Camden National (CAC) 10-Q 7 Aug 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2015	Aug. 04, 2015
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Trading Symbol	CAC
Entity Registrant Name	CAMDEN NATIONAL CORP
Entity Central Index Key	750,686
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		7,452,795

CONSOLIDATED STATEMENTS OF COND

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
ASSETS
Cash and due from banks	$ 55,495	$ 60,813
Securities:
Available-for-sale securities, at fair value	742,356	763,063
Held-to-maturity securities, at amortized cost	60,234	20,179
Federal Home Loan Bank and Federal Reserve Bank stock, at cost	20,401	20,391
Total securities	822,991	803,633
Loans held for sale	1,426	0
Loans	1,807,007	1,772,610
Less: allowance for loan losses	(21,194)	(21,116)
Net loans	1,785,813	1,751,494
Bank-owned life insurance	58,624	57,800
Goodwill and other intangible assets	47,596	48,171
Premises and equipment, net	23,615	23,886
Deferred tax assets	13,682	14,434
Interest receivable	6,752	6,017
Other real estate owned	651	1,587
Other assets	21,276	22,018
Total assets	2,837,921	2,789,853
Deposits:
Demand	279,146	263,013
Interest checking	501,980	480,521
Savings and money market	643,658	653,708
Certificates of deposit	310,301	317,123
Brokered deposits	246,046	217,732
Total deposits	1,981,131	1,932,097
Federal Home Loan Bank advances	56,001	56,039
Other borrowed funds	464,021	476,939
Junior subordinated debentures	44,075	44,024
Accrued interest and other liabilities	38,153	35,645
Total liabilities	$ 2,583,381	$ 2,544,744
Commitments and contingencies
Shareholders’ Equity
Common stock, no par value; authorized 20,000,000 shares, issued and outstanding 7,449,645 and 7,426,222 shares as of June 30, 2015 and December 31, 2014, respectively	$ 41,919	$ 41,555
Retained earnings	220,309	211,979
Accumulated other comprehensive income (loss):
Net unrealized gains (losses) on available-for-sale securities, net of tax	(181)	(319)
Net unrealized losses on derivative instruments, net of tax	(5,421)	(5,943)
Net unrecognized losses on postretirement plans, net of tax	(2,086)	(2,163)
Total accumulated other comprehensive loss	(7,688)	(8,425)
Total shareholders’ equity	254,540	245,109
Total liabilities and shareholders’ equity	$ 2,837,921	$ 2,789,853

CONSOLIDATED STATEMENTS OF CON3

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) (Parenthetical) - $ / shares	Jun. 30, 2015	Dec. 31, 2014
Common stock, no par value (dollars per share)	$ 0	$ 0
Common stock, authorized	20,000,000	20,000,000
Common stock, issued	7,449,645	7,426,222
Common stock, outstanding	7,449,645	7,426,222

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Interest Income
Interest and fees on loans	$ 19,342	$ 17,757	$ 37,426	$ 34,537
Interest on U.S. government and sponsored enterprise obligations	3,717	4,124	7,589	8,354
Interest on state and political subdivision obligations	493	314	880	608
Interest on federal funds sold and other investments	105	89	210	176
Total interest income	23,657	22,284	46,105	43,675
Interest Expense
Interest on deposits	1,544	1,565	3,073	3,116
Interest on borrowings	847	845	1,707	1,652
Interest on junior subordinated debentures	631	631	1,256	1,256
Total interest expense	3,022	3,041	6,036	6,024
Net interest income	20,635	19,243	40,069	37,651
Provision for credit losses	254	643	700	1,136
Net interest income after provision for credit losses	20,381	18,600	39,369	36,515
Non-Interest Income
Service charges on deposit accounts	1,593	1,620	3,080	3,089
Other service charges and fees	1,584	1,543	3,094	2,938
Income from fiduciary services	1,328	1,349	2,548	2,533
Brokerage and insurance commissions	502	459	951	937
Bank-owned life insurance	402	292	824	598
Mortgage banking income, net	346	70	585	142
Net gain on sale of securities	0	285	0	451
Other income	555	891	1,375	1,508
Total non-interest income	6,310	6,509	12,457	12,196
Non-Interest Expense
Salaries and employee benefits	8,484	8,301	16,859	16,281
Furniture, equipment and data processing	1,902	1,743	3,825	3,532
Net occupancy	1,239	1,270	2,711	2,650
Consulting and professional fees	673	782	1,264	1,300
Regulatory assessments	511	485	1,021	966
Other real estate owned and collection costs	449	515	1,011	1,028
Amortization of intangible assets	287	287	574	574
Merger and acquisition costs	128	0	863	0
Other expenses	2,484	2,409	4,830	4,586
Total non-interest expense	16,157	15,792	32,958	30,917
Income before income taxes	10,534	9,317	18,868	17,794
Income Taxes	3,341	3,001	6,064	5,763
Net Income	$ 7,193	$ 6,316	$ 12,804	$ 12,031
Per Share Data
Basic earnings per share (in dollars per share)	$ 0.97	$ 0.85	$ 1.72	$ 1.60
Diluted earnings per share (in dollars per share)	$ 0.96	$ 0.85	$ 1.71	$ 1.60
Weighted average number of common shares outstanding	7,446,156	7,430,709	7,438,626	7,479,461
Diluted weighted average number of common shares outstanding	7,467,365	7,450,639	7,459,464	7,500,318

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Net Income		$ 7,193	$ 6,316	$ 12,804	$ 12,031
Available-for-sale securities:
Net unrealized gains (losses) on available-for-sale securities arising during the period, net of tax of $2,138, ($2,897), ($74) and ($3,938), respectively		(3,970)	5,381	138	7,314
Reclassification of gains included in net income, net of tax of $0 and $58, respectively	[1]	0	(185)	0	(293)
Net change in unrealized gains (losses) on available-for-sale securities, net of tax		(3,970)	5,196	138	7,021
Net change in unrealized gains (losses) on cash flow hedging derivatives, net of tax of ($913), $437, ($282), and $1,020, respectively		1,694	(812)	522	(1,895)
Reclassification of amortization of net unrecognized actuarial loss and prior service cost, net of tax of ($21) and ($15), respectively	[2]	39	20	77	47
Other comprehensive income (loss)		(2,237)	4,404	737	5,173
Comprehensive Income		$ 4,956	$ 10,720	$ 13,541	$ 17,204
[1]	Reclassified into the consolidated statements of income in net gain on sale of securities.
[2]	Reclassified into the consolidated statements of income in salaries and employee benefits.

CONSOLIDATED STATEMENTS OF COM6

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) (Parenthetical) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Unrealized holding gains(losses) on securities available-for-sale arising during period, tax effects	$ 2,138	$ (2,897)	$ (74)	$ (3,938)
Reclassification adjustment for gains included in net income, tax effect	0	100	0	158
Unrealized gain (loss) on cash flow hedging derivatives, tax effect	(913)	437	(282)	1,020
Reclassification of amortization of prior service cost included in net periodic cost, tax effect	$ (20)	$ (12)	$ (41)	$ (27)

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) - USD ($) $ in Thousands	Total	Common Stock	Retained Earnings	Accumulated Other Comprehensive Loss
Beginning Balance (in shares) at Dec. 31, 2013		7,579,913
Beginning Balance at Dec. 31, 2013	$ 231,096	$ 47,783	$ 195,660	$ (12,347)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income	12,031		12,031
Other comprehensive income, net of tax	5,173			5,173
Stock-based compensation expense	431	$ 431
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)		22,887
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit	152	$ 152
Common stock repurchased (in shares)		(181,355)
Common stock repurchased	(7,155)	$ (7,155)
Cash dividends declared ($0.54 and $0.60 per share)	(4,008)		(4,008)
Ending Balance (in shares) at Jun. 30, 2014		7,421,445
Ending Balance at Jun. 30, 2014	237,720	$ 41,211	203,683	(7,174)
Beginning Balance (in shares) at Dec. 31, 2014		7,426,222
Beginning Balance at Dec. 31, 2014	245,109	$ 41,555	211,979	(8,425)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income	12,804		12,804
Other comprehensive income, net of tax	737			737
Stock-based compensation expense	410	$ 410
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)		23,423
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit	375	$ 375
Adjustments to Additional Paid in Capital, Stock Issued, Issuance Costs	(421)	$ (421)
Cash dividends declared ($0.54 and $0.60 per share)	(4,474)		(4,474)
Ending Balance (in shares) at Jun. 30, 2015		7,449,645
Ending Balance at Jun. 30, 2015	$ 254,540	$ 41,919	$ 220,309	$ (7,688)

