount of $859.3 million and $895.5 million (with a fair value of $862.7 million and $890.3 million, respectively) at March 31, 2015 and December 31, 2014, were pledged to secure public and trust deposits, federal funds purchased and securities sold under agreements to repurchase, and for other purposes as required or permitted by law.
Mortgage-backed securities and collateralized mortgage obligations consist principally of Government National Mortgage Association (“GNMA”), Federal National Mortgage Association (“FNMA”) and Federal Home Loan Mortgage Corporation (“FHLMC”) pass-through and participation certificates. GNMA securities are guaranteed by the full faith and credit of the United States, while FNMA and FHLMC securities are fully guaranteed by those respective United States government-sponsored agencies, and conditionally guaranteed by the full faith and credit of the United States.
At both March 31, 2015 and December 31, 2014, NLC had investments on deposit in custody for various state insurance departments with carrying values of $9.2 million.

NonCovered_Loans_and_Allowance

Non-Covered Loans and Allowance for Non-Covered Loan Losses	3 Months Ended
	Mar. 31, 2015
Non-Covered Loans and Allowance for Non-Covered Loan Loss
Non-Covered Loans and Allowance for Non-Covered Loan Losses
	5. Non-Covered Loans and Allowance for Non-Covered Loan Losses
	Non-covered loans refer to loans not covered by the FDIC loss-share agreements. Covered loans are discussed in Note 6 to the consolidated financial statements. Non-covered loans summarized by portfolio segment are as follows (in thousands).
		March 31,			December 31,
		2015			2014
	Commercial and industrial (1)	$	2,221,727		$	1,758,851
	Real estate	2,067,259			1,694,835
	Construction and land development	493,293			413,643
	Consumer	52,408			53,147
		4,834,687			3,920,476
	Allowance for non-covered loan losses	(39,365		)	(37,041		)
	Total non-covered loans, net of allowance	$	4,795,322		$	3,883,435
	(1)  Includes margin loans to customers and correspondents of $608.6 million and $378.4 million atMarch 31, 2015 and December 31, 2014, respectively.
	The Bank has lending policies in place with the goal of establishing an asset portfolio that will provide a return on stockholders’ equity sufficient to maintain capital to assets ratios that meet or exceed established regulations. Loans are underwritten with careful consideration of the borrower’s financial condition, the specific purpose of the loan, the primary sources of repayment and any collateral pledged to secure the loan.
	Underwriting procedures address financial components based on the size or complexity of the credit. The financial components include, but are not limited to, current and projected cash flows, shock analysis and/or stress testing, and trends in appropriate balance sheet and statement of operations ratios. Collateral analysis includes a complete description of the collateral, as well as determining values, monitoring requirements, loan to value ratios, concentration risk, appraisal requirements and other information relevant to the collateral being pledged. Guarantor analysis includes liquidity and cash flow analysis based on the significance the guarantors are expected to serve as secondary repayment sources. The Bank’s underwriting standards are governed by adherence to its loan policy. The loan policy provides for specific guidelines by portfolio segment, including commercial and industrial, real estate, construction and land development, and consumer loans. Within each individual portfolio segment, permissible and impermissible loan types are explicitly outlined. Within the loan types, minimum requirements for the underwriting factors listed above are provided.
	The Bank maintains a loan review department that reviews credit risk in response to both external and internal factors that potentially impact the performance of either individual loans or the overall loan portfolio. The loan review process reviews the creditworthiness of borrowers and determines compliance with the loan policy. The loan review process complements and reinforces the risk identification and assessment decisions made by lenders and credit personnel.  Results of these reviews are presented to management and the Bank’s board of directors.
	In connection with the Bank Transactions, the Company acquired non-covered loans both with and without evidence of credit quality deterioration since origination. The following table presents the carrying values and the outstanding balances of the non-covered PCI loans (in thousands).
		March 31,			December 31,
		2015			2014
	Carrying amount	$	114,868		$	48,909
	Outstanding balance	151,037			67,740
	Changes in the accretable yield for the non-covered PCI loans were as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	12,814		$	17,601
	Additions	14,579			—
	Reclassifications from (to) nonaccretable difference, net (1)	281			3,475
	Disposals of loans	(448		)	(603		)
	Accretion	(2,749		)	(2,760		)
	Balance, end of period	$	24,477		$	17,713
	(1)  Reclassifications from nonaccretable difference are primarily due to net increases in expected cash flows in the quarterly recasts. Reclassifications to nonaccretable difference occur when accruing loans are moved to nonaccrual and expected cash flows are no longer predictable and the accretable yield is eliminated.
	The remaining nonaccretable difference for non-covered PCI loans was $48.5 million and $18.4 million at March 31, 2015 and December 31, 2014, respectively.
	Impaired loans exhibit a clear indication that the borrower’s cash flow may not be sufficient to meet principal and interest payments, which is generally when a loan is 90 days past due unless the asset is both well secured and in the process of collection. Non-covered impaired loans include non-accrual loans, troubled debt restructurings (“TDRs”), PCI loans and partially charged-off loans.
	The amounts shown in following tables include loans accounted for on an individual basis, as well as Pooled Loans. For Pooled Loans, the recorded investment with allowance and the related allowance consider impairment measured at the pool level. Non-covered impaired loans are summarized by class in the following tables (in thousands).
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded			Related
	March 31, 2015	Principal Balance			No Allowance			Allowance			Investment			Allowance
	Commercial and industrial:
	Secured	$	75,888		$	29,554		$	9,934		$	39,488		$	3,081
	Unsecured	3,727			—			—			—			—
	Real estate:
	Secured by commercial properties	88,406			48,941			14,306			63,247			2,039
	Secured by residential properties	27,651			20,233			1,203			21,436			92
	Construction and land development:
	Residential construction loans	400			233			—			233			—
	Commercial construction loans and land development	16,205			8,153			2,101			10,254			134
	Consumer	5,215			97			1,452			1,549			45
		$	217,492		$	107,211		$	28,996		$	136,207		$	5,391
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded			Related
	December 31, 2014	Principal Balance			No Allowance			Allowance			Investment			Allowance
	Commercial and industrial:
	Secured	$	51,036		$	14,096		$	11,783		$	25,879		$	3,341
	Unsecured	4,120			92			68			160			—
	Real estate:
	Secured by commercial properties	29,865			7,243			15,536			22,779			1,878
	Secured by residential properties	4,701			1,583			1,390			2,973			85
	Construction and land development:
	Residential construction loans	—			—			—			—			—
	Commercial construction loans and land development	16,108			8,062			1,819			9,881			154
	Consumer	5,785			171			1,967			2,138			282
		$	111,615		$	31,247		$	32,563		$	63,810		$	5,740
	Average investment in non-covered impaired loans is summarized by class in the following table (in thousands).
		Three Months Ended March 31,
	2015			2014
Commercial and industrial:
Secured	$	32,684		$	33,997
Unsecured	80			1,335
Real estate:
Secured by commercial properties	43,013			32,874
Secured by residential properties	12,205			2,852
Construction and land development:
Residential construction loans	117			—
Commercial construction loans and land development	10,068			17,718
Consumer	1,844			4,120
	$	100,011		$	92,896
Non-covered non-accrual loans, excluding those classified as held for sale, are summarized by class in the following table (in thousands).
	March 31,			December 31,
	2015			2014
Commercial and industrial:
Secured	$	23,141		$	16,488
Unsecured	81			160
Real estate:
Secured by commercial properties	420			438
Secured by residential properties	693			1,253
Construction and land development:
Residential construction loans	—			—
Commercial construction loans and land development	726			703
Consumer	—			—
	$	25,061		$	19,042
At March 31, 2015 and December 31, 2014, non-covered non-accrual loans included non-covered PCI loans of $6.1 million and $6.6 million, respectively, for which discount accretion has been suspended because the extent and timing of cash flows from these non-covered PCI loans can no longer be reasonably estimated. In addition to the non-covered non-accrual loans in the table above, $1.4 million and $3.0 million of real estate loans secured by residential properties and classified as held for sale were in non-accrual status at March 31, 2015 and December 31, 2014, respectively.
Interest income including recoveries and cash payments recorded on non-covered impaired loans was $0.6 million and $1.4 million during the three months ended March 31, 2015 and 2014, respectively.
The Bank classifies loan modifications as TDRs when it concludes that it has both granted a concession to a debtor and that the debtor is experiencing financial difficulties. Loan modifications are typically structured to create affordable payments for the debtor and can be achieved in a variety of ways. The Bank modifies loans by reducing interest rates and/or lengthening loan amortization schedules. The Bank also reconfigures a single loan into two or more loans (“A/B Note”). The typical A/B Note restructure results in a “bad” loan which is charged off and a “good” loan or loans the terms of which comply with the Bank’s customary underwriting policies. The debt charged off on the “bad” loan is not forgiven to the debtor.
The outstanding balance of TDRs granted in the three months ended March 31, 2015 and 2014, respectively, is shown in the following tables (in thousands). At March 31, 2015 and December 31, 2014, the Bank had $0.6 million and $0.5 million in unadvanced commitments to borrowers whose loans have been restructured in TDRs.
	Recorded Investment in Loans Modified by
				Interest Rate			Payment Term			Total
Three Months Ended March 31, 2015	A/B Note			Adjustment			Extension			Modification
Commercial and industrial:
Secured	$	—		$	—		$	—		$	—
Unsecured	—			—			—			—
Real estate:
Secured by commercial properties	—			—			—			—
Secured by residential properties	—			—			—			—
Construction and land development:
Residential construction loans	—			—			—			—
Commercial construction loans and land development	—			—			75			75
Consumer	—			—			—			—
	$	—		$	—		$	75		$	75
	Recorded Investment in Loans Modified by
				Interest Rate			Payment Term			Total
Three Months Ended March 31, 2014	A/B Note			Adjustment			Extension			Modification
Commercial and industrial:
Secured	$	—		$	—		$	—		$	—
Unsecured	—			—			—			—
Real estate:
Secured by commercial properties	—			—			345			345
Secured by residential properties	—			—			258			258
Construction and land development:
Residential construction loans	—			—			—			—
Commercial construction loans and land development	—			—			142			142
Consumer	—			—			—			—
	$	—		$	—		$	745		$	745
There were no TDRs granted in the three months ended March 31, 2015 and 2014, for which a payment was at least 30 days past due in the three months ended March 31, 2015 and 2014, respectively.
An analysis of the aging of the Bank’s non-covered loan portfolio is shown in the following tables (in thousands).
																				Accruing Loans
																				(Non-PCI)
	Loans Past Due			Loans Past Due			Loans Past Due			Total			Current			PCI		Total		Past Due
March 31, 2015	30-59 Days			60-89 Days			90 Days or More			Past Due Loans			Loans			Loans		Loans		90 Days or More
Commercial and industrial:
Secured	$	2,451		$	7,216		$	9,449		$	19,116		$	2,073,061		$	19,903	$	2,112,080	$	—
Unsecured	285			—			—			285			109,362			—		109,647		—
Real estate:
Secured by commercial properties	346			—			—			346			1,306,125			62,827		1,369,298		—
Secured by residential properties	955			147			—			1,102			676,031			20,828		697,961		—
Construction and land development:
Residential construction loans	297			—			—			297			74,601			233		75,131		—
Commercial construction loans and land development	13,335			—			600			13,935			394,699			9,528		418,162		—
Consumer	356			19			—			375			50,484			1,549		52,408		—
	$	18,025		$	7,382		$	10,049		$	35,456		$	4,684,363		$	114,868	$	4,834,687	$	—
																				Accruing Loans
																				(Non-PCI)
	Loans Past Due			Loans Past Due			Loans Past Due			Total			Current			PCI		Total		Past Due
December 31, 2014	30-59 Days			60-89 Days			90 Days or More			Past Due Loans			Loans			Loans		Loans		90 Days or More
Commercial and industrial:
Secured	$	6,073		$	964		$	8,022		$	15,059		$	1,620,000		$	13,374	$	1,648,433	$	—
Unsecured	35			3			—			38			110,312			68		110,418		—
Real estate:
Secured by commercial properties	67			—			—			67			1,173,504			22,341		1,195,912		—
Secured by residential properties	454			1,187			—			1,641			495,472			1,810		498,923		—
Construction and land development:
Residential construction loans	175			—			—			175			64,871			—		65,046		—
Commercial construction loans and land development	4,319			—			575			4,894			334,525			9,178		348,597		—
Consumer	414			37			—			451			50,558			2,138		53,147		—
	$	11,537		$	2,191		$	8,597		$	22,325		$	3,849,242		$	48,909	$	3,920,476	$	—
In addition to the non-covered loans shown in the table above, $24.2 million and $19.2 million of loans included in loans held for sale were 90 days past due and accruing interest at March 31, 2015 and December 31, 2014, respectively. These loans are guaranteed by U.S. government agencies and include loans that are subject to repurchase, or have been repurchased, by PrimeLending.
Management tracks credit quality trends on a quarterly basis related to: (i) past due levels, (ii) non-performing asset levels, (iii) classified loan levels, (iv) net charge-offs, and (v) general economic conditions in the state and local markets.
The Bank utilizes a risk grading matrix to assign a risk grade to each of the loans in its portfolio. A risk rating is assigned based on an assessment of the borrower’s management, collateral position, financial capacity, and economic factors. The general characteristics of the various risk grades are described below.
Pass — “Pass” loans present a range of acceptable risks to the Bank. Loans that would be considered virtually risk-free are rated Pass — low risk.  Loans that exhibit sound standards based on the grading factors above and present a reasonable risk to the Bank are rated Pass — normal risk.  Loans that exhibit a minor weakness in one or more of the grading criteria but still present an acceptable risk to the Bank are rated Pass — high risk.
Special Mention — “Special Mention” loans have potential weaknesses that deserve management’s close attention. If left uncorrected, these potential weaknesses may result in a deterioration of the repayment prospects for the loans and weaken the Bank’s credit position at some future date. Special Mention loans are not adversely classified and do not expose the Bank to sufficient risk to require adverse classification.
Substandard — “Substandard” loans are inadequately protected by the current sound worth and paying capacity of the obligor or the collateral pledged, if any. Loans so classified must have a well-defined weakness or weaknesses that jeopardize the liquidation of the debt. They are characterized by the distinct possibility that the Bank will sustain some loss if the deficiencies are not corrected. Many substandard loans are considered impaired.
PCI — “PCI” loans exhibited evidence of credit deterioration at acquisition that made it probable that all contractually required principal payments would not be collected.
The following tables present the internal risk grades of non-covered loans, as previously described, in the portfolio by class (in thousands).
March 31, 2015	Pass			Special Mention			Substandard			PCI			Total
Commercial and industrial:
Secured	$	2,029,291		$	878		$	62,008		$	19,903		$	2,112,080
Unsecured	109,555			—			92			—			109,647
Real estate:
Secured by commercial properties	1,284,575			702			21,194			62,827			1,369,298
Secured by residential properties	672,096			1,353			3,684			20,828			697,961
Construction and land development:
Residential construction loans	74,898			—			—			233			75,131
Commercial construction loans and land development	407,387			—			1,247			9,528			418,162
Consumer	50,822			—			37			1,549			52,408
	$	4,628,624		$	2,933		$	88,262		$	114,868		$	4,834,687
December 31, 2014	Pass			Special Mention			Substandard			PCI			Total
Commercial and industrial:
Secured	$	1,566,208		$	1,105		$	67,746		$	13,374		$	1,648,433
Unsecured	110,256			—			94			68			110,418
Real estate:
Secured by commercial properties	1,151,454			712			21,405			22,341			1,195,912
Secured by residential properties	492,549			—			4,564			1,810			498,923
Construction and land development:
Residential construction loans	65,046			—			—			—			65,046
Commercial construction loans and land development	338,078			—			1,341			9,178			348,597
Consumer	50,968			—			41			2,138			53,147
	$	3,774,559		$	1,817		$	95,191		$	48,909		$	3,920,476
Allowance for Loan Losses
The allowance for loan losses is a reserve established through a provision for loan losses charged to expense, which represents management’s best estimate of probable losses inherent in the existing portfolio of loans.
It is management’s responsibility at the end of each quarter, or more frequently as deemed necessary, to analyze the level of the allowance for loan losses to ensure that it is appropriate for the estimated credit losses in the portfolio consistent with the Interagency Policy Statement on the Allowance for Loan and Lease Losses and the Receivables and Contingencies Topics of the ASC. Estimated credit losses are the probable current amount of loans that the Company will be unable to collect given facts and circumstances as of the evaluation date. When management determines that a loan or portion thereof is uncollectible, the loan, or portion thereof, is charged off against the allowance for loan losses, or for acquired loans accounted for in pools, charged against the pool discount. Recoveries on charge-offs of loans acquired in the Bank Transactions that occurred prior to their acquisition represent contractual cash flows not expected to be collected and are recorded as accretion income. Recoveries on acquired loans charged-off subsequent to their acquisition are credited to the allowance for loan loss, except for recoveries on loans accounted for in pools, which are credited to the pool discount. The Bank’s loan portfolio is designated into two populations: acquired loans and originated loans. The allowance for loan losses is calculated separately for acquired and originated loans.
PCI loans acquired in the PlainsCapital Merger are accounted for on an individual loan basis, while PCI loans acquired in each of the FNB Transaction and SWS Merger are accounted for both in pools and at the individual loan level. Cash flows expected to be collected are recast quarterly for each loan or pool. These evaluations require the continued use and updating of key assumptions and estimates such as default rates, loss severity given default and prepayment speed assumptions (similar to those used for the initial fair value estimate). Management judgment must be applied in developing these assumptions. If expected cash flows for a loan or pool decreases, an increase in the allowance for loan losses is made through a charge to the provision for loan losses. If expected cash flows for a loan or pool increase, any previously established allowance for loan losses is reversed and any remaining difference increases the accretable yield which will be taken into income over the remaining life of the loan.
The allowance for both originated and acquired loans is subject to regulatory examinations and determinations as to appropriateness, which may take into account such factors as the methodology used to calculate the allowance and the size of the allowance.
Changes in the allowance for non-covered loan losses, distributed by portfolio segment, are shown below (in thousands).
	Commercial and						Construction and
Three Months Ended March 31, 2015	Industrial			Real Estate			Land Development			Consumer			Total
Balance, beginning of period	$	18,999		$	11,131		$	6,450		$	461		$	37,041
Provision charged to (recapture from) operations	1,871			1,807			(608		)	(276		)	2,794
Loans charged off	(942		)	(278		)	—			(34		)	(1,254		)
Recoveries on charged off loans	715			44			—			25			784
Balance, end of period	$	20,643		$	12,704		$	5,842		$	176		$	39,365
	Commercial and						Construction and
Three Months Ended March 31, 2014	Industrial			Real Estate			Land Development			Consumer			Total
Balance, beginning of period	$	16,865		$	8,331		$	7,957		$	88		$	33,241
Provision charged to (recapture from) operations	(57		)	1,319			17			109			1,388
Loans charged off	(807		)	—			—			(74		)	(881		)
Recoveries on charged off loans	725			32			122			18			897
Balance, end of period	$	16,726		$	9,682		$	8,096		$	141		$	34,645
The non-covered loan portfolio was distributed by portfolio segment and impairment methodology as shown below (in thousands).
	Commercial and						Construction and
March 31, 2015	Industrial			Real Estate			Land Development			Consumer			Total
Loans individually evaluated for impairment	$	17,785		$	106		$	525		$	—		$	18,416
Loans collectively evaluated for impairment	2,184,039			1,983,498			483,007			50,859			4,701,403
PCI Loans	19,903			83,655			9,761			1,549			114,868
	$	2,221,727		$	2,067,259		$	493,293		$	52,408		$	4,834,687
	Commercial and						Construction and
December 31, 2014	Industrial			Real Estate			Land Development			Consumer			Total
Loans individually evaluated for impairment	$	11,842		$	1,420		$	703		$	—		$	13,965
Loans collectively evaluated for impairment	1,733,567			1,669,264			403,762			51,009			3,857,602
PCI Loans	13,442			24,151			9,178			2,138			48,909
	$	1,758,851		$	1,694,835		$	413,643		$	53,147		$	3,920,476
The allowance for non-covered loan losses was distributed by portfolio segment and impairment methodology as shown below (in thousands).
	Commercial and						Construction and
March 31, 2015	Industrial			Real Estate			Land Development			Consumer			Total
Loans individually evaluated for impairment	$	457		$	—		$	—		$	—		$	457
Loans collectively evaluated for impairment	17,562			10,573			5,708			131			33,974
PCI Loans	2,624			2,131			134			45			4,934
	$	20,643		$	12,704		$	5,842		$	176		$	39,365
	Commercial and						Construction and
December 31, 2014	Industrial			Real Estate			Land Development			Consumer			Total
Loans individually evaluated for impairment	$	421		$	—		$	—		$	—		$	421
Loans collectively evaluated for impairment	15,658			9,168			6,296			179			31,301
PCI Loans	2,920			1,963			154			282			5,319
	$	18,999		$	11,131		$	6,450		$	461		$	37,041

Covered_Assets_and_Indemnifica

Covered Assets and Indemnification Asset	3 Months Ended
	Mar. 31, 2015
Covered Assets and Indemnification Asset
Covered Assets and Indemnification Asset.
	6. Covered Assets and Indemnification Asset
	The Bank assumed substantially all of the liabilities, including all of the deposits, and acquired substantially all of the assets of FNB in an FDIC-assisted transaction on September 13, 2013, the FNB Transaction. As part of the Purchase and Assumption Agreement by and among the FDIC (as receiver of FNB), the Bank and the FDIC (the “P&A Agreement”), the Bank and the FDIC entered into loss-share agreements covering future losses incurred on certain acquired loans and OREO. The Company refers to acquired commercial and single family residential loan portfolios and OREO that are subject to the loss-share agreements as “covered loans” and “covered OREO”, respectively, and these assets are presented as separate line items in the Company’s consolidated balance sheets. Collectively, covered loans and covered OREO are referred to as “covered assets”. Pursuant to the loss-share agreements, the FDIC has agreed to reimburse the Bank the following amounts with respect to the covered assets: (i) 80% of losses on the first $240.4 million of losses incurred; (ii) 0% of losses in excess of $240.4 million up to and including $365.7 million of losses incurred; and (iii) 80% of losses in excess of $365.7 million of losses incurred. The Bank has also agreed to reimburse the FDIC for any subsequent recoveries. The loss-share agreements for commercial and single family residential loans are in effect for 5 years and 10 years, respectively, from September 13, 2013 (the “Bank Closing Date”), and the loss recovery provisions to the FDIC are in effect for 8 years and 10 years, respectively, from the Bank Closing Date. The asset arising from the loss-share agreements, referred to as the “FDIC Indemnification Asset,” is measured separately from the covered loan portfolio because the agreements are not contractually embedded in the covered loans and are not transferable should the Bank choose to dispose of the covered loans.
	In accordance with the loss-share agreements, the Bank may be required to make a “true-up” payment to the FDIC approximately ten years following the Bank Closing Date if the FDIC’s initial estimate of losses on covered assets is greater than the actual realized losses. The “true-up” payment is calculated using a defined formula set forth in the P&A Agreement.
	Covered Loans and Allowance for Covered Loan Losses
	Loans acquired in the FNB Transaction that are subject to a loss-share agreement are referred to as “covered loans” and reported separately in the consolidated balance sheets. Covered loans are reported exclusive of the cash flow reimbursements that may be received from the FDIC.
	The Bank’s portfolio of acquired covered loans had a fair value of $1.1 billion as of the Bank Closing Date, with no carryover of any allowance for loan losses. Acquired covered loans were preliminarily segregated between those considered to be PCI loans and those without credit impairment at acquisition.
	In connection with the FNB Transaction, the Bank acquired loans both with and without evidence of credit quality deterioration since origination. The Company’s accounting policies for acquired covered loans, including covered PCI loans, are consistent with that of acquired non-covered loans, as described in Note 5 to the consolidated financial statements. The Company has established under its PCI accounting policy a framework to aggregate certain acquired covered loans into various loan pools based on a minimum of two layers of common risk characteristics for the purpose of determining their respective fair values as of their acquisition dates, and for applying the subsequent recognition and measurement provisions for income accretion and impairment testing.
	The following table presents the carrying value of the covered loans summarized by portfolio segment (in thousands).
		March 31,			December 31,
		2015			2014
	Commercial and industrial	$	22,349		$	30,780
	Real estate	478,040			552,850
	Construction and land development	51,625			59,010
	Consumer	—			—
	Total covered loans	552,014			642,640
	Allowance for covered loans	(1,388		)	(4,611		)
	Total covered loans, net of allowance	$	550,626		$	638,029
	The following table presents the carrying value and the outstanding contractual balance of the covered PCI loans (in thousands).
		March 31,			December 31,
		2015			2014
	Carrying amount	$	360,095		$	435,388
	Outstanding balance	599,104			685,393
	Changes in the accretable yield for the covered PCI loans were as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	193,493		$	156,548
	Additions	—			—
	Reclassifications from (to) nonaccretable difference, net (1)	16,263			30,710
	Transfer of loans to covered OREO (2)	1,172			5,261
	Accretion	(16,931		)	(16,050		)
	Balance, end of period	$	193,997		$	176,469
	(1) Reclassifications from nonaccretable difference are primarily due to net increases in expected cash flows in the quarterly recasts. Reclassifications to nonaccretable difference occur when accruing loans are moved to nonaccrual and expected cash flows are no longer predictable and the accretable yield is eliminated.
	(2) Transfer of loans to covered OREO is the difference between the value removed from the pool and the expected cash flows for the loan.
	The remaining nonaccretable difference for covered PCI loans was $332.5 million and $382.5 million at March 31, 2015 and December 31, 2014, respectively.
	Covered impaired loans include non-accrual loans, TDRs, PCI loans and partially charged-off loans. Substantially all covered impaired loans are PCI loans. The amounts shown in following tables include Pooled Loans, as well as loans accounted for on an individual basis. For Pooled Loans, the recorded investment with allowance and the related allowance consider impairment measured at the pool level.
	Covered impaired loans are summarized by class in the following tables (in thousands).
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded		Related
	March 31, 2015	Principal Balance			No Allowance			Allowance			Investment		Allowance
	Commercial and industrial:
	Secured	$	23,821		$	6,398		$	5,870		$	12,268	$	324
	Unsecured	13,217			1,693			3,204			4,897		—
	Real estate:
	Secured by commercial properties	335,149			119,551			59,208			178,759		906
	Secured by residential properties	219,650			127,424			415			127,839		1
	Construction and land development:
	Residential construction loans	2,321			1,013			287			1,300		85
	Commercial construction loans and land development	85,813			38,554			527			39,081		—
	Consumer	—			—			—			—		—
		$	679,971		$	294,633		$	69,511		$	364,144	$	1,316
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded		Related
	December 31, 2014	Principal Balance			No Allowance			Allowance			Investment		Allowance
	Commercial and industrial:
	Secured	$	26,447		$	7,436		$	6,636		$	14,072	$	265
	Unsecured	14,111			2,107			4,697			6,804		882
	Real estate:
	Secured by commercial properties	387,302			193,111			35,142			228,253		2,381
	Secured by residential properties	235,505			129,571			12,918			142,489		937
	Construction and land development:
	Residential construction loans	2,749			1,018			354			1,372		69
	Commercial construction loans and land development	94,949			45,646			—			45,646		—
	Consumer	—			—			—			—		—
	$	761,063		$	378,889		$	59,747		$	438,636	$	4,534
Average investment in covered impaired loans is summarized by class in the following table (in thousands).
	Three Months Ended March 31,
	2015			2014
Commercial and industrial:
Secured	$	13,170		$	25,381
Unsecured	5,851			9,429
Real estate:
Secured by commercial properties	203,506			352,334
Secured by residential properties	135,164			193,681
Construction and land development:
Residential construction loans	1,336			3,534
Commercial construction loans and land development	42,364			106,183
Consumer	—			—
	$	401,391		$	690,542
Covered non-accrual loans, excluding those classified as held for sale, are summarized by class in the following table (in thousands).
	March 31,			December 31,
	2015			2014
Commercial and industrial:
Secured	$	585		$	442
Unsecured	—			883
Real estate:
Secured by commercial properties	11,504			30,823
Secured by residential properties	1,620			1,046
Construction and land development:
Residential construction loans	1,013			1,018
Commercial construction loans and land development	27			11
Consumer	—			—
	$	14,749		$	34,223
At March 31, 2015 and December 31, 2014, covered non-accrual loans included covered PCI loans of $11.0 million and $31.2 million, respectively, for which discount accretion has been suspended because the extent and timing of cash flows from these covered PCI loans can no longer be reasonably estimated.
Interest income recorded on covered accruing impaired loans and on covered non-accrual loans during the three months ended March 31, 2015 and 2014 was nominal. Except as noted above, covered PCI loans are considered to be performing due to the application of the accretion method.
The Bank classifies loan modifications of covered loans as TDRs in a manner consistent with that of non-covered loans as discussed in Note 5 to the consolidated financial statements. The outstanding balance of TDRs granted in the three months ended March 31, 2015 is shown in the following table (in thousands). Pooled Loans are not in the scope of the disclosure requirements for TDRs. There were no TDRs granted during the period from September 14, 2013 through March 31, 2014. At March 31, 2015, the Bank had nominal unadvanced commitments to borrowers whose loans have been restructured in TDRs.
	Recorded Investment in Loans Modified by
				Interest Rate			Payment Term			Total
Three Months Ended March 31, 2015	A/B Note			Adjustment			Extension			Modification
Commercial and industrial:
Secured	$	—		$	—		$	—		$	—
Unsecured	—			—			—			—
Real estate:
Secured by commercial properties	—			—			573			573
Secured by residential properties	—			—			280			280
Construction and land development:
Residential construction loans	—			—			—			—
Commercial construction loans and land development	—			—			—			—
Consumer	—			—			—			—
	$	—		$	—		$	853		$	853
The following table presents information regarding TDRs granted in the three months ended March 31, 2015 for which a payment was at least 30 days past due in the three months ended March 31, 2015 (dollars in thousands).
	Number of		Recorded
	Loans		Investment
Commercial and industrial:
Secured	—		$	—
Unsecured	—		—
Real estate:
Secured by commercial properties	—		—
Secured by residential properties	1		280
Construction and land development:
Residential construction loans	—		—
Commercial construction loans and land development	—		—
Consumer	—		—
	1		$	280
An analysis of the aging of the Bank’s covered loan portfolio is shown in the following tables (in thousands).
																			Accruing Loans
																			(Non-PCI)
	Loans Past Due			Loans Past Due			Loans Past Due			Total		Current			PCI		Total		Past Due
March 31, 2015	30-59 Days			60-89 Days			90 Days or More			Past Due Loans		Loans			Loans		Loans		90 Days or More
Commercial and industrial:
Secured	$	9		$	—		$	592		$	601	$	4,458		$	11,683	$	16,742	$	7
Unsecured	—			—			8			8		702			4,897		5,607		8
Real estate:
Secured by commercial properties	—			—			209			209		37,950			178,288		216,447		105
Secured by residential properties	3,010			416			724			4,150		131,557			125,886		261,593		—
Construction and land development:
Residential construction loans	—			121			892			1,013		267			287		1,567		—
Commercial construction loans and land development	22			—			8			30		10,974			39,054		50,058		—
Consumer	—			—			—			—		—			—		—		—
	$	3,041		$	537		$	2,433		$	6,011	$	185,908		$	360,095	$	552,014	$	120
																			Accruing Loans
																			(Non-PCI)
	Loans Past Due			Loans Past Due			Loans Past Due			Total		Current			PCI		Total		Past Due
December 31, 2014	30-59 Days			60-89 Days			90 Days or More			Past Due Loans		Loans			Loans		Loans		90 Days or More
Commercial and industrial:
Secured	$	—		$	—		$	454		$	454	$	8,681		$	13,630	$	22,765	$	11
Unsecured	10			—			—			10		1,200			6,805		8,015		—
Real estate:
Secured by commercial properties	876			—			105			981		41,576			227,772		270,329		—
Secured by residential properties	3,089			493			405			3,987		137,342			141,192		282,521		48
Construction and land development:
Residential construction loans	—			—			896			896		390			354		1,640		—
Commercial construction loans and land development	39			25			8			72		11,663			45,635		57,370		8
Consumer	—			—			—			—		—			—		—		—
	$	4,014		$	518		$	1,868		$	6,400	$	200,852		$	435,388	$	642,640	$	67
The Bank assigns a risk grade to each of its covered loans in a manner consistent with the existing loan review program and risk grading matrix used for non-covered loans, as described in Note 5 to the consolidated financial statements. The following tables present the internal risk grades of covered loans in the portfolio by class (in thousands).
March 31, 2015	Pass			Special Mention			Substandard			PCI		Total
Commercial and industrial:
Secured	$	3,500		$	—		$	1,559		$	11,683	$	16,742
Unsecured	702			—			8			4,897		5,607
Real estate:
Secured by commercial properties	32,228			—			5,931			178,288		216,447
Secured by residential properties	128,453			—			7,254			125,886		261,593
Construction and land development:
Residential construction loans	267			—			1,013			287		1,567
Commercial construction loans and land development	8,778			—			2,226			39,054		50,058
Consumer	—			—			—			—		—
	$	173,928		$	—		$	17,991		$	360,095	$	552,014
December 31, 2014	Pass			Special Mention			Substandard			PCI		Total
Commercial and industrial:
Secured	$	7,712		$	—		$	1,423		$	13,630	$	22,765
Unsecured	1,210			—			—			6,805		8,015
Real estate:
Secured by commercial properties	35,973			—			6,584			227,772		270,329
Secured by residential properties	133,756			—			7,573			141,192		282,521
Construction and land development:
Residential construction loans	268			—			1,018			354		1,640
Commercial construction loans and land development	9,501			—			2,234			45,635		57,370
Consumer	—			—			—			—		—
	$	188,420		$	—		$	18,832		$	435,388	$	642,640
The Bank’s impairment methodology for the covered loans is consistent with that of non-covered loans as discussed in Note 5 to the consolidated financial statements. To the extent there is experienced or projected credit deterioration on the acquired covered loan pools subsequent to amounts estimated at the previous quarterly recast date and expected cash flows for a loan or pool decreases, an increase in the allowance for loan losses is made through a charge to the provision for loan losses. If expected cash flows for a loan or pool increase, any previously established allowance for loan losses is reversed and any remaining difference increases the accretable yield which will be taken into income over the remaining life of the loan. Additionally, provision for credit losses will be recorded on advances on covered loans subsequent to the acquisition date in a manner consistent with the allowance for non-covered loan losses.
Changes in the allowance for covered loan losses, distributed by portfolio segment, are shown below (in thousands).
	Commercial and						Construction and
Three Months Ended March 31, 2015	Industrial			Real Estate			Land Development			Consumer		Total
Balance, beginning of period	$	1,193		$	3,334		$	84		$	—	$	4,611
Provision charged to (recapture from) operations	71			(192		)	14			—		(107		)
Loans charged off	(900		)	(2,215		)	(1		)	—		(3,116		)
Recoveries on charged off loans	—			—			—			—		—
Balance, end of period	$	364		$	927		$	97		$	—	$	1,388
	Commercial and						Construction and
Three Months Ended March 31, 2014	Industrial			Real Estate			Land Development			Consumer		Total
Balance, beginning of period	$	1,053		$	8		$	—		$	—	$	1,061
Provision charged to (recapture from) operations	(30		)	1,732			152			—		1,854
Loans charged off	(91		)	(44		)	(115		)	—		(250		)
Recoveries on charged off loans	—			—			—			—		—
Balance, end of period	$	932		$	1,696		$	37		$	—	$	2,665
The covered loan portfolio was distributed by portfolio segment and impairment methodology as shown below (in thousands).
	Commercial and						Construction and
March 31, 2015	Industrial			Real Estate			Land Development			Consumer		Total
Loans individually evaluated for impairment	$	510		$	—		$	801		$	—	$	1,311
Loans collectively evaluated for impairment	5,259			173,866			11,483			—		190,608
PCI Loans	16,580			304,174			39,341			—		360,095
	$	22,349		$	478,040		$	51,625		$	—	$	552,014
	Commercial and						Construction and
December 31, 2014	Industrial			Real Estate			Land Development			Consumer		Total
Loans individually evaluated for impairment	$	—		$	—		$	801		$	—	$	801
Loans collectively evaluated for impairment	10,345			183,886			12,220			—		206,451
PCI Loans	20,435			368,964			45,989			—		435,388
	$	30,780		$	552,850		$	59,010		$	—	$	642,640
The allowance for covered loan losses was distributed by portfolio segment and impairment methodology as shown below (in thousands).
	Commercial and						Construction and
March 31, 2015	Industrial			Real Estate			Land Development			Consumer		Total
Loans individually evaluated for impairment	$	—		$	—		$	—		$	—	$	—
Loans collectively evaluated for impairment	40			20			12			—		72
PCI Loans	324			907			85			—		1,316
	$	364		$	927		$	97		$	—	$	1,388
	Commercial and						Construction and
December 31, 2014	Industrial			Real Estate			Land Development			Consumer		Total
Loans individually evaluated for impairment	$	—		$	—		$	—		$	—	$	—
Loans collectively evaluated for impairment	46			16			15			—		77
PCI Loans	1,147			3,318			69			—		4,534
	$	1,193		$	3,334		$	84		$	—	$	4,611
Covered Other Real Estate Owned
A summary of the activity in covered OREO is as follows (in thousands).
	Three Months Ended March 31,
	2015			2014
Balance, beginning of period	$	136,945		$	142,833
Additions to covered OREO	24,042			23,190
Dispositions of covered OREO	(22,334		)	(13,282		)
Valuation adjustments in the period	(950		)	(431		)
Balance, end of period	$	137,703		$	152,310
During the three months ended March 31, 2015 and 2014, the Bank wrote down certain covered OREO assets to fair value to reflect new appraisals on certain OREO acquired in the FNB Transaction and OREO acquired from the foreclosure on certain FNB loans acquired in the FNB Transaction. Although the Bank recorded a fair value discount on the acquired assets upon acquisition, in some cases additional downward valuations were required.
These additional downward valuation adjustments reflect changes to the assumptions regarding the fair value of the OREO, including in some cases the intended use of the OREO due to the availability of more information as well as the passage of time. The process of determining fair value is subjective in nature and requires the use of significant estimates and assumptions. Although the Bank makes market-based assumptions when valuing acquired assets, new information may come to light that causes estimates to increase or decrease. When the Bank determines, based on subsequent information, that its estimates require adjustment, the Bank records the adjustment. The accounting for such adjustments requires that the decreases to fair value be recorded at the time such new information is received, while increases to fair value are recorded when the asset is subsequently sold. All of the impairments recorded during the three months ended March 31, 2015 and 2014 related to covered assets subject to the loss-share agreements with the FDIC.
FDIC Indemnification Asset
A summary of the activity in the FDIC Indemnification Asset is as follows (in thousands).
	Three Months Ended March 31,
	2015			2014
Balance, beginning of period	$	130,437		$	188,291
FDIC Indemnification Asset accretion (amortization)	506			1,357
Transfers to due from FDIC and other	(23,376		)	(912		)
Balance, end of period	$	107,567		$	188,736
As of March 31, 2015, the Bank had billed and collected $83.8 million from the FDIC, which represented reimbursable covered losses and expenses through December 31, 2014.