CONSOLIDATED STATEMENTS OF CHA8

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) (Parenthetical) - $ / shares	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Cash dividends declared, per share	$ 0.60	$ 0.54

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Operating Activities
Net Income	$ 7,193	$ 6,316	$ 12,804	$ 12,031
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	254	643	700	1,136	$ 2,220
Depreciation expense			1,446	1,459
Investment securities amortization and accretion, net			1,049	831
Stock-based compensation expense			410	431
Amortization of intangible assets	287	287	574	574
Net gain on sale of investment securities	0	(285)	0	(451)
Net increase in other real estate owned valuation allowance and loss on disposition			216	43
Originations of mortgage loans held for sale			(13,949)	(399)
Proceeds from the sale of mortgage loans			12,833	416
Gain on sale of mortgage loans			(292)	(17)
Increase in other assets			(992)	(1,758)
(Decrease) increase in other liabilities			(143)	271
Net cash provided by operating activities			14,656	14,567
Investing Activities
Proceeds from sales and maturities of available-for-sale securities			76,042	75,517
Purchase of available-for-sale securities			(56,005)	(29,036)
Purchase of held-to-maturity securities			(36,334)	(9,847)
Net increase in loans			(36,747)	(118,348)
Purchase of Federal Home Loan Bank stock			(10)	(706)
Proceeds from sale of Federal Home Loan Bank and Federal Reserve Bank stock			0	51
Proceeds from the sale of other real estate owned			2,268	890
Recoveries of previously charged-off loans			285	383
Purchase of premises and equipment			(1,117)	(494)
Net cash used by investing activities			(51,618)	(81,590)
Financing Activities
Net increase in deposits			49,085	43,725
Proceeds from Federal Home Loan Bank Advances			10,000	0
Repayments on Federal Home Loan Bank long-term advances			(10,038)	(36)
Net (decrease) increase in other borrowed funds			(12,883)	34,832
Registration statement costs			(421)	0
Common stock repurchased			0	(7,475)
Exercise of stock options and issuance of restricted stock, net of repurchase for tax withholdings and tax benefit			375	152
Cash dividends paid on common stock			(4,474)	(4,065)
Net cash provided by financing activities			31,644	67,133
Net (decrease) increase in cash and cash equivalents			(5,318)	110
Cash and cash equivalents at beginning of period			60,813	51,355	51,355
Cash and cash equivalents at end of period	$ 55,495	$ 51,465	55,495	51,465	$ 60,813
Supplemental information
Interest paid			3,040	6,075
Income taxes paid			4,350	3,720
Transfer from loans to other real estate owned			1,548	955
Held-to-maturity securities purchased but unsettled			$ 3,888	$ 0

BASIS OF PRESENTATION

BASIS OF PRESENTATION	6 Months Ended
	Jun. 30, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
BASIS OF PRESENTATION	BASIS OF PRESENTATION The accompanying unaudited consolidated financial statements were prepared in accordance with instructions for Form 10-Q and, therefore, do not include all disclosures required by accounting principles generally accepted in the United States of America for complete presentation of financial statements. In the opinion of management, the consolidated financial statements contain all adjustments (consisting only of normal recurring accruals) necessary to present fairly the consolidated statements of condition of Camden National Corporation as of June 30, 2015 and December 31, 2014 , the consolidated statements of income for the three and six months ended June 30, 2015 and 2014 , the consolidated statements of comprehensive income for the three and six months ended June 30, 2015 and 2014 , the consolidated statements of changes in shareholders' equity for the six months ended June 30, 2015 and 2014 , and the consolidated statements of cash flows for the six months ended June 30, 2015 and 2014 . All significant intercompany transactions and balances are eliminated in consolidation. Certain items from the prior period were reclassified to conform to the current period presentation. The income reported for the three and six months ended June 30, 2015 is not necessarily indicative of the results that may be expected for the full year. The information in this report should be read in conjunction with the consolidated financial statements and accompanying notes included in the year ended December 31, 2014 Annual Report on Form 10-K. The acronyms and abbreviations identified below are used throughout this Form 10-Q, including Part I. "Financial Information" and Part II. "Other Information." The following is provided to aid the reader and provide a reference page when reviewing this Form 10-Q. Acadia Trust: Acadia Trust, N.A., a wholly-owned subsidiary of Camden National Corporation FASB: Financial Accounting Standards Board Act: Medicare Prescription Drug, Improvement and Modernization Act FDIC: Federal Deposit Insurance Corporation AFS: Available-for-sale FHLB: Federal Home Loan Bank ALCO: Asset/Liability Committee FHLBB: Federal Home Loan Bank of Boston ALL: Allowance for loan losses FRB: Federal Reserve Bank AOCI: Accumulated other comprehensive income (loss) Freddie Mac: Federal Home Loan Mortgage Corporation ASC: Accounting Standards Codification GAAP: Generally accepted accounting principles in the United States ASU: Accounting Standards Update HTM: Held-to-maturity Bank: Camden National Bank, a wholly-owned subsidiary of Camden National Corporation IRS: Internal Revenue Service BOLI: Bank-owned life insurance LIBOR: London Interbank Offered Rate Board ALCO: Board of Directors' Asset/Liability Committee LTIP: Long-Term Performance Share Plan BSA: Bank Secrecy Act MaineHousing: Maine State Housing Authority CCTA: Camden Capital Trust A, an unconsolidated entity formed by Camden National Corporation Management ALCO: Management Asset/Liability Committee CDARS: Certificate of Deposit Account Registry System MBS: Mortgage-backed security CDs: Certificate of deposits MSRs: Mortgage servicing rights Company: Camden National Corporation MSPP: Management Stock Purchase Plan CSV: Cash surrender value OTTI: Other-than-temporary impairment CMO: Collateralized mortgage obligation NIM: Net interest margin on a fully-taxable basis DCRP: Defined Contribution Retirement Plan N.M.: Not meaningful EPS: Earnings per share Non-Agency: Non-agency private issue collateralized mortgage obligation NRV: Net realizable value TBM: The Bank of Maine OCC: Office of the Comptroller of the Currency TDR: Troubled-debt restructured loan OCI: Other comprehensive income (loss) UBCT: Union Bankshares Capital Trust I, an unconsolidated entity formed by Union Bankshares Company that was subsequently acquired by Camden National Corporation OFAC: Office of Foreign Assets Control U.S.: United States of America OREO: Other real estate owned 2003 Plan: 2003 Stock Option and Incentive Plan SBM: SMB Financial, Inc., the parent company of The Bank of Maine 2012 Plan: 2012 Equity and Incentive Plan SERP: Supplemental executive retirement plans 2013 Repurchase Program: 2013 Common Stock Repurchase Program, approved by the Company's Board of Directors

EARNINGS PER SHARE

EARNINGS PER SHARE	6 Months Ended
	Jun. 30, 2015
Earnings Per Share [Abstract]
EARNINGS PER SHARE	EPS The following is an analysis of basic and diluted EPS, reflecting the application of the two-class method, as described below: Three Months Ended Six Months Ended 2015 2014 2015 2014 Net income $ 7,193 $ 6,316 $ 12,804 $ 12,031 Dividends and undistributed earnings allocated to participating securities (1) (23 ) (19 ) (40 ) (37 ) Net income available to common shareholders $ 7,170 $ 6,297 $ 12,764 $ 11,994 Weighted-average common shares outstanding for basic EPS 7,446,156 7,430,709 7,438,626 7,479,461 Dilutive effect of stock-based awards (2) 21,209 19,930 20,838 20,857 Weighted-average common and potential common shares for diluted EPS 7,467,365 7,450,639 7,459,464 7,500,318 Earnings per common share: Basic EPS $ 0.97 $ 0.85 $ 1.72 $ 1.60 Diluted EPS $ 0.96 $ 0.85 $ 1.71 $ 1.60 Awards excluded from the calculation of diluted EPS (3) : Stock options 15,250 14,750 15,250 14,750 (1) Represents dividends paid and undistributed earnings allocated to nonvested stock-based awards that contain non-forfeitable rights to dividends. (2) Represents the effect of the assumed exercise of stock options, vesting of restricted shares, vesting of restricted stock units, and vesting of LTIP awards that have met the performance criteria, as applicable, utilizing the treasury stock method. (3) Represents stock-based awards not included in the computation of potential common shares for purposes of calculating diluted EPS as the exercise prices were greater than the average market price of the Company's common stock. Nonvested stock-based payment awards that contain non-forfeitable rights to dividends are participating securities and are included in the computation of EPS pursuant to the two-class method. The two-class method is an earnings allocation formula that determines EPS for each class of common stock and participating security according to dividends declared (or accumulated) and participation rights in undistributed earnings. Certain of the Company’s nonvested stock-based awards qualify as participating securities. Net income is allocated between the common stock and participating securities pursuant to the two-class method. Basic EPS is computed by dividing net income available to common shareholders by the weighted average number of common shares outstanding during the period, excluding participating nonvested stock-based awards. Diluted EPS is computed in a similar manner, except that the denominator is increased to include the number of additional common shares that would have been outstanding if potentially dilutive common shares were issued using the treasury stock method.

SECURITIES

SECURITIES	6 Months Ended
	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
SECURITIES	SECURITIES The following tables summarize the amortized cost and estimated fair values of AFS and HTM securities, as of the dates indicated: Amortized Cost Unrealized Gains Unrealized Losses Fair Value June 30, 2015 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,967 $ 84 $ — $ 5,051 Obligations of states and political subdivisions 21,192 481 — 21,673 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 381,403 5,083 (3,219 ) 383,267 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 329,577 1,483 (4,187 ) 326,873 Private issue collateralized mortgage obligations 5,495 73 (76 ) 5,492 Total AFS securities $ 742,634 $ 7,204 $ (7,482 ) $ 742,356 HTM Securities: Obligations of states and political subdivisions $ 60,234 $ 277 $ (702 ) $ 59,809 Total HTM securities $ 60,234 $ 277 $ (702 ) $ 59,809 December 31, 2014 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,962 $ 65 $ — $ 5,027 Obligations of states and political subdivisions 26,080 697 — 26,777 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 377,657 5,656 (2,005 ) 381,308 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 348,855 953 (5,911 ) 343,897 Private issue collateralized mortgage obligations 5,999 63 (8 ) 6,054 Total AFS securities $ 763,553 $ 7,434 $ (7,924 ) $ 763,063 HTM Securities: Obligations of states and political subdivisions $ 20,179 $ 265 $ (19 ) $ 20,425 Total HTM securities $ 20,179 $ 265 $ (19 ) $ 20,425 Net unrealized losses on AFS securities at June 30, 2015 included in AOCI amounted to $181,000 , net of a deferred tax benefit of $97,000 . Net unrealized losses on AFS securities at December 31, 2014 included in AOCI amounted to $319,000 , net of a deferred tax benefit of $172,000 . During the first six months of 2015, the Company purchased investment securities totaling $96.2 million . The Company designated $56.0 million as AFS securities and $40.2 million as HTM securities. Impaired Securities Management periodically reviews the Company’s investment portfolio to determine the cause, magnitude and duration of declines in the fair value of each security. Thorough evaluations of the causes of the unrealized losses are performed to determine whether the impairment is temporary or other-than-temporary in nature. Considerations such as the ability of the securities to meet cash flow requirements, levels of credit enhancements, risk of curtailment, recoverability of invested amount over a reasonable period of time, and the length of time the security is in a loss position, for example, are applied in determining OTTI. Once a decline in value is determined to be other-than-temporary, the value of the security is permanently reduced and a corresponding charge to earnings is recognized. The following table presents the estimated fair values and gross unrealized losses of investment securities that were in a continuous loss position at June 30, 2015 and December 31, 2014 , by length of time that individual securities in each category have been in a continuous loss position: Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses June 30, 2015 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 120,190 $ (1,360 ) $ 58,881 $ (1,859 ) $ 179,071 $ (3,219 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 34,272 (312 ) 154,439 (3,875 ) 188,711 (4,187 ) Private issue collateralized mortgage obligations 1,704 (76 ) — — 1,704 (76 ) Total AFS securities $ 156,166 $ (1,748 ) $ 213,320 $ (5,734 ) $ 369,486 $ (7,482 ) HTM Securities: Obligations of states and political subdivisions $ 40,243 $ (702 ) $ — $ — $ 40,243 $ (702 ) Total HTM securities $ 40,243 $ (702 ) $ — $ — $ 40,243 $ (702 ) December 31, 2014 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 42,856 $ (171 ) $ 125,439 $ (1,834 ) $ 168,295 $ (2,005 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 75,723 (432 ) 182,512 (5,479 ) 258,235 (5,911 ) Private issue collateralized mortgage obligations 1,785 (8 ) — — 1,785 (8 ) Total AFS securities $ 120,364 $ (611 ) $ 307,951 $ (7,313 ) $ 428,315 $ (7,924 ) HTM Securities: Obligations of states and political subdivisions $ 5,756 $ (19 ) $ — $ — $ 5,756 $ (19 ) Total HTM securities $ 5,756 $ (19 ) $ — $ — $ 5,756 $ (19 ) At June 30, 2015 , the Company held 137 investment securities with a fair value of $409.7 million with unrealized losses totaling $ 8.2 million that are considered temporary. Of these, the Company had 36 MBS and CMO investments with a fair value of $ 213.3 million that have been in an unrealized loss position for 12 months or more. The decline in the fair value of securities is reflective of current interest rates in excess of the yield received on investments and is not indicative of an overall credit deterioration or other factors with the Company's investment portfolio. At June 30, 2015 , the Company did no t have any Non-Agency investments in an unrealized loss position for 12 months or more. At June 30, 2015, gross unrealized losses on the Company's AFS and HTM securities were 1% of amortized cost. Stress tests are performed monthly on the Company's Non-Agency investments, which are higher risk bonds within the investment portfolio, using current statistical data to determine expected cash flows and forecast potential losses. The results of the stress tests during the first six months of 2015 and 2014 indicated potential future credit losses that were lower than previously recorded OTTI and, as such, no additional OTTI was recorded during the first six months of 2015 or 2014. The Company has the intent and ability to retain its investment securities in an unrealized loss position at June 30, 2015 until the decline in value has recovered. Sale of Securities The following table details the Company’s sales of AFS securities for the period indicated below: Three Months Ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Proceeds from sales of securities $ — $ 16,258 $ — $ 25,695 Gross realized gains — 285 — 451 Gross realized losses — — — — For the three months ended June 30, 2015 , the Company did no t sell any investment securities. For the three months ended June 30, 2014 , the Company sold certain AFS securities with a total carrying value of $16.0 million and recorded net gains on the sale of AFS securities of $285,000 within non-interest income in the consolidated statements of income. The Company had not previously recorded any OTTI on these securities sold. For the six months ended June 30, 2015 , the Company did no t sell any investment securities. For the six months ended June 30, 2014 , the Company sold certain AFS securities with a total carrying value of $25.2 million and recorded net gains on the sale of AFS securities of $451,000 within non-interest income in the consolidated statements of income. The Company had not previously recorded any OTTI on these securities sold. Securities Pledged At June 30, 2015 and December 31, 2014 , securities with an amortized cost of $479.6 million and $486.2 million and estimated fair values of $478.7 million and $485.6 million , respectively, were pledged to secure FHLBB advances, public deposits, and securities sold under agreements to repurchase and for other purposes required or permitted by law. Contractual Maturities The amortized cost and estimated fair values of debt securities by contractual maturity at June 30, 2015 , are shown below. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. Amortized Cost Fair Value AFS Securities Due in one year or less $ 3,131 $ 3,188 Due after one year through five years 89,497 89,995 Due after five years through ten years 103,955 105,684 Due after ten years 546,051 543,489 $ 742,634 $ 742,356 HTM Securities Due in one year or less $ — $ — Due after one year through five years 2,250 2,284 Due after five years through ten years 1,143 1,146 Due after ten years 56,841 56,379 $ 60,234 $ 59,809