Mortgage_Servicing_Rights

Mortgage Servicing Rights	3 Months Ended
	Mar. 31, 2015
Mortgage Servicing Rights
Mortgage Servicing Rights
	7. Mortgage Servicing Rights
	The following tables present the changes in fair value of the Company’s MSR asset, as included in other assets within the consolidated balance sheets, and other information related to the serviced portfolio (dollars in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	36,155		$	20,149
	Additions	2,690			7,432
	Sales	—			—
	Changes in fair value:
	Due to changes in model inputs or assumptions (1)	(5,044		)	2,764
	Due to customer payments	(2,153		)	(406		)
	Balance, end of period	$	31,648		$	29,939
		March 31,			December 31,
		2015			2014
	Mortgage loans serviced for others	$	3,615,198		$	3,645,220
	MSR as a percentage of serviced mortgage loans	0.88		%	0.99		%
	(1) Primarily represents changes in discount rates and prepayment speed assumptions, which are primarily affected by changes in interest rates and the refinement of other MSR model assumptions.
	The key assumptions used in measuring the fair value of the Company’s MSR asset were as follows.
		March 31,		December 31,
		2015		2014
	Weighted average constant prepayment rate	14.95	%	12.17	%
	Weighted average discount rate	10.98	%	11.01	%
	Weighted average life (in years)	5.4		6.3
	A sensitivity analysis of the fair value of the Company’s MSR assets to certain key assumptions is presented in the following table (in thousands).
		March 31,			December 31,
		2015			2014
	Constant prepayment rate:
	Impact of 10% adverse change	$	(1,763	)	$	(1,648	)
	Impact of 20% adverse change	(3,384		)	(3,169		)
	Discount rate:
	Impact of 100 basis point adverse change	(1,173		)	(1,431		)
	Impact of 200 basis point adverse change	(2,261		)	(2,753		)
	This sensitivity analysis presents the effect of hypothetical changes in key assumptions on the fair value of the MSR asset. The effect of such hypothetical change in assumptions generally cannot be extrapolated because the relationship of the change in one key assumption to the change in the fair value of the MSR asset is not linear. In addition, in the analysis, the impact of an adverse change in one key assumption is calculated independent of any impact on other assumptions. In reality, changes in one assumption may change another assumption.
	Contractually specified servicing fees, late fees and ancillary fees earned of $4.2 million and $2.2 million during the three months ended March 31, 2015 and 2014, respectively, were included in other noninterest income within the consolidated statements of operations.

Deposits

Deposits	3 Months Ended
	Mar. 31, 2015
Deposits
Deposits
	8. Deposits
	Deposits are summarized as follows (in thousands).
		March 31,		December 31,
		2015		2014
	Noninterest-bearing demand	$	2,259,790	$	2,076,385
	Interest-bearing:
	NOW accounts	1,140,704		1,242,110
	Money market	1,190,287		861,851
	Brokered - money market	79,479		79,937
	Demand	525,442		136,886
	Savings	344,919		299,051
	Time	1,510,516		1,575,910
	Brokered - time	78,140		97,762
		$	7,129,277	$	6,369,892
	The significant increase in deposits at March 31, 2015 as compared to December 31, 2014 was primarily due to the inclusion of those deposits assumed in the SWS Merger.

Shortterm_Borrowings

Short-term Borrowings	3 Months Ended
	Mar. 31, 2015
Short-term Borrowings
Short-term Borrowings
	9. Short-term Borrowings
	Short-term borrowings are summarized as follows (in thousands).
		March 31,			December 31,
		2015			2014
	Federal funds purchased	$	140,600		$	128,100
	Securities sold under agreements to repurchase	374,176			136,396
	Federal Home Loan Bank notes	225,000			375,000
	Short-term bank loans	259,700			123,200
		$	999,476		$	762,696
	Federal funds purchased and securities sold under agreements to repurchase generally mature daily, on demand, or on some other short-term basis. The Bank and the Hilltop Broker-Dealers execute transactions to sell securities under agreements to repurchase with both customers and broker-dealers. Securities involved in these transactions are held by the Bank, the Hilltop Broker-Dealers or the dealer.
	Information concerning federal funds purchased and securities sold under agreements to repurchase is shown in the following tables (dollars in thousands).
		Three Months Ended March 31,
		2015			2014
	Average balance during the period	$	361,600		$	343,233
	Average interest rate during the period	0.25		%	0.18		%
		March 31,			December 31,
		2015			2014
	Average interest rate at end of period	0.26		%	0.15		%
	Securities underlying the agreements at end of period:
	Carrying value	$	379,985		$	166,734
	Estimated fair value	$	379,802		$	163,852
	Federal Home Loan Bank (“FHLB”) short-term notes mature over terms not exceeding 365 days and are collateralized by FHLB Dallas stock, nonspecified real estate loans and certain specific commercial real estate loans. Other information regarding FHLB notes is shown in the following tables (dollars in thousands).
		Three Months Ended March 31,
		2015			2014
	Average balance during the period	$	235,111		$	8
	Average interest rate during the period	0.22		%	0.13		%
		March 31,			December 31,
		2015			2014
	Average interest rate at end of period	0.22		%	0.16		%
	The Hilltop Broker-Dealers use short-term bank loans periodically to finance securities owned, margin loans to customers and correspondents, and underwriting activities. Interest on the borrowings varies with the federal funds rate. The weighted average interest rate on the borrowings at March 31, 2015 and December 31, 2014 was 1.11% and 1.07%, respectively.

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2015
Income Taxes
Income Taxes
	10. Income Taxes
	The Company applies an estimated annual effective rate to interim period pre-tax income to calculate the income tax provision for the quarter in accordance with the principal method prescribed by the accounting guidance established for computing income taxes in interim periods. The Company’s effective tax rate was 11.8% and 36.2% during the three months ended March 31, 2015 and 2014, respectively. The decrease in the Company’s effective tax rate during 2015 was primarily due to no income taxes being recorded in connection with the preliminary bargain purchase gain of $82.8 million associated with the SWS Merger because the acquisition was a tax-free reorganization under Section 368(a) of the Internal Revenue Code. In addition, the Company recorded an income tax benefit of $2.1 million as a result of the SWS Merger to reverse the deferred tax liability booked during 2014 associated with the difference between book and tax basis on Hilltop’s investment in SWS common stock prior to the SWS Merger.
	At March 31, 2015 and December 31, 2014, the Company had net operating loss carryforwards for Federal income tax purposes of $93.2 million and $45.5 million, respectively. This increase in net operating loss carryforwards was a result of the SWS Merger. The net operating loss carryforwards are subject to either separate return year limitations or annual limitations on their usage because of the ownership change. These net operating loss carry-forwards expire in 2023 and later years. The Company expects to realize its current deferred tax asset for these net operating loss carryforwards through the implementation of certain tax planning strategies, core earnings, and reversal of timing differences. The Company has a valuation allowance recorded of $4.1 million at March 31, 2015 against its gross deferred tax asset for capital loss carryforwards. This increase in the valuation allowance of $2.2 million from December 31, 2014 was a result of the SWS Merger. The amount of the deferred tax asset considered realizable, however, could increase during the carryforward period if unexpected capital gains are recognized. The Company has no valuation allowance on the remainder of its deferred tax assets at March 31, 2015 or December 31, 2014.
	GAAP requires the measurement of uncertain tax positions. Uncertain tax positions are the difference between a tax position taken, or expected to be taken in a tax return, and the benefit recognized for accounting purposes. At March 31, 2015, the total amount of gross unrecognized tax benefits was $1.1 million, of which $0.7 million if recognized, would favorably impact the Company’s effective tax rate. The Company does not anticipate a significant change in the unrecognized tax benefits within the next twelve months.
	The Company files income tax returns in U.S. federal and numerous state jurisdictions. The Company is subject to tax audits in numerous jurisdictions in the U.S. until the applicable statute of limitations expires. The Company is no longer subject to U.S. federal tax examinations for tax years prior to 2011. The Company is open for various state tax audits for tax years 2010 and later. The Company is currently under income tax examination by several state authorities for tax years 2010, 2011 and 2012. The Company does not expect any significant liability to arise as a result of the examinations.

Employee_Benefits

Employee Benefits	3 Months Ended
	Mar. 31, 2015
Employee Benefits
Employee Benefits
	11. Employee Benefits
	Deferred Compensation Plan
	As a result of the SWS Merger, the Company assumed a deferred compensation plan offered by the former SWS (the “SWS Plan”) that allows former SWS eligible officers and employees to defer a portion of their bonus compensation and commissions. The SWS Plan matched 15% of the deferrals made by participants up to a predetermined limit through matching contributions that vest ratably over four years. Pursuant to the terms of the SWS Plan, the trustee periodically purchased the former SWS common stock in the open market. As a result of the SWS Merger, the former SWS common shares were converted into Hilltop common stock based on the terms of the merger agreement. No further contributions can be made to this plan.
	The assets of the SWS Plan are held in a rabbi trust and primarily include investments in company-owned life insurance (“COLI”) and Hilltop common stock. These assets are consolidated with those of the Company. Investments in COLI are carried at the cash surrender value of the insurance policies and recorded in other assets within the consolidated balance sheet at March 31, 2015. Investments in Hilltop common stock, which are carried at cost and accounted for in a manner similar to treasury stock, and the corresponding liability related to the deferred compensation plan are presented as components of stockholders’ equity as employee stock trust and deferred compensation employee stock trust, net, respectively, at March 31, 2015.

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies
Commitments and Contingencies
	12. Commitments and Contingencies
	Legal Matters
	The Company is subject to loss contingencies related to litigation, claims, investigations and legal and administrative cases and proceedings arising in the ordinary course of business. The Company evaluates these contingencies based on information currently available, including advice of counsel. The Company establishes accruals for those matters when a loss contingency is considered probable and the related amount is reasonably estimable. Any accruals are periodically reviewed and may be adjusted as circumstances change. Some of the Company’s exposure with respect to loss contingencies may be offset by applicable insurance coverage. In determining the amounts of any accruals or estimates of possible loss contingencies, the Company does not take into account the availability of insurance coverage, other than that provided by reinsurers in the insurance segment. When it is practicable, the Company estimates loss contingencies for possible litigation and claims, whether or not there is an accrued probable loss. When the Company is able to estimate such possible losses, and when it estimates that it is reasonably possible it could incur losses, in excess of amounts accrued, the Company is required to make a disclosure of the aggregate estimation. As available information changes, however, the matters for which the Company is able to estimate, as well as the estimates themselves will be adjusted, accordingly.
	Assessments of litigation and claims exposures are difficult due to many factors that involve inherent unpredictability. Those factors include the following: the varying stages of the proceedings, particularly in the early stages; unspecified, unsupported, or uncertain damages; damages other than compensatory, such as punitive damages; a matter presenting meaningful legal uncertainties, including novel issues of law; multiple defendants and jurisdictions; whether discovery has begun or not or discovery is not complete; meaningful settlement discussions have not commenced; and whether the claim involves a class action and if so, how the class is defined. As a result of some of these factors, the Company may be unable to estimate reasonably possible losses with respect to some or all of the pending and threatened litigation and claims asserted against the Company.
	Each of Hilltop, Hilltop Securities (a wholly owned subsidiary of Hilltop), SWS and the individual members of the board of directors of SWS have been named as defendants in two purported stockholder class action lawsuits arising out of the merger. Both lawsuits were filed in Delaware Chancery Court (Joseph Arceri v. SWS Group, Inc. et al and Chaile Steinberg v. SWS Group, Inc. et al filed April 8, 2014 and April 11, 2014, respectively). On May 13, 2014, the Delaware Chancery Court consolidated the two actions (the “Consolidated Action”) for all purposes. On June 10, 2014, plaintiffs filed a consolidated amended complaint. The complaint generally alleges, among other things, that the SWS board of directors breached its fiduciary duties to stockholders by failing to take steps to maximize stockholder value or to engage in a fair sale process before approving the merger, that the SWS board of directors labored under conflicts of interest, that certain provisions of the merger agreement unduly restrict SWS’s ability to negotiate with other potential bidders, and that the other defendants aided and abetted the SWS board of director’s breaches of fiduciary duty. The complaint further alleges, among other things, that the proxy statement/prospectus filed by Hilltop on May 29, 2014 omits or misstates certain material information. The complaints seek relief that includes, among other things, an injunction prohibiting the consummation of the merger, rescission to the extent the merger terms have already been implemented, damages for the alleged breaches of fiduciary duty, and the payment of plaintiffs’ attorneys’ fees and costs.
	On November 13, 2014, the parties to the Consolidated Action entered into a memorandum of understanding (the “MOU”) reflecting the terms of an agreement, subject to final approval by the Court and certain other conditions, to settle the Consolidated Action. Pursuant to the MOU, defendants, without admitting any wrongdoing, agreed to make certain supplemental disclosures requested by plaintiffs in the Consolidated Action, as set forth in SWS’s Current Report on Form 8-K dated November 14, 2014. In addition, Hilltop agreed to forbear from asserting certain rights under the Agreement and Plan of Merger, dated as of March 31, 2014, by and among Hilltop, Hilltop Securities and SWS. The MOU further contemplates that, following confirmatory discovery, the parties will enter into a stipulation of settlement, which will be subject to customary conditions, including court approval following notice to the former stockholders of SWS. If the parties enter into a stipulation of settlement, a hearing will be scheduled at which the court will consider the fairness, reasonableness and adequacy of the settlement. There can be no assurance that the parties will ultimately enter into a stipulation of settlement, that the applicable court will approve any proposed settlement, or that any eventual settlement will be under the same terms as those contemplated by the MOU.
	Following completion of Hilltop’s acquisition of SWS, several purported holders of shares of SWS common stock, representing a total of approximately 8.43 million shares of common stock of SWS, filed petitions in the Court of Chancery of the State of Delaware seeking appraisal for their shares pursuant to Section 262 of the Delaware General Corporation Law. The actions are captioned as follows:  Highland Select Equity Master Fund, L.P. et al. v. SWS Group, Inc. et al., C.A. No. 10554-VCG; Lone Star Value Investors, LP et al. v. SWS Group, Inc. et al., C.A. No. 10572-VCG; and Merlin Partners, LP et al. v. SWS Group, Inc. et al., C.A. No. 10578-VCG. The Company believes these claims are without merit and intends to vigorously defend these actions.
	On or about November 2, 2012, FSC, along with thirteen other defendants, was named in a lawsuit pending in the state of Rhode Island Superior Court styled Rhode Island Economic Development Corporation v. Wells Fargo Securities, LLC, et al. FSC is included in connection with its role as financial advisor to the State of Rhode Island, specifically in connection with the Rhode Island Economic Development Corporation’s issuance of $75 million in bonds to finance a loan to 38 Studios, LLC. FSC intends to defend itself vigorously in this action.
	The Company is involved in information-gathering requests and investigations (both formal and informal), as well as reviews, examinations and proceedings (collectively, “Inquiries”) by various governmental regulatory agencies, law enforcement authorities and self-regulatory bodies regarding certain of its businesses, business practices and policies, as well as the conduct of persons with whom it does business. Additional Inquiries will arise from time to time. In connection with those Inquiries, the Company receives document requests, subpoenas and other requests for information. The Inquiries, including the Inquiry described below, could develop into administrative, civil or criminal proceedings or enforcement actions that could result in consequences that have a material effect on the Company’s consolidated financial position, results of operations or cash flows as a whole. Such consequences could include adverse judgments, findings, settlements, penalties, fines, orders, injunctions, restitution, or alterations in the Company’s business practices, and could result in additional expenses and collateral costs, including reputational damage.
	As a part of an industry-wide inquiry, PrimeLending received a subpoena from the Office of Inspector General of the U.S. Department of Housing and Urban Development regarding mortgage-related practices, including those relating to origination practices for loans insured by the Federal Housing Administration (the “FHA”). On August 20, 2014, PrimeLending received a Civil Investigative Demand from the United States Department of Justice (the “DOJ”) related to this Inquiry. According to the Civil Investigative Demand, the DOJ is conducting an investigation to determine whether PrimeLending has violated the False Claims Act in connection with originating and underwriting single-family residential mortgage loans insured by the FHA. No allegations have been asserted against PrimeLending. PrimeLending cannot predict the ultimate outcome of this investigation, and cannot make a reasonable estimate of potential liability, if any, at this time. PrimeLending is cooperating with the investigation and continues to respond to the Civil Investigative Demand.
	While the final outcome of litigation and claims exposures or of any Inquiries is inherently unpredictable, management is currently of the opinion that the outcome of pending and threatened litigation and Inquiries will not have a material effect on the Company’s business, consolidated financial position, results of operations or cash flows as a whole. However, in the event of unexpected future developments, it is reasonably possible that an adverse outcome in any of the matters discussed above could be material to the Company’s business, consolidated financial position, results of operations or cash flows for any particular reporting period of occurrence.
	Other Contingencies
	The mortgage origination segment may be responsible for errors or omissions relating to its representations and warranties that each loan sold meets certain requirements, including representations as to underwriting standards and the validity of certain borrower representations in connection with the loan. If determined to be at fault, the mortgage origination segment either repurchases the affected loan from the investor or reimburses the investor’s losses. The mortgage origination segment has established an indemnification liability reserve for such probable losses.
	Generally, the mortgage origination segment first becomes aware that an investor believes a loss has been incurred on a sold loan when it receives a written request from the investor to repurchase the loan or reimburse the investor’s losses. Upon completing its review of the investor’s request, the mortgage origination segment establishes a specific claims reserve for the loan if it concludes its obligation to the investor is both probable and reasonably estimable.
	An additional reserve has been established for probable investor losses that may have been incurred, but not yet reported to the mortgage origination segment based upon a reasonable estimate of such losses. Factors considered in the calculation of this reserve include, but are not limited to, the total volume of loans sold exclusive of specific investor requests, actual investor claim settlements and the severity of estimated losses resulting from future claims, and the mortgage origination segment’s history of successfully curing defects identified in investor claim requests. While the mortgage origination segment’s sales contracts typically include borrower early payment default repurchase provisions, these provisions have not been a primary driver of investor claims to date, and therefore, are not a primary factor considered in the calculation of this reserve.
	At March 31, 2015 and December 31, 2014, the mortgage origination segment’s indemnification liability reserve totaled $17.3 million and $17.6 million, respectively. The provision for indemnification losses was $0.8 million and $0.6 million during the three months ended March 31, 2015 and 2014, respectively.
	The following tables provide for a roll-forward of claims activity for loans put-back to the mortgage origination segment based upon an alleged breach of a representation or warranty with respect to a loan sold and related indemnification liability reserve activity (in thousands).
		Representation and Warranty Specific Claims
		Activity - Origination Loan Balance
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	53,906		$	51,912
	Claims made	37,323			10,044
	Claims resolved with no payment	(11,687		)	(4,458		)
	Repurchases	(5,239		)	(4,878		)
	Indemnification payments	(203		)	(691		)
	Balance, end of period	$	74,100		$	51,929
		Indemnification Liability Reserve Activity
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	17,619		$	21,121
	Additions for new sales	844			560
	Repurchases	(498		)	(504		)
	Early payment defaults	(10		)	(21		)
	Indemnification payments	(162		)	(181		)
	Change in estimate	(451		)	—
	Balance, end of period	$	17,342		$	20,975
		March 31,			December 31,
		2015			2014
	Reserve for Indemnification Liability:
	Specific claims	$	7,783		$	7,912
	Incurred but not reported claims	9,559			9,707
	Total	$	17,342		$	17,619
	Although management considers the total indemnification liability reserve to be appropriate, there may be changes in the reserve over time to address incurred losses, due to unanticipated adverse changes in the economy and historical loss patterns, discrete events adversely affecting specific borrowers or industries, and/or actions taken by institutions or investors. The impact of such matters is considered in the reserving process when probable and estimable.
	In connection with the FNB Transaction, the Bank entered into two loss-share agreements with the FDIC that collectively cover $1.2 billion of loans and OREO acquired in the FNB Transaction. Pursuant to the loss-share agreements, the FDIC has agreed to reimburse the Bank the following amounts with respect to the covered assets: (i) 80% of losses on the first $240.4 million of losses incurred; (ii) 0% of losses in excess of $240.4 million up to and including $365.7 million of losses incurred; and (iii) 80% of losses in excess of $365.7 million of losses incurred. The Bank has also agreed to reimburse the FDIC for any subsequent recoveries. The loss-share agreements for commercial and single family residential loans are in effect for 5 years and 10 years, respectively, from the Bank Closing Date and the loss recovery provisions to the FDIC are in effect for 8 years and 10 years, respectively, from the Bank Closing Date. In accordance with the loss-share agreements, the Bank may be required to make a “true-up” payment to the FDIC approximately ten years following the Bank Closing Date if the FDIC’s initial estimate of losses on covered assets is greater than the actual realized losses. The “true-up” payment is calculated using a defined formula set forth in the P&A Agreement. As of March 31, 2015, the Bank estimated that the sum of covered losses and reimbursable expenses subject to the loss-share agreements will exceed $240.4 million, but will not exceed $365.7 million. Unless actual plus projected covered losses and reimbursable expenses exceed $365.7 million, the Bank will not record additional amounts to the FDIC Indemnification Asset. As of March 31, 2015, the Bank had billed $104.7 million of covered net losses to the FDIC, of which 80%, or $83.8 million, were reimbursable under the loss-share agreements. As of March 31, 2015, the Bank had received aggregate reimbursements of $83.8 million from the FDIC.

Financial_Instruments_with_Off

Financial Instruments with Off-Balance Sheet Risk	3 Months Ended
	Mar. 31, 2015
Financial Instruments with Off-Balance Sheet Risk
Financial Instruments with Off-Balance Sheet Risk
	13. Financial Instruments with Off-Balance Sheet Risk
	The Bank is party to 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 and standby letters of credit that involve varying degrees of credit and interest rate risk in excess of the amount recognized in the consolidated financial statements. Such financial instruments are recorded in the consolidated financial statements when they are funded or related fees are incurred or received. The contract amounts of those instruments reflect the extent of involvement (and therefore the exposure to credit loss) the Bank has in particular classes of financial instruments.
	Commitments to extend credit are agreements to lend to a customer provided that the terms established in the contract are met. Commitments generally have fixed expiration dates and may require payment of fees. Because some commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. Standby letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. These letters of credit are primarily issued to support public and private borrowing arrangements. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan commitments to customers.
	In the aggregate, the Bank had outstanding unused commitments to extend credit of $1.6 billion at March 31, 2015 and outstanding financial and performance standby letters of credit of $43.0 million at March 31, 2015.
	The Bank uses the same credit policies in making commitments and standby letters of credit as it does for on-balance sheet instruments. The amount of collateral obtained, if deemed necessary, in these transactions is based on management’s credit evaluation of the borrower. Collateral held varies but may include real estate, accounts receivable, marketable securities, interest-bearing deposit accounts, inventory, and property, plant and equipment.
	In the normal course of business, the Hilltop Broker-Dealers execute, settle, and finance various securities transactions that may expose the Hilltop Broker-Dealers to off-balance sheet risk in the event that a customer or counterparty does not fulfill its contractual obligations. Examples of such transactions include the sale of securities not yet purchased by customers or for the accounts of the Hilltop Broker-Dealers, use of derivatives to support certain non-profit housing organization clients, clearing agreements between the Hilltop Broker-Dealers and various clearinghouses and broker-dealers, secured financing arrangements that involve pledged securities, and when-issued underwriting and purchase commitments.