LOANS AND ALLOWANCE FOR LOAN LO

LOANS AND ALLOWANCE FOR LOAN LOSSES	6 Months Ended
	Jun. 30, 2015
Loans and Leases Receivable Disclosure [Abstract]
LOANS AND ALLOWANCE FOR LOAN LOSSES	LOANS AND ALLOWANCE FOR LOAN LOSSES The composition of the Company’s loan portfolio, excluding residential loans held for sale, at June 30, 2015 and December 31, 2014 was as follows: June 30, December 31, Residential real estate $ 587,720 $ 585,996 Commercial real estate 660,135 640,661 Commercial 262,187 257,515 Home equity 281,057 271,709 Consumer 16,384 17,257 Net deferred fees (476 ) (528 ) Total $ 1,807,007 $ 1,772,610 The Company’s lending activities are primarily conducted in Maine, and its footprint continues to expand into other New England states, including New Hampshire and Massachusetts. The Company originates single family and multi-family residential loans, commercial real estate loans, business loans, municipal loans and a variety of consumer loans. In addition, the Company makes loans for the construction of residential homes, multi-family properties and commercial real estate properties. The ability and willingness of borrowers to honor their repayment commitments is generally dependent on the level of overall economic activity within the geographic area and the general economy. The ALL is management’s best estimate of the inherent risk of loss in the Company’s loan portfolio as of the consolidated statement of condition date. Management makes various assumptions and judgments about the collectability of the loan portfolio and provides an allowance for potential losses based on a number of factors including historical losses. If those assumptions are incorrect, the ALL may not be sufficient to cover losses and may cause an increase in the allowance in the future. Among the factors that could affect the Company’s ability to collect loans and require an increase to the allowance in the future are: (i) financial condition of borrowers; (ii) real estate market changes; (iii) state, regional, and national economic conditions; and (iv) a requirement by federal and state regulators to increase the provision for loan losses or recognize additional charge-offs. There were no significant changes in the Company's ALL methodology during the six months ended June 30, 2015. The board of directors monitors credit risk through the Directors' Loan Review Committee, which reviews large credit exposures, monitors the external loan review reports, reviews the lending authority for individual loan officers when required, and has approval authority and responsibility for all matters regarding the loan policy and other credit-related policies, including reviewing and monitoring asset quality trends, concentration levels, and the ALL methodology. The Corporate Risk Management Group and the Credit Risk Policy Committee oversee the Company's systems and procedures to monitor the credit quality of its loan portfolio, conduct a loan review program, maintain the integrity of the loan rating system, determine the adequacy of the ALL and support the oversight efforts of the Directors' Loan Review Committee and the board of directors. The Company's practice is to proactively manage the portfolio such that management can identify problem credits early, assess and implement effective work-out strategies, and take charge-offs as promptly as practical. In addition, the Company continuously reassesses its underwriting standards in response to credit risk posed by changes in economic conditions. For purposes of determining the ALL, the Company disaggregates its loans into portfolio segments, which include residential real estate, commercial real estate, commercial, home equity, and consumer. Each portfolio segment possesses unique risk characteristics that are considered when determining the appropriate level of allowance. These risk characteristics unique to each portfolio segment include: Residential Real Estate . Residential real estate loans held in the Company's loan portfolio are made to borrowers who demonstrate the ability to make scheduled payments with full consideration to underwriting factors. Borrower qualifications include favorable credit history combined with supportive income requirements and combined loan-to-value ratios within established policy guidelines. Collateral consists of mortgage liens on one- to four-family residential properties. Commercial Real Estate. Commercial real estate loans consist of mortgage loans to finance investments in real property such as multi-family residential, commercial/retail, office, industrial, hotels, educational, health care facilities and other specific use properties. Commercial real estate loans are typically written with amortizing payment structures. Collateral values are determined based upon appraisals and evaluations in accordance with established policy guidelines. Loan-to-value ratios at origination are governed by established policy and regulatory guidelines. Commercial real estate loans are primarily paid by the cash flow generated from the real property, such as operating leases, rents, or other operating cash flows from the borrower. Commercial. Commercial loans consist of revolving and term loan obligations extended to business and corporate enterprises for the purpose of financing working capital and/or capital investment. Collateral generally consists of pledges of business assets including, but not limited to, accounts receivable, inventory, plant & equipment, or real estate, if applicable. Commercial loans are primarily paid by the operating cash flow of the borrower. Commercial loans may be secured or unsecured. Home Equity. Home equity loans and lines are made to qualified individuals for legitimate purposes secured by senior or junior mortgage liens on owner-occupied one- to four-family homes, condominiums, or vacation homes. The home equity loan has a fixed rate and is billed as equal payments comprised of principal and interest. The home equity line of credit has a variable rate and is billed as interest-only payments during the draw period. At the end of the draw period, the home equity line of credit is billed as a percentage of the principal balance plus all accrued interest. Borrower qualifications include favorable credit history combined with supportive income requirements and combined loan-to-value ratios within established policy guidelines. Consumer. Consumer loan products including personal lines of credit and amortizing loans made to qualified individuals for various purposes such as education, auto loans, debt consolidation, personal expenses or overdraft protection. Borrower qualifications include favorable credit history combined with supportive income and collateral requirements within established policy guidelines. Consumer loans may be secured or unsecured. The following table presents the activity in the ALL and select loan information by portfolio segment for the three and six months ended June 30, 2015 and 2014, and for the year ended December 31, 2014: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer Unallocated Total For The Three and Six Months Ended June 30, 2015 ALL for the three months ended: Beginning balance $ 4,835 $ 4,761 $ 6,900 $ 2,247 $ 270 $ 2,252 $ 21,265 Loans charged off (179 ) (48 ) (84 ) (152 ) (11 ) — (474 ) Recoveries 17 54 78 — 3 — 152 Provision (benefit) (1) 16 (69 ) (117 ) 49 6 366 251 Ending balance $ 4,689 $ 4,698 $ 6,777 $ 2,144 $ 268 $ 2,618 $ 21,194 ALL for the six months ended: Beginning balance $ 4,899 $ 4,482 $ 6,823 $ 2,247 $ 281 $ 2,384 $ 21,116 Loans charged off (292 ) (103 ) (243 ) (241 ) (19 ) — (898 ) Recoveries 20 64 182 5 14 — 285 Provision (benefit) (1) 62 255 15 133 (8 ) 234 691 Ending balance $ 4,689 $ 4,698 $ 6,777 $ 2,144 $ 268 $ 2,618 $ 21,194 ALL balance attributable to loans: Individually evaluated for impairment $ 1,044 $ 336 $ 262 $ 343 $ 99 $ — $ 2,084 Collectively evaluated for impairment 3,645 4,362 6,515 1,801 169 2,618 19,110 Total ending ALL $ 4,689 $ 4,698 $ 6,777 $ 2,144 $ 268 $ 2,618 $ 21,194 Loans: Individually evaluated for impairment $ 7,937 $ 4,344 $ 1,768 $ 1,706 $ 251 $ — $ 16,006 Collectively evaluated for impairment 579,307 655,791 260,419 279,351 16,133 — 1,791,001 Total ending loans balance $ 587,244 $ 660,135 $ 262,187 $ 281,057 $ 16,384 $ — $ 1,807,007 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer Unallocated Total For The Three and Six Months Ended June 30, 2014 ALL for the three months ended: Beginning balance $ 5,411 $ 4,528 $ 6,292 $ 2,673 $ 310 $ 2,456 $ 21,670 Loans charged off (178 ) (5 ) (307 ) (44 ) (26 ) — (560 ) Recoveries 42 11 73 8 12 — 146 Provision (benefit) (1) (134 ) (173 ) 426 115 22 393 649 Ending balance $ 5,141 $ 4,361 $ 6,484 $ 2,752 $ 318 $ 2,849 $ 21,905 ALL for the six months ended: Beginning balance $ 5,603 $ 4,374 $ 6,220 $ 2,403 $ 319 $ 2,671 $ 21,590 Loans charged off (361 ) (176 ) (526 ) (106 ) (40 ) — (1,209 ) Recoveries 134 50 169 11 19 — 383 Provision (benefit) (1) (235 ) 113 621 444 20 178 1,141 Ending balance $ 5,141 $ 4,361 $ 6,484 $ 2,752 $ 318 $ 2,849 $ 21,905 ALL balance attributable to loans: Individually evaluated for impairment $ 1,346 $ 397 $ 578 $ 805 $ 138 $ — $ 3,264 Collectively evaluated for impairment 3,795 3,964 5,906 1,947 180 2,849 18,641 Total ending ALL $ 5,141 $ 4,361 $ 6,484 $ 2,752 $ 318 $ 2,849 $ 21,905 Loans: Individually evaluated for impairment $ 11,782 $ 7,334 $ 4,272 $ 2,142 $ 433 $ — $ 25,963 Collectively evaluated for impairment 555,377 596,806 229,587 271,637 17,395 — 1,670,802 Total ending loans balance $ 567,159 $ 604,140 $ 233,859 $ 273,779 $ 17,828 $ — $ 1,696,765 For The Year Ended December 31, 2014 ALL: Beginning balance $ 5,603 $ 4,374 $ 6,220 $ 2,403 $ 319 $ 2,671 $ 21,590 Loans charged off (785 ) (361 ) (1,544 ) (611 ) (143 ) — (3,444 ) Recoveries 165 135 395 19 32 — 746 Provision (benefit) (1) (84 ) 334 1,752 436 73 (287 ) 2,224 Ending balance $ 4,899 $ 4,482 $ 6,823 $ 2,247 $ 281 $ 2,384 $ 21,116 ALL balance attributable to loans: Individually evaluated for impairment $ 1,220 $ 251 $ 168 $ 496 $ 104 $ — $ 2,239 Collectively evaluated for impairment 3,679 4,231 6,655 1,751 177 2,384 18,877 Total ending ALL $ 4,899 $ 4,482 $ 6,823 $ 2,247 $ 281 $ 2,384 $ 21,116 Loans: Individually evaluated for impairment $ 9,656 $ 7,658 $ 1,853 $ 1,741 $ 271 $ — $ 21,179 Collectively evaluated for impairment 575,812 633,003 255,662 269,968 16,986 — 1,751,431 Total ending loans balance $ 585,468 $ 640,661 $ 257,515 $ 271,709 $ 17,257 $ — $ 1,772,610 (1) The provision (benefit) for loan losses excludes any impact for the change in the reserve for unfunded commitments, which represents management's estimate of the amount required to reflect the probable inherent losses on outstanding letters of credit and unused lines of credit. The reserve for unfunded commitments is presented within accrued interest and other liabilities on the consolidated statement of condition. At June 30, 2015 and 2014, and December 31, 2014, the reserve for unfunded commitments was $26,000 , $16,000 and $17,000 , respectively. The following table reconciles the three and six months ended June 30, 2015 and 2014, and year ended December 31, 2014 provision for loan losses to the provision for credit losses as presented on the consolidated statement of income: Three Months Ended June 30, Six Months Ended Year Ended December 31, 2015 2014 2015 2014 2014 Provision for loan losses $ 251 $ 649 $ 691 $ 1,141 $ 2,224 Change in reserve for unfunded commitments 3 (6 ) 9 (5 ) (4 ) Provision for credit losses $ 254 $ 643 $ 700 $ 1,136 $ 2,220 The Company focuses on maintaining a well-balanced and diversified loan portfolio. Despite such efforts, it is recognized that credit concentrations may occasionally emerge as a result of economic conditions, changes in local demand, natural loan growth and runoff. To ensure that credit concentrations can be effectively identified, all commercial and commercial real estate loans are assigned Standard Industrial Classification codes, North American Industry Classification System codes, and state and county codes. Shifts in portfolio concentrations are monitored by the Corporate Risk Management Group. As of June 30, 2015 , the Company did not have any industry exposures exceeding 10% of the Company's total loan portfolio. At June 30, 2015 , the two most significant industry exposures within the commercial real estate loan portfolio were: (i) non-residential building operators (operators of commercial and industrial buildings, retail establishments, theaters, banks and insurance buildings) at 26% ; and (ii) lodging (inns, bed & breakfasts, ski lodges, tourist cabins, hotels and motels) at 25% of the total commercial real estate portfolio. To further identify loans with similar risk profiles, the Company categorizes each portfolio segment into classes by credit risk characteristic and applies a credit quality indicator to each portfolio segment. The indicators for commercial, commercial real estate and residential real estate loans are represented by Grades 1 through 10 as outlined below. In general, risk ratings are adjusted periodically throughout the year as updated analysis and review warrants. This process may include, but is not limited to, annual credit and loan reviews, periodic reviews of loan performance metrics, such as delinquency rates, and quarterly reviews of adversely risk rated loans. The Company uses the following definitions when assessing grades for the purpose of evaluating the risk and adequacy of the ALL: • Grade 1 through 6 — Grades 1 through 6 represent groups of loans that are not subject to adverse criticism as defined in regulatory guidance. Loans in these groups exhibit characteristics that represent low to moderate risks, which is measured using a variety of credit risk criteria, such as cash flow coverage, debt service coverage, balance sheet leverage, liquidity, management experience, industry position, prevailing economic conditions, support from secondary sources of repayment and other credit factors that may be relevant to a specific loan. In general, these loans are supported by properly margined collateral and guarantees of principal parties. • Grade 7 — Loans with potential weakness (Special Mention). Loans in this category are currently protected based on collateral and repayment capacity and do not constitute undesirable credit risk, but have potential weakness that may result in deterioration of the repayment process at some future date. This classification is used if a negative trend is evident in the obligor’s financial situation. Special mention loans do not sufficiently expose the Company to warrant adverse classification. • Grade 8 — Loans with definite weakness (Substandard). Loans classified as substandard are inadequately protected by the current sound worth and paying capacity of the obligor or by collateral pledged. Borrowers experience difficulty in meeting debt repayment requirements. Deterioration is sufficient to cause the Company to look to the sale of collateral. • Grade 9 — Loans with potential loss (Doubtful). Loans classified as doubtful have all the weaknesses inherent in the substandard grade with the added characteristic that the weaknesses make collection or liquidation of the loan in full highly questionable and improbable. The possibility of some loss is extremely high, but because of specific pending factors that may work to the advantage and strengthening of the asset, its classification as an estimated loss is deferred until its more exact status may be determined. • Grade 10 — Loans with definite loss (Loss). Loans classified as loss are considered uncollectible. The loss classification does not mean that the asset has absolutely no recovery or salvage value, but rather that it is not practical or desirable to defer writing off the asset because recovery and collection time may be protracted. Asset quality indicators are periodically reassessed to appropriately reflect the risk composition of the Company’s loan portfolio. Home equity and consumer loans are not individually risk rated, but rather analyzed as groups taking into account delinquency rates and other economic conditions which may affect the ability of borrowers to meet debt service requirements, including interest rates and energy costs. Performing loans include loans that are current and loans that are past due less than 90 days. Loans that are past due over 90 days and non-accrual loans, including TDRs, are considered non-performing. The following table summarizes credit risk exposure indicators by portfolio segment as of the following dates: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer Total June 30, 2015 Pass (Grades 1-6) $ 576,814 $ 617,517 $ 249,918 $ — $ — $ 1,444,249 Performing — — — 279,351 16,133 295,484 Special Mention (Grade 7) 2,618 20,807 7,231 — — 30,656 Substandard (Grade 8) 7,812 21,811 5,038 — — 34,661 Non-performing — — — 1,706 251 1,957 Total $ 587,244 $ 660,135 $ 262,187 $ 281,057 $ 16,384 $ 1,807,007 December 31, 2014 Pass (Grades 1-6) $ 572,589 $ 606,387 $ 244,930 $ — $ — $ 1,423,906 Performing — — — 269,968 16,986 286,954 Special Mention (Grade 7) 3,579 4,690 6,023 — — 14,292 Substandard (Grade 8) 9,300 29,584 6,562 — — 45,446 Non-performing — — — 1,741 271 2,012 Total $ 585,468 $ 640,661 $ 257,515 $ 271,709 $ 17,257 $ 1,772,610 The Company closely monitors the performance of its loan portfolio. A loan is placed on non-accrual status when the financial condition of the borrower is deteriorating, payment in full of both principal and interest is not expected as scheduled or principal or interest has been in default for 90 days or more. Exceptions may be made if the asset is well-secured by collateral sufficient to satisfy both the principal and accrued interest in full and collection is reasonably assured by a specific event such as the closing of a pending sale contract. When one loan to a borrower is placed on non-accrual status, all other loans to the borrower are re-evaluated to determine if they should also be placed on non-accrual status. All previously accrued and unpaid interest is reversed at this time. A loan may be returned to accrual status when collection of principal and interest is assured and the borrower has demonstrated timely payments of principal and interest for a reasonable period. Unsecured loans, however, are not normally placed on non-accrual status because they are charged-off once their collectability is in doubt. The following is a loan aging analysis by portfolio segment (including loans past due over 90 days and non-accrual loans) and a summary of non-accrual loans, which include TDRs, and loans past due over 90 days and accruing as of the following dates: 30-59 Days Past Due 60-89 Days Past Due Greater than 90 Days Total Past Due Current Total Loans Outstanding Loans > 90 Days Past Due and Accruing Non-Accrual Loans June 30, 2015 Residential real estate $ 1,192 $ 107 $ 3,506 $ 4,805 $ 582,439 $ 587,244 $ — $ 4,498 Commercial real