StockBased_Compensation

Stock-Based Compensation	3 Months Ended
	Mar. 31, 2015
Stock-Based Compensation
Stock-Based Compensation
	14. Stock-Based Compensation
	Pursuant to the Hilltop Holdings Inc. 2012 Equity Incentive Plan (the “2012 Plan”), the Company may grant nonqualified stock options, stock appreciation rights, restricted stock, restricted stock units, performance awards, dividend equivalent rights and other awards to employees of the Company, its subsidiaries and outside directors of the Company. In the aggregate, 4,000,000 shares of common stock may be delivered pursuant to awards granted under the 2012 Plan. At March 31, 2015, 2,840,783 shares of common stock remained available for issuance pursuant to the 2012 Plan.
	During the three months ended March 31, 2015, the Compensation Committee of the Board of Directors of the Company awarded certain executives and key employees an aggregate of 193,770 restricted stock units (“RSUs”) pursuant to the 2012 Plan. At March 31, 2015, 97,932 of these RSUs are subject to time-based vesting conditions and generally cliff vest on the third anniversary of the grant date, and 95,838 of these RSUs vest based upon the achievement of certain performance goals over a three-year period. These RSUs are subject to service conditions set forth in the award agreements, with associated costs recognized on a straight-line basis over the respective vesting periods. The weighted average grant date fair value related to these RSUs was $18.68 per share. At March 31, 2015, unrecognized compensation expense related to these RSUs was $3.5 million, which will be amortized through February 2018. The RSUs are not transferable, and the shares of common stock issuable upon conversion of vested RSUs are generally subject to transfer restrictions for a period of one year following conversion, subject to certain exceptions. In addition, the applicable RSU award agreements provide for accelerated vesting under certain conditions.
	Prior to the completion of the SWS Merger and in accordance with the SWS merger agreement, on August 20, 2014, SWS granted restricted shares of common stock (“Restricted Stock Awards”) to certain of its executive officers and key employees. On January 1, 2015, the effective time of the SWS Merger, the Restricted Stock Awards converted into the right to receive an aggregate of 62,994 restricted shares of Company common stock based on the value of the merger consideration, and their vesting schedule did not accelerate. These Restricted Stock Awards generally vest in three equal installments beginning on August 20, 2015, and are subject to service conditions set forth in the award agreements, with associated costs recognized on a straight-line basis over the respective vesting periods. The fair value of these Restricted Stock Awards at the time of conversion was $19.95 per share. At March 31, 2015, unrecognized compensation expense related to these Restricted Stock Awards was $0.7 million, which will be amortized through August 2017. The award agreements governing these Restricted Stock Awards provide for accelerated vesting under certain conditions.
	During 2014 and 2013, the Compensation Committee of the Board of Directors of the Company awarded certain executives and key employees an aggregate of 444,175 and 471,000 RSUs, respectively, pursuant to the 2012 Plan, of which 428,258 and 451,000, respectively, remained outstanding at March 31, 2015. At March 31, 2015, unrecognized compensation expense related to these awards was $9.1 million, which will be amortized through December 2017. The award agreements governing these awards provide for accelerated vesting under certain conditions.
	Compensation expense related to the plans was $1.8 million and $0.7 million during the three months ended March 31, 2015 and 2014, respectively.
	During the three months ended March 31, 2015 and 2014, Hilltop granted 2,545 and 2,303 shares of common stock to independent members of the Company’s Board of Directors for services rendered to the Company pursuant to the 2012 Plan.

Regulatory_Matters

Regulatory Matters	3 Months Ended
	Mar. 31, 2015
Regulatory Matters
Regulatory Matters
	15. Regulatory Matters
	Bank
	The Bank and Hilltop are subject to various regulatory capital requirements administered by the federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory — and possibly additional discretionary — actions by regulators that, if undertaken, could have a direct, material effect on the consolidated financial statements. The regulations require us to meet specific capital adequacy guidelines that involve quantitative measures of assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices. The capital classifications are also subject to qualitative judgments by the regulators about components, risk weightings and other factors.
	On January 1, 2015, the new comprehensive capital framework (“Basel III”) for U.S. banking organizations became effective for the Bank and Hilltop for reporting periods beginning after January 1, 2015 (subject to a phase-in period through January 2019). Under Basel III, total capital consists of two tiers of capital, Tier 1 and Tier 2. Tier 1 capital is further composed of common equity Tier 1 capital and additional Tier 1 capital. Total capital is the sum of Tier 1 capital and Tier 2 capital.
	Quantitative measures established by regulation to ensure capital adequacy require the companies to maintain minimum amounts and ratios (set forth in the following table) of Tier 1 capital (as defined in the regulations) to total average assets (as defined), and minimum ratios of common equity Tier 1, Tier 1 and total capital (as defined) to risk-weighted assets (as defined).
	In addition, under the final rules, bank holding companies with less than $15 billion in assets as of December 31, 2009 are allowed to continue to include junior subordinated debentures in Tier 1 capital, subject to certain restrictions. However, if an institution grows to above $15 billion in assets as a result of an acquisition, or organically grows to above $15 billion in assets and then makes an acquisition, the combined trust preferred issuances must be phased out of Tier 1 and into Tier 2 capital (75% in 2015 and 100% in 2016). All of the debentures issued to the Trusts, less the common stock of the Trusts, qualified as Tier 1 capital as of March 31, 2015, under guidance issued by the Board of Governors of the Federal Reserve System.
	The following table shows the Bank’s and Hilltop’s consolidated actual capital amounts and ratios compared to the regulatory minimum capital requirements and the Bank’s regulatory minimum capital requirements needed to qualify as a “well-capitalized” institution in accordance with Basel III as measured at March 31, 2015 and applicable regulatory guidelines at December 31, 2014 (dollars in thousands).
												To Be Well Capitalized
							Minimum Capital					Minimum Capital
		Actual					Requirements					Requirements
	March 31, 2015	Amount			Ratio		Amount			Ratio		Amount		Ratio
	Tier 1 capital (to average assets):
	Bank	$	945,922		11.34	%	$	333,675		4.0	%	$	417,094	5.0	%
	Hilltop	1,556,506			12.68	%	491,149			4.0	%	N/A		N/A
	Common equity Tier 1 capital (to risk-weighted assets):
	Bank	945,922			16.46	%	$	258,619		4.5	%	$	373,561	6.5	%
	Hilltop	1,386,467			18.05	%	345,650			4.5	%	N/A		N/A
	Tier 1 capital (to risk-weighted assets):
	Bank	945,922			16.46	%	344,826			6.0	%	459,767		8.0	%
	Hilltop	1,556,506			20.26	%	460,866			6.0	%	N/A		N/A
	Total capital (to risk-weighted assets):
	Bank	987,755			17.19	%	459,767			8.0	%	574,709		10.0	%
	Hilltop	1,598,829			20.82	%	614,488			8.0	%	N/A		N/A
												To Be Well Capitalized
							Minimum Capital					Minimum Capital
		Actual					Requirements					Requirements
	December 31, 2014	Amount			Ratio		Amount			Ratio		Amount		Ratio
	Tier 1 capital (to average assets):
	Bank	$	845,656		10.31	%	$	328,025		4.0	%	$	410,031	5.0	%
	Hilltop	1,231,724			14.17	%	347,619			4.0	%	N/A		N/A
	Tier 1 capital (to risk-weighted assets):
	Bank	845,656			13.74	%	246,099			4.0	%	369,148		6.0	%
	Hilltop	1,231,724			19.02	%	259,078			4.0	%	N/A		N/A
	Total capital (to risk-weighted assets):
	Bank	888,744			14.45	%	492,198			8.0	%	615,247		10.0	%
	Hilltop	1,275,023			19.69	%	518,157			8.0	%	N/A		N/A
	To be considered “adequately capitalized” (as defined) under regulatory requirements, the Bank must maintain minimum Tier 1 capital to total average assets of 4%, common equity Tier 1 capital to risk-weighted assets of 4.5%, Tier 1 capital to risk-weighted assets ratios of 6% (an increase from 4% prior to January 1, 2015), and a total capital to risk-weighted assets ratio of 8%. Based on the actual capital amounts and ratios shown in the previous table, the Bank’s ratios place it in the “well capitalized” (as defined) capital category under regulatory requirements.
	Broker-Dealer
	Pursuant to the net capital requirements of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), FSC and Southwest Securities have each elected to determine their respective net capital requirements using the alternative method. Accordingly, FSC and Southwest Securities are required to maintain minimum net capital, as defined in Rule 15c3-1 promulgated under the Exchange Act, equal to the greater of $250,000 and 1,000,000, respectively, or 2% of aggregate debit balances, as defined in Rule 15c3-3 promulgated under the Exchange Act. Additionally, the net capital rule of the NYSE provides that equity capital may not be withdrawn or cash dividends paid if resulting net capital would be less than 5% of the aggregate debit items. SWS Financial follows the primary (aggregate indebtedness) method, as defined in Rule 15c3-1 promulgated under the Exchange Act, which requires the maintenance of the larger of minimum net capital of $250,000 or 1/15 of aggregate indebtedness.
	At March 31, 2015, the net capital position of each of the Hilltop Broker-Dealers was as follows (in thousands).
					Southwest			SWS
		FSC			Securities			Financial
	Net capital	$	66,844		$	164,058		$	1,055
	Less required net capital	5,353			6,343			250
	Excess net capital	$	61,491		$	157,715		$	805
	Net capital as a percentage of aggregate debit items	25.0		%	51.73		%
	Net capital in excess of 5% aggregate debit items	$	53,461		$	148,200
	Under certain conditions, the Hilltop Broker-Dealers may be required to segregate cash and securities in a special reserve account for the benefit of customers under Rule 15c3-3 promulgated under the Exchange Act. Assets segregated under the provisions of the Exchange Act are not available for general corporate purposes. The Hilltop Broker-Dealers were required to segregate $278.3 million and $76.0 million in cash and securities at March 31, 2015 and December 31, 2014, respectively.
	The Hilltop Broker-Dealers were not required to segregate cash or securities in a special reserve account for the benefit of proprietary accounts of introducing broker-dealers at March 31, 2015 and December 31, 2014.
	Mortgage Origination
	As a mortgage originator, PrimeLending is subject to minimum net worth requirements established by the United States Department of Housing and Urban Development (“HUD”) and the GNMA. On an annual basis, PrimeLending submits audited financial statements to HUD and GNMA documenting PrimeLending’s compliance with its minimum net worth requirements. In addition, PrimeLending monitors compliance on an ongoing basis and, as of March 31, 2015, PrimeLending’s net worth exceeded the amounts required by both HUD and GNMA.
	Insurance
	The statutory financial statements of the Company’s insurance subsidiaries, which are domiciled in the State of Texas, are presented on the basis of accounting practices prescribed or permitted by the Texas Department of Insurance. Texas has adopted the statutory accounting practices of the National Association of Insurance Commissioners (“NAIC”) as the basis of its statutory accounting practices with certain differences that are not significant to the insurance company subsidiaries’ statutory equity.
	A summary of statutory capital and surplus and statutory net income of each insurance subsidiary is as follows (in thousands).
		March 31,			December 31,
		2015			2014
	Capital and surplus:
	National Lloyds Insurance Company	$	117,614		$	113,023
	American Summit Insurance Company	29,983			28,964
		Three Months Ended March 31,
		2015			2014
	Statutory net income:
	National Lloyds Insurance Company	$	4,759		$	5,986
American Summit Insurance Company	909			1,131
Regulations of the Texas Department of Insurance require insurance companies to maintain minimum levels of statutory surplus to ensure their ability to meet their obligations to policyholders. At March 31, 2015, the Company’s insurance subsidiaries had statutory surplus in excess of the minimum required.
The NAIC has adopted a risk based capital (“RBC”) formula for insurance companies that establishes minimum capital requirements indicating various levels of available regulatory action on an annual basis relating to insurance risk, asset credit risk, interest rate risk and business risk. The RBC formula is used by the NAIC and certain state insurance regulators as an early warning tool to identify companies that require additional scrutiny or regulatory action. At March 31, 2015, the Company’s insurance subsidiaries’ RBC ratio exceeded the level at which regulatory action would be required.

Derivative_Financial_Instrumen

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2015
Derivative Financial Instruments
Derivative Financial Instruments
	16. Derivative Financial Instruments
	The Company uses various derivative financial instruments to mitigate interest rate risk. The Bank’s interest rate risk management strategy involves effectively managing the re-pricing characteristics of certain assets and liabilities to mitigate potential adverse impacts from changes in interest rates on the net interest margin. PrimeLending has interest rate risk relative to interest rate lock commitments (“IRLCs”) and its inventory of mortgage loans held for sale. PrimeLending is exposed to such rate risk from the time an IRLC is made to an applicant to the time the related mortgage loan is sold. To mitigate interest rate risk, PrimeLending executes forward commitments to sell mortgage-backed securities (“MBSs”). Additionally, PrimeLending has interest rate risk relative to its MSR asset. During the three months ended September 30, 2014, PrimeLending began using derivative instruments, including interest rate swaps and swaptions, to hedge this risk. The Hilltop Broker-Dealers use forward commitments to both purchase and sell MBSs to facilitate customer transactions and as a means to hedge related exposure to interest rate risk in certain inventory positions.
	Non-Hedging Derivative Instruments and the Fair Value Option
	As discussed in Note 3 to the consolidated financial statements, the Company has elected to measure substantially all mortgage loans held for sale at fair value under the provisions of the Fair Value Option. The election provides the opportunity to mitigate volatility in reported earnings caused by measuring related assets and liabilities differently without applying complex hedge accounting provisions. The fair values of PrimeLending’s IRLCs, forward commitments, and interest rate swaps and swaptions are recorded in other assets or other liabilities, as appropriate, and changes in the fair values of these derivative instruments are recorded as a component of net gains from sale of loans and other mortgage production income. The fair value of PrimeLending’s derivative instruments increased $18.9 million during the three months ended March 31, 2015, compared with a decrease of $1.6 million during the three months ended March 31, 2014. Changes in fair value are attributable to changes in the volume of IRLCs, mortgage loans held for sale, commitments to purchase and sell MBSs and MSR assets, and changes in market interest rates. Changes in market interest rates also conversely affect the value of PrimeLending’s mortgage loans held for sale and its MSR asset, which are measured at fair value under the Fair Value Option. The effect of the change in market interest rates on PrimeLending’s loans held for sale and MSR asset is discussed in Note 3 to the consolidated financial statements. The fair values of the Hilltop Broker-Dealers’ derivative instruments are recorded in other assets or other liabilities, as appropriate, and the fair values of the Hilltop Broker-Dealers’ derivatives increased $8.6 million and $2.8 million during the three months ended March 31, 2015 and 2014, respectively. The changes in fair value were recorded as a component of other noninterest income.
	Derivative positions are presented in the following table (in thousands).
		March 31, 2015					December 31, 2014
		Notional		Estimated			Notional		Estimated
		Amount		Fair Value			Amount		Fair Value
	Derivative instruments:
	IRLCs	$	1,282,637	$	35,106		$	621,216	$	17,057
	Commitments to purchase MBSs	2,951,103		12,596			510,553		6,040
	Commitments to sell MBSs	4,929,365		(20,667		)	1,968,768		(12,566		)
	Interest rate swaps and swaptions	102,110		566			83,000		425
	PrimeLending has advanced cash collateral totaling $8.8 million and $6.6 million to offset net liability derivative positions on its commitments to sell MBSs at March 31, 2015 and December 31, 2014, respectively. In addition, PrimeLending has advanced cash collateral totaling $3.6 million and $3.3 million in initial margin on its interest rate swaps and swaptions at March 31, 2015 and December 31, 2014, respectively. These amounts are included in other assets within the consolidated balance sheets.

Balance_Sheet_Offsetting

Balance Sheet Offsetting	3 Months Ended
	Mar. 31, 2015
Balance Sheet Offsetting
Balance Sheet Offsetting
	17. Balance Sheet Offsetting
	Certain financial instruments, including resale and repurchase agreements, securities lending arrangements and derivatives, may be eligible for offset in the consolidated balance sheets and/or subject to master netting arrangements or similar agreements. The following tables present the assets and liabilities subject to enforceable master netting arrangements, repurchase agreements, or similar agreements with offsetting rights (in thousands).
									Gross Amounts Not Offset in
							Net Amounts		the Balance Sheet
		Gross Amounts		Gross Amounts			of Assets					Cash
		of Recognized		Offset in the			Presented in the		Financial			Collateral			Net
		Assets		Balance Sheet			Balance Sheet		Instruments			Pledged			Amount
	March 31, 2015
	Securities borrowed:
	Institutional counterparties	$	1,990,598	$	—		$	1,990,598	$	(1,990,598	)	$	—		$	—
	Interest rate swaps and swaptions:
	Institutional counterparties	1,454		—			1,454		—			—			1,454
	Reverse repurchase agreements:
	Institutional counterparties	67,227		—			67,227		(67,132		)	—			95
	Forward MBS derivatives:
	Institutional counterparties	6,239		—			6,239		(6,239		)	—			—
		$	2,065,518	$	—		$	2,065,518	$	(2,063,969	)	$	—		$	1,549
	December 31, 2014
	Securities borrowed:
	Institutional counterparties	$	152,899	$	—		$	152,899	$	(152,899	)	$	—		$	—
	Interest rate swaps and swaptions:
	Institutional counterparties	425		—			425		—			—			425
	Forward MBS derivatives:
	Institutional counterparties	41		—			41		—			—			41
		$	153,365	$	—		$	153,365	$	(152,899	)	$	—		$	466
									Gross Amounts Not Offset in
							Net Amounts		the Balance Sheet
		Gross Amounts		Gross Amounts			of Liabilities					Cash
		of Recognized		Offset in the			Presented in the		Financial			Collateral			Net
		Liabities		Balance Sheet			Balance Sheet		Instruments			Pledged			Amount
	March 31, 2015
	Securities loaned:
	Institutional counterparties	$	1,853,366	$	—		$	1,853,366	$	(1,853,366	)	$	—		$	—
	Interest rate swaps and swaptions:
	Institutional counterparties		888		—			888		(1,564	)		—			(676	)
	Repurchase agreements:
	Institutional counterparties	241,822		—			241,822		(241,822		)	—			—
	Customer counterparties	132,355		—			132,355		(132,355		)	—			—
	Forward MBS derivatives:
	Institutional counterparties	21,149		(482		)	20,667		(6,239		)	(6,573		)	7,855
		$	2,249,580	$	(482	)	$	2,249,098	$	(2,235,346	)	$	(6,573	)	$	7,179
	December 31, 2014
	Securities loaned:
	Institutional counterparties	$	117,822	$	—		$	117,822	$	(117,822	)	$	—		$	—
	Repurchase agreements:
	Customer counterparties	136,396		—			136,396		(136,396		)	—			—
	Forward MBS derivatives:
	Institutional counterparties	12,829		(223		)	12,606		—			(6,137		)	6,469
		$	267,047	$	(223	)	$	266,824	$	(254,218	)	$	(6,137	)	$	6,469

BrokerDealer_and_Clearing_Orga

Broker-Dealer and Clearing Organization Receivables and Payables	3 Months Ended
	Mar. 31, 2015
Broker-Dealer and Clearing Organization Receivables and Payables
Broker-Dealer and Clearing Organization Receivables and Payables
	18. Broker-Dealer and Clearing Organization Receivables and Payables
	Broker-dealer and clearing organization receivables and payables consisted of the following (in thousands).
		March 31,		December 31,
		2015		2014
	Receivables:
	Securities borrowed	$	1,990,598	$	152,899
	Securities failed to deliver	23,693		3,497
	Clearing organizations	8,364		11,471
	Trades in process of settlement, net	190,280		—
	Other	9,582		17
		$	2,222,517	$	167,884
	Payables:
	Securities loaned	$	1,853,366	$	117,822
	Correspondents	59,282		51,930
	Securities failed to receive	27,351		5,960
	Clearing organizations	11,041		3,330
		$	1,951,040	$	179,042

Reserves_for_Losses_and_Loss_A

Reserves for Losses and Loss Adjustment Expenses	3 Months Ended
	Mar. 31, 2015
Reserves for Losses and Loss Adjustment Expenses
Reserves for Losses and Loss Adjustment Expenses
	19. Reserve for Losses and Loss Adjustment Expenses
	A rollforward of NLC’s reserve for unpaid losses and loss adjustment expenses (“LAE”), as included in other liabilities within the consolidated balance sheets, is as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	29,716		$	27,468
	Less reinsurance recoverables	(4,315		)	(4,508		)
	Net balance, beginning of period	25,401			22,960
	Incurred related to:
	Current period	14,290			16,087
	Prior periods	4,570			2,250
	Total incurred	18,860			18,337
	Payments related to:
	Current period	(7,174		)	(8,337		)
	Prior periods	(8,094		)	(7,788		)
	Total payments	(15,268		)	(16,125		)
	Net balance, end of period	28,993			25,172
	Plus reinsurance recoverables	8,451			3,086
	Balance, end of period	$	37,444		$	28,258
	The increase in the NLC’s reserves at March 31, 2015 as compared with March 31, 2014 of $9.2 million is primarily due to increased reserves attributable to the prior period adverse development and additional reinsurance recoverables associated with the increase in reserves. The prior period adverse development of $4.6 million during the three months ended March 31, 2015 was primarily related to litigation emerging from a series of hail storms within the 2012 though 2014 accident years.

Reinsurance_Activity

Reinsurance Activity	3 Months Ended
	Mar. 31, 2015
Reinsurance Activity
Reinsurance Activity
	20. Reinsurance Activity
	NLC limits the maximum net loss that can arise from large risks or risks in concentrated areas of exposure by reinsuring (ceding) certain levels of risk. Substantial amounts of business are ceded, and these reinsurance contracts do not relieve NLC from its obligations to policyholders. Such reinsurance includes quota share, excess of loss, catastrophe, and other forms of reinsurance on essentially all property and casualty lines of insurance. Net insurance premiums earned, losses and LAE and policy acquisition and other underwriting expenses are reported net of the amounts related to reinsurance ceded to other companies. Amounts recoverable from reinsurers related to the portions of the liability for losses and LAE and unearned insurance premiums ceded to them are reported as assets. Failure of reinsurers to honor their obligations could result in losses to NLC; consequently, allowances are established for amounts deemed uncollectible as NLC evaluates the financial condition of its reinsurers and monitors concentrations of credit risk arising from similar geographic regions, activities, or economic characteristics of the reinsurers to minimize its exposure to significant losses from reinsurer insolvencies. At March 31, 2015, reinsurance receivables have a carrying value of $8.9 million, which is included in other assets within the consolidated balance sheet. There was no allowance for uncollectible accounts at March 31, 2015, based on NLC’s quality requirements.
	The effects of reinsurance on premiums written and earned are summarized as follows (in thousands).
		Three Months Ended March 31,
		2015						2014
		Written			Earned			Written			Earned
	Premiums from direct business	$	42,749		$	42,089		$	43,770		$	42,759
	Reinsurance assumed	2,516			2,443			2,233			2,020
	Reinsurance ceded	(4,705		)	(4,965		)	(4,186		)	(4,460		)
	Net premiums	$	40,560		$	39,567		$	41,817		$	40,319
	The effects of reinsurance on incurred losses are as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Loss and LAE incurred	$	23,331		$	17,752
	Reinsurance recoverables	(4,471		)	585
	Net loss and LAE incurred	$	18,860		$	18,337
	Multi-line excess of loss coverage
	In addition to the catastrophe reinsurance noted below, both NLIC and ASIC participate in an excess of loss program placed with various reinsurers. This program is limited to each risk with respect to property and liability in the amount of $500,000 for each of NLIC and ASIC. Each of NLIC and ASIC retain $500,000 in this program.
	Catastrophic coverage
	At March 31, 2015, NLC had catastrophic excess of loss reinsurance coverage of losses per event in excess of $8 million retention by NLIC and $1.5 million retention by ASIC. ASIC maintained an underlying layer of coverage, providing $6.5 million in excess of its $1.5 million retention to bridge to the primary program. The reinsurance in excess of $8 million is comprised of four layers of protection: $17 million in excess of $8 million retention; $25 million in excess of $25 million loss; $50 million in excess of $50 million loss and $40 million in excess of $100 million loss. NLIC and ASIC retain no participation in any of the layers, beyond the first $8 million and $1.5 million, respectively. At March 31, 2015, total retention for any one catastrophe that affects both NLIC and ASIC was limited to $8 million in the aggregate.
	Effective January 1, 2015, NLC renewed its underlying excess of loss contract that provides $10 million aggregate coverage for sub-catastrophic events. NLC retains a 9% participation in this coverage.

Segment_and_Related_Informatio

Segment and Related Information	3 Months Ended
	Mar. 31, 2015
Segment and Related Information
Segment and Related Information
	21. Segment and Related Information
	The Company currently has four reportable business segments that are organized primarily by the core products offered to the segments’ respective customers. These segments reflect the manner in which operations are managed and the criteria used by the Company’s chief operating decision maker function to evaluate segment performance, develop strategy and allocate resources. The chief operating decision maker function consists of the President and Chief Executive Officer of the Company and the Chief Executive Officer of PlainsCapital.
	The banking segment includes the operations of the Bank and, since January 1, 2015, the operations of the former SWS FSB acquired in the SWS Merger. The broker-dealer segment includes the operations of First Southwest and, since January 1, 2015, the operations of Southwest Securities and SWS Financial acquired in the SWS Merger. The mortgage origination segment is composed of PrimeLending, while the insurance segment is composed of NLC.
	Corporate includes certain activities not allocated to specific business segments. These activities include holding company financing and investing activities, and management and administrative services to support the overall operations of the Company including, but not limited to, certain executive management, corporate relations, legal, finance and acquisition costs not allocated to business segments.
	Balance sheet amounts for remaining subsidiaries not discussed previously and the elimination of intercompany transactions are included in “All Other and Eliminations.” The following tables present certain information about reportable segment revenues, operating results, goodwill and assets (in thousands).
							Mortgage								All Other and			Hilltop
	Three Months Ended March 31, 2015	Banking		Broker-Dealer			Origination			Insurance		Corporate			Eliminations			Consolidated
	Net interest income (expense)	$	83,442	$	7,996		$	(3,014	)	$	757	$	109		$	4,102		$	93,392
	Provision for loan losses	2,486		201			—			—		—			—			2,687
	Noninterest income	58,775		122,877			135,292			41,845		—			(4,417		)	354,372
	Noninterest expense	58,532		90,795			122,302			33,466		9,626			(245		)	314,476
	Income (loss) before income taxes	$	81,199	$	39,877		$	9,976		$	9,136	$	(9,517	)	$	(70	)	$	130,601
							Mortgage								All Other and			Hilltop
	Three Months Ended March 31, 2014	Banking		Broker-Dealer			Origination			Insurance		Corporate			Eliminations			Consolidated
	Net interest income (expense)	$	79,572	$	2,629		$	(4,139	)	980		$	1,692		$	4,687		$	85,421
	Provision for loan losses	3,228		14			—			—		—			—			3,242
	Noninterest income	16,228		24,597			91,763			42,773		—			(5,261		)	170,100
	Noninterest expense	60,677		27,365			90,632			32,341		2,188			(574		)	212,629
	Income (loss) before income taxes	$	31,895	$	(153	)	$	(3,008	)	$	11,412	$	(496	)	$	—		$	39,650
	March 31, 2015
	Goodwill	$	207,741	$	7,008		$	13,071		$	23,988	$	—		$	—		$	251,808
	Total assets	$	8,373,160	$	3,747,053		$	1,412,742		$	343,959	$	1,810,205		$	(3,124,225	)	$	12,562,894
	December 31, 2014
	Goodwill	$	207,741	$	7,008		$	13,071		$	23,988	$	—		$	—		$	251,808
	Total assets	$	8,036,729	$	758,636		$	1,498,846		$	328,693	$	1,522,655		$	(2,903,143	)	$	9,242,416

Earnings_per_Common_Share

Earnings per Common Share	3 Months Ended
	Mar. 31, 2015
Earnings per Common Share
Earnings per Common Share
	22. Earnings per Common Share
	Nonvested share-based payment awards that contain nonforfeitable rights to dividends or dividend equivalents are participating securities and are included in the computation of earnings per share pursuant to the two-class method prescribed by the Earnings Per Share Topic of the ASC. The two-class method is an earnings allocation formula that determines earnings per share for each class of common stock and participating security according to dividends declared (or accumulated) and participation rights in undistributed earnings. Restricted Stock Awards are the only instruments issued by Hilltop which qualify as participating securities.
	Net earnings, less any preferred dividends accumulated for the period (whether or not declared), is allocated between the common stock and participating securities pursuant to the two-class method. Basic earnings per common share is computed by dividing net earnings available to common stockholders by the weighted average number of common shares outstanding during the period, excluding participating nonvested restricted shares.
	Diluted earnings per common share is computed in a similar manner, except that first the denominator is increased to include the number of additional common shares that would have been outstanding if potentially dilutive common shares, excluding the participating securities, were issued using the treasury stock method. During the three months ended March 31, 2015 and 2014, stock options and RSUs are the only potentially dilutive non-participating instruments issued by Hilltop. Next, the Company determines and includes in the diluted earnings per common share calculation the more dilutive effect of the participating securities using the treasury stock method or the two-class method. Undistributed losses are not allocated to the nonvested share-based payment awards (the participating securities) under the two-class method as the holders are not contractually obligated to share in the losses of the Company.
	The following table presents the computation of basic and diluted earnings per common share (in thousands, except per share data).
		Three Months Ended March 31,
		2015			2014
	Basic earnings per share:
	Income applicable to Hilltop common stockholders	$	113,402		$	23,760
	Less: income applicable to participating shares	(581		)	(124		)
	Net earnings available to Hilltop common stockholders	$	112,821		$	23,636
	Weighted average shares outstanding - basic	99,741			89,707
	Basic earnings per common share	$	1.13		$	0.26
	Diluted earnings per share:
	Income applicable to Hilltop common stockholders	$	113,402		$	23,760
	Weighted average shares outstanding - basic	99,741			89,707
	Effect of potentially dilutive securities	886			878
	Weighted average shares outstanding - diluted	100,627			90,585
	Diluted earnings per common share	$	1.13		$	0.26

Recently_Issued_Accounting_Sta

Recently Issued Accounting Standards	3 Months Ended
	Mar. 31, 2015
Recently Issued Accounting Standards
Recently Issued Accounting Standards
	23. Recently Issued Accounting Standards
	In April 2015, the FASB issued Accounting Standards Update (“ASU”) 2015-03 to simplify presentation of debt issuance costs to require that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuance costs are not affected by this amendment. The amendment is effective for annual periods, and interim reporting periods within those annual periods, beginning after December 15, 2015. Early adoption is permitted. Adoption of the amendment is not expected to have a significant effect on the Company’s consolidated financial statements.
	In February 2015, the FASB issued ASU 2015-02 to modify the analysis that companies must perform in order to determine whether a legal entity should be consolidated. ASU 2015-02 affects reporting entities that are required to evaluate whether they should consolidate certain legal entities. All legal entities are subject to reevaluation under the revised consolidation model. Specifically, the amendments: (i) modify the evaluation of whether limited partnerships and similar legal entities are variable interest entities (“VIEs”) or voting interest entities, (ii) eliminate the presumption that a general partner should consolidate a limited partnership, (iii) affect the consolidated analysis of reporting entities that are involved with VIEs, particularly those that have fee arrangements and related party relationships and (iv) provide a scope exception for certain entities. The amendment is effective for annual periods, and interim reporting periods within those annual periods, beginning after December 15, 2015. Early adoption is permitted. The Company is currently evaluating the provisions of the amendment and the impact on its future consolidated financial statements.
	In January 2015, the FASB issued ASU 2015-01 as part of its initiative to reduce complexity in accounting standards. This amendment eliminates the concept of extraordinary items. The amendment is effective for annual periods, and interim reporting periods within those annual periods, beginning after December 15, 2015 and may be adopted using either a full retrospective transition method or a prospective transition method. Adoption of the amendment is not expected to a significant effect on the Company’s consolidated financial statements.
	In May 2014, the FASB issued ASU No. 2014-09 which clarifies the principles for recognizing revenue from contracts with customers. The amendment outlines a single comprehensive model for entities to depict the transfer of goods or services to customers in amounts that reflect the payment to which a company expects to be entitled in exchange for those goods or services. The amendment also requires additional disclosure about the nature, amount, timing and uncertainty of revenue and cash flows arising from customer contracts, including significant judgments and changes in judgments and assets recognized from costs incurred to obtain or fulfill a contract. The amendment was initially scheduled to be effective for the Company no earlier than the first quarter of 2017, however, in April 2015, the FASB voted to propose to defer the effective date by one year. It is expected the proposed rule to defer the effective date will be finalized during the second quarter of 2015. If this proposed deferral is finalized, the amendment would be effective for annual periods, and interim reporting periods within those annual periods, beginning after December 15, 2017 and may be adopted using either a full retrospective transition method or a modified retrospective transition method. Early adoption is not permitted. The Company is currently evaluating the provisions of the amendment and the impact on its future consolidated financial statements.