estate 518 281 2,114 2,913 657,222 660,135 — 2,813 Commercial 607 261 1,178 2,046 260,141 262,187 — 1,425 Home equity 842 313 1,136 2,291 278,766 281,057 — 1,706 Consumer 44 — 251 295 16,089 16,384 — 251 Total $ 3,203 $ 962 $ 8,185 $ 12,350 $ 1,794,657 $ 1,807,007 $ — $ 10,693 December 31, 2014 Residential real estate $ 1,206 $ 426 $ 4,531 $ 6,163 $ 579,305 $ 585,468 $ — $ 6,056 Commercial real estate 1,696 — 3,791 5,487 635,174 640,661 — 7,043 Commercial 456 269 1,139 1,864 255,651 257,515 — 1,529 Home equity 889 88 1,129 2,106 269,603 271,709 — 1,741 Consumer 28 — 254 282 16,975 17,257 — 271 Total $ 4,275 $ 783 $ 10,844 $ 15,902 $ 1,756,708 $ 1,772,610 $ — $ 16,640 Interest income that would have been recognized if loans on non-accrual status had been current in accordance with their original terms was $129,000 and $225,000 for the three months ended June 30, 2015 and 2014 , and $272,000 and $455,000 for the six months ended June 30, 2015 and 2014 , respectively. TDRs: The Company takes a conservative approach in credit risk management and remains focused on community lending and reinvesting. The Company works closely with borrowers experiencing credit problems to assist in loan repayment or term modifications. TDR loans consist of loans where the Company, for economic or legal reasons related to the borrower’s financial difficulties, granted a concession to the borrower that it would not otherwise consider. TDRs, typically, involve term modifications or a reduction of either interest or principal. Once such an obligation has been restructured, it will remain a TDR until paid in full, or until the loan is again restructured at current market rates and no concessions were granted. The specific reserve allowance was determined by discounting the total expected future cash flows from the borrower at the original loan interest rate, or if the loan is currently collateral-dependent, using the NRV, which was obtained through independent appraisals and internal evaluations. The following is a summary of TDRs, by portfolio segment, and the associated specific reserve included within the ALL as of: Number of Contracts Recorded Investment Specific Reserve June 30, 2015 December 31, 2014 June 30, December 31, 2014 June 30, December 31, 2014 Residential real estate 22 24 $ 3,551 $ 3,786 $ 592 $ 635 Commercial real estate 7 7 1,785 1,702 7 — Commercial 9 9 421 426 10 10 Consumer and home equity 1 1 27 29 — — Total 39 41 $ 5,784 $ 5,943 $ 609 $ 645 At June 30, 2015 , the Company had performing and non-performing TDRs with a recorded investment balance of $5.3 million and $479,000 , respectively. At December 31, 2014, the Company had performing and non-performing TDRs with a recorded investment balance of $4.5 million and $1.4 million , respectively. As of June 30, 2015 and December 31, 2014, the Company did not have any commitments to lend additional funds to borrowers with loans classified as TDRs. The following represents loan modifications that occurred during the six months ended June 30, 2015 and 2014 that qualify as TDRs, by portfolio segment, and the associated specific reserve included within the ALL: Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Specific Reserve June 30, June 30, June 30, June 30, June 30, June 30, June 30, June 30, For the six months ended: Residential real estate — 1 $ — $ 136 $ — $ 149 $ — $ 45 Total — 1 $ — $ 136 $ — $ 149 $ — $ 45 There were no loan modifications that occurred during the three months ended June 30, 2015 or 2014 that qualify as TDRs. For the three and six months ended June 30, 2015 , no loans were modified as TDRs within the previous 12 months for which the borrower subsequently defaulted. For the three and six months ended June 30, 2014 , one commercial loan with a recorded investment of $43,000 was modified as a TDR within the previous 12 months for which the borrower subsequently defaulted. Impaired Loans: Impaired loans consist of non-accrual loans and TDRs. All impaired loans are allocated a portion of the allowance to cover potential losses. The following is a summary of impaired loan balances and associated allowance by portfolio segment as of and for the three and six months ended June 30, 2015 and 2014: Three Months Ended Six Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (1) Average Interest June 30, 2015: With an allowance recorded: Residential real estate $ 6,486 $ 6,486 $ 1,044 $ 7,618 $ 27 $ 7,262 $ 56 Commercial real estate 1,778 1,811 336 2,161 — 2,080 — Commercial 1,185 1,185 262 1,320 1 1,272 1 Home equity 1,023 1,023 343 1,410 — 1,198 — Consumer 234 235 99 248 — 242 — Ending Balance 10,706 10,740 2,084 12,757 28 12,054 57 Without an allowance recorded: Residential real estate 1,451 1,865 — 1,774 2 1,663 4 Commercial real estate 2,566 2,656 — 3,102 27 2,769 35 Commercial 583 712 — 503 4 544 8 Home equity 683 927 — 303 — 474 — Consumer 17 37 — 17 — 17 — Ending Balance 5,300 6,197 — 5,699 33 5,467 47 Total impaired loans $ 16,006 $ 16,937 $ 2,084 $ 18,456 $ 61 $ 17,521 $ 104 June 30, 2014: With an allowance recorded: Residential real estate $ 8,964 $ 8,964 $ 1,346 $ 9,653 $ 35 $ 10,273 $ 64 Commercial real estate 5,734 5,734 397 6,371 (4 ) 6,812 1 Commercial 3,886 3,886 578 3,273 5 2,618 10 Home equity 1,704 1,704 805 1,671 — 1,614 — Consumer 416 416 138 417 — 422 — Ending Balance 20,704 20,704 3,264 21,385 36 21,739 75 Without an allowance recorded: Residential real estate 2,818 3,177 — 2,924 (2 ) 2,634 3 Commercial real estate 1,600 1,984 — 1,466 19 1,601 29 Commercial 386 478 — 387 1 478 2 Home equity 438 645 — 425 — 421 — Consumer 17 37 — 17 — 17 — Ending Balance 5,259 6,321 — 5,219 18 5,151 34 Total impaired loans $ 25,963 $ 27,025 $ 3,264 $ 26,604 $ 54 $ 26,890 $ 109 (1) Negative interest income represents the re-allocation of income between "with an allowance recorded" and "without an allowance recorded" (or vice versa) during the period. The following is a summary of impaired loan balances and associated allowance by portfolio segment as of and for the year ended December 31, 2014 : Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized With an allowance recorded: Residential real estate $ 7,713 $ 7,713 $ 1,220 $ 9,524 $ 125 Commercial real estate 3,419 3,419 251 4,911 — Commercial 1,390 1,390 168 2,466 8 Home equity 1,410 1,410 496 1,545 — Consumer 254 254 104 358 — Ending Balance 14,186 14,186 2,239 18,804 133 Without an allowance recorded: Residential real estate 1,943 2,604 — 2,257 13 Commercial real estate 4,239 4,502 — 2,869 59 Commercial 463 606 — 791 11 Home equity 331 581 — 399 — Consumer 17 37 — 21 — Ending Balance 6,993 8,330 — 6,337 83 Total impaired loans $ 21,179 $ 22,516 $ 2,239 $ 25,141 $ 216 Loan Sales: For the three months ended June 30, 2015 and 2014, the Company sold $7.7 million and $399,000 , respectively, of fixed rate residential mortgage loans on the secondary market that resulted in net gains on the sale of loans of $162,000 and $17,000 , respectively. For the six months ended June 30, 2015 and 2014, the Company sold $12.5 million and $399,000 of fixed rate residential mortgage loans on the secondary market that resulted in net gains on the sale of loans of $292,000 and $17,000 , respectively. At June 30, 2015 , the Company had certain fixed rate mortgage loans with a total principal of $1.4 million designated as held for sale. The Company has elected to record its loans held for sale at fair value. At June 30, 2015 , the Company recorded an unrealized gain of $18,000 within non-operating income on its consolidated statements of income for the three and six months ended June 30, 2015 . The company did no t have any loans designated as held for sale at June 30, 2014. OREO: The Company records its properties obtained through foreclosure or deed-in-lieu of foreclosure as OREO properties on the consolidated statements of condition at NRV. At June 30, 2015 , the Company had four residential real estate properties and three commercial properties with a carrying value of $300,000 and $351,000 , respectively, within OREO. At December 31, 2014, the Company had 11 residential real estate properties and six commercial properties with a carrying value of $575,000 and $1.0 million , respectively, within OREO. In-Process Foreclosure Proceedings: At June 30, 2015 and December 31, 2014 , the Company had $3.8 million and $4.9 million , respectively, of consumer mortgage loans secured by residential real estate properties for which foreclosure proceedings were in process, representing 58% and 61% , respectively, of non-performing loans within the Company's residential, consumer and home equity portfolios. The Company continues to be focused on working these consumer mortgage loans through the foreclosure process to resolution; however, the foreclosure process, typically, will take 18 to 24 months due to the State of Maine foreclosure laws. FHLB Advances: FHLB advances are those borrowings from the FHLBB greater than 90 days. FHLB advances are collateralized by a blanket lien on qualified collateral consisting primarily of loans with first mortgages secured by one- to four-family properties, certain commercial real estate loans, certain pledged investment securities and other qualified assets. The carrying value of residential real estate and commercial loans pledged as collateral was $840.3 million and $843.2 million at June 30, 2015 and December 31, 2014, respectively. Refer to Note 3 of the consolidated financial statements for discussion of securities pledged as collateral.

GOODWILL AND OTHER INTANGIBLE A

GOODWILL AND OTHER INTANGIBLE ASSESTS	6 Months Ended
	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
GOODWILL AND OTHER INTANGIBLE ASSETS	GOODWILL AND OTHER INTANGIBLE ASSETS The Company has recognized goodwill and certain identifiable intangible assets in connection with certain business combinations in prior years. Goodwill as of June 30, 2015 and December 31, 2014 for each reporting unit is shown in the table below: Goodwill Banking Financial Services Total June 30, 2015 and December 31, 2014: Goodwill, gross $ 40,902 $ 7,474 $ 48,376 Accumulated impairment losses — (3,570 ) (3,570 ) Reported goodwill at June 30, 2015 and December 31, 2014 $ 40,902 $ 3,904 $ 44,806 The changes in core deposit and trust relationship intangible assets for the six months ended June 30, 2015 are shown in the table below: Core Deposit Intangible Trust Relationship Intangible Total Accumulated Amortization Net Total Accumulated Amortization Net Balance at December 31, 2014 $ 17,300 $ (14,161 ) $ 3,139 $ 753 $ (527 ) $ 226 2015 amortization — (537 ) (537 ) — (38 ) (38 ) Balance at June 30, 2015 $ 17,300 $ (14,698 ) $ 2,602 $ 753 $ (565 ) $ 188 It is estimated that core deposit and trust relationship intangible assets will be fully amortized as of December 31, 2017. The following table reflects the expected amortization of core deposit and trust relationship intangible assets over their respective estimated remaining useful lives as of June 30, 2015 : Core Deposit Intangible Trust Relationship Intangible 2015 $ 537 $ 38 2016 1,073 75 2017 992 75 Total $ 2,602 $ 188

REGULATORY CAPITAL (Notes)

REGULATORY CAPITAL (Notes)	6 Months Ended
	Jun. 30, 2015
Regulatory Capital Requirements [Abstract]
Regulatory Capital Requirements under Banking Regulations [Text Block]	The Company and Bank are subject to various regulatory capital requirements administered by the FRB and the OCC. Failure to meet minimum capital requirements can result in mandatory and possible additional discretionary actions by regulators that, if undertaken, could have a direct material effect on the Company’s consolidated financial statements. Effective January 1, 2015, the Company implemented the Basel III regulatory capital framework. These new rules and framework revised minimum capital requirements and adjusted prompt corrective action thresholds. The Company and Bank are required to maintain certain levels of capital based on risk-adjusted assets. These capital requirements represent quantitative measures of our assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices. The Company and Bank's capital classification is also subject to qualitative judgments by our regulators about components, risk weightings and other factors. Under the Basel III regulatory capital framework, the quantitative measures established to ensure capital adequacy require us to maintain minimum amounts and ratios of total, Tier I capital, and common equity Tier I (as defined in the applicable regulations) to risk-weighted assets (as defined in the applicable regulations), and of Tier I capital to average assets, or leverage ratio (as defined in the applicable regulations). These guidelines apply to the Company on a consolidated basis. Under the current guidelines, banking organizations must have a minimum total risk-based capital ratio of 8.0% , a minimum Tier I risk-based capital ratio of 6.0% , a minimum common equity Tier I risk-based capital ratio of 4.5% , and a minimum leverage ratio of 4.0% . In addition to these requirements, banking organization must maintain a 2.5% capital conservation buffer consisting of common Tier I equity, subject to a transition schedule with a full phase-in by 2019. The Company and Bank's risk-based capital ratios exceeded regulatory guidelines at June 30, 2015 under the newly implemented Basel III regulatory capital framework. The Company and Bank's risk-based capital ratios under prior rules at December 31, 2014 also exceeded regulatory capital requirements under previous regulatory capital requirements in place. The following table presents the Company and Bank's regulatory capital ratios at the periods indicated: Current Regulatory Guidance Prior Regulatory Guidance June 30, Minimum Regulatory Capital Required Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Camden National Corporation: Total risk-based capital ratio 14.78 % 8.00 % N/A 15.16 % 8.00 % N/A Tier I risk-based capital ratio 13.66 % 6.00 % N/A 13.97 % 4.00 % N/A Common equity Tier I risk-based capital ratio (1) 11.40 % 4.50 % N/A N/A N/A N/A Tier I leverage capital ratio 9.39 % 4.00 % N/A 9.26 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio 13.45 % 8.00 % 10.00 % 13.85 % 8.00 % 10.00 % Tier I risk-based capital ratio 12.33 % 6.00 % 8.00 % 12.65 % 4.00 % 6.00 % Common equity Tier I risk-based capital ratio (1) 12.33 % 4.50 % 6.50 % N/A N/A N/A Tier I leverage capital ratio 8.48 % 4.00 % 5.00 % 8.38 % 4.00 % 5.00 % (1) Common equity Tier I risk-based capital ratio was a new risk-based capital ratio implemented with Basel III on January 1, 2015. In addition, the OCC requires a minimum level of $2.5 million of Tier I capital to be maintained at Acadia Trust. As of June 30, 2015 and December 31, 2014, Acadia Trust met all of its capital requirements. Although the junior subordinated debentures are recorded as a liability on the Company's consolidated statements of condition, the Company is permitted, in accordance with regulatory guidelines, to include, subject to certain limits, the junior subordinated debentures in our calculation of risk-based capital. At June 30, 2015 and December 31, 2014, $43.0 million of the junior subordinated debentures were included in Tier I and total risk-based capital for the Company.