Subsequent_Events

Subsequent Events	3 Months Ended
	Mar. 31, 2015
Subsequent Events
Subsequent Events
	24. Subsequent Events
	On April 9, 2015, Hilltop completed an offering of $150.0 million aggregate principal amount of its 5% senior notes due 2025 (“Senior Notes”) in a private offering that was exempt from the registration requirements of the Securities Act of 1933, as amended (the “Securities Act”). The Senior Notes were offered within the United States only to qualified institutional buyers pursuant to Rule 144A under the Securities Act, and to persons outside of the United States under Regulation S under the Securities Act. The Senior Notes were issued pursuant to an indenture, dated as of April 9, 2015 (the “indenture”), by and between Hilltop and U.S. Bank National Association, as trustee (the “Trustee”). The net proceeds from the offering, after deducting estimated fees and expenses and the initial purchaser’ discounts, were approximately $148 million. Hilltop used the net proceeds of the offering to redeem all of Hilltop’s outstanding Non-Cumulative Perpetual Preferred Stock, Series B at an aggregate liquidation value of $114.1 million, plus accrued but unpaid dividends of $0.4 million and Hilltop will utilize the remainder for general corporate purposes. The Senior Notes bear interest at a rate of 5% per year, payable semi-annually in arrears in cash on April 15 and October 15 of each year, commencing on October 15, 2015. The Senior Notes will mature on April 15, 2025, unless Hilltop redeems the Senior Notes, in whole at any time or in part from time to time, on or after January 15, 2025 (three months prior to the maturity date of the Senior Notes) at its election at a redemption price equal to 100% of the principal amount of the Senior Notes to be redeemed plus accrued and unpaid interest to, but excluding, the redemption date.
	On April 30, 2015, the Company awarded certain executives and key employees a total of 222,000 RSUs pursuant to the 2012 Plan. These RSUs generally cliff vest on the third anniversary of the grant date and are subject to service conditions set forth in the award agreements, with associated costs recognized on a straight-line basis over the vesting period. The grant date fair value related to these RSUs was $20.11 per share. Total compensation expense related to these RSUs was $4.5 million, which will be amortized through April 2018. The RSUs are not transferable, subject to certain exceptions. In addition, the applicable RSU award agreements provide for accelerated vesting under certain conditions.

Summary_of_Significant_Account1

Summary of Significant Accounting and Reporting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Summary of Significant Accounting and Reporting Policies
Nature of Operations
	Nature of Operations
	Hilltop Holdings Inc. (“Hilltop” and, collectively with its subsidiaries, the “Company”) is a financial holding company registered under the Bank Holding Company Act of 1956, as amended by the Gramm-Leach-Bliley Act of 1999. The Company’s primary line of business is to provide business and consumer banking services from offices located throughout Texas through PlainsCapital Bank (the “Bank”). In addition, the Company provides an array of financial products and services through its broker-dealer, mortgage origination and insurance subsidiaries.
	The Company provides its products and services through three primary operating subsidiaries, PlainsCapital Corporation (“PlainsCapital”), Hilltop Securities Holdings LLC (“Hilltop Securities”) and National Lloyds Corporation (“NLC”). PlainsCapital is a financial holding company, headquartered in Dallas, Texas, that provides, through its subsidiaries, traditional banking services, wealth and investment management and treasury management primarily in Texas and residential mortgage lending throughout the United States. Hilltop Securities is a holding company, headquartered in Dallas, Texas, that provides, through its subsidiaries, investment banking and other related financial services, including municipal advisory, sales, trading and underwriting of taxable and tax-exempt fixed income securities, equity trading, clearing, securities lending, structured finance and retail brokerage services throughout the United States. NLC is a property and casualty insurance holding company, headquartered in Waco, Texas, that provides, through its subsidiaries, fire and homeowners insurance to low value dwellings and manufactured homes primarily in Texas and other areas of the southern United States.
	On January 1, 2015, Hilltop completed its acquisition of SWS Group, Inc. (“SWS”) in a stock and cash transaction, whereby SWS merged with and into Hilltop Securities, a wholly owned subsidiary of Hilltop initially formed for the purpose of facilitating this transaction (the “SWS Merger”). SWS’s broker-dealer subsidiaries, Southwest Securities (“Southwest Securities”) and SWS Financial Services, Inc. (“SWS Financial”), became subsidiaries of Hilltop Securities. Immediately following the SWS Merger, SWS’s banking subsidiary, Southwest Securities, FSB (“SWS FSB”), was merged into the Bank, an indirect wholly owned subsidiary of Hilltop. As a result of the SWS Merger, each outstanding share of SWS common stock was converted into the right to receive 0.2496 shares of Hilltop common stock and $1.94 in cash, equating to $6.92 per share based on Hilltop’s closing price on December 31, 2014 and resulting in an aggregate purchase price of $349.1 million, consisting of 10.1 million shares of common stock, $78.2 million in cash and $70.3 million associated with Hilltop’s existing investment in SWS common stock. Additionally, due to appraisal rights proceedings filed in connection with the SWS Merger, the merger consideration is subject to change, and is therefore, preliminary as of the date of this report. Based on preliminary purchase date valuations, the fair value of the assets acquired was $3.3 billion, including $707.5 million in securities, $863.8 million in non-covered loans and $1.2 billion in broker-dealer and clearing organization receivables. The fair value of liabilities assumed was $2.9 billion, consisting primarily of deposits of $1.3 billion and $1.1 billion in broker-dealer and clearing organization payables.
Basis of Presentation
	Basis of Presentation
	The accompanying unaudited consolidated financial statements have been prepared in conformity with accounting principles generally accepted in the United States (“GAAP”), and in conformity with the rules and regulations of the Securities and Exchange Commission (the “SEC”). In the opinion of management, these financial statements contain all adjustments necessary for a fair statement of the results of the interim periods presented. Accordingly, the financial statements do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2014 (“2014 Form 10-K”). Results for interim periods are not necessarily indicative of results to be expected for a full year or any future period.
	The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. Estimates regarding the allowance for loan losses, the fair values of financial instruments, the amounts receivable under the loss-share agreements with the Federal Deposit Insurance Corporation (the “FDIC”) (“FDIC Indemnification Asset”), reserves for losses and loss adjustment expenses, the mortgage loan indemnification liability, and the potential impairment of assets are particularly subject to change. The Company has applied its critical accounting policies and estimation methods consistently in all periods presented in these consolidated financial statements. As discussed in Note 2 to the consolidated financial statements, the SWS Merger purchase date valuations associated with loans, intangibles and taxes are considered preliminary because management’s review and approval of certain key assumptions is not complete.
	Certain reclassifications have been made to the prior period consolidated financial statements to conform with the current period presentation.
	Hilltop owns 100% of the outstanding stock of PlainsCapital. PlainsCapital owns 100% of the outstanding stock of the Bank and 100% of the membership interest in PlainsCapital Equity, LLC. The Bank owns 100% of the outstanding stock of PrimeLending, a PlainsCapital Company (“PrimeLending”), PCB-ARC, Inc. and RGV-ARC, Inc. and has a 100% membership interest in PlainsCapital Securities, LLC.
	PrimeLending owns a 100% membership interest in PrimeLending Ventures Management, LLC, the controlling and sole managing member of PrimeLending Ventures, LLC (“Ventures”).
	Hilltop has a 100% membership interest in Hilltop Securities, which operates through its wholly-owned subsidiaries, First Southwest Holdings, LLC (“First Southwest”), Southwest Securities and SWS Financial (collectively, the “Hilltop Broker-Dealers”). The principal subsidiaries of First Southwest are First Southwest Company, LLC (“FSC”), a broker-dealer registered with the Securities and Exchange Commission (the “SEC”) and the Financial Industry Regulatory Authority (“FINRA”) and a member of the New York Stock Exchange (“NYSE”), and First Southwest Asset Management, LLC, a registered investment advisor under the Investment Advisors Act of 1940. Southwest Securities is a broker-dealer registered with the SEC and FINRA and a member of the NYSE, and SWS Financial is an introducing broker-dealer that is also registered with the SEC and FINRA.
	Hilltop also owns 100% of NLC, which operates through its wholly owned subsidiaries, National Lloyds Insurance Company (“NLIC”) and American Summit Insurance Company (“ASIC”).
	The consolidated financial statements include the accounts of the above-named entities. All significant intercompany transactions and balances have been eliminated. Noncontrolling interests have been recorded for minority ownership in entities that are not wholly owned and are presented in compliance with the provisions of Noncontrolling Interest in Subsidiary Subsections of the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”).
	PlainsCapital also owns 100% of the outstanding common securities of PCC Statutory Trusts I, II, III and IV (the “Trusts”), which are not included in the consolidated financial statements under the requirements of the Variable Interest Entities Subsections of the ASC, because the primary beneficiaries of the Trusts are not within the consolidated group.

Acquisitions_Tables

Acquisitions (Tables) (SWS)	3 Months Ended
	Mar. 31, 2015
Acquisitions
Schedule of components of the consideration paid
	The components of the consideration paid are shown in the following table (in thousands).
	Fair value of preliminary consideration paid:
	Common stock issued	$	200,626
	Cash	78,217
	Fair value of Hilltop’s existing investment in SWS	70,282
	Total preliminary consideration paid	$	349,125
Summary of fair values of the identifiable assets acquired, and liabilities assumed	The resulting preliminary fair values of the identifiable assets acquired, and liabilities assumed, of SWS at January 1, 2015 are summarized in the following table (in thousands).
	Cash and due from banks	$	119,314
	Securities purchased under agreements to resell	44,741
	Assets segregated for regulatory purposes	181,610
	Securities	707,476
	Non-covered loans, net	863,819
	Broker-dealer and clearing organization receivables	1,221,793
	Other assets	159,753
	Total identifiable assets acquired	3,298,506
	Deposits	(1,287,509		)
	Broker-dealer and clearing organization payables	(1,109,978		)
	Short-term borrowings	(164,240		)
	Securities sold, not yet purchased, at fair value	(140,409		)
	Notes payable	(76,643		)
	Other liabilities	(87,786		)
	Total liabilities assumed	(2,866,565		)
	Preliminary bargain purchase gain	(82,816		)
		349,125
	Less Hilltop’s existing investment in SWS	(70,282		)
	Net identifiable assets acquired	$	278,843
Schedule of allocation to intangible assets	The preliminary allocation to intangible assets is as follows (in thousands).
		Estimated Useful		Gross Intangible
		Life (Years)		Assets
	Customer relationships	14		$	10,700
	Core deposits	4		160
				$	10,860
Schedule of loans acquired in business combination
	The following table presents details on acquired loans at the acquisition date (in thousands).
		Loans, excluding			PCI		Total
		PCI Loans			Loans		Loans
	Commercial and industrial (1)	$	447,959		$	9,850	$	457,809
	Real estate	324,477			62,218		386,695
	Construction and land development	14,708			1,391		16,099
	Consumer	3,216			—		3,216
	Total	$	790,360		$	73,459	$	863,819
	(1)  Acquired loans include margin loans to customers and correspondents of $269.4 million associated with acquired broker-dealer operations, none of which are PCI loans.
Schedule of pro forma results
		Three
		Months Ended
		March 31, 2014
	Net interest income	$	99,842
	Other revenues	225,315
	Net income	24,658
PCI loans
Acquisitions
Schedule of PCI Loans at acquisition
	The following table presents information about the PCI loans at acquisition (in thousands).
	Contractually required principal and interest payments	$	120,078
	Nonaccretable difference	32,040
	Cash flows expected to be collected	88,038
	Accretable difference	14,579
	Fair value of loans acquired with a deterioration of credit quality	$	73,459
Loans excluding PCI Loans
Acquisitions
Schedule of acquired loans without credit impairment
	The following table presents information about the acquired loans without credit impairment at acquisition (in thousands).
	Contractually required principal and interest payments	$	901,672
	Contractual cash flows not expected to be collected	39,721
	Fair value at acquisition	790,360

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Measurements
Schedule of information regarding financial assets and liabilities measured at fair value on a recurring basis
	The following tables present information regarding financial assets and liabilities measured at fair value on a recurring basis (in thousands).
		Level 1			Level 2			Level 3			Total
	March 31, 2015	Inputs			Inputs			Inputs			Fair Value
	Trading securities	$	40		$	314,181		$	5,932		$	320,153
	Available for sale securities	14,070			845,142			—			859,212
	Loans held for sale	—			1,168,757			19,495			1,188,252
	Derivative assets	—			49,649			—			49,649
	MSR asset	—			—			31,648			31,648
	Trading liabilities	—			139,481			—			139,481
	Derivative liabilities	—			22,048			—			22,048
		Level 1			Level 2			Level 3			Total
	December 31, 2014	Inputs			Inputs			Inputs			Fair Value
	Trading securities	$	39		$	65,678		$	—		$	65,717
	Available for sale securities	13,762			911,773			—			925,535
	Loans held for sale	—			1,263,135			9,017			1,272,152
	Derivative assets	—			23,805			—			23,805
	MSR asset	—			—			36,155			36,155
	Investment in SWS common stock	70,282			—			—			70,282
	Trading liabilities	—			48			—			48
	Derivative liabilities	—			12,849			—			12,849
Roll forward for financial instruments measured at fair value using Level 3 inputs
	The following tables include a rollforward for those financial instruments measured at fair value using Level 3 inputs (in thousands).
											Total Gains or Losses
											(Realized or Unrealized)
		Balance at												Included in Other
		Beginning of			Purchases/			Sales/			Included in			Comprehensive			Balance at
		Period			Additions			Reductions			Net Income			Income (Loss)			End of Period
	Three months ended March 31, 2015
	Trading securities	$	—		$	7,301		$	—		$	(1,369	)	$	—		$	5,932
	Loans held for sale	9,017			11,136			(271		)	(387		)	—			19,495
	Mortgage servicing rights asset	36,155			2,690			—			(7,197		)	—			31,648
	Total	$	45,172		$	21,127		$	(271	)	$	(8,953	)	$	—		$	57,075
	Three months ended March 31, 2014
	Available for sale securities	$	60,053		$	—		$	—		$	593		$	3,452		$	64,098
	Loans held for sale	27,729			4,900			(5,594		)	(209		)	—			26,826
	Mortgage servicing rights asset	20,149			7,432			—			2,358			—			29,939
	Derivative liabilities	(5,600		)	—			—			(350		)	—			(5,950		)
	Total	$	102,331		$	12,332		$	(5,594	)	$	2,392		$	3,452		$	114,913
Schedule of significant unobservable inputs used in the fair value measurements
						Range (Weighted-
	Financial instrument	Valuation Technique		Unobservable Input		Average)
	Trading securities	Discounted cash flow		Discount rate		8 - 17% (10%)
	Loans held for sale	Discounted cash flow / Market comparable		Projected price		90 - 94% (93%)
	Mortgage servicing rights asset	Discounted cash flow		Constant prepayment rate		14.95%
				Discount rate		10.98%
Schedule of changes in fair value for instruments reported at fair value under the Fair Value Option
	The following table presents the changes in fair value for instruments that are reported at fair value under the Fair Value Option (in thousands).
		Three Months Ended March 31, 2015									Three Months Ended March 31, 2014
					Other			Total						Other			Total
		Net			Noninterest			Changes in			Net			Noninterest			Changes in
		Losses			Income			Fair Value			Gains			Income			Fair Value
	Loans held for sale	$	(6,695	)	$	—		$	(6,695	)	$	4,518		$	—		$	4,518
	Mortgage servicing rights asset	(7,197		)	—			(7,197		)	2,358			—			2,358
Schedule of significant unobservable inputs weighted average rates on Impaired Loans
	At March 31, 2015, estimates for these significant unobservable inputs were as follows.
		PCI Loans
		PlainsCapital		FNB		SWS
		Merger		Transaction		Merger
	Weighted average default rate	47	%	60	%	52	%
	Weighted average loss severity rate	50	%	39	%	37	%
	Weighted average prepayment speed	0	%	4	%	0	%
Schedule of information regarding certain assets and liabilities measured at fair value on a non-recurring basis for which a change in fair value has been recorded during reporting periods subsequent to initial recognition
	The following table presents information regarding certain assets and liabilities measured at fair value on a non-recurring basis for which a change in fair value has been recorded during reporting periods subsequent to initial recognition (in thousands).
														Total Gains (Losses) for the
		Level 1			Level 2			Level 3			Total			Three Months Ended March 31,
	March 31, 2015	Inputs			Inputs			Inputs			Fair Value			2015			2014
	Non-covered impaired loans	$	—		$	—		$	23,605		$	23,605		$	349		$	(215	)
	Covered impaired loans	—			—			68,195			68,195			3,218			(1,691		)
	Non-covered other real estate owned	—			382			—			382			(28		)	(102		)
	Covered other real estate owned	—			3,443			—			3,443			(950		)	(431		)
Schedule of carrying values and estimated fair values of financial instruments
	The following tables present the carrying values and estimated fair values of financial instruments not measured at fair value on either a recurring or non-recurring basis (in thousands).
					Estimated Fair Value
		Carrying			Level 1			Level 2			Level 3
	March 31, 2015	Amount			Inputs			Inputs			Inputs			Total
	Financial assets:
	Cash and cash equivalents	$	708,533		$	708,533		$	—		$	—		$	708,533
	Held to maturity securities	183,792			—			186,032			—			186,032
	Loans held for sale	27,056			—			27,056			—			27,056
	Non-covered loans, net	4,795,322			—			608,554			4,605,859			5,214,413
	Covered loans, net	550,626			—			—			704,848			704,848
	Broker-dealer and clearing organization receivables	2,222,517			—			2,222,517			—			2,222,517
	FDIC indemnification asset	107,567			—			—			107,567			107,567
	Other assets	61,362			—			45,784			15,578			61,362
	Financial liabilities:
	Deposits	7,129,277			—			7,138,613			—			7,138,613
	Broker-dealer and clearing organization payables	1,951,040			—			1,951,040			—			1,951,040
	Short-term borrowings	999,476			—			999,476			—			999,476
	Debt	175,694			—			169,024			—			169,024
	Other liabilities	2,095			—			2,095			—			2,095
					Estimated Fair Value
		Carrying			Level 1			Level 2			Level 3
	December 31, 2014	Amount			Inputs			Inputs			Inputs			Total
	Financial assets:
	Cash and cash equivalents	$	813,075		$	813,075		$	—		$	—		$	813,075
	Held to maturity securities	118,209			—			118,345			—			118,345
	Loans held for sale	37,541			—			37,541			—			37,541
	Non-covered loans, net	3,883,435			—			378,425			3,528,769			3,907,194
	Covered loans, net	638,029			—			—			767,751			767,751
	Broker-dealer and clearing organization receivables	167,884			—			167,884			—			167,884
	FDIC indemnification asset	130,437			—			—			130,437			130,437
	Other assets	59,432			—			43,937			15,495			59,432
	Financial liabilities:
	Deposits	6,369,892			—			6,365,555			—			6,365,555
	Broker-dealer and clearing organization payables	179,042			—			179,042			—			179,042
	Short-term borrowings	762,696			—			762,696			—			762,696
	Debt	123,696			—			117,028			—			117,028
	Other liabilities	2,144			—			2,144			—			2,144

Securities_Tables

Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Securities
Summary of amortized cost and fair value of securities, excluding trading securities
	The amortized cost and fair value of available for sale and held to maturity securities are summarized as follows (in thousands).
		Available for Sale
					Gross			Gross
		Amortized			Unrealized			Unrealized
	March 31, 2015	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	19,386		$	400		$	(6	)	$	19,780
	U.S. government agencies:
	Bonds	463,619			2,164			(1,804		)	463,979
	Residential mortgage-backed securities	54,374			1,612			(6		)	55,980
	Collateralized mortgage obligations	79,050			160			(1,515		)	77,695
	Corporate debt securities	89,076			5,748			(24		)	94,800
	States and political subdivisions	130,764			2,200			(699		)	132,265
	Commercial mortgage-backed securities	593			50			—			643
	Equity securities	13,568			505			(3		)	14,070
	Totals	$	850,430		$	12,839		$	(4,057	)	$	859,212
		Available for Sale
					Gross			Gross
		Amortized			Unrealized			Unrealized
	December 31, 2014	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	19,382		$	264		$	(33	)	$	19,613
	U.S. government agencies:
	Bonds	522,008			1,749			(7,516		)	516,241
	Residential mortgage-backed securities	51,363			1,672			(137		)	52,898
	Collateralized mortgage obligations	89,291			133			(2,300		)	87,124
	Corporate debt securities	93,406			5,125			(59		)	98,472
	States and political subdivisions	135,419			2,083			(717		)	136,785
	Commercial mortgage-backed securities	593			47			—			640
	Equity securities	13,293			469			—			13,762
	Totals	$	924,755		$	11,542		$	(10,762	)	$	925,535
Summary of amortized cost and fair value of held to maturity securities
	The amortized cost and fair value of available for sale and held to maturity securities are summarized as follows (in thousands).
		Held to Maturity
					Gross			Gross
		Amortized			Unrealized			Unrealized
	March 31, 2015	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	25,006		$	—		$	—		$	25,006
	U.S. government agencies:
	Bonds	22,348			192			—			22,540
	Residential mortgage-backed securities	28,907			793			—			29,700
	Collateralized mortgage obligations	98,767			1,188			—			99,955
	States and political subdivisions	8,764			67			—			8,831
	Totals	$	183,792		$	2,240		$	—		$	186,032
		Held to Maturity
					Gross			Gross
		Amortized			Unrealized			Unrealized
	December 31, 2014	Cost			Gains			Losses			Fair Value
	U.S. Treasury securities	$	25,008		$	—		$	(6	)	$	25,002
	U.S. government agencies:
	Residential mortgage-backed securities	29,782			528			—			30,310
	Collateralized mortgage obligations	57,328			—			(430		)	56,898
	States and political subdivisions	6,091			47			(3		)	6,135
	Totals	$	118,209		$	575		$	(439	)	$	118,345
Schedule of information regarding available for sale securities that were in an unrealized loss position
	Information regarding available for sale securities that were in an unrealized loss position is shown in the following tables (dollars in thousands).
		March 31, 2015								December 31, 2014
		Number of					Unrealized			Number of				Unrealized
		Securities		Fair Value			Losses			Securities		Fair Value		Losses
	Available for Sale
	U.S. Treasury securities:
	Unrealized loss for less than twelve months	3		$	3,856		$	6		4		$	7,703	$	27
	Unrealized loss for twelve months or longer	—		—			—			1		1,706		6
		3		3,856			6			5		9,409		33
	U.S. government agencies:
	Bonds:
	Unrealized loss for less than twelve months	11		192,178			920			3		34,847		153
	Unrealized loss for twelve months or longer	3		44,460			884			22		373,035		7,363
		14		236,638			1,804			25		407,882		7,516
	Residential mortgage-backed securities:
	Unrealized loss for less than twelve months	1		1,055			2			—		—		—
	Unrealized loss for twelve months or longer	1		1,984			4			4		11,056		137
		2		3,039			6			4		11,056		137
	Collateralized mortgage obligations:
	Unrealized loss for less than twelve months	3		3,421			6			3		7,141		40
	Unrealized loss for twelve months or longer	7		56,820			1,509			8		61,108		2,260
		10		60,241			1,515			11		68,249		2,300
	Corporate debt securities:
	Unrealized loss for less than twelve months	—		—			—			—		—		—
	Unrealized loss for twelve months or longer	1		1,973			24			1		1,939		59
		1		1,973			24			1		1,939		59
	States and political subdivisions:
	Unrealized loss for less than twelve months	9		6,282			39			7		4,432		7
	Unrealized loss for twelve months or longer	60		40,631			660			81		54,178		710
		69		46,913			699			88		58,610		717
	Equity securities:
	Unrealized loss for less than twelve months	1		111			3			—		—		—
	Unrealized loss for twelve months or longer	—		—			—			—		—		—
		1		111			3			—		—		—
	Total available for sale:
	Unrealized loss for less than twelve months	28		206,903			976			17		54,123		227
	Unrealized loss for twelve months or longer	72		145,868			3,081			117		503,022		10,535
		100		$	352,771		$	4,057		134		$	557,145	$	10,762
Schedule of information regarding held to maturity securities that were in an unrealized loss position
	Information regarding available for sale securities that were in an unrealized loss position is shown in the following tables (dollars in thousands).
		March 31, 2015								December 31, 2014
		Number of					Unrealized			Number of				Unrealized
		Securities		Fair Value			Losses			Securities		Fair Value		Losses
	Held to Maturity
	U.S. Treasury securities:
	Unrealized loss for less than twelve months	—		$	—		$	—		1		$	25,002	$	6
	Unrealized loss for twelve months or longer	—		—			—			—		—		—
		—		—			—			1		25,002		6
	U.S. government agencies:
	Collateralized mortgage obligations:
	Unrealized loss for less than twelve months	—		—			—			2		56,898		430
	Unrealized loss for twelve months or longer	—		—			—			—		—		—
		—		—			—			2		56,898		430
	States and political subdivisions:
	Unrealized loss for less than twelve months	—		—			—			4		1,899		3
	Unrealized loss for twelve months or longer	—		—			—			—		—		—
		—		—			—			4		1,899		3
	Total held to maturity:
	Unrealized loss for less than twelve months	—		—			—			7		83,799		439
	Unrealized loss for twelve months or longer	—		—			—			—		—		—
		—		$	—		$	—		7		$	83,799	$	439
Schedule of amortized cost and fair value of securities, excluding trading and equity available for sale securities and the available for sale warrant by contractual maturity
	The amortized cost and fair value of securities, excluding trading and available for sale equity securities, at March 31, 2015 are shown by contractual maturity below (in thousands).
		Available for Sale						Held to Maturity
		Amortized						Amortized
		Cost			Fair Value			Cost			Fair Value
	Due in one year or less	$	25,350		$	25,656		$	26,399		$	26,403
	Due after one year through five years	70,106			73,888			23,657			23,861
	Due after five years through ten years	64,290			68,384			1,187			1,191
	Due after ten years	543,099			542,896			4,875			4,922
		702,845			710,824			56,118			56,377
	Residential mortgage-backed securities	54,374			55,980			28,907			29,700
	Collateralized mortgage obligations	79,050			77,695			98,767			99,955
	Commercial mortgage-backed securities	593			643			—			—
		$	836,862		$	845,142		$	183,792		$	186,032

NonCovered_Loans_and_Allowance1

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Tables) (Noncovered)	3 Months Ended
	Mar. 31, 2015
Noncovered
Non-Covered Loans and Allowance for Non-Covered Loan Losses [Line Items]
Summary of non-covered loans by portfolio segment
	Non-covered loans summarized by portfolio segment are as follows (in thousands).
		March 31,			December 31,
		2015			2014
	Commercial and industrial (1)	$	2,221,727		$	1,758,851
	Real estate	2,067,259			1,694,835
	Construction and land development	493,293			413,643
	Consumer	52,408			53,147
		4,834,687			3,920,476
	Allowance for non-covered loan losses	(39,365		)	(37,041		)
	Total non-covered loans, net of allowance	$	4,795,322		$	3,883,435
	(1)  Includes margin loans to customers and correspondents of $608.6 million and $378.4 million atMarch 31, 2015 and December 31, 2014, respectively.
Schedule of carrying values and the outstanding balances of the PCI loans	The following table presents the carrying values and the outstanding balances of the non-covered PCI loans (in thousands).
		March 31,			December 31,
		2015			2014
	Carrying amount	$	114,868		$	48,909
	Outstanding balance	151,037			67,740
Schedule of changes in the accretable yield for the PCI loans
	Changes in the accretable yield for the non-covered PCI loans were as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	12,814		$	17,601
	Additions	14,579			—
	Reclassifications from (to) nonaccretable difference, net (1)	281			3,475
	Disposals of loans	(448		)	(603		)
	Accretion	(2,749		)	(2,760		)
	Balance, end of period	$	24,477		$	17,713
	(1)  Reclassifications from nonaccretable difference are primarily due to net increases in expected cash flows in the quarterly recasts. Reclassifications to nonaccretable difference occur when accruing loans are moved to nonaccrual and expected cash flows are no longer predictable and the accretable yield is eliminated.
Summary of PCI loans by class
	Non-covered impaired loans are summarized by class in the following tables (in thousands).
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded			Related
	March 31, 2015	Principal Balance			No Allowance			Allowance			Investment			Allowance
	Commercial and industrial:
	Secured	$	75,888		$	29,554		$	9,934		$	39,488		$	3,081
	Unsecured	3,727			—			—			—			—
	Real estate:
	Secured by commercial properties	88,406			48,941			14,306			63,247			2,039
	Secured by residential properties	27,651			20,233			1,203			21,436			92
	Construction and land development:
	Residential construction loans	400			233			—			233			—
	Commercial construction loans and land development	16,205			8,153			2,101			10,254			134
	Consumer	5,215			97			1,452			1,549			45
		$	217,492		$	107,211		$	28,996		$	136,207		$	5,391
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded			Related
	December 31, 2014	Principal Balance			No Allowance			Allowance			Investment			Allowance
	Commercial and industrial:
	Secured	$	51,036		$	14,096		$	11,783		$	25,879		$	3,341
	Unsecured	4,120			92			68			160			—
	Real estate:
	Secured by commercial properties	29,865			7,243			15,536			22,779			1,878
	Secured by residential properties	4,701			1,583			1,390			2,973			85
	Construction and land development:
	Residential construction loans	—			—			—			—			—
	Commercial construction loans and land development	16,108			8,062			1,819			9,881			154
	Consumer	5,785			171			1,967			2,138			282
		$	111,615		$	31,247		$	32,563		$	63,810		$	5,740
Summary of average investment in PCI loans by class
	Average investment in non-covered impaired loans is summarized by class in the following table (in thousands).
		Three Months Ended March 31,
		2015			2014
	Commercial and industrial:
	Secured	$	32,684		$	33,997
	Unsecured	80			1,335
	Real estate:
	Secured by commercial properties	43,013			32,874
	Secured by residential properties	12,205			2,852
	Construction and land development:
	Residential construction loans	117			—
	Commercial construction loans and land development	10,068			17,718
	Consumer	1,844			4,120
		$	100,011		$	92,896
Summary of non-accrual loans by class, excluding those classified as held for sale
	Non-covered non-accrual loans, excluding those classified as held for sale, are summarized by class in the following table (in thousands).
		March 31,			December 31,
		2015			2014
	Commercial and industrial:
	Secured	$	23,141		$	16,488
	Unsecured	81			160
	Real estate:
	Secured by commercial properties	420			438
	Secured by residential properties	693			1,253
	Construction and land development:
	Residential construction loans	—			—
	Commercial construction loans and land development	726			703
	Consumer	—			—
		$	25,061		$	19,042
Schedule of information regarding TDRs granted
	The outstanding balance of TDRs granted in the three months ended March 31, 2015 and 2014, respectively, is shown in the following tables (in thousands).
		Recorded Investment in Loans Modified by
					Interest Rate			Payment Term			Total
	Three Months Ended March 31, 2015	A/B Note			Adjustment			Extension			Modification
	Commercial and industrial:
	Secured	$	—		$	—		$	—		$	—
	Unsecured	—			—			—			—
	Real estate:
	Secured by commercial properties	—			—			—			—
	Secured by residential properties	—			—			—			—
	Construction and land development:
	Residential construction loans	—			—			—			—
	Commercial construction loans and land development	—			—			75			75
	Consumer	—			—			—			—
		$	—		$	—		$	75		$	75
		Recorded Investment in Loans Modified by
					Interest Rate			Payment Term			Total
	Three Months Ended March 31, 2014	A/B Note			Adjustment			Extension			Modification
	Commercial and industrial:
	Secured	$	—		$	—		$	—		$	—
	Unsecured	—			—			—			—
	Real estate:
	Secured by commercial properties	—			—			345			345
	Secured by residential properties	—			—			258			258
	Construction and land development:
	Residential construction loans	—			—			—			—
	Commercial construction loans and land development	—			—			142			142
	Consumer	—			—			—			—
		$	—		$	—		$	745		$	745
Schedule of analysis of the aging of the entity's loan portfolio
	An analysis of the aging of the Bank’s non-covered loan portfolio is shown in the following tables (in thousands).
																					Accruing Loans
																					(Non-PCI)
		Loans Past Due			Loans Past Due			Loans Past Due			Total			Current			PCI		Total		Past Due
	March 31, 2015	30-59 Days			60-89 Days			90 Days or More			Past Due Loans			Loans			Loans		Loans		90 Days or More
	Commercial and industrial:
	Secured	$	2,451		$	7,216		$	9,449		$	19,116		$	2,073,061		$	19,903	$	2,112,080	$	—
	Unsecured	285			—			—			285			109,362			—		109,647		—
	Real estate:
	Secured by commercial properties	346			—			—			346			1,306,125			62,827		1,369,298		—
	Secured by residential properties	955			147			—			1,102			676,031			20,828		697,961		—
	Construction and land development:
	Residential construction loans	297			—			—			297			74,601			233		75,131		—
	Commercial construction loans and land development	13,335			—			600			13,935			394,699			9,528		418,162		—
	Consumer	356			19			—			375			50,484			1,549		52,408		—
		$	18,025		$	7,382		$	10,049		$	35,456		$	4,684,363		$	114,868	$	4,834,687	$	—
																					Accruing Loans
																					(Non-PCI)
		Loans Past Due			Loans Past Due			Loans Past Due			Total			Current			PCI		Total		Past Due
	December 31, 2014	30-59 Days			60-89 Days			90 Days or More			Past Due Loans			Loans			Loans		Loans		90 Days or More
	Commercial and industrial:
	Secured	$	6,073		$	964		$	8,022		$	15,059		$	1,620,000		$	13,374	$	1,648,433	$	—
	Unsecured	35			3			—			38			110,312			68		110,418		—
	Real estate:
	Secured by commercial properties	67			—			—			67			1,173,504			22,341		1,195,912		—
	Secured by residential properties	454			1,187			—			1,641			495,472			1,810		498,923		—
	Construction and land development:
	Residential construction loans	175			—			—			175			64,871			—		65,046		—
	Commercial construction loans and land development	4,319			—			575			4,894			334,525			9,178		348,597		—
	Consumer	414			37			—			451			50,558			2,138		53,147		—
		$	11,537		$	2,191		$	8,597		$	22,325		$	3,849,242		$	48,909	$	3,920,476	$	—
Schedule of internal risk grades of loans by class
	The following tables present the internal risk grades of non-covered loans, as previously described, in the portfolio by class (in thousands).
	March 31, 2015	Pass			Special Mention			Substandard			PCI			Total
	Commercial and industrial:
	Secured	$	2,029,291		$	878		$	62,008		$	19,903		$	2,112,080
	Unsecured	109,555			—			92			—			109,647
	Real estate:
	Secured by commercial properties	1,284,575			702			21,194			62,827			1,369,298
	Secured by residential properties	672,096			1,353			3,684			20,828			697,961
	Construction and land development:
	Residential construction loans	74,898			—			—			233			75,131
	Commercial construction loans and land development	407,387			—			1,247			9,528			418,162
	Consumer	50,822			—			37			1,549			52,408
		$	4,628,624		$	2,933		$	88,262		$	114,868		$	4,834,687
	December 31, 2014	Pass			Special Mention			Substandard			PCI			Total
	Commercial and industrial:
	Secured	$	1,566,208		$	1,105		$	67,746		$	13,374		$	1,648,433
	Unsecured	110,256			—			94			68			110,418
	Real estate:
	Secured by commercial properties	1,151,454			712			21,405			22,341			1,195,912
	Secured by residential properties	492,549			—			4,564			1,810			498,923
	Construction and land development:
	Residential construction loans	65,046			—			—			—			65,046
	Commercial construction loans and land development	338,078			—			1,341			9,178			348,597
	Consumer	50,968			—			41			2,138			53,147
		$	3,774,559		$	1,817		$	95,191		$	48,909		$	3,920,476
Schedule of changes in the allowance for loan losses by portfolio segment
	Changes in the allowance for non-covered loan losses, distributed by portfolio segment, are shown below (in thousands).
		Commercial and						Construction and
	Three Months Ended March 31, 2015	Industrial			Real Estate			Land Development			Consumer			Total
	Balance, beginning of period	$	18,999		$	11,131		$	6,450		$	461		$	37,041
	Provision charged to (recapture from) operations	1,871			1,807			(608		)	(276		)	2,794
	Loans charged off	(942		)	(278		)	—			(34		)	(1,254		)
	Recoveries on charged off loans	715			44			—			25			784
	Balance, end of period	$	20,643		$	12,704		$	5,842		$	176		$	39,365
		Commercial and						Construction and
	Three Months Ended March 31, 2014	Industrial			Real Estate			Land Development			Consumer			Total
	Balance, beginning of period	$	16,865		$	8,331		$	7,957		$	88		$	33,241
	Provision charged to (recapture from) operations	(57		)	1,319			17			109			1,388
	Loans charged off	(807		)	—			—			(74		)	(881		)
	Recoveries on charged off loans	725			32			122			18			897
	Balance, end of period	$	16,726		$	9,682		$	8,096		$	141		$	34,645
Schedule of loan portfolio distributed by portfolio segment and impairment methodology
	The non-covered loan portfolio was distributed by portfolio segment and impairment methodology as shown below (in thousands).
		Commercial and						Construction and
	March 31, 2015	Industrial			Real Estate			Land Development			Consumer			Total
	Loans individually evaluated for impairment	$	17,785		$	106		$	525		$	—		$	18,416
	Loans collectively evaluated for impairment	2,184,039			1,983,498			483,007			50,859			4,701,403
	PCI Loans	19,903			83,655			9,761			1,549			114,868
		$	2,221,727		$	2,067,259		$	493,293		$	52,408		$	4,834,687
		Commercial and						Construction and
	December 31, 2014	Industrial			Real Estate			Land Development			Consumer			Total
	Loans individually evaluated for impairment	$	11,842		$	1,420		$	703		$	—		$	13,965
	Loans collectively evaluated for impairment	1,733,567			1,669,264			403,762			51,009			3,857,602
	PCI Loans	13,442			24,151			9,178			2,138			48,909
		$	1,758,851		$	1,694,835		$	413,643		$	53,147		$	3,920,476
Schedule of allowance for loan losses distributed by portfolio segment and impairment methodology
	The allowance for non-covered loan losses was distributed by portfolio segment and impairment methodology as shown below (in thousands).
		Commercial and						Construction and
	March 31, 2015	Industrial			Real Estate			Land Development			Consumer			Total
	Loans individually evaluated for impairment	$	457		$	—		$	—		$	—		$	457
	Loans collectively evaluated for impairment	17,562			10,573			5,708			131			33,974
	PCI Loans	2,624			2,131			134			45			4,934
		$	20,643		$	12,704		$	5,842		$	176		$	39,365
		Commercial and						Construction and
	December 31, 2014	Industrial			Real Estate			Land Development			Consumer			Total
	Loans individually evaluated for impairment	$	421		$	—		$	—		$	—		$	421
	Loans collectively evaluated for impairment	15,658			9,168			6,296			179			31,301
	PCI Loans	2,920			1,963			154			282			5,319
		$	18,999		$	11,131		$	6,450		$	461		$	37,041

Covered_Assets_and_Indemnifica1

Covered Assets and Indemnification Asset (Tables) (Covered)	3 Months Ended
	Mar. 31, 2015
Covered
Loans
Summary of carrying value of the loans
	The following table presents the carrying value of the covered loans summarized by portfolio segment (in thousands).
		March 31,			December 31,
		2015			2014
	Commercial and industrial	$	22,349		$	30,780
	Real estate	478,040			552,850
	Construction and land development	51,625			59,010
	Consumer	—			—
	Total covered loans	552,014			642,640
	Allowance for covered loans	(1,388		)	(4,611		)
	Total covered loans, net of allowance	$	550,626		$	638,029
Schedule of carrying value and the outstanding balance of the PCI loans
	The following table presents the carrying value and the outstanding contractual balance of the covered PCI loans (in thousands).
		March 31,			December 31,
		2015			2014
	Carrying amount	$	360,095		$	435,388
	Outstanding balance	599,104			685,393
Schedule of changes in the accretable yield for the PCI loans	Changes in the accretable yield for the covered PCI loans were as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	193,493		$	156,548
	Additions	—			—
	Reclassifications from (to) nonaccretable difference, net (1)	16,263			30,710
	Transfer of loans to covered OREO (2)	1,172			5,261
	Accretion	(16,931		)	(16,050		)
	Balance, end of period	$	193,997		$	176,469
	(1) Reclassifications from nonaccretable difference are primarily due to net increases in expected cash flows in the quarterly recasts. Reclassifications to nonaccretable difference occur when accruing loans are moved to nonaccrual and expected cash flows are no longer predictable and the accretable yield is eliminated.
	(2) Transfer of loans to covered OREO is the difference between the value removed from the pool and the expected cash flows for the loan.
Summary of PCI loans by class
	Covered impaired loans are summarized by class in the following tables (in thousands).
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded		Related
	March 31, 2015	Principal Balance			No Allowance			Allowance			Investment		Allowance
	Commercial and industrial:
	Secured	$	23,821		$	6,398		$	5,870		$	12,268	$	324
	Unsecured	13,217			1,693			3,204			4,897		—
	Real estate:
	Secured by commercial properties	335,149			119,551			59,208			178,759		906
	Secured by residential properties	219,650			127,424			415			127,839		1
	Construction and land development:
	Residential construction loans	2,321			1,013			287			1,300		85
	Commercial construction loans and land development	85,813			38,554			527			39,081		—
	Consumer	—			—			—			—		—
		$	679,971		$	294,633		$	69,511		$	364,144	$	1,316
		Unpaid			Recorded			Recorded			Total
		Contractual			Investment with			Investment with			Recorded		Related
	December 31, 2014	Principal Balance			No Allowance			Allowance			Investment		Allowance
	Commercial and industrial:
	Secured	$	26,447		$	7,436		$	6,636		$	14,072	$	265
	Unsecured	14,111			2,107			4,697			6,804		882
	Real estate:
	Secured by commercial properties	387,302			193,111			35,142			228,253		2,381
	Secured by residential properties	235,505			129,571			12,918			142,489		937
	Construction and land development:
	Residential construction loans	2,749			1,018			354			1,372		69
	Commercial construction loans and land development	94,949			45,646			—			45,646		—
	Consumer	—			—			—			—		—
		$	761,063		$	378,889		$	59,747		$	438,636	$	4,534
Summary of average investment in PCI loans by class
	Average investment in covered impaired loans is summarized by class in the following table (in thousands).
		Three Months Ended March 31,
		2015			2014
	Commercial and industrial:
	Secured	$	13,170		$	25,381
	Unsecured	5,851			9,429
	Real estate:
	Secured by commercial properties	203,506			352,334
	Secured by residential properties	135,164			193,681
	Construction and land development:
	Residential construction loans	1,336			3,534
	Commercial construction loans and land development	42,364			106,183
	Consumer	—			—
		$	401,391		$	690,542
Summary of non-accrual loans by class, excluding those classified as held for sale
	Covered non-accrual loans, excluding those classified as held for sale, are summarized by class in the following table (in thousands).
		March 31,			December 31,
		2015			2014
	Commercial and industrial:
	Secured	$	585		$	442
	Unsecured	—			883
	Real estate:
	Secured by commercial properties	11,504			30,823
	Secured by residential properties	1,620			1,046
	Construction and land development:
	Residential construction loans	1,013			1,018
	Commercial construction loans and land development	27			11
	Consumer	—			—
		$	14,749		$	34,223
Summary of TDR's granted during the period
	The outstanding balance of TDRs granted in the three months ended March 31, 2015 is shown in the following table (in thousands).
		Recorded Investment in Loans Modified by
					Interest Rate			Payment Term			Total
	Three Months Ended March 31, 2015	A/B Note			Adjustment			Extension			Modification
	Commercial and industrial:
	Secured	$	—		$	—		$	—		$	—
	Unsecured	—			—			—			—
	Real estate:
	Secured by commercial properties	—			—			573			573
	Secured by residential properties	—			—			280			280
	Construction and land development:
	Residential construction loans	—			—			—			—
	Commercial construction loans and land development	—			—			—			—
	Consumer	—			—			—			—
		$	—		$	—		$	853		$	853
	The following table presents information regarding TDRs granted in the three months ended March 31, 2015 for which a payment was at least 30 days past due in the three months ended March 31, 2015 (dollars in thousands).
		Number of		Recorded
		Loans		Investment
	Commercial and industrial:
	Secured	—		$	—
	Unsecured	—		—
	Real estate:
	Secured by commercial properties	—		—
	Secured by residential properties	1		280
	Construction and land development:
	Residential construction loans	—		—
	Commercial construction loans and land development	—		—
	Consumer	—		—
		1		$	280
Schedule of analysis of the aging of the entity's loan portfolio
	An analysis of the aging of the Bank’s covered loan portfolio is shown in the following tables (in thousands).
																				Accruing Loans
																				(Non-PCI)
		Loans Past Due			Loans Past Due			Loans Past Due			Total		Current			PCI		Total		Past Due
	March 31, 2015	30-59 Days			60-89 Days			90 Days or More			Past Due Loans		Loans			Loans		Loans		90 Days or More
	Commercial and industrial:
	Secured	$	9		$	—		$	592		$	601	$	4,458		$	11,683	$	16,742	$	7
	Unsecured	—			—			8			8		702			4,897		5,607		8
	Real estate:
	Secured by commercial properties	—			—			209			209		37,950			178,288		216,447		105
	Secured by residential properties	3,010			416			724			4,150		131,557			125,886		261,593		—
	Construction and land development:
	Residential construction loans	—			121			892			1,013		267			287		1,567		—
	Commercial construction loans and land development	22			—			8			30		10,974			39,054		50,058		—
	Consumer	—			—			—			—		—			—		—		—
		$	3,041		$	537		$	2,433		$	6,011	$	185,908		$	360,095	$	552,014	$	120
																				Accruing Loans
																				(Non-PCI)
		Loans Past Due			Loans Past Due			Loans Past Due			Total		Current			PCI		Total		Past Due
	December 31, 2014	30-59 Days			60-89 Days			90 Days or More			Past Due Loans		Loans			Loans		Loans		90 Days or More
	Commercial and industrial:
	Secured	$	—		$	—		$	454		$	454	$	8,681		$	13,630	$	22,765	$	11
	Unsecured	10			—			—			10		1,200			6,805		8,015		—
	Real estate:
	Secured by commercial properties	876			—			105			981		41,576			227,772		270,329		—
	Secured by residential properties	3,089			493			405			3,987		137,342			141,192		282,521		48
	Construction and land development:
	Residential construction loans	—			—			896			896		390			354		1,640		—
	Commercial construction loans and land development	39			25			8			72		11,663			45,635		57,370		8
	Consumer	—			—			—			—		—			—		—		—
		$	4,014		$	518		$	1,868		$	6,400	$	200,852		$	435,388	$	642,640	$	67
Schedule of internal risk grades of loans
	The following tables present the internal risk grades of covered loans in the portfolio by class (in thousands).
	March 31, 2015	Pass			Special Mention			Substandard			PCI		Total
	Commercial and industrial:
	Secured	$	3,500		$	—		$	1,559		$	11,683	$	16,742
	Unsecured	702			—			8			4,897		5,607
	Real estate:
	Secured by commercial properties	32,228			—			5,931			178,288		216,447
	Secured by residential properties	128,453			—			7,254			125,886		261,593
	Construction and land development:
	Residential construction loans	267			—			1,013			287		1,567
	Commercial construction loans and land development	8,778			—			2,226			39,054		50,058
	Consumer	—			—			—			—		—
		$	173,928		$	—		$	17,991		$	360,095	$	552,014
	December 31, 2014	Pass			Special Mention			Substandard			PCI		Total
	Commercial and industrial:
	Secured	$	7,712		$	—		$	1,423		$	13,630	$	22,765
	Unsecured	1,210			—			—			6,805		8,015
	Real estate:
	Secured by commercial properties	35,973			—			6,584			227,772		270,329
	Secured by residential properties	133,756			—			7,573			141,192		282,521
	Construction and land development:
	Residential construction loans	268			—			1,018			354		1,640
	Commercial construction loans and land development	9,501			—			2,234			45,635		57,370
	Consumer	—			—			—			—		—
		$	188,420		$	—		$	18,832		$	435,388	$	642,640
Schedule of changes in the allowance for loan losses by portfolio segment
	Changes in the allowance for covered loan losses, distributed by portfolio segment, are shown below (in thousands).
		Commercial and						Construction and
	Three Months Ended March 31, 2015	Industrial			Real Estate			Land Development			Consumer		Total
	Balance, beginning of period	$	1,193		$	3,334		$	84		$	—	$	4,611
	Provision charged to (recapture from) operations	71			(192		)	14			—		(107		)
	Loans charged off	(900		)	(2,215		)	(1		)	—		(3,116		)
	Recoveries on charged off loans	—			—			—			—		—
	Balance, end of period	$	364		$	927		$	97		$	—	$	1,388
		Commercial and						Construction and
	Three Months Ended March 31, 2014	Industrial			Real Estate			Land Development			Consumer		Total
	Balance, beginning of period	$	1,053		$	8		$	—		$	—	$	1,061
	Provision charged to (recapture from) operations	(30		)	1,732			152			—		1,854
	Loans charged off	(91		)	(44		)	(115		)	—		(250		)
	Recoveries on charged off loans	—			—			—			—		—
	Balance, end of period	$	932		$	1,696		$	37		$	—	$	2,665
Schedule of loan portfolio distributed by portfolio segment and impairment methodology
	The covered loan portfolio was distributed by portfolio segment and impairment methodology as shown below (in thousands).
		Commercial and						Construction and
	March 31, 2015	Industrial			Real Estate			Land Development			Consumer		Total
	Loans individually evaluated for impairment	$	510		$	—		$	801		$	—	$	1,311
	Loans collectively evaluated for impairment	5,259			173,866			11,483			—		190,608
	PCI Loans	16,580			304,174			39,341			—		360,095
		$	22,349		$	478,040		$	51,625		$	—	$	552,014
		Commercial and						Construction and
	December 31, 2014	Industrial			Real Estate			Land Development			Consumer		Total
	Loans individually evaluated for impairment	$	—		$	—		$	801		$	—	$	801
	Loans collectively evaluated for impairment	10,345			183,886			12,220			—		206,451
	PCI Loans	20,435			368,964			45,989			—		435,388
		$	30,780		$	552,850		$	59,010		$	—	$	642,640
Schedule of allowance for loan losses distributed by portfolio segment and impairment methodology
	The allowance for covered loan losses was distributed by portfolio segment and impairment methodology as shown below (in thousands).
		Commercial and						Construction and
	March 31, 2015	Industrial			Real Estate			Land Development			Consumer		Total
	Loans individually evaluated for impairment	$	—		$	—		$	—		$	—	$	—
	Loans collectively evaluated for impairment	40			20			12			—		72
	PCI Loans	324			907			85			—		1,316
		$	364		$	927		$	97		$	—	$	1,388
		Commercial and						Construction and
	December 31, 2014	Industrial			Real Estate			Land Development			Consumer		Total
	Loans individually evaluated for impairment	$	—		$	—		$	—		$	—	$	—
	Loans collectively evaluated for impairment	46			16			15			—		77
	PCI Loans	1,147			3,318			69			—		4,534
		$	1,193		$	3,334		$	84		$	—	$	4,611
Summary of the activity in covered OREO
	A summary of the activity in covered OREO is as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	136,945		$	142,833
	Additions to covered OREO	24,042			23,190
	Dispositions of covered OREO	(22,334		)	(13,282		)
	Valuation adjustments in the period	(950		)	(431		)
	Balance, end of period	$	137,703		$	152,310
Summary of the activity in the FDIC Indemnification Asset
	A summary of the activity in the FDIC Indemnification Asset is as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	130,437		$	188,291
	FDIC Indemnification Asset accretion (amortization)	506			1,357
	Transfers to due from FDIC and other	(23,376		)	(912		)
	Balance, end of period	$	107,567		$	188,736

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	3 Months Ended
	Mar. 31, 2015
Mortgage Servicing Rights
Schedule of change in fair value of the Company's MSR asset, as included in other assets within the consolidated balance sheets
	The following tables present the changes in fair value of the Company’s MSR asset, as included in other assets within the consolidated balance sheets, and other information related to the serviced portfolio (dollars in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	36,155		$	20,149
	Additions	2,690			7,432
	Sales	—			—
	Changes in fair value:
	Due to changes in model inputs or assumptions (1)	(5,044		)	2,764
	Due to customer payments	(2,153		)	(406		)
	Balance, end of period	$	31,648		$	29,939
		March 31,			December 31,
		2015			2014
	Mortgage loans serviced for others	$	3,615,198		$	3,645,220
	MSR as a percentage of serviced mortgage loans	0.88		%	0.99		%
	(1) Primarily represents changes in discount rates and prepayment speed assumptions, which are primarily affected by changes in interest rates and the refinement of other MSR model assumptions.
Schedule of key assumptions used in measuring the fair value of the Company's MSR
		March 31,		December 31,
		2015		2014
	Weighted average constant prepayment rate	14.95	%	12.17	%
	Weighted average discount rate	10.98	%	11.01	%
	Weighted average life (in years)	5.4		6.3
Schedule of sensitivity analysis of fair value of the Company's MSR to certain key assumptions
	A sensitivity analysis of the fair value of the Company’s MSR assets to certain key assumptions is presented in the following table (in thousands).
		March 31,			December 31,
		2015			2014
	Constant prepayment rate:
	Impact of 10% adverse change	$	(1,763	)	$	(1,648	)
	Impact of 20% adverse change	(3,384		)	(3,169		)
	Discount rate:
	Impact of 100 basis point adverse change	(1,173		)	(1,431		)
	Impact of 200 basis point adverse change	(2,261		)	(2,753		)

Deposits_Tables

Deposits (Tables)	3 Months Ended
	Mar. 31, 2015
Deposits
Summary of deposits
	Deposits are summarized as follows (in thousands).
		March 31,		December 31,
		2015		2014
	Noninterest-bearing demand	$	2,259,790	$	2,076,385
	Interest-bearing:
	NOW accounts	1,140,704		1,242,110
	Money market	1,190,287		861,851
	Brokered - money market	79,479		79,937
	Demand	525,442		136,886
	Savings	344,919		299,051
	Time	1,510,516		1,575,910
	Brokered - time	78,140		97,762
		$	7,129,277	$	6,369,892

Shortterm_Borrowings_Tables

Short-term Borrowings (Tables)	3 Months Ended
	Mar. 31, 2015
Short-term borrowings
Schedule of short-term borrowings
	Short-term borrowings are summarized as follows (in thousands).
		March 31,			December 31,
		2015			2014
	Federal funds purchased	$	140,600		$	128,100
	Securities sold under agreements to repurchase	374,176			136,396
	Federal Home Loan Bank notes	225,000			375,000
	Short-term bank loans	259,700			123,200
		$	999,476		$	762,696
Schedule of federal funds purchased and securities sold under agreements to repurchase
Short-term borrowings
Schedule of short-term borrowings
	Information concerning federal funds purchased and securities sold under agreements to repurchase is shown in the following tables (dollars in thousands).
		Three Months Ended March 31,
		2015			2014
	Average balance during the period	$	361,600		$	343,233
	Average interest rate during the period	0.25		%	0.18		%
		March 31,			December 31,
		2015			2014
	Average interest rate at end of period	0.26		%	0.15		%
	Securities underlying the agreements at end of period:
	Carrying value	$	379,985		$	166,734
	Estimated fair value	$	379,802		$	163,852
Federal Home Loan Bank notes
Short-term borrowings
Schedule of short-term borrowings
	Other information regarding FHLB notes is shown in the following tables (dollars in thousands).
		Three Months Ended March 31,
		2015			2014
	Average balance during the period	$	235,111		$	8
	Average interest rate during the period	0.22		%	0.13		%
		March 31,			December 31,
		2015			2014
	Average interest rate at end of period	0.22		%	0.16		%

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies
Schedule of roll-forward of claims activity for loans put-back to the mortgage origination segment
	The following tables provide for a roll-forward of claims activity for loans put-back to the mortgage origination segment based upon an alleged breach of a representation or warranty with respect to a loan sold and related indemnification liability reserve activity (in thousands).
		Representation and Warranty Specific Claims
		Activity - Origination Loan Balance
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	53,906		$	51,912
	Claims made	37,323			10,044
	Claims resolved with no payment	(11,687		)	(4,458		)
	Repurchases	(5,239		)	(4,878		)
	Indemnification payments	(203		)	(691		)
	Balance, end of period	$	74,100		$	51,929
		Indemnification Liability Reserve Activity
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	17,619		$	21,121
	Additions for new sales	844			560
	Repurchases	(498		)	(504		)
	Early payment defaults	(10		)	(21		)
	Indemnification payments	(162		)	(181		)
	Change in estimate	(451		)	—
	Balance, end of period	$	17,342		$	20,975
		March 31,			December 31,
		2015			2014
	Reserve for Indemnification Liability:
	Specific claims	$	7,783		$	7,912
	Incurred but not reported claims	9,559			9,707
	Total	$	17,342		$	17,619

Regulatory_Matters_Tables

Regulatory Matters (Tables)	3 Months Ended
	Mar. 31, 2015
Regulatory Matters
Schedule of comparison of the Bank's and Hilltop's consolidated actual capital amounts and ratios to the regulatory minimum requirements and the Bank's regulatory minimum capital requirements and the Bank's regulatory minimum capital requirements needed to qualify as a well-capitalized institution without giving effect to the final Basel III capital rules adopted by the Federal Reserve Board
	The following table shows the Bank’s and Hilltop’s consolidated actual capital amounts and ratios compared to the regulatory minimum capital requirements and the Bank’s regulatory minimum capital requirements needed to qualify as a “well-capitalized” institution in accordance with Basel III as measured at March 31, 2015 and applicable regulatory guidelines at December 31, 2014 (dollars in thousands).
												To Be Well Capitalized
							Minimum Capital					Minimum Capital
		Actual					Requirements					Requirements
	March 31, 2015	Amount			Ratio		Amount			Ratio		Amount		Ratio
	Tier 1 capital (to average assets):
	Bank	$	945,922		11.34	%	$	333,675		4.0	%	$	417,094	5.0	%
	Hilltop	1,556,506			12.68	%	491,149			4.0	%	N/A		N/A
	Common equity Tier 1 capital (to risk-weighted assets):
	Bank	945,922			16.46	%	$	258,619		4.5	%	$	373,561	6.5	%
	Hilltop	1,386,467			18.05	%	345,650			4.5	%	N/A		N/A
	Tier 1 capital (to risk-weighted assets):
	Bank	945,922			16.46	%	344,826			6.0	%	459,767		8.0	%
	Hilltop	1,556,506			20.26	%	460,866			6.0	%	N/A		N/A
	Total capital (to risk-weighted assets):
	Bank	987,755			17.19	%	459,767			8.0	%	574,709		10.0	%
	Hilltop	1,598,829			20.82	%	614,488			8.0	%	N/A		N/A
												To Be Well Capitalized
							Minimum Capital					Minimum Capital
		Actual					Requirements					Requirements
	December 31, 2014	Amount			Ratio		Amount			Ratio		Amount		Ratio
	Tier 1 capital (to average assets):
	Bank	$	845,656		10.31	%	$	328,025		4.0	%	$	410,031	5.0	%
	Hilltop	1,231,724			14.17	%	347,619			4.0	%	N/A		N/A
	Tier 1 capital (to risk-weighted assets):
	Bank	845,656			13.74	%	246,099			4.0	%	369,148		6.0	%
	Hilltop	1,231,724			19.02	%	259,078			4.0	%	N/A		N/A
	Total capital (to risk-weighted assets):
	Bank	888,744			14.45	%	492,198			8.0	%	615,247		10.0	%
	Hilltop	1,275,023			19.69	%	518,157			8.0	%	N/A		N/A
Summary of minimum required capital amounts and ratios for the well capitalized category
	At March 31, 2015, the net capital position of each of the Hilltop Broker-Dealers was as follows (in thousands).
					Southwest			SWS
		FSC			Securities			Financial
	Net capital	$	66,844		$	164,058		$	1,055
	Less required net capital	5,353			6,343			250
	Excess net capital	$	61,491		$	157,715		$	805
	Net capital as a percentage of aggregate debit items	25.0		%	51.73		%
	Net capital in excess of 5% aggregate debit items	$	53,461		$	148,200
Summary of statutory capital and surplus and statutory net income of each insurance subsidiary
	A summary of statutory capital and surplus and statutory net income of each insurance subsidiary is as follows (in thousands).
		March 31,			December 31,
		2015			2014
	Capital and surplus:
	National Lloyds Insurance Company	$	117,614		$	113,023
	American Summit Insurance Company	29,983			28,964
		Three Months Ended March 31,
		2015			2014
	Statutory net income:
	National Lloyds Insurance Company	$	4,759		$	5,986
	American Summit Insurance Company	909			1,131

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Financial Instruments
Schedule of derivative positions
	Derivative positions are presented in the following table (in thousands).
		March 31, 2015					December 31, 2014
		Notional		Estimated			Notional		Estimated
		Amount		Fair Value			Amount		Fair Value
	Derivative instruments:
	IRLCs	$	1,282,637	$	35,106		$	621,216	$	17,057
	Commitments to purchase MBSs	2,951,103		12,596			510,553		6,040
	Commitments to sell MBSs	4,929,365		(20,667		)	1,968,768		(12,566		)
	Interest rate swaps and swaptions	102,110		566			83,000		425

Balance_Sheet_Offsetting_Table

Balance Sheet Offsetting (Tables)	3 Months Ended
	Mar. 31, 2015
Balance Sheet Offsetting
Schedule of the assets subject to an enforceable master netting arrangement or repurchase agreements
	The following tables present the assets and liabilities subject to enforceable master netting arrangements, repurchase agreements, or similar agreements with offsetting rights (in thousands).
									Gross Amounts Not Offset in
							Net Amounts		the Balance Sheet
		Gross Amounts		Gross Amounts			of Assets					Cash
		of Recognized		Offset in the			Presented in the		Financial			Collateral			Net
		Assets		Balance Sheet			Balance Sheet		Instruments			Pledged			Amount
	March 31, 2015
	Securities borrowed:
	Institutional counterparties	$	1,990,598	$	—		$	1,990,598	$	(1,990,598	)	$	—		$	—
	Interest rate swaps and swaptions:
	Institutional counterparties	1,454		—			1,454		—			—			1,454
	Reverse repurchase agreements:
	Institutional counterparties	67,227		—			67,227		(67,132		)	—			95
	Forward MBS derivatives:
	Institutional counterparties	6,239		—			6,239		(6,239		)	—			—
		$	2,065,518	$	—		$	2,065,518	$	(2,063,969	)	$	—		$	1,549
	December 31, 2014
	Securities borrowed:
	Institutional counterparties	$	152,899	$	—		$	152,899	$	(152,899	)	$	—		$	—
	Interest rate swaps and swaptions:
	Institutional counterparties	425		—			425		—			—			425
	Forward MBS derivatives:
	Institutional counterparties	41		—			41		—			—			41
		$	153,365	$	—		$	153,365	$	(152,899	)	$	—		$	466
Schedule of the liabilities subject to an enforceable master netting arrangement or repurchase agreements
	The following tables present the assets and liabilities subject to enforceable master netting arrangements, repurchase agreements, or similar agreements with offsetting rights (in thousands).
									Gross Amounts Not Offset in
							Net Amounts		the Balance Sheet
		Gross Amounts		Gross Amounts			of Liabilities					Cash
		of Recognized		Offset in the			Presented in the		Financial			Collateral			Net
		Liabities		Balance Sheet			Balance Sheet		Instruments			Pledged			Amount
	March 31, 2015
	Securities loaned:
	Institutional counterparties	$	1,853,366	$	—		$	1,853,366	$	(1,853,366	)	$	—		$	—
	Interest rate swaps and swaptions:
	Institutional counterparties		888		—			888		(1,564	)		—			(676	)
	Repurchase agreements:
	Institutional counterparties	241,822		—			241,822		(241,822		)	—			—
	Customer counterparties	132,355		—			132,355		(132,355		)	—			—
	Forward MBS derivatives:
	Institutional counterparties	21,149		(482		)	20,667		(6,239		)	(6,573		)	7,855
		$	2,249,580	$	(482	)	$	2,249,098	$	(2,235,346	)	$	(6,573	)	$	7,179
	December 31, 2014
	Securities loaned:
	Institutional counterparties	$	117,822	$	—		$	117,822	$	(117,822	)	$	—		$	—
	Repurchase agreements:
	Customer counterparties	136,396		—			136,396		(136,396		)	—			—
	Forward MBS derivatives:
	Institutional counterparties	12,829		(223		)	12,606		—			(6,137		)	6,469
		$	267,047	$	(223	)	$	266,824	$	(254,218	)	$	(6,137	)	$	6,469