EMPLOYEE BENEFIT PLANS

EMPLOYEE BENEFIT PLANS	6 Months Ended
	Jun. 30, 2015
Compensation and Retirement Disclosure [Abstract]
EMPLOYEE BENEFIT PLANS	EMPLOYEE BENEFIT PLANS The Company sponsors unfunded, non-qualified SERPs for certain officers and provides medical and life insurance to certain eligible retired employees. The components of net period benefit cost for the periods ended June 30, 2015 and 2014 were as follows: Supplemental Executive Retirement Plan: Three Months Ended Six Months Ended June 30, Net periodic benefit cost 2015 2014 2015 2014 Service cost $ 77 $ 67 $ 154 $ 134 Interest cost 106 114 212 228 Recognized net actuarial loss 54 35 108 70 Recognized prior service cost 5 5 10 10 Net period benefit cost (1) $ 242 $ 221 $ 484 $ 442 (1) Presented within the consolidated statements of income within salaries and employee benefits. Other Postretirement Benefit Plan: Three Months Ended June 30, Six Months Ended June 30, Net periodic benefit cost 2015 2014 2015 2015 Service cost $ 15 $ 11 $ 30 $ 22 Interest cost 29 33 58 66 Recognized net actuarial loss 6 2 12 4 Amortization of prior service credit (6 ) (10 ) (12 ) (10 ) Net period benefit cost (1) $ 44 $ 36 $ 88 $ 82 (1) Presented within the consolidated statements of income within salaries and employee benefits.

STOCK-BASED COMPENSATION PLANS

STOCK-BASED COMPENSATION PLANS	6 Months Ended
	Jun. 30, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
STOCK-BASED COMPENSATION PLANS	STOCK-BASED COMPENSATION PLANS For the six months ended June 30, 2015, the Company granted share-based awards, subject to certain terms and conditions, to certain officers, executive officers, and directors of the Company, Bank and Acadia Trust. All share-based awards granted were issued under the 2012 Plan. The following outlines the details, and terms and conditions of the awards granted: • 84 unrestricted stock awards were issued to a newly appointed director of the Company under the Independent Directors' Equity Compensation Program. The unrestricted stock awards fully vested on the January 1, 2015 grant date. The fair value of the share awards issued was determined using the closing market price of the Company's stock on December 31, 2014 of $39.84 per share. • A total of 6,281 restricted stock awards and restricted stock units were granted at a fair value of $37.31 per share, based on the closing market price of the Company’s common stock on the March 6, 2015 grant date. The restricted stock awards vest pro-rata over a three -year period, while the restricted stock units vest pro-rata over a three -year period subject to the achievement of certain performance measures. The holders of the restricted stock awards participate fully in the rewards of stock ownership of the Company, including voting and dividend rights. • 9,379 shares of the Company's common stock were purchased under the MSPP at a one-third discount, based on the closing market price of the Company's common stock on the March 6, 2015 grant date of $37.31 , in lieu of the officers and executive officers annual incentive bonus. The shares fully vest after two years of service from the grant date. • 2,406 deferred stock awards were issued to certain executive officers under the DCRP. The stock awards have been determined to have a fair value of $38.85 per unit, based on the closing market price of the Company's common stock on the March 13, 2015 grant date. • 3,030 unrestricted stock awards were issued to the directors of the Company and Bank under the Independent Directors' Equity Compensation Program. The unrestricted stock awards fully vested immediately on the May 1, 2015 grant date. The fair value of the share awards issued was determined using the closing market price of the Company's stock on May 1, 2015 of $38.36 per share.

FAIR VALUE MEASUREMENT

FAIR VALUE MEASUREMENT	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
FAIR VALUE MEASUREMENT	FAIR VALUE MEASUREMENT AND DISCLOSURE Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is best determined using quoted market prices. However, in many instances, quoted market prices are not available. In such instances, fair values are determined using various valuation techniques. Various assumptions and observable inputs must be relied upon in applying these techniques. GAAP establishes a fair value hierarchy for valuation inputs that gives the highest priority to quoted prices in active markets for identical assets or liabilities and the lowest priority to unobservable inputs. GAAP permits an entity to choose to measure eligible financial instruments and other items at fair value. The Company has elected the fair value option for its loans held for sale. Electing the fair value option for loans held for sale enables the Company’s financial position to more clearly align with the economic value of the actively traded asset. The fair value hierarchy for valuation of an asset or liability is as follows: Level 1: Valuation is based upon unadjusted quoted prices in active markets for identical assets and liabilities that the entity has the ability to access as of the measurement date. Level 2: Valuation is determined from quoted prices for similar assets or liabilities in active markets, from quoted prices for identical or similar instruments in markets that are not active or by model-based techniques in which all significant inputs are observable in the market. Level 3: Valuation is derived from model-based and other techniques in which at least one significant input is unobservable and which may be based on the Company’s own estimates about the assumptions that market participants would use to value the asset or liability. In general, fair value is based upon quoted market prices, where available. If such quoted market prices are not available, fair value is based upon model-based techniques incorporating various assumptions including interest rates, prepayment speeds and credit losses. Assets and liabilities valued using model-based techniques are classified as either Level 2 or Level 3, depending on the lowest level classification of an input that is considered significant to the overall valuation. A description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy, is set forth below. Financial Instruments Recorded at Fair Value on a Recurring Basis Loans Held For Sale: The fair value of loans held for sale is determined using quoted secondary market prices or executed sales agreements and is classified as Level 2. AFS Securities : The fair value of debt AFS securities is reported utilizing prices provided by an independent pricing service based on recent trading activity and other observable information including, but not limited to, dealer quotes, market spreads, cash flows, market interest rate curves, market consensus prepayment speeds, credit information, and the bond’s terms and conditions. The fair value of debt securities are classified as Level 2. Derivatives : The fair value of interest rate swaps is determined using inputs that are observable in the market place obtained from third parties including yield curves, publicly available volatilities, and floating indexes and, accordingly, are classified as Level 2 inputs. The credit value adjustments associated with derivatives utilize Level 3 inputs, such as estimates of current credit spreads to evaluate the likelihood of default by the Company and its counterparties. As of June 30, 2015 and December 31, 2014 , the Company has assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and has determined that the credit valuation adjustments are not significant to the overall valuation of its derivatives due to collateral postings. The following table summarizes financial assets and financial liabilities measured at fair value on a recurring basis as of June 30, 2015 and December 31, 2014 , segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value: Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2015 Financial assets: Loans held for sale $ 1,426 $ — $ 1,426 $ — AFS securities: Obligations of U.S. government-sponsored enterprises 