BrokerDealer_and_Clearing_Orga1

Broker-Dealer and Clearing Organization Receivables and Payables (Tables)	3 Months Ended
	Mar. 31, 2015
Broker-Dealer and Clearing Organization Receivables and Payables
Schedule of broker-dealer and clearing organization receivables and payables
	Broker-dealer and clearing organization receivables and payables consisted of the following (in thousands).
		March 31,		December 31,
		2015		2014
	Receivables:
	Securities borrowed	$	1,990,598	$	152,899
	Securities failed to deliver	23,693		3,497
	Clearing organizations	8,364		11,471
	Trades in process of settlement, net	190,280		—
	Other	9,582		17
		$	2,222,517	$	167,884
	Payables:
	Securities loaned	$	1,853,366	$	117,822
	Correspondents	59,282		51,930
	Securities failed to receive	27,351		5,960
	Clearing organizations	11,041		3,330
		$	1,951,040	$	179,042

Reserves_for_Losses_and_Loss_A1

Reserves for Losses and Loss Adjustment Expenses (Tables)	3 Months Ended
	Mar. 31, 2015
Reserves for Losses and Loss Adjustment Expenses
Schedule of information regarding the reserve for unpaid losses and loss adjustment expenses ("LAE") as included in other liabilities within the consolidated balance sheets
	A rollforward of NLC’s reserve for unpaid losses and loss adjustment expenses (“LAE”), as included in other liabilities within the consolidated balance sheets, is as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Balance, beginning of period	$	29,716		$	27,468
	Less reinsurance recoverables	(4,315		)	(4,508		)
	Net balance, beginning of period	25,401			22,960
	Incurred related to:
	Current period	14,290			16,087
	Prior periods	4,570			2,250
	Total incurred	18,860			18,337
	Payments related to:
	Current period	(7,174		)	(8,337		)
	Prior periods	(8,094		)	(7,788		)
	Total payments	(15,268		)	(16,125		)
	Net balance, end of period	28,993			25,172
	Plus reinsurance recoverables	8,451			3,086
	Balance, end of period	$	37,444		$	28,258

Reinsurance_Activity_Tables

Reinsurance Activity (Tables)	3 Months Ended
	Mar. 31, 2015
Reinsurance Activity
Schedule of effects of reinsurance on premiums written and earned
	The effects of reinsurance on premiums written and earned are summarized as follows (in thousands).
		Three Months Ended March 31,
		2015						2014
		Written			Earned			Written			Earned
	Premiums from direct business	$	42,749		$	42,089		$	43,770		$	42,759
	Reinsurance assumed	2,516			2,443			2,233			2,020
	Reinsurance ceded	(4,705		)	(4,965		)	(4,186		)	(4,460		)
	Net premiums	$	40,560		$	39,567		$	41,817		$	40,319
Schedule of effects of reinsurance on incurred losses
	The effects of reinsurance on incurred losses are as follows (in thousands).
		Three Months Ended March 31,
		2015			2014
	Loss and LAE incurred	$	23,331		$	17,752
	Reinsurance recoverables	(4,471		)	585
	Net loss and LAE incurred	$	18,860		$	18,337

Segment_and_Related_Informatio1

Segment and Related Information (Tables)	3 Months Ended
	Mar. 31, 2015
Segment and Related Information
Schedule of information about the segment revenues, operating results, goodwill, and assets of entity's reportable segments
	The following tables present certain information about reportable segment revenues, operating results, goodwill and assets (in thousands).
							Mortgage								All Other and			Hilltop
	Three Months Ended March 31, 2015	Banking		Broker-Dealer			Origination			Insurance		Corporate			Eliminations			Consolidated
	Net interest income (expense)	$	83,442	$	7,996		$	(3,014	)	$	757	$	109		$	4,102		$	93,392
	Provision for loan losses	2,486		201			—			—		—			—			2,687
	Noninterest income	58,775		122,877			135,292			41,845		—			(4,417		)	354,372
	Noninterest expense	58,532		90,795			122,302			33,466		9,626			(245		)	314,476
	Income (loss) before income taxes	$	81,199	$	39,877		$	9,976		$	9,136	$	(9,517	)	$	(70	)	$	130,601
							Mortgage								All Other and			Hilltop
	Three Months Ended March 31, 2014	Banking		Broker-Dealer			Origination			Insurance		Corporate			Eliminations			Consolidated
	Net interest income (expense)	$	79,572	$	2,629		$	(4,139	)	980		$	1,692		$	4,687		$	85,421
	Provision for loan losses	3,228		14			—			—		—			—			3,242
	Noninterest income	16,228		24,597			91,763			42,773		—			(5,261		)	170,100
	Noninterest expense	60,677		27,365			90,632			32,341		2,188			(574		)	212,629
	Income (loss) before income taxes	$	31,895	$	(153	)	$	(3,008	)	$	11,412	$	(496	)	$	—		$	39,650
	March 31, 2015
	Goodwill	$	207,741	$	7,008		$	13,071		$	23,988	$	—		$	—		$	251,808
	Total assets	$	8,373,160	$	3,747,053		$	1,412,742		$	343,959	$	1,810,205		$	(3,124,225	)	$	12,562,894
	December 31, 2014
	Goodwill	$	207,741	$	7,008		$	13,071		$	23,988	$	—		$	—		$	251,808
	Total assets	$	8,036,729	$	758,636		$	1,498,846		$	328,693	$	1,522,655		$	(2,903,143	)	$	9,242,416

Earnings_per_Common_Share_Tabl

Earnings per Common Share (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings per Common Share
Schedule of the computation of basic and diluted earnings per common share
	The following table presents the computation of basic and diluted earnings per common share (in thousands, except per share data).
		Three Months Ended March 31,
		2015			2014
	Basic earnings per share:
	Income applicable to Hilltop common stockholders	$	113,402		$	23,760
	Less: income applicable to participating shares	(581		)	(124		)
	Net earnings available to Hilltop common stockholders	$	112,821		$	23,636
	Weighted average shares outstanding - basic	99,741			89,707
	Basic earnings per common share	$	1.13		$	0.26
	Diluted earnings per share:
	Income applicable to Hilltop common stockholders	$	113,402		$	23,760
	Weighted average shares outstanding - basic	99,741			89,707
	Effect of potentially dilutive securities	886			878
	Weighted average shares outstanding - diluted	100,627			90,585
	Diluted earnings per common share	$	1.13		$	0.26

Summary_of_Significant_Account2

Summary of Significant Accounting and Reporting Policies (Details) (USD $)	0 Months Ended	3 Months Ended
In Thousands, except Share data in Millions, unless otherwise specified	Jan. 01, 2015	Mar. 31, 2015
Basis of Presentation
Number of primary operating business units		3
SWS
Basis of Presentation
Conversion of common stock	0.2496
Cash consideration paid per share	$1.94
Acquisition price (in dollars per share)	$6.92
Aggregate purchase price	$349,125
Shares of common stock issued	10.1
Cash	78,217
Existing investment in SWS common stock	70,282
Fair value of assets acquired	3,298,506
Securities	707,476
Non-covered loans, net	863,819
Broker-dealer and clearing organization receivables	1,221,793
Fair value of liabilities assumed	2,866,565
Deposits	1,287,509
Broker-dealer and clearing organization payables	$1,109,978
Plains Capital
Basis of Presentation
Ownership percentage of subsidiary owned by the reporting entity		100.00%
Bank
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
Plains Capital Equity LLC
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
Prime Lending
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
PCB-ARC
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
Plains Capital Securities LLC
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
RGV-ARC
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
Hilltop Securities
Basis of Presentation
Ownership percentage of subsidiary owned by the reporting entity		100.00%
NLC
Basis of Presentation
Ownership percentage of subsidiary owned by the reporting entity		100.00%
Prime Lending Ventures Management LLC
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%
PCC Statutory Trusts
Basis of Presentation
Ownership percentage of subsidiary owned by subsidiary of the reporting entity		100.00%

Acquisitions_Details

Acquisitions (Details) (USD $)	0 Months Ended	3 Months Ended
	Jan. 01, 2015	Mar. 31, 2015	Jan. 01, 2015
Fair values of the identifiable assets acquired, and liabilities assumed
Preliminary bargain purchase gain		$82,816,000
SWS
Components of the consideration paid
Common stock issued	200,626,000
Cash	78,217,000
Fair value of Hilltop existing investment in SWS	70,282,000		70,282,000
Total preliminary consideration paid	349,125,000
Fair values of the identifiable assets acquired, and liabilities assumed
Cash and due from banks	119,314,000		119,314,000
Securities purchased under agreements to resell	44,741,000		44,741,000
Assets segregated for regulatory purposes	181,610,000		181,610,000
Securities	707,476,000		707,476,000
Non-covered loans, net	863,819,000		863,819,000
Broker-dealer and clearing organization receivables	1,221,793,000		1,221,793,000
Other assets	159,753,000		159,753,000
Total identifiable assets acquired	3,298,506,000		3,298,506,000
Deposits	-1,287,509,000		-1,287,509,000
Broker-dealer and clearing organization payables	-1,109,978,000		-1,109,978,000
Short-term borrowings	-164,240,000		-164,240,000
Securities sold, not yet purchased, at fair value	-140,409,000		-140,409,000
Notes payable	-76,643,000		-76,643,000
Other liabilities	-87,786,000		-87,786,000
Total liabilities assumed	-2,866,565,000		-2,866,565,000
Preliminary bargain purchase gain	82,816,000	82,800,000
Net identifiable assets acquire, including investment in SWS	349,125,000		349,125,000
Less Hilltop existing investment in SWS	-70,282,000		-70,282,000
Net identifiable assets acquired	278,843,000		278,843,000
Tax on bargain purchase gain	0	0
Allocation to intangible assets
Gross Intangible Assets	10,860,000		10,860,000
Transaction and integration related expenses		10,000,000
SWS | Customer Relationships
Allocation to intangible assets
Estimated Useful Life	14 years
Gross Intangible Assets	10,700,000		10,700,000
SWS | Core deposits
Allocation to intangible assets
Estimated Useful Life	4 years
Gross Intangible Assets	$160,000		$160,000

Acquisitions_Details_2

Acquisitions (Details 2) (SWS, USD $)	0 Months Ended
	Jan. 01, 2015	Jan. 01, 2015
Acquisitions
Carryover of Allowance for Loan and Lease Losses, Loans Acquired	$0
Total loans	863,819,000	863,819,000
Commercial and industrial
Acquisitions
Total loans	457,809,000	457,809,000
Real estate
Acquisitions
Total loans	386,695,000	386,695,000
Construction and land development
Acquisitions
Total loans	16,099,000	16,099,000
Consumer
Acquisitions
Total loans	3,216,000	3,216,000
Loans excluding PCI Loans
Acquisitions
Total loans	790,360,000	790,360,000
Loans excluding PCI Loans | Commercial and industrial
Acquisitions
Total loans	447,959,000	447,959,000
Amount of margin loans to customers and correspondents included in the portfolio segment	269,400,000	269,400,000
Loans excluding PCI Loans | Real estate
Acquisitions
Total loans	324,477,000	324,477,000
Loans excluding PCI Loans | Construction and land development
Acquisitions
Total loans	14,708,000	14,708,000
Loans excluding PCI Loans | Consumer
Acquisitions
Total loans	3,216,000	3,216,000
PCI loans
Acquisitions
Total loans	73,459,000	73,459,000
PCI loans | Commercial and industrial
Acquisitions
Total loans	9,850,000	9,850,000
PCI loans | Real estate
Acquisitions
Total loans	62,218,000	62,218,000
PCI loans | Construction and land development
Acquisitions
Total loans	$1,391,000	$1,391,000

Acquisitions_Details_3

Acquisitions (Details 3) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Jan. 01, 2015
Pro Forma Results of Operations
Net interest income	$99,842
Other revenues	225,315
Net income	24,658
SWS
Acquisitions
Total loans		863,819
SWS | PCI loans
Acquisitions
Contractually required principal and interest payments		120,078
Nonaccretable difference		32,040
Cash flows expected to be collected		88,038
Accretable difference		14,579
Total loans		73,459
SWS | Loans excluding PCI Loans
Acquisitions
Contractually required principal and interest payments		901,672
Contractual cash flows not expected to be collected		39,721
Total loans		$790,360

Fair_Value_Measurements_Detail

Fair Value Measurements (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Oct. 02, 2014
Fair Value Measurements
Aggregate fair value of PrimeLending's mortgage loans held for sale accounted for under the Fair Value Option	$1,190,000,000	$1,270,000,000
Unpaid principal balance of PrimeLending loans held for sale accounted under the fair value option	1,140,000,000	1,220,000,000
Financial assets and liabilities
Trading securities	320,153,000	65,717,000
Available for sale securities	859,212,000	925,535,000
Level 2
Financial assets and liabilities
Loans held for sale	27,056,000	37,541,000
Estimate of Fair Value Measurement
Financial assets and liabilities
Loans held for sale	27,056,000	37,541,000
Recurring | Level 1
Financial assets and liabilities
Trading securities	40,000	39,000
Available for sale securities	14,070,000	13,762,000
Investment in SWS common stock		70,282,000
Recurring | Level 2
Financial assets and liabilities
Trading securities	314,181,000	65,678,000
Available for sale securities	845,142,000	911,773,000
Loans held for sale	1,168,757,000	1,263,135,000
Derivative assets	49,649,000	23,805,000
Trading liabilities	139,481,000	48,000
Derivative liabilities	22,048,000	12,849,000
Recurring | Level 3
Financial assets and liabilities
Trading securities	5,932,000
Loans held for sale	19,495,000	9,017,000
Mortgage servicing asset	31,648,000	36,155,000
Recurring | Estimate of Fair Value Measurement
Financial assets and liabilities
Trading securities	320,153,000	65,717,000
Available for sale securities	859,212,000	925,535,000
Loans held for sale	1,188,252,000	1,272,152,000
Derivative assets	49,649,000	23,805,000
Mortgage servicing asset	31,648,000	36,155,000
Investment in SWS common stock		70,282,000
Trading liabilities	139,481,000	48,000
Derivative liabilities	22,048,000	12,849,000
SWS
Fair value measurements
Number of shares of common stock available to purchase under warrant			8,695,652
Warrants exercise price (in dollars per share)			$5.75
Aggregate principal amount of senior unsecured loan			$50,000,000
Percentage of outstanding shares of SWS common stock			21.00%

Fair_Value_Measurements_Detail1

Fair Value Measurements (Details 2) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2015	Oct. 02, 2014
Loans held for sale
Rollforward for financial instruments measured at fair value using Level 3 inputs
Balance, beginning of Period	$27,729,000
Purchases/Additions	4,900,000
Sales/Reductions	-5,594,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)	-209,000
Balance, end of Period	26,826,000
SWS
Total gains or losses (realized or unrealized):
Aggregate principal amount of senior unsecured loan			50,000,000
Level 3
Rollforward for financial instruments measured at fair value using Level 3 inputs
Balance, beginning of Period	102,331,000	45,172,000
Purchases/Additions	12,332,000	21,127,000
Sales/Reductions	-5,594,000	-271,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)	2,392,000	-8,953,000
Included in other comprehensive income (loss)	3,452,000
Balance, end of Period	114,913,000	57,075,000
Level 3 | Trading securities.
Rollforward for financial instruments measured at fair value using Level 3 inputs
Purchases/Additions		7,301,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)		-1,369,000
Balance, end of Period		5,932,000
Level 3 | Available for sale securities
Rollforward for financial instruments measured at fair value using Level 3 inputs
Balance, beginning of Period	60,053,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)	593,000
Included in other comprehensive income (loss)	3,452,000
Balance, end of Period	64,098,000
Level 3 | Loans held for sale
Rollforward for financial instruments measured at fair value using Level 3 inputs
Balance, beginning of Period		9,017,000
Purchases/Additions		11,136,000
Sales/Reductions		-271,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)		-387,000
Balance, end of Period		19,495,000
Level 3 | MSR
Rollforward for financial instruments measured at fair value using Level 3 inputs
Balance, beginning of Period	20,149,000	36,155,000
Purchases/Additions	7,432,000	2,690,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)	2,358,000	-7,197,000
Balance, end of Period	29,939,000	31,648,000
Level 3 | Derivative Liabilities
Rollforward for financial instruments measured at fair value using Level 3 inputs
Balance, beginning of Period	-5,600,000
Total gains or losses (realized or unrealized):
Included in Net Income (Loss)	-350,000
Balance, end of Period	($5,950,000)

Fair_Value_Measurements_Detail2

Fair Value Measurements (Details 3) (Level 3, Recurring, Discounted cash flow)	3 Months Ended
	Mar. 31, 2015
Trading securities. | Weighted average
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	10.00%
Trading securities. | Minimum
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	8.00%
Trading securities. | Maximum
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	17.00%
Loans held for sale | Weighted average
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	93.00%
Loans held for sale | Minimum
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	90.00%
Loans held for sale | Maximum
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	94.00%
MSR | Weighted average
Significant unobservable inputs used in the fair value measurements
Discount rates (as a percent)	10.98%
Constant prepayment rate (as a percent)	14.95%

Fair_Value_Measurements_Detail3

Fair Value Measurements (Details 4) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Fair Value Measurements
Transfers of assets from level 1 to level 2	$0
Transfers of assets from level 2 to level 1	0
Transfers of liabilities from level 1 to level 2	0
Transfers of liabilities from level 2 to level 1	0
Changes in Fair Value for Assets and Liabilities Reported at Fair Value under Fair Value Option
Net Losses	120,545	79,111
Other Noninterest Income	24,479	16,991
Loans held for sale
Changes in Fair Value for Assets and Liabilities Reported at Fair Value under Fair Value Option
Net Losses	-6,695	4,518
Total Changes in Fair Value	-6,695	4,518
MSR
Changes in Fair Value for Assets and Liabilities Reported at Fair Value under Fair Value Option
Net Losses	-7,197	2,358
Total Changes in Fair Value	($7,197)	$2,358

Fair_Value_Measurements_Detail4

Fair Value Measurements (Details 5) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013	Jan. 01, 2015	Nov. 30, 2012	Sep. 13, 2013
Fair value measurements
Non-covered impaired loans	$4,795,322,000		$3,883,435,000
Covered impaired loans	550,626,000		638,029,000
Covered other real estate owned	137,703,000	152,310,000	136,945,000	142,833,000
Provision for loan losses	2,687,000	3,242,000
Maximum
Fair value measurements
Estimated holding period of discount rate per month of OREO	24 months
Covered
Fair value measurements
Covered impaired loans	550,626,000		638,029,000
Provision for loan losses	-107,000	1,854,000
Noncovered
Fair value measurements
Non-covered impaired loans	4,795,322,000		3,883,435,000
Provision for loan losses	2,794,000	1,388,000
SWS
Fair value measurements
Fair value of loans acquired					863,819,000
SWS | PCI loans
Fair value measurements
Fair value of loans acquired					73,459,000
Level 2
Fair value measurements
Non-covered impaired loans	608,554,000		378,425,000
Level 3
Fair value measurements
Non-covered impaired loans	4,605,859,000		3,528,769,000
Covered impaired loans	704,848,000		767,751,000
Level 3 | Plains Capital | PCI loans | Weighted average
Fair value measurements
Weighted average default rate	47.00%
Weighted average loss severity rate	50.00%
Weighted average prepayment speed	0.00%
Weighted average expected loss	24.00%
Level 3 | FNB | PCI loans | Weighted average
Fair value measurements
Weighted average default rate	60.00%
Weighted average loss severity rate	39.00%
Weighted average prepayment speed	4.00%
Weighted average expected loss	23.00%
Level 3 | SWS
Fair value measurements
Acquired OREO	5,600,000
Level 3 | SWS | PCI loans | Weighted average
Fair value measurements
Weighted average default rate	52.00%
Weighted average loss severity rate	37.00%
Weighted average prepayment speed	0.00%
Weighted average expected loss	19.00%
Estimate of Fair Value Measurement
Fair value measurements
Non-covered impaired loans	5,214,413,000		3,907,194,000
Covered impaired loans	704,848,000		767,751,000
Non-recurring | Covered
Fair value measurements
Provision for loan losses	3,218,000	-1,691,000
Total Gains (Losses) of other real estate owned	-950,000	-431,000
Non-recurring | Noncovered
Fair value measurements
Provision for loan losses	349,000	-215,000
Total Gains (Losses) of other real estate owned	-28,000	-102,000
Non-recurring | Level 2
Fair value measurements
Non-covered other real estate owned	382,000
Covered other real estate owned	3,443,000
Non-recurring | Level 2 | Estimate of Fair Value Measurement | Noncovered
Fair value measurements
Other real estate owned	6,300,000		800,000
Non-recurring | Level 3
Fair value measurements
Non-covered impaired loans	23,605,000
Covered impaired loans	68,195,000
Non-recurring | Level 3 | Plains Capital | PCI loans
Fair value measurements
Fair value of loans acquired						172,900,000
Non-recurring | Level 3 | FNB | Covered | Bank
Fair value measurements
Acquired OREO							135,200,000
Non-recurring | Level 3 | FNB | PCI loans
Fair value measurements
Fair value of loans acquired							822,800,000
Non-recurring | Level 3 | SWS | PCI loans
Fair value measurements
Fair value of loans acquired	73,500,000
Non-recurring | Level 3 | Estimate of Fair Value Measurement
Fair value measurements
Discount rate of OREO per month (as a percent)	1.00%
Non-recurring | Level 3 | Estimate of Fair Value Measurement | Minimum
Fair value measurements
Estimated holding period of discount rate per month of OREO	6 months
Non-recurring | Level 3 | Estimate of Fair Value Measurement | Covered
Fair value measurements
Other real estate owned	137,700,000		136,900,000
Non-recurring | Estimate of Fair Value Measurement
Fair value measurements
Non-covered impaired loans	23,605,000
Covered impaired loans	68,195,000
Non-covered other real estate owned	382,000
Covered other real estate owned	$3,443,000

Fair_Value_Measurements_Detail5

Fair Value Measurements (Details 6) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Financial assets:
Held to maturity securities	$186,032	$118,345	$118,345
Non-covered loans, net	4,795,322	3,883,435
Covered loans	550,626	638,029
Broker-dealer and clearing organization receivables	2,222,517	167,884
FDIC indemnification asset	107,567	130,437	188,736	188,291
Financial liabilities:
Broker-dealer and clearing organization payables	1,951,040	179,042
Level 1
Financial assets:
Cash and cash equivalents	708,533	813,075
Level 2
Financial assets:
Held to maturity securities	186,032	118,345
Loans held for sale	27,056	37,541
Non-covered loans, net	608,554	378,425
Broker-dealer and clearing organization receivables	2,222,517	167,884
Other assets	45,784	43,937
Financial liabilities:
Deposits	7,138,613	6,365,555
Broker-dealer and clearing organization payables	1,951,040	179,042
Short-term borrowings	999,476	762,696
Debt	169,024	117,028
Other liabilities	2,095	2,144
Level 3
Financial assets:
Non-covered loans, net	4,605,859	3,528,769
Covered loans	704,848	767,751
FDIC indemnification asset	107,567	130,437
Other assets	15,578	15,495
Estimate of Fair Value Measurement
Financial assets:
Cash and cash equivalents	708,533	813,075
Held to maturity securities	186,032	118,345
Loans held for sale	27,056	37,541
Non-covered loans, net	5,214,413	3,907,194
Covered loans	704,848	767,751
Broker-dealer and clearing organization receivables	2,222,517	167,884
FDIC indemnification asset	107,567	130,437
Other assets	61,362	59,432
Financial liabilities:
Deposits	7,138,613	6,365,555
Broker-dealer and clearing organization payables	1,951,040	179,042
Short-term borrowings	999,476	762,696
Debt	169,024	117,028
Other liabilities	2,095	2,144
Carrying Amount
Financial assets:
Cash and cash equivalents	708,533	813,075
Held to maturity securities	183,792	118,209
Loans held for sale	27,056	37,541
Non-covered loans, net	4,795,322	3,883,435
Covered loans	550,626	638,029
Broker-dealer and clearing organization receivables	2,222,517	167,884
FDIC indemnification asset	107,567	130,437
Other assets	61,362	59,432
Financial liabilities:
Deposits	7,129,277	6,369,892
Broker-dealer and clearing organization payables	1,951,040	179,042
Short-term borrowings	999,476	762,696
Debt	175,694	123,696
Other liabilities	$2,095	$2,144

Securities_Details

Securities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Available for sale
Amortized Cost	$850,430	$924,755
Gross Unrealized Gains	12,839	11,542
Gross Unrealized Losses	-4,057	-10,762
Fair Value	859,212	925,535
U.S. Treasury securities
Available for sale
Amortized Cost	19,386	19,382
Gross Unrealized Gains	400	264
Gross Unrealized Losses	-6	-33
Fair Value	19,780	19,613
Bonds
Available for sale
Amortized Cost	463,619	522,008
Gross Unrealized Gains	2,164	1,749
Gross Unrealized Losses	-1,804	-7,516
Fair Value	463,979	516,241
Residential mortgage-backed securities
Available for sale
Amortized Cost	54,374	51,363
Gross Unrealized Gains	1,612	1,672
Gross Unrealized Losses	-6	-137
Fair Value	55,980	52,898
Collateralized mortgage obligations
Available for sale
Amortized Cost	79,050	89,291
Gross Unrealized Gains	160	133
Gross Unrealized Losses	-1,515	-2,300
Fair Value	77,695	87,124
Corporate debt securities
Available for sale
Amortized Cost	89,076	93,406
Gross Unrealized Gains	5,748	5,125
Gross Unrealized Losses	-24	-59
Fair Value	94,800	98,472
States and political subdivisions
Available for sale
Amortized Cost	130,764	135,419
Gross Unrealized Gains	2,200	2,083
Gross Unrealized Losses	-699	-717
Fair Value	132,265	136,785
Commercial mortgage backed securities
Available for sale
Amortized Cost	593	593
Gross Unrealized Gains	50	47
Fair Value	643	640
Equity securities
Available for sale
Amortized Cost	13,568	13,293
Gross Unrealized Gains	505	469
Gross Unrealized Losses	-3
Fair Value	$14,070	$13,762

Securities_Detail_2

Securities (Detail 2) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Held to maturity securities
Amortized Cost	$183,792	$118,209	$118,209
Unrealized Gains	2,240	575
Unrealized Losses		-439
Fair Value	186,032	118,345	118,345
U.S. Treasury securities
Held to maturity securities
Amortized Cost	25,006	25,008
Unrealized Losses		-6
Fair Value	25,006	25,002
Bonds
Held to maturity securities
Amortized Cost	22,348
Unrealized Gains	192
Fair Value	22,540
Residential mortgage-backed securities
Held to maturity securities
Amortized Cost	28,907	29,782
Unrealized Gains	793	528
Fair Value	29,700	30,310
Collateralized mortgage obligations
Held to maturity securities
Amortized Cost	98,767	57,328
Unrealized Gains	1,188
Unrealized Losses		-430
Fair Value	99,955	56,898
States and political subdivisions
Held to maturity securities
Amortized Cost	8,764	6,091
Unrealized Gains	67	47
Unrealized Losses		-3
Fair Value	$8,831	$6,135

Securities_Details_3

Securities (Details 3) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified	item	item
Number of Securities
Unrealized loss for less than twelve months	28	17
Unrealized loss for twelve months or longer	72	117
Total	100	134
Fair Value
Unrealized loss for less than twelve months	$206,903	$54,123
Unrealized loss for twelve months or longer	145,868	503,022
Estimated Fair Value, Total	352,771	557,145
Unrealized Loss
Unrealized loss for less than twelve months	976	227
Unrealized loss for twelve months or longer	3,081	10,535
Total	4,057	10,762
U.S. Treasury securities
Number of Securities
Unrealized loss for less than twelve months	3	4
Unrealized loss for twelve months or longer		1
Total	3	5
Fair Value
Unrealized loss for less than twelve months	3,856	7,703
Unrealized loss for twelve months or longer		1,706
Estimated Fair Value, Total	3,856	9,409
Unrealized Loss
Unrealized loss for less than twelve months	6	27
Unrealized loss for twelve months or longer		6
Total	6	33
Bonds
Number of Securities
Unrealized loss for less than twelve months	11	3
Unrealized loss for twelve months or longer	3	22
Total	14	25
Fair Value
Unrealized loss for less than twelve months	192,178	34,847
Unrealized loss for twelve months or longer	44,460	373,035
Estimated Fair Value, Total	236,638	407,882
Unrealized Loss
Unrealized loss for less than twelve months	920	153
Unrealized loss for twelve months or longer	884	7,363
Total	1,804	7,516
Residential mortgage-backed securities
Number of Securities
Unrealized loss for less than twelve months	1
Unrealized loss for twelve months or longer	1	4
Total	2	4
Fair Value
Unrealized loss for less than twelve months	1,055
Unrealized loss for twelve months or longer	1,984	11,056
Estimated Fair Value, Total	3,039	11,056
Unrealized Loss
Unrealized loss for less than twelve months	2
Unrealized loss for twelve months or longer	4	137
Total	6	137
Collateralized mortgage obligations
Number of Securities
Unrealized loss for less than twelve months	3	3
Unrealized loss for twelve months or longer	7	8
Total	10	11
Fair Value
Unrealized loss for less than twelve months	3,421	7,141
Unrealized loss for twelve months or longer	56,820	61,108
Estimated Fair Value, Total	60,241	68,249
Unrealized Loss
Unrealized loss for less than twelve months	6	40
Unrealized loss for twelve months or longer	1,509	2,260
Total	1,515	2,300
Corporate debt securities
Number of Securities
Unrealized loss for twelve months or longer	1	1
Total	1	1
Fair Value
Unrealized loss for twelve months or longer	1,973	1,939
Estimated Fair Value, Total	1,973	1,939
Unrealized Loss
Unrealized loss for twelve months or longer	24	59
Total	24	59
States and political subdivisions
Number of Securities
Unrealized loss for less than twelve months	9	7
Unrealized loss for twelve months or longer	60	81
Total	69	88
Fair Value
Unrealized loss for less than twelve months	6,282	4,432
Unrealized loss for twelve months or longer	40,631	54,178
Estimated Fair Value, Total	46,913	58,610
Unrealized Loss
Unrealized loss for less than twelve months	39	7
Unrealized loss for twelve months or longer	660	710
Total	699	717
Equity securities
Number of Securities
Unrealized loss for less than twelve months	1
Total	1
Fair Value
Unrealized loss for less than twelve months	111
Estimated Fair Value, Total	111
Unrealized Loss
Unrealized loss for less than twelve months	3
Total	$3

Securities_Details_4

Securities (Details 4) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2014
	item
Number of Securities
Unrealized loss for less than twelve months	7
Total	7
Fair Value
Unrealized loss for less than twelve months	$83,799
Total	83,799
Unrealized Losses
Unrealized loss for less than twelve months	439
Total	439
U.S. Treasury securities
Number of Securities
Unrealized loss for less than twelve months	1
Total	1
Fair Value
Unrealized loss for less than twelve months	25,002
Total	25,002
Unrealized Losses
Unrealized loss for less than twelve months	6
Total	6
Collateralized mortgage obligations
Number of Securities
Unrealized loss for less than twelve months	2
Total	2
Fair Value
Unrealized loss for less than twelve months	56,898
Total	56,898
Unrealized Losses
Unrealized loss for less than twelve months	430
Total	430
States and political subdivisions
Number of Securities
Unrealized loss for less than twelve months	4
Total	4
Fair Value
Unrealized loss for less than twelve months	1,899
Total	1,899
Unrealized Losses
Unrealized loss for less than twelve months	3
Total	$3

Securities_Details_5

Securities (Details 5) (USD $)	Mar. 31, 2015
In Thousands, unless otherwise specified
Amortized Cost
Due in one year or less	$25,350
Due after one year through five years	70,106
Due after five years through ten years	64,290
Due after ten years	543,099
Total	702,845
Total amortized cost	836,862
Fair Value
Due in one year or less	25,656
Due after one year through five years	73,888
Due after five years through ten years	68,384
Due after ten years	542,896
Total	710,824
Fair Value	845,142
Residential mortgage-backed securities
Amortized Cost
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	54,374
Fair Value
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	55,980
Collateralized mortgage obligations
Amortized Cost
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	79,050
Fair Value
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	77,695
Commercial mortgage backed securities
Amortized Cost
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	593
Fair Value
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	$643

Securities_Details_6

Securities (Details 6) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Securities
Realized net gain (loss) from trading securities portfolio	$3,400,000	$600,000
Carrying amount of securities pledged	859,300,000		895,500,000
Fair value of securities pledged	862,700,000		890,300,000
Deposit with various state insurance departments	9,200,000		9,200,000
Amortized Cost
Due in one year or less	26,399,000
Due after one year through five years	23,657,000
Due after five years through ten years	1,187,000
Due after ten years	4,875,000
Total	56,118,000
Total amortized cost	183,792,000	118,209,000	118,209,000
Fair Value
Due in one year or less	26,403,000
Due after one year through five years	23,861,000
Due after five years through ten years	1,191,000
Due after ten years	4,922,000
Total	56,377,000
Fair Value	186,032,000	118,345,000	118,345,000
Residential mortgage-backed securities
Amortized Cost
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	28,907,000
Total amortized cost	28,907,000	29,782,000
Fair Value
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	29,700,000
Fair Value	29,700,000	30,310,000
Collateralized mortgage obligations
Amortized Cost
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	98,767,000
Total amortized cost	98,767,000	57,328,000
Fair Value
Mortgage-backed securities, collateralized mortgage obligations and commercial mortgage-backed securities	99,955,000
Fair Value	$99,955,000	$56,898,000

NonCovered_Loans_and_Allowance2

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Loans
Total loans	$4,834,687,000	$3,920,476,000
Allowance for loan losses	-39,365,000	-37,041,000
Non-covered loans, net	4,795,322,000	3,883,435,000
Noncovered
Loans
Total loans	4,834,687,000	3,920,476,000
Allowance for loan losses	-39,365,000	-37,041,000	-34,645,000	-33,241,000
Non-covered loans, net	4,795,322,000	3,883,435,000
Noncovered | Commercial and industrial
Loans
Total loans	2,221,727,000	1,758,851,000
Allowance for loan losses	-20,643,000	-18,999,000	-16,726,000	-16,865,000
Amount of margin loans to customers and correspondents included in the portfolio segment	608,600,000	378,400,000
Noncovered | Real estate
Loans
Total loans	2,067,259,000	1,694,835,000
Allowance for loan losses	-12,704,000	-11,131,000	-9,682,000	-8,331,000
Noncovered | Construction and land development
Loans
Total loans	493,293,000	413,643,000
Allowance for loan losses	-5,842,000	-6,450,000	-8,096,000	-7,957,000
Noncovered | Consumer
Loans
Total loans	52,408,000	53,147,000
Allowance for loan losses	($176,000)	($461,000)	($141,000)	($88,000)

NonCovered_Loans_and_Allowance3

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details 2) (Noncovered, PCI loans, USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Changes in the accretable yield for the acquired impaired loans
Nonaccretable difference	$48,500		$18,400
Plains Capital Corporation and FNB Transaction
Carrying values and the outstanding contractual balances of the PCI loans
Carrying amount	114,868		48,909
Outstanding balance	151,037		67,740
Changes in the accretable yield for the acquired impaired loans
Balance, beginning of period	12,814	17,601
Additions	14,579
Reclassifications from (to) nonaccretable difference, net(	281	3,475
Disposals of loans	-448	-603
Accretion	-2,749	-2,760
Balance, end of period	$24,477	$17,713

NonCovered_Loans_and_Allowance4

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details 3) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Covered PCI loans
Days outstanding loans and leases receivable are generally considered past due	90 days
Noncovered
Covered PCI loans
Unpaid Contractual Principal balance	$217,492,000		$111,615,000
Recorded Investment with No Allowance	107,211,000		31,247,000
Recorded Investment with Allowance	28,996,000		32,563,000
Total Recorded Investment	136,207,000		63,810,000
Related Allowance	5,391,000		5,740,000
Non-accrual loans	25,061,000		19,042,000
Interest income recorded on accruing impaired loans	600,000	1,400,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	100,011,000	92,896,000
Noncovered | Secured
Covered PCI loans
Unpaid Contractual Principal balance	75,888,000		51,036,000
Recorded Investment with No Allowance	29,554,000		14,096,000
Recorded Investment with Allowance	9,934,000		11,783,000
Total Recorded Investment	39,488,000		25,879,000
Related Allowance	3,081,000		3,341,000
Non-accrual loans	23,141,000		16,488,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	32,684,000	33,997,000
Noncovered | Unsecured
Covered PCI loans
Unpaid Contractual Principal balance	3,727,000		4,120,000
Recorded Investment with No Allowance			92,000
Recorded Investment with Allowance			68,000
Total Recorded Investment			160,000
Non-accrual loans	81,000		160,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	80,000	1,335,000
Noncovered | Secured by commercial properties
Covered PCI loans
Unpaid Contractual Principal balance	88,406,000		29,865,000
Recorded Investment with No Allowance	48,941,000		7,243,000
Recorded Investment with Allowance	14,306,000		15,536,000
Total Recorded Investment	63,247,000		22,779,000
Related Allowance	2,039,000		1,878,000
Non-accrual loans	420,000		438,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	43,013,000	32,874,000
Noncovered | Secured by residential properties
Covered PCI loans
Unpaid Contractual Principal balance	27,651,000		4,701,000
Recorded Investment with No Allowance	20,233,000		1,583,000
Recorded Investment with Allowance	1,203,000		1,390,000
Total Recorded Investment	21,436,000		2,973,000
Related Allowance	92,000		85,000
Non-accrual loans	693,000		1,253,000
Non-accrual loans held for sale	1,400,000		3,000,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	12,205,000	2,852,000
Noncovered | Residential construction loans
Covered PCI loans
Unpaid Contractual Principal balance	400,000
Recorded Investment with No Allowance	233,000
Total Recorded Investment	233,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	117,000
Noncovered | Commercial construction loans and land development
Covered PCI loans
Unpaid Contractual Principal balance	16,205,000		16,108,000
Recorded Investment with No Allowance	8,153,000		8,062,000
Recorded Investment with Allowance	2,101,000		1,819,000
Total Recorded Investment	10,254,000		9,881,000
Related Allowance	134,000		154,000
Non-accrual loans	726,000		703,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	10,068,000	17,718,000
Noncovered | Consumer
Covered PCI loans
Unpaid Contractual Principal balance	5,215,000		5,785,000
Recorded Investment with No Allowance	97,000		171,000
Recorded Investment with Allowance	1,452,000		1,967,000
Total Recorded Investment	1,549,000		2,138,000
Related Allowance	45,000		282,000
Average investment in non-covered impaired loans
Average investment in non-covered impaired loans	1,844,000	4,120,000
Noncovered | PCI loans
Covered PCI loans
Non-accrual loans	$6,100,000		$6,600,000

NonCovered_Loans_and_Allowance5

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details 4) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	item	item
AB Note | Minimum | Bank
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Number of loans into which a single loan is reconfigured	2
Noncovered
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications	75,000	$745,000
Number of TDRs granted in preceding twelve months for which payment was at least 30 days past due	0	0
Noncovered | Bank
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Unadvanced commitments to borrowers	600,000		500,000
Noncovered | Payment Term Extension
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications	75,000	745,000
Noncovered | Secured by commercial properties
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications		345,000
Noncovered | Secured by commercial properties | Payment Term Extension
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications		345,000
Noncovered | Secured by residential properties
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications		258,000
Noncovered | Secured by residential properties | Payment Term Extension
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications		258,000
Noncovered | Commercial construction loans and land development
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications	75,000	142,000
Noncovered | Commercial construction loans and land development | Payment Term Extension
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total Modifications	75,000	$142,000

NonCovered_Loans_and_Allowance6

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details 5) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	$4,834,687	$3,920,476
Noncovered
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	4,834,687	3,920,476
Noncovered | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	114,868	48,909
Noncovered | Consumer
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	52,408	53,147
Noncovered | Consumer | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	1,549	2,138
Noncovered | Bank
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	18,025	11,537
Loans past Due 60-89 Days	7,382	2,191
Loans past Due 90 Days or More	10,049	8,597
Total Past Due Loans	35,456	22,325
Current Loans	4,684,363	3,849,242
Total loans	4,834,687	3,920,476
Noncovered | Bank | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	114,868	48,909
Noncovered | Bank | Secured
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	2,451	6,073
Loans past Due 60-89 Days	7,216	964
Loans past Due 90 Days or More	9,449	8,022
Total Past Due Loans	19,116	15,059
Current Loans	2,073,061	1,620,000
Total loans	2,112,080	1,648,433
Noncovered | Bank | Secured | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	19,903	13,374
Noncovered | Bank | Unsecured
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	285	35
Loans past Due 60-89 Days		3
Total Past Due Loans	285	38
Current Loans	109,362	110,312
Total loans	109,647	110,418
Noncovered | Bank | Unsecured | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans		68
Noncovered | Bank | Secured by commercial properties
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	346	67
Total Past Due Loans	346	67
Current Loans	1,306,125	1,173,504
Total loans	1,369,298	1,195,912
Noncovered | Bank | Secured by commercial properties | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	62,827	22,341
Noncovered | Bank | Secured by residential properties
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	955	454
Loans past Due 60-89 Days	147	1,187
Total Past Due Loans	1,102	1,641
Current Loans	676,031	495,472
Total loans	697,961	498,923
Noncovered | Bank | Secured by residential properties | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	20,828	1,810
Noncovered | Bank | Residential construction loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	297	175
Total Past Due Loans	297	175
Current Loans	74,601	64,871
Total loans	75,131	65,046
Noncovered | Bank | Residential construction loans | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	233
Noncovered | Bank | Commercial construction loans and land development
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	13,335	4,319
Loans past Due 90 Days or More	600	575
Total Past Due Loans	13,935	4,894
Current Loans	394,699	334,525
Total loans	418,162	348,597
Noncovered | Bank | Commercial construction loans and land development | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	9,528	9,178
Noncovered | Bank | Consumer
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Loans past Due 30-59 Days	356	414
Loans past Due 60-89 Days	19	37
Total Past Due Loans	375	451
Current Loans	50,484	50,558
Total loans	52,408	53,147
Noncovered | Bank | Consumer | PCI loans
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Total loans	1,549	2,138
Noncovered | Prime Lending | U.S. government agencies
Non-Covered Loans and Allowance for Non-Covered Loan Losses
Accruing Loans Past Due 90 Days or More	$24,200	$19,200

NonCovered_Loans_and_Allowance7

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details 6) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
	item
Internal risk grades of non-covered loans
Total	4,834,687	$3,920,476
Bank
Internal risk grades of non-covered loans
Number of types of loans	2
Noncovered
Internal risk grades of non-covered loans
Total	4,834,687	3,920,476
Noncovered | Bank
Internal risk grades of non-covered loans
Total	4,834,687	3,920,476
Noncovered | Pass
Internal risk grades of non-covered loans
Total	4,628,624	3,774,559
Noncovered | Special Mention
Internal risk grades of non-covered loans
Total	2,933	1,817
Noncovered | Substandard
Internal risk grades of non-covered loans
Total	88,262	95,191
Noncovered | Secured | Bank
Internal risk grades of non-covered loans
Total	2,112,080	1,648,433
Noncovered | Secured | Pass
Internal risk grades of non-covered loans
Total	2,029,291	1,566,208
Noncovered | Secured | Special Mention
Internal risk grades of non-covered loans
Total	878	1,105
Noncovered | Secured | Substandard
Internal risk grades of non-covered loans
Total	62,008	67,746
Noncovered | Unsecured | Bank
Internal risk grades of non-covered loans
Total	109,647	110,418
Noncovered | Unsecured | Pass
Internal risk grades of non-covered loans
Total	109,555	110,256
Noncovered | Unsecured | Substandard
Internal risk grades of non-covered loans
Total	92	94
Noncovered | Secured by commercial properties | Bank
Internal risk grades of non-covered loans
Total	1,369,298	1,195,912
Noncovered | Secured by commercial properties | Pass
Internal risk grades of non-covered loans
Total	1,284,575	1,151,454
Noncovered | Secured by commercial properties | Special Mention
Internal risk grades of non-covered loans
Total	702	712
Noncovered | Secured by commercial properties | Substandard
Internal risk grades of non-covered loans
Total	21,194	21,405
Noncovered | Secured by residential properties | Bank
Internal risk grades of non-covered loans
Total	697,961	498,923
Noncovered | Secured by residential properties | Pass
Internal risk grades of non-covered loans
Total	672,096	492,549
Noncovered | Secured by residential properties | Special Mention
Internal risk grades of non-covered loans
Total	1,353
Noncovered | Secured by residential properties | Substandard
Internal risk grades of non-covered loans
Total	3,684	4,564
Noncovered | Residential construction loans | Bank
Internal risk grades of non-covered loans
Total	75,131	65,046
Noncovered | Residential construction loans | Pass
Internal risk grades of non-covered loans
Total	74,898	65,046
Noncovered | Commercial construction loans and land development | Bank
Internal risk grades of non-covered loans
Total	418,162	348,597
Noncovered | Commercial construction loans and land development | Pass
Internal risk grades of non-covered loans
Total	407,387	338,078
Noncovered | Commercial construction loans and land development | Substandard
Internal risk grades of non-covered loans
Total	1,247	1,341
Noncovered | Consumer
Internal risk grades of non-covered loans
Total	52,408	53,147
Noncovered | Consumer | Bank
Internal risk grades of non-covered loans
Total	52,408	53,147
Noncovered | Consumer | Pass
Internal risk grades of non-covered loans
Total	50,822	50,968
Noncovered | Consumer | Substandard
Internal risk grades of non-covered loans
Total	37	41
Noncovered | PCI loans
Internal risk grades of non-covered loans
Total	114,868	48,909
Noncovered | PCI loans | Bank
Internal risk grades of non-covered loans
Total	114,868	48,909
Noncovered | PCI loans | Secured | Bank
Internal risk grades of non-covered loans
Total	19,903	13,374
Noncovered | PCI loans | Unsecured | Bank
Internal risk grades of non-covered loans
Total		68
Noncovered | PCI loans | Secured by commercial properties | Bank
Internal risk grades of non-covered loans
Total	62,827	22,341
Noncovered | PCI loans | Secured by residential properties | Bank
Internal risk grades of non-covered loans
Total	20,828	1,810
Noncovered | PCI loans | Residential construction loans | Bank
Internal risk grades of non-covered loans
Total	233
Noncovered | PCI loans | Commercial construction loans and land development | Bank
Internal risk grades of non-covered loans
Total	9,528	9,178
Noncovered | PCI loans | Consumer
Internal risk grades of non-covered loans
Total	1,549	2,138
Noncovered | PCI loans | Consumer | Bank
Internal risk grades of non-covered loans
Total	1,549	$2,138

NonCovered_Loans_and_Allowance8

Non-Covered Loans and Allowance for Non-Covered Loan Losses (Details 7) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Changes in the allowance for loan losses
Balance, beginning of period	$37,041
Provision charged to (recapture from) operations operations	2,687	3,242
Balance, end of period	39,365
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	4,834,687		3,920,476
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	39,365
Noncovered
Changes in the allowance for loan losses
Balance, beginning of period	37,041	33,241
Provision charged to (recapture from) operations operations	2,794	1,388
Loans charged off	-1,254	-881
Recoveries on charged off loans	784	897
Balance, end of period	39,365	34,645
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	18,416		13,965
Loans collectively evaluated for impairment	4,701,403		3,857,602
Total loans	4,834,687		3,920,476
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	457		421
Loans collectively evaluated for impairment	33,974		31,301
Total loans	39,365	34,645
Noncovered | Commercial and industrial
Changes in the allowance for loan losses
Balance, beginning of period	18,999	16,865
Provision charged to (recapture from) operations operations	1,871	-57
Loans charged off	-942	-807
Recoveries on charged off loans	715	725
Balance, end of period	20,643	16,726
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	17,785		11,842
Loans collectively evaluated for impairment	2,184,039		1,733,567
Total loans	2,221,727		1,758,851
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	457		421
Loans collectively evaluated for impairment	17,562		15,658
Total loans	20,643	16,726
Noncovered | Real estate
Changes in the allowance for loan losses
Balance, beginning of period	11,131	8,331
Provision charged to (recapture from) operations operations	1,807	1,319
Loans charged off	-278
Recoveries on charged off loans	44	32
Balance, end of period	12,704	9,682
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	106		1,420
Loans collectively evaluated for impairment	1,983,498		1,669,264
Total loans	2,067,259		1,694,835
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	10,573		9,168
Total loans	12,704	9,682
Noncovered | Construction and land development
Changes in the allowance for loan losses
Balance, beginning of period	6,450	7,957
Provision charged to (recapture from) operations operations	-608	17
Recoveries on charged off loans		122
Balance, end of period	5,842	8,096
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	525		703
Loans collectively evaluated for impairment	483,007		403,762
Total loans	493,293		413,643
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	5,708		6,296
Total loans	5,842	8,096
Noncovered | Consumer
Changes in the allowance for loan losses
Balance, beginning of period	461	88
Provision charged to (recapture from) operations operations	-276	109
Loans charged off	-34	-74
Recoveries on charged off loans	25	18
Balance, end of period	176	141
Loan portfolio distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	50,859		51,009
Total loans	52,408		53,147
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	131		179
Total loans	176	141
Noncovered | PCI loans
Changes in the allowance for loan losses
Balance, beginning of period			5,319
Balance, end of period	4,934		5,319
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	114,868		48,909
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	4,934		5,319
Noncovered | PCI loans | Commercial and industrial
Changes in the allowance for loan losses
Balance, beginning of period			2,920
Balance, end of period	2,624		2,920
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	19,903		13,442
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	2,624		2,920
Noncovered | PCI loans | Real estate
Changes in the allowance for loan losses
Balance, beginning of period			1,963
Balance, end of period	2,131		1,963
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	83,655		24,151
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	2,131		1,963
Noncovered | PCI loans | Construction and land development
Changes in the allowance for loan losses
Balance, beginning of period			154
Balance, end of period	134		154
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	9,761		9,178
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	134		154
Noncovered | PCI loans | Consumer
Changes in the allowance for loan losses
Balance, beginning of period			282
Balance, end of period	45		282
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	1,549		2,138
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	$45		$282

Covered_Assets_and_Indemnifica2

Covered Assets and Indemnification Asset (Details) (USD $)	0 Months Ended
	Sep. 13, 2013	Sep. 13, 2013	Mar. 31, 2015	Dec. 31, 2014
Loans
Allowance for covered loans			($1,388,000)	($4,611,000)
Total covered loans, net of allowance			550,626,000	638,029,000
Covered
Loans
Total covered loans			552,014,000	642,640,000
Allowance for covered loans			-1,388,000	-4,611,000
Total covered loans, net of allowance			550,626,000	638,029,000
Covered | Commercial and industrial
Loans
Total covered loans			22,349,000	30,780,000
Covered | Real estate
Loans
Total covered loans			478,040,000	552,850,000
Covered | Construction and land development
Loans
Total covered loans			51,625,000	59,010,000
Bank | Covered | Acquired loans
Loans
Fair value of loans acquired	1,100,000,000	1,100,000,000
Carryover of the allowance for loan losses recorded	0
Bank | FNB
Loans
Percentage of losses to be absorbed by FDIC on the first $240.4 million of losses incurred as per the loss sharing agreement	80.00%	80.00%
Threshold amount of losses incurred for 80% of losses to be absorbed by FDIC as per the loss sharing agreement, first layer	240,400,000	240,400,000
Percentage of losses to be absorbed by FDIC in excess of $240.4 million up to and including $365.7 million of losses incurred as per the loss sharing agreement	0.00%	0.00%
Threshold amount of losses incurred for 0% of losses to be absorbed by FDIC as per the loss sharing agreement, second layer	$365,700,000	$365,700,000
Percentage of losses to be absorbed by FDIC in excess of $365.7 million of losses incurred as per the loss sharing agreement	80.00%	80.00%
Period for which payment is required to be made to the FDIC of true-up amount	10 years
Bank | FNB | Covered | Commercial loan
Loans
Period of loss-sharing agreements in effect	5 years
Period of loss recovery provisions in effect	8 years
Bank | FNB | Covered | Single family residential loans
Loans
Period of loss-sharing agreements in effect	10 years
Period of loss recovery provisions in effect	10 years

Covered_Assets_and_Indemnifica3

Covered Assets and Indemnification Asset (Details 2) (Covered, PCI loans, USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Covered | PCI loans
Carrying value and the outstanding contractual balance of the covered PCI loans
Carrying amount	$360,095		$435,388
Outstanding balance	599,104		685,393
Changes in the accretable yield for the covered PCI loans
Balance, beginning of period	193,493	156,548
Reclassifications from (to) nonaccretable difference, net(	16,263	30,710
Transfer of loans to covered OREO	1,172	5,261
Accretion	-16,931	-16,050
Balance, end of period	$193,997	$176,469

Covered_Assets_and_Indemnifica4

Covered Assets and Indemnification Asset (Details 3) (Covered, USD $)	3 Months Ended	6 Months Ended	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Mar. 31, 2014	Dec. 31, 2014
	item	item
Covered PCI loans
Non-accrual loans	$14,749			$34,223
Number of TDRs granted	1	0
Secured
Covered PCI loans
Non-accrual loans	585			442
Unsecured
Covered PCI loans
Non-accrual loans				883
Secured by commercial properties
Covered PCI loans
Non-accrual loans	11,504			30,823
Number of TDRs granted	1
Secured by residential properties
Covered PCI loans
Non-accrual loans	1,620			1,046
Residential construction loans
Covered PCI loans
Non-accrual loans	1,013			1,018
Commercial construction loans and land development
Covered PCI loans
Non-accrual loans	27			11
PCI loans
Covered PCI loans
Unpaid Contractual Principal Balance	679,971			761,063
Recorded Investment with No Allowance	294,633			378,889
Recorded Investment with Allowance	69,511			59,747
Total Recorded Investment	364,144			438,636
Related Allowance	1,316			4,534
Average investment	401,391		690,542
Non-accrual loans	11,000			31,200
PCI loans | Secured
Covered PCI loans
Unpaid Contractual Principal Balance	23,821			26,447
Recorded Investment with No Allowance	6,398			7,436
Recorded Investment with Allowance	5,870			6,636
Total Recorded Investment	12,268			14,072
Related Allowance	324			265
Average investment	13,170		25,381
PCI loans | Unsecured
Covered PCI loans
Unpaid Contractual Principal Balance	13,217			14,111
Recorded Investment with No Allowance	1,693			2,107
Recorded Investment with Allowance	3,204			4,697
Total Recorded Investment	4,897			6,804
Related Allowance				882
Average investment	5,851		9,429
PCI loans | Secured by commercial properties
Covered PCI loans
Unpaid Contractual Principal Balance	335,149			387,302
Recorded Investment with No Allowance	119,551			193,111
Recorded Investment with Allowance	59,208			35,142
Total Recorded Investment	178,759			228,253
Related Allowance	906			2,381
Average investment	203,506		352,334
PCI loans | Secured by residential properties
Covered PCI loans
Unpaid Contractual Principal Balance	219,650			235,505
Recorded Investment with No Allowance	127,424			129,571
Recorded Investment with Allowance	415			12,918
Total Recorded Investment	127,839			142,489
Related Allowance	1			937
Average investment	135,164		193,681
PCI loans | Residential construction loans
Covered PCI loans
Unpaid Contractual Principal Balance	2,321			2,749
Recorded Investment with No Allowance	1,013			1,018
Recorded Investment with Allowance	287			354
Total Recorded Investment	1,300			1,372
Related Allowance	85			69
Average investment	1,336		3,534
PCI loans | Commercial construction loans and land development
Covered PCI loans
Unpaid Contractual Principal Balance	85,813			94,949
Recorded Investment with No Allowance	38,554			45,646
Recorded Investment with Allowance	527
Total Recorded Investment	39,081			45,646
Average investment	42,364		106,183
Other than PCI Loans
Covered PCI loans
Total Recorded Investment	$332,500			$382,500

Covered_Assets_and_Indemnifica5

Covered Assets and Indemnification Asset (Details 4) (Covered, USD $)	3 Months Ended	6 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	item	item
Covered Loans
Total Modifications	$853
Recorded Investment in loans
Number of loans	1	0
Recorded Investment	280
Payment Term Extension
Covered Loans
Total Modifications	853
Secured by commercial properties
Covered Loans
Total Modifications	573
Recorded Investment in loans
Number of loans	1
Recorded Investment	280
Secured by commercial properties | Payment Term Extension
Covered Loans
Total Modifications	573
Secured by residential properties
Covered Loans
Total Modifications	280
Secured by residential properties | Payment Term Extension
Covered Loans
Total Modifications	$280

Covered_Assets_and_Indemnifica6

Covered Assets and Indemnification Asset (Details 5) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Covered Assets and Indemnification Asset
Total loans	$4,834,687	$3,920,476
Covered
Covered Assets and Indemnification Asset
Total loans	552,014	642,640
Covered | PCI loans
Covered Assets and Indemnification Asset
Total loans	360,095	435,388
Covered | Secured
Covered Assets and Indemnification Asset
Total loans	16,742	22,765
Covered | Secured | PCI loans
Covered Assets and Indemnification Asset
Total loans	11,683	13,630
Covered | Unsecured
Covered Assets and Indemnification Asset
Total loans	5,607	8,015
Covered | Unsecured | PCI loans
Covered Assets and Indemnification Asset
Total loans	4,897	6,805
Covered | Secured by commercial properties
Covered Assets and Indemnification Asset
Total loans	216,447	270,329
Covered | Secured by commercial properties | PCI loans
Covered Assets and Indemnification Asset
Total loans	178,288	227,772
Covered | Secured by residential properties
Covered Assets and Indemnification Asset
Total loans	261,593	282,521
Covered | Secured by residential properties | PCI loans
Covered Assets and Indemnification Asset
Total loans	125,886	141,192
Covered | Residential construction loans
Covered Assets and Indemnification Asset
Total loans	1,567	1,640
Covered | Residential construction loans | PCI loans
Covered Assets and Indemnification Asset
Total loans	287	354
Covered | Commercial construction loans and land development
Covered Assets and Indemnification Asset
Total loans	50,058	57,370
Covered | Commercial construction loans and land development | PCI loans
Covered Assets and Indemnification Asset
Total loans	39,054	45,635
Bank | Covered
Covered Assets and Indemnification Asset
Loans past Due 30-59 Days	3,041	4,014
Loans past Due 60-89 Days	537	518
Loans past Due 90 Days or More	2,433	1,868
Total Past Due Loans	6,011	6,400
Current Loans	185,908	200,852
Total loans	552,014	642,640
Accruing Loans Past Due 90 Days or More	120	67
Bank | Covered | PCI loans
Covered Assets and Indemnification Asset
Total loans	360,095	435,388
Bank | Covered | Secured
Covered Assets and Indemnification Asset
Loans past Due 30-59 Days	9
Loans past Due 90 Days or More	592	454
Total Past Due Loans	601	454
Current Loans	4,458	8,681
Total loans	16,742	22,765
Accruing Loans Past Due 90 Days or More	7	11
Bank | Covered | Secured | PCI loans
Covered Assets and Indemnification Asset
Total loans	11,683	13,630
Bank | Covered | Unsecured
Covered Assets and Indemnification Asset
Loans past Due 30-59 Days		10
Loans past Due 90 Days or More	8
Total Past Due Loans	8	10
Current Loans	702	1,200
Total loans	5,607	8,015
Accruing Loans Past Due 90 Days or More	8
Bank | Covered | Unsecured | PCI loans
Covered Assets and Indemnification Asset
Total loans	4,897	6,805
Bank | Covered | Secured by commercial properties
Covered Assets and Indemnification Asset
Loans past Due 30-59 Days		876
Loans past Due 90 Days or More	209	105
Total Past Due Loans	209	981
Current Loans	37,950	41,576
Total loans	216,447	270,329
Accruing Loans Past Due 90 Days or More	105
Bank | Covered | Secured by commercial properties | PCI loans
Covered Assets and Indemnification Asset
Total loans	178,288	227,772
Bank | Covered | Secured by residential properties
Covered Assets and Indemnification Asset
Loans past Due 30-59 Days	3,010	3,089
Loans past Due 60-89 Days	416	493
Loans past Due 90 Days or More	724	405
Total Past Due Loans	4,150	3,987
Current Loans	131,557	137,342
Total loans	261,593	282,521
Accruing Loans Past Due 90 Days or More		48
Bank | Covered | Secured by residential properties | PCI loans
Covered Assets and Indemnification Asset
Total loans	125,886	141,192
Bank | Covered | Residential construction loans
Covered Assets and Indemnification Asset
Loans past Due 60-89 Days	121
Loans past Due 90 Days or More	892	896
Total Past Due Loans	1,013	896
Current Loans	267	390
Total loans	1,567	1,640
Bank | Covered | Residential construction loans | PCI loans
Covered Assets and Indemnification Asset
Total loans	287	354
Bank | Covered | Commercial construction loans and land development
Covered Assets and Indemnification Asset
Loans past Due 30-59 Days	22	39
Loans past Due 60-89 Days		25
Loans past Due 90 Days or More	8	8
Total Past Due Loans	30	72
Current Loans	10,974	11,663
Total loans	50,058	57,370
Accruing Loans Past Due 90 Days or More		8
Bank | Covered | Commercial construction loans and land development | PCI loans
Covered Assets and Indemnification Asset
Total loans	$39,054	$45,635

Covered_Assets_and_Indemnifica7

Covered Assets and Indemnification Asset (Details 6) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Internal risk grades of covered loans in the portfolio
Total	$4,834,687	$3,920,476
Covered
Internal risk grades of covered loans in the portfolio
Total	552,014	642,640
Covered | PCI loans
Internal risk grades of covered loans in the portfolio
Total	360,095	435,388
Covered | Pass
Internal risk grades of covered loans in the portfolio
Total	173,928	188,420
Covered | Substandard
Internal risk grades of covered loans in the portfolio
Total	17,991	18,832
Covered | Secured
Internal risk grades of covered loans in the portfolio
Total	16,742	22,765
Covered | Secured | PCI loans
Internal risk grades of covered loans in the portfolio
Total	11,683	13,630
Covered | Secured | Pass
Internal risk grades of covered loans in the portfolio
Total	3,500	7,712
Covered | Secured | Substandard
Internal risk grades of covered loans in the portfolio
Total	1,559	1,423
Covered | Unsecured
Internal risk grades of covered loans in the portfolio
Total	5,607	8,015
Covered | Unsecured | PCI loans
Internal risk grades of covered loans in the portfolio
Total	4,897	6,805
Covered | Unsecured | Pass
Internal risk grades of covered loans in the portfolio
Total	702	1,210
Covered | Unsecured | Substandard
Internal risk grades of covered loans in the portfolio
Total	8
Covered | Secured by commercial properties
Internal risk grades of covered loans in the portfolio
Total	216,447	270,329
Covered | Secured by commercial properties | PCI loans
Internal risk grades of covered loans in the portfolio
Total	178,288	227,772
Covered | Secured by commercial properties | Pass
Internal risk grades of covered loans in the portfolio
Total	32,228	35,973
Covered | Secured by commercial properties | Substandard
Internal risk grades of covered loans in the portfolio
Total	5,931	6,584
Covered | Secured by residential properties
Internal risk grades of covered loans in the portfolio
Total	261,593	282,521
Covered | Secured by residential properties | PCI loans
Internal risk grades of covered loans in the portfolio
Total	125,886	141,192
Covered | Secured by residential properties | Pass
Internal risk grades of covered loans in the portfolio
Total	128,453	133,756
Covered | Secured by residential properties | Substandard
Internal risk grades of covered loans in the portfolio
Total	7,254	7,573
Covered | Residential construction loans
Internal risk grades of covered loans in the portfolio
Total	1,567	1,640
Covered | Residential construction loans | PCI loans
Internal risk grades of covered loans in the portfolio
Total	287	354
Covered | Residential construction loans | Pass
Internal risk grades of covered loans in the portfolio
Total	267	268
Covered | Residential construction loans | Substandard
Internal risk grades of covered loans in the portfolio
Total	1,013	1,018
Covered | Commercial construction loans and land development
Internal risk grades of covered loans in the portfolio
Total	50,058	57,370
Covered | Commercial construction loans and land development | PCI loans
Internal risk grades of covered loans in the portfolio
Total	39,054	45,635
Covered | Commercial construction loans and land development | Pass
Internal risk grades of covered loans in the portfolio
Total	8,778	9,501
Covered | Commercial construction loans and land development | Substandard
Internal risk grades of covered loans in the portfolio
Total	$2,226	$2,234

Covered_Assets_and_Indemnifica8

Covered Assets and Indemnification Asset (Details 7) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Changes in the allowance for loan losses
Balance, beginning of period	$37,041,000
Provision charged to (recapture from) operations operations	2,687,000	3,242,000
Balance, end of period	39,365,000
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	4,834,687,000		3,920,476,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	39,365,000
Activity in covered OREO
Balance, beginning of period	136,945,000	142,833,000
Additions to covered OREO	24,042,000	23,190,000
Dispositions of covered OREO	-22,334,000	-13,282,000
aluation adjustments in the period	-950,000	-431,000
Balance, end of period	137,703,000	152,310,000
Activity in the FDIC Indemnification Asset
Balance, beginning of period	130,437,000	188,291,000
FDIC Indemnification Asset accretion (amortization)	506,000	1,357,000
Transfers to due from FDIC and other	-23,376,000	-912,000
Balance, end of period	107,567,000	188,736,000
FDIC, collections received	83,800,000
Covered
Changes in the allowance for loan losses
Balance, beginning of period	4,611,000	1,061,000
Provision charged to (recapture from) operations operations	-107,000	1,854,000
Loans charged off	-3,116,000	-250,000
Balance, end of period	1,388,000	2,665,000
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	1,311,000		801,000
Loans collectively evaluated for impairment	190,608,000		206,451,000
Total loans	552,014,000		642,640,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	72,000		77,000
Total loans	1,388,000	2,665,000
Covered | Commercial and industrial
Changes in the allowance for loan losses
Balance, beginning of period	1,193,000	1,053,000
Provision charged to (recapture from) operations operations	71,000	-30,000
Loans charged off	-900,000	-91,000
Balance, end of period	364,000	932,000
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	510,000
Loans collectively evaluated for impairment	5,259,000		10,345,000
Total loans	22,349,000		30,780,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	40,000		46,000
Total loans	364,000	932,000
Covered | Real estate
Changes in the allowance for loan losses
Balance, beginning of period	3,334,000	8,000
Provision charged to (recapture from) operations operations	-192,000	1,732,000
Loans charged off	-2,215,000	-44,000
Balance, end of period	927,000	1,696,000
Loan portfolio distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	173,866,000		183,886,000
Total loans	478,040,000		552,850,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	20,000		16,000
Total loans	927,000	1,696,000
Covered | Construction and land development
Changes in the allowance for loan losses
Balance, beginning of period	84,000
Provision charged to (recapture from) operations operations	14,000	152,000
Loans charged off	-1,000	-115,000
Balance, end of period	97,000	37,000
Loan portfolio distributed by portfolio segment and impairment methodology
Loans individually evaluated for impairment	801,000		801,000
Loans collectively evaluated for impairment	11,483,000		12,220,000
Total loans	51,625,000		59,010,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Loans collectively evaluated for impairment	12,000		15,000
Total loans	97,000	37,000
Covered | PCI loans
Changes in the allowance for loan losses
Balance, beginning of period			4,534,000
Balance, end of period	1,316,000		4,534,000
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	360,095,000		435,388,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	1,316,000		4,534,000
Covered | PCI loans | Commercial and industrial
Changes in the allowance for loan losses
Balance, beginning of period			1,147,000
Balance, end of period	324,000		1,147,000
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	16,580,000		20,435,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	324,000		1,147,000
Covered | PCI loans | Real estate
Changes in the allowance for loan losses
Balance, beginning of period			3,318,000
Balance, end of period	907,000		3,318,000
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	304,174,000		368,964,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	907,000		3,318,000
Covered | PCI loans | Construction and land development
Changes in the allowance for loan losses
Balance, beginning of period			69,000
Balance, end of period	85,000		69,000
Loan portfolio distributed by portfolio segment and impairment methodology
Total loans	39,341,000		45,989,000
Allowance for loan losses distributed by portfolio segment and impairment methodology
Total loans	$85,000		$69,000

Mortgage_Servicing_Rights_Deta

Mortgage Servicing Rights (Details) (MSR, USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
MSR
Assumptions used in measuring fair value
Weighted average constant prepayment rate (as a percent)	14.95%		12.17%
Weighted average discount rate (as a percent)	10.98%		11.01%
Weighted average life	5 years 4 months 24 days		6 years 3 months 18 days
Change in fair value of mortgage servicing rights
Balance, beginning of period	$36,155	$20,149	$20,149
Additions	2,690	7,432
Changes in fair value: Due to changes in model inputs or assumptions	-5,044	2,764
Changes in fair value: Due to customer payments	-2,153	-406
Balance, end of period	31,648	29,939	36,155
Mortgage loans serviced for others	$3,615,198	$3,645,220
MSR as a percentage of serviced mortgage loans	0.88%	0.99%

Mortgage_Servicing_Rights_Deta1

Mortgage Servicing Rights (Details 2) (MSR, USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
MSR
Sensitivity analysis
Constant prepayment rate: Impact of 10% adverse change	($1,763,000)		($1,648,000)
Constant prepayment rate: Impact of 20% adverse change	-3,384,000		-3,169,000
Discount rate: Impact of 100 basis point adverse change	-1,173,000		-1,431,000
Discount rate: Impact of 200 basis point adverse change	-2,261,000		-2,753,000
Contractually specified servicing fees, late fees and ancillary fees	$4,200,000	$2,200,000

Deposits_Details

Deposits (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Deposits
Noninterest-bearing demand	$2,259,790	$2,076,385
Interest-bearing:
NOW accounts	1,140,704	1,242,110
Money market	1,190,287	861,851
Brokered - money market	79,479	79,937
Demand	525,442	136,886
Savings	344,919	299,051
Time	1,510,516	1,575,910
Brokered - time	78,140	97,762
Total deposits	$7,129,277	$6,369,892

Shortterm_Borrowings_Details

Short-term Borrowings (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Short-term borrowings
Short-term borrowings	$999,476		$762,696
Hilltop Broker-Dealers
Short-term borrowings
Weighted average interest rate (as a percent)	1.11%		1.07%
Federal funds purchased.
Short-term borrowings
Short-term borrowings	140,600		128,100
Securities sold under agreement to repurchase.
Short-term borrowings
Short-term borrowings	374,176		136,396
Federal Home Loan Bank notes
Short-term borrowings
Short-term borrowings	225,000		375,000
Average balance during the period	235,111	8
Average interest rate during the period (as a percent)	0.22%	0.13%
Average interest rate at end of period (as a percent)	0.22%		0.16%
Federal Home Loan Bank notes | Maximum
Short-term borrowings
Maturity term of debt	365 days
Short-term bank loans.
Short-term borrowings
Short-term borrowings	259,700		123,200
Schedule of federal funds purchased and securities sold under agreements to repurchase
Short-term borrowings
Average balance during the period	361,600	343,233
Average interest rate during the period (as a percent)	0.25%	0.18%
Average interest rate at end of period (as a percent)	0.26%		0.15%
Carrying value.	379,985		166,734
Estimated fair value	$379,802		$163,852

Income_Taxes_Details

Income Taxes (Details) (USD $)	3 Months Ended		0 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Jan. 01, 2015	Dec. 31, 2014
Net operating loss carryforwards
Effective income tax rate (as a percent)	11.80%	36.20%
Bargain purchase gain	$82,816,000
Income tax benefit	-15,420,000	-14,354,000
Valuation allowance on deferred tax assets for net operating loss carryforwards	4,100,000
Valuation allowance on remainder of deferred tax assets	0			0
Uncertain tax positions
Unrecognized Tax Benefits	1,100,000
Unrecognized tax benefits if recognized would favorably impact the effective tax rate	700,000
Internal Revenue Service (IRS)
Net operating loss carryforwards
Net operating loss carryforwards	93,200,000			45,500,000
SWS
Net operating loss carryforwards
Tax on bargain purchase gain	0		0
Bargain purchase gain	82,800,000		82,816,000
Income tax benefit	2,100,000
Increase in the valuation allowance	$2,200,000

Employee_Benefits_Details

Employee Benefits (Details)	3 Months Ended
	Mar. 31, 2015
Employee Benefits
Deferred compensation plan, matching percentage	15.00%
Deferred compensation plan, vesting period	4 years

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	3 Months Ended			0 Months Ended		12 Months Ended	0 Months Ended
Share data in Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Mar. 31, 2013	Sep. 13, 2013	Sep. 13, 2013	Dec. 31, 2014	Nov. 02, 2012	Apr. 30, 2014
					item		item	item
Commitments and Contingencies
Number of shares of SWS common stock held by purported shareholders	8.43
Representation and Warranty Claims
Commitments and Contingencies
Indemnification liability reserve	74,100,000	$51,929,000
Roll-forward of claims activity for loans put-back to the mortgage origination segment
Balance, beginning of period	53,906,000	51,912,000				51,912,000
Claims made	37,323,000	10,044,000
Claims resolved with no payment	-11,687,000	-4,458,000
Repurchases	-5,239,000	-4,878,000
Indemnification payments	-203,000	-691,000
Balance, end of period	74,100,000	51,929,000
Reserve for Indemnification Liability:
Total	74,100,000	51,929,000
Reserve for Indemnification liability established by mortgage origination segment
Commitments and Contingencies
Indemnification liability reserve	17,342,000	20,975,000
Provision for indemnification losses		800,000	600,000
Roll-forward of claims activity for loans put-back to the mortgage origination segment
Balance, beginning of period	17,619,000	21,121,000				21,121,000
Additions for new sales	844,000	560,000
Repurchases	-498,000	-504,000
Early payment defaults	-10,000	-21,000
Indemnification payments	-162,000	-181,000
Change in estimate	-451,000
Balance, end of period	17,342,000	20,975,000
Reserve for Indemnification Liability:
Specific claims	7,783,000					7,912,000
Incurred but not reported claims	9,559,000					9,707,000
Total	17,342,000	20,975,000
Shareholder Class Action Lawsuits
Commitments and Contingencies
Number of purported shareholder class action lawsuits								2
Bank | FNB
Reserve for Indemnification Liability:
Number of loss-sharing agreements					2
Loans and OREO acquired				1,200,000,000	1,200,000,000
Percentage of losses to be absorbed by FDIC on the first $240.4 million of losses incurred as per the loss sharing agreement				80.00%	80.00%
Threshold amount of losses incurred for 80% of losses to be absorbed by FDIC as per the loss sharing agreement, first layer				240,400,000	240,400,000
Percentage of losses to be absorbed by FDIC in excess of $240.4 million up to and including $365.7 million of losses incurred as per the loss sharing agreement				0.00%	0.00%
Threshold amount of losses incurred for 0% of losses to be absorbed by FDIC as per the loss sharing agreement, second layer				365,700,000	365,700,000
Percentage of losses to be absorbed by FDIC in excess of $365.7 million of losses incurred as per the loss sharing agreement				80.00%	80.00%
Period for which payment is required to be made to the FDIC of true-up amount					10 years
Covered net losses billed to the FDIC	104,700,000
Percentage of covered net losses reimbursable under the loss-share agreements	80.00%
Amount of covered net losses reimbursable under the loss-share agreements	83,800,000
Aggregate reimbursements received	83,800,000
Bank | FNB | Covered | Commercial loan
Reserve for Indemnification Liability:
Period of loss-sharing agreements in effect					5 years
Period of loss recovery provisions in effect					8 years
Bank | FNB | Covered | Single family residential loans
Reserve for Indemnification Liability:
Period of loss-sharing agreements in effect					10 years
Period of loss recovery provisions in effect					10 years
Bank | FNB | Minimum
Reserve for Indemnification Liability:
Covered losses and reimbursable expenses						240,400,000
Bank | FNB | Maximum
Reserve for Indemnification Liability:
Covered losses and reimbursable expenses						365,700,000
First Southwest Company
Commitments and Contingencies
Number of defendants other than reporting entity							13
Amount of bonds to finance a loan to 38 Studios							$75,000,000

Financial_Instruments_with_Off1

Financial Instruments with Off-Balance Sheet Risk (Details) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Unused commitments to extend credit
Financial Instruments with Off-Balance Sheet Risk
Outstanding commitments	$1,600
Standby letters of credit
Financial Instruments with Off-Balance Sheet Risk
Outstanding commitments	$43

StockBased_Compensation_Detail

Stock-Based Compensation (Details) (USD $)	3 Months Ended		12 Months Ended		0 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013	Jan. 01, 2015
					item
Stock based compensation
Compensation expense	$1.80	$0.70
2012 Plan
Stock based compensation
Number of awards approved for grant (in shares)	4,000,000
Common stock remaining available for issuance (in shares)	2,840,783
2012 Plan | RSUs | 2015 Grant Date
Stock based compensation
Number of shares awarded to certain executives and key employees	193,770
Awards subject to time-based vesting (in shares)	97,932
Number of awards vesting upon achievement of performance goals (in shares)	95,838
Performance period	3 years
Weighted average grant date fair value of awards (in dollars per share)	$18.68
Unrecognized compensation expense	3.5
Transfer restrictions period	1 year
2012 Plan | RSUs | 2014 Grant Date
Stock based compensation
Number of shares awarded to certain executives and key employees			444,175
Number of shares awarded to certain executives and key employees outstanding	428,258
2012 Plan | RSUs | 2014 and 2013 Grant Date
Stock based compensation
Unrecognized compensation expense	9.1
2012 Plan | RSUs | 2013 Grant Date
Stock based compensation
Number of shares awarded to certain executives and key employees				471,000
Number of shares awarded to certain executives and key employees outstanding	451,000
2012 Plan | Restricted Stock Awards | 2015 Grant Date | SWS
Stock based compensation
Unrecognized compensation expense	$0.70
Awards granted (in shares)					62,994
Exercise price (in dollars per share)					$19.95
Awards vesting in number of equal installments					3
2012 Plan | Board of Directors
Stock based compensation
Common shares granted to members of board of directors as compensation for director services	2,545	2,303

Regulatory_Matters_Details

Regulatory Matters (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Financial Advisory
Amount required to be segregated in cash and securities	$278,280	$76,013
Bank
Tier 1 capital (to average assets)
Actual Amount	945,922	845,656
Actual Ratio (as a percent)	11.34%	10.31%
Minimum Capital Requirements, Amount	333,675	328,025
Minimum Capital Requirements, Ratio (as a percent)	4.00%	4.00%
Common equity Tier 1 capital (to risk weighted assets)
Actual Amount	945,922
Actual Ratio (as a percent)	16.46%
Minimum Capital Requirements, Amount	258,619
Minimum Capital Requirements, Ratio (as a percent)	4.50%
Tier 1 capital (to risk-weighted assets)
Actual Amount	945,922	845,656
Actual Ratio (as a percent)	16.46%	13.74%
Minimum Capital Requirements, Amount	344,826	246,099
Minimum Capital Requirements, Ratio (as a percent)	6.00%	4.00%
Total capital (to risk-weighted assets)
Actual Amount	987,755	888,744
Actual Ratio (as a percent)	17.19%	14.45%
Minimum Capital Requirements, Amount	459,767	492,198
Minimum Capital Requirements, Ratio (as a percent)	8.00%	8.00%
Tier 1 capital (to average assets)
To Be Well Capitalized Minimum Capital Requirements, Amount	417,094	410,031
To Be Well Capitalized Minimum Capital Requirements, Ratio (as a percent)	5.00%	5.00%
Common Equity Tier 1 capital (to risk-weighted assets)
To Be Well Capitalized Minimum Capital Requirements, Amount	373,561
To Be Well Capitalized Minimum Capital Requirements, Ratio (as a percent)	6.50%
Tier 1 capital (to risk-weighted assets)
To Be Well Capitalized Minimum Capital Requirements, Amount	459,767	369,148
To Be Well Capitalized Minimum Capital Requirements, Ratio (as a percent)	8.00%	6.00%
Total capital (to risk-weighted assets)
To Be Well Capitalized Minimum Capital Requirements, Amount	574,709	615,247
To Be Well Capitalized Minimum Capital Requirements, Ratio (as a percent)	10.00%	10.00%
Hilltop Holdings Inc.
Tier 1 capital (to average assets)
Actual Amount	1,556,506	1,231,724
Actual Ratio (as a percent)	12.68%	14.17%
Minimum Capital Requirements, Amount	491,149	347,619
Minimum Capital Requirements, Ratio (as a percent)	4.00%	4.00%
Common equity Tier 1 capital (to risk weighted assets)
Actual Amount	1,386,467
Actual Ratio (as a percent)	18.05%
Minimum Capital Requirements, Amount	345,650
Minimum Capital Requirements, Ratio (as a percent)	4.50%
Tier 1 capital (to risk-weighted assets)
Actual Amount	1,556,506	1,231,724
Actual Ratio (as a percent)	20.26%	19.02%
Minimum Capital Requirements, Amount	460,866	259,078
Minimum Capital Requirements, Ratio (as a percent)	6.00%	4.00%
Total capital (to risk-weighted assets)
Actual Amount	1,598,829	1,275,023
Actual Ratio (as a percent)	20.82%	19.69%
Minimum Capital Requirements, Amount	614,488	518,157
Minimum Capital Requirements, Ratio (as a percent)	8.00%	8.00%
First Southwest Company
Financial Advisory
Net capital	66,844
Less required net capital	5,353
Excess net capital	61,491
Net capital as a percentage of aggregate debits	25.00%
Net capital in excess of 5% aggregate debt items	53,461
Southwest Securities
Financial Advisory
Net capital	164,058
Less required net capital	6,343
Excess net capital	157,715
Net capital as a percentage of aggregate debits	51.73%
Net capital in excess of 5% aggregate debt items	148,200
SWS Financial
Financial Advisory
Net capital	1,055
Less required net capital	250
Excess net capital	805
Hilltop Broker-Dealers
Financial Advisory
Amount required to be segregated in cash and securities	$278,300	$76,000

Regulatory_Matters_Details_2

Regulatory Matters (Details 2) (Texas Department of Insurance, USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
NLIC
Insurance
Capital and surplus	$117,614		$113,023
Statutory net income	4,759	5,986
ASIC
Insurance
Capital and surplus	29,983		28,964
Statutory net income	$909	$1,131

Derivative_Financial_Instrumen2

Derivative Financial Instruments (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Commitments to Sell MBSs
Derivative financial instruments
Cash collateral advanced to offset net derivative liability	$8,800,000		$6,600,000
Not Designated as Hedging Instrument | Prime Lending
Derivative financial instruments
Net gain (loss) due to changes in the fair value of the derivative instruments	18,900,000	-1,600,000
Not Designated as Hedging Instrument | Hilltop Broker-Dealers
Derivative financial instruments
Net gain (loss) due to changes in the fair value of the derivative instruments	8,600,000	2,800,000
Not Designated as Hedging Instrument | Commitments to Purchase MBSs
Derivative financial instruments
Notional Amount	2,951,103,000		510,553,000
Estimated Fair Value	12,596,000		6,040,000
Not Designated as Hedging Instrument | Commitments to Sell MBSs
Derivative financial instruments
Notional Amount	4,929,365,000		1,968,768,000
Estimated Fair Value	-20,667,000		-12,566,000
Interest Rate Lock Commitments | Not Designated as Hedging Instrument
Derivative financial instruments
Notional Amount	1,282,637,000		621,216,000
Estimated Fair Value	35,106,000		17,057,000
Interest Rate Swap and Swaptions
Derivative financial instruments
Notional Amount	102,110,000		83,000,000
Estimated Fair Value	566,000		425,000
Cash collateral advanced to offset net derivative liability	$3,600,000		$3,300,000

Balance_Sheet_Offsetting_Detai

Balance Sheet Offsetting (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Total
Gross Amounts of Recognized Assets	$2,065,518	$153,365
Net Amounts of Assets Presented in the Balance Sheet	2,065,518	153,365
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-2,063,969	-152,899
Net Amount	1,549	466
Repurchase Agreements
Net Amounts of Assets Presented in the Balance Sheet	67,227
Institutional counterparties
Securities Borrowed:
Gross Amounts of Recognized Assets	1,990,598	152,899
Net Amounts of Assets Presented in the Balance Sheets	1,990,598	152,899
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-1,990,598	-152,899
Forward MBS Derivatives | Institutional counterparties
Derivatives
Gross Amounts of Recognized Assets	6,239	41
Net Amounts of Assets Presented in the Balance Sheets	6,239	41
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-6,239
Net Amount		41
Interest Rate Swap and Swaptions | Institutional counterparties
Derivatives
Gross Amounts of Recognized Assets	1,454	425
Net Amounts of Assets Presented in the Balance Sheets	1,454	425
Gross Amounts Not Offset in the Balance Sheets
Net Amount	1,454	425
Reverse repurchase agreements | Institutional counterparties
Repurchase Agreements
Gross Amounts of Recognized Assets	67,227
Net Amounts of Assets Presented in the Balance Sheet	67,227
Financial Instruments	67,132
Net Amount	$95

Balance_Sheet_Offsetting_Detai1

Balance Sheet Offsetting (Details 2) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Total
Gross Amounts of Recognized Liabilities	$2,249,580	$267,047
Gross Amounts Offset in the Balance Sheets	-482	-223
Net Amounts of Liabilities Presented in the Balance Sheets	2,249,098	266,824
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-2,235,346	-254,218
Cash Collateral Pledged	-6,573	-6,137
Net Amount	7,179	6,469
Institutional counterparties
Securities Loaned:
Gross Amounts of Recognized Liabilities	1,853,366	117,822
Net Amounts of Liabilities Presented in the Balance Sheets	1,853,366	117,822
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-1,853,366	-117,822
Repurchase Agreement:
Gross Amounts of Recognized Liabilities	241,822
Net Amounts of Liabilities Presented in the Balance Sheets	241,822
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-241,822
Institutional counterparties | Interest Rate Swap and Swaptions
Derivatives:
Gross Amounts of Recognized Liabilities	888
Net Amounts of Liabilities Presented in the Balance Sheets	888
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-1,564
Net Amount	-676
Institutional counterparties | Forward MBS Derivatives
Derivatives:
Gross Amounts of Recognized Liabilities	21,149	12,829
Gross Amounts Offset in the Balance Sheets	-482	-223
Net Amounts of Liabilities Presented in the Balance Sheets	20,667	12,606
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	-6,239
Cash Collateral Pledged	-6,573	-6,137
Net Amount	7,855	6,469
Customer counterparties
Repurchase Agreement:
Gross Amounts of Recognized Liabilities	132,355	136,396
Net Amounts of Liabilities Presented in the Balance Sheets	132,355	136,396
Gross Amounts Not Offset in the Balance Sheets
Financial Instruments	($132,355)	($136,396)

BrokerDealer_and_Clearing_Orga2

Broker-Dealer and Clearing Organization Receivables and Payables (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Receivables:
Securities borrowed	$1,990,598	$152,899
Securities failed to deliver	23,693	3,497
Clearing organizations	8,364	11,471
Trades in process of settlements, net	190,280
Other	9,582	17
Total receivables	2,222,517	167,884
Payables:
Securities loaned	1,853,366	117,822
Correspondents	59,282	51,930
Securities failed to receive	27,351	5,960
Clearing organizations	11,041	3,330
Total Payables	$1,951,040	$179,042

Reserves_for_Losses_and_Loss_A2

Reserves for Losses and Loss Adjustment Expenses (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Information regarding of the reserve for unpaid losses and loss adjustment expenses
Balance, beginning of period	$29,716,000	$27,468,000
Less reinsurance recoverables	-4,315,000	-4,508,000
Net balance, beginning of period	25,401,000	22,960,000
Incurred related to:
Current period	14,290,000	16,087,000
Prior periods	4,570,000	2,250,000
Total incurred	18,860,000	18,337,000
Payments related to:
Current period	-7,174,000	-8,337,000
Prior periods	-8,094,000	-7,788,000
Total payments	-15,268,000	-16,125,000
Net balance, end of period	28,993,000	25,172,000
Plus reinsurance recoverables	8,451,000	3,086,000
Balance, end of period	37,444,000	28,258,000
Increase (decrease) in reserves	$9,200,000

Reinsurance_Activity_Details

Reinsurance Activity (Details ) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Reinsurance Activity
Carrying value of reinsurance receivables	$8,900,000
Allowance for uncollectible accounts	0
Earned
Net premiums, Earned	39,567,000	40,319,000
Effect of reinsurance on incurred losses
Loss and LAE incurred	23,331,000	17,752,000
Reinsurance recoverables	-4,471,000	585,000
Net loss and LAE incurred	18,860,000	18,337,000
Property and casualty
Written
Premiums from direct business	42,749,000	43,770,000
Reinsurance assumed	2,516,000	2,233,000
Reinsurance ceded	-4,705,000	-4,186,000
Net premiums, Written	40,560,000	41,817,000
Earned
Premiums from direct business	42,089,000	42,759,000
Reinsurance assumed	2,443,000	2,020,000
Reinsurance ceded	-4,965,000	-4,460,000
Net premiums, Earned	$39,567,000	$40,319,000

Reinsurance_Activity_Details_2

Reinsurance Activity (Details 2) (USD $)	3 Months Ended
	Mar. 31, 2015
Multi-line excess of loss coverage
Reinsurance activity
Loss amount covered under reinsurance contract	$500,000
Reinsurance retention amount	500,000
Catastrophic coverage | First layer of protection
Reinsurance activity
Reinsurance retention amount	8,000,000
Reinsurance coverage in losses per event	17,000,000
Catastrophic coverage | Second layer of protection
Reinsurance activity
Loss amount covered under reinsurance contract	25,000,000
Reinsurance coverage in losses per event	25,000,000
Catastrophic coverage | Third layer of protection
Reinsurance activity
Loss amount covered under reinsurance contract	50,000,000
Reinsurance coverage in losses per event	50,000,000
Catastrophic coverage | Fourth layer of protection
Reinsurance activity
Loss amount covered under reinsurance contract	100,000,000
Reinsurance coverage in losses per event	40,000,000
ASIC | Catastrophic coverage
Reinsurance activity
Loss amount covered under reinsurance contract	6,500,000
Reinsurance retention amount	1,500,000
NLIC | Catastrophic coverage
Reinsurance activity
Reinsurance retention amount	8,000,000
NLC | Catastrophic coverage
Reinsurance activity
Loss amount covered under reinsurance contract	10,000,000
Number of layers of protection under reinsurance	4
Participation retained (as a percent)	9.00%
Retention of losses (as a percent)	9.00%
NLIC and ASIC | Catastrophic coverage
Reinsurance activity
Number of significant catastrophe experienced	1
NLIC and ASIC | Catastrophic coverage | Maximum
Reinsurance activity
Reinsurance retention amount	$8,000,000

Segment_and_Related_Informatio2

Segment and Related Information (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	segment
Segment and Related Information
Number of reportable segments	4
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	$93,392	$85,421
Provision for loan losses	2,687	3,242
Noninterest income	354,372	170,100
Noninterest expense	314,476	212,629
Income before income taxes	130,601	39,650
Goodwill	251,808		251,808
Total assets	12,562,894		9,242,416
Operating segment | Banking
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	83,442	79,572
Provision for loan losses	2,486	3,228
Noninterest income	58,775	16,228
Noninterest expense	58,532	60,677
Income before income taxes	81,199	31,895
Goodwill	207,741		207,741
Total assets	8,373,160		8,036,729
Operating segment | Broker-Dealer
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	7,996	2,629
Provision for loan losses	201	14
Noninterest income	122,877	24,597
Noninterest expense	90,795	27,365
Income before income taxes	39,877	-153
Goodwill	7,008		7,008
Total assets	3,747,053		758,636
Operating segment | Mortgage origination
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	-3,014	-4,139
Noninterest income	135,292	91,763
Noninterest expense	122,302	90,632
Income before income taxes	9,976	-3,008
Goodwill	13,071		13,071
Total assets	1,412,742		1,498,846
Operating segment | Insurance
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	757	980
Noninterest income	41,845	42,773
Noninterest expense	33,466	32,341
Income before income taxes	9,136	11,412
Goodwill	23,988		23,988
Total assets	343,959		328,693
Corporate
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	109	1,692
Noninterest expense	9,626	2,188
Income before income taxes	-9,517	-496
Total assets	1,810,205		1,522,655
All Other and Eliminations.
Information about the revenues, operating results, goodwill and assets
Net interest income (expense)	4,102	4,687
Noninterest income	-4,417	-5,261
Noninterest expense	-245	-574
Income before income taxes	-70
Total assets	($3,124,225)		($2,903,143)

Earnings_per_Common_Share_Deta

Earnings per Common Share (Details) (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Earnings per Common Share
Weighted average shares outstanding - basic	99,741	89,707
Effect of potentially dilutive securities (in shares)	886	878
Weighted average shares outstanding - diluted	100,627	90,585
Basic earnings (loss) per common share (in dollars per share)	$1.13	$0.26
Diluted earnings (loss) per common share (in dollars per share)	$1.13	$0.26
Basic earnings per share:
Income (loss) applicable to Hilltop common stockholders	$112,821	$23,636
Restricted Stock Awards
Basic earnings per share:
Less: income applicable to participating shares	-581	-124
Common Stock | Equity and Award Type Excluding Restricted Stock Awards
Basic earnings per share:
Income (loss) applicable to Hilltop common stockholders	113,402	23,760
Diluted earnings per share:
Income (loss) applicable to Hilltop common stockholders	$113,402	$23,760

Subsequent_Events_Details

Subsequent Events (Details) (USD $)	3 Months Ended		0 Months Ended
In Millions, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Apr. 30, 2015	Apr. 09, 2015
Subsequent events
Compensation expense	$1.80	$0.70
Subsequent Event | Non-Cumulative Perpetual Preferred Stock, Series B
Subsequent events
Aggregate liquidation value				114.1
Unpaid dividend				0.4
Subsequent Event | 2012 Plan | RSUs
Subsequent events
Number of shares awarded to certain executives and key employees			222,000
Grant date fair value (in dollars per share)			$20.11
Compensation expense			4.5
Subsequent Event | Senior exchangeable notes 5.00 percent due 2025 | Private Placement
Subsequent events
Aggregate principal amount				150
Interest rate (as a percent)				5.00%
Net proceeds from the offering, after deducting estimated fee and expenses and the initial purchaser' discounts				$148
Period before maturity for redemption of Senior Notes				3 months
Percentage of redemption price				100.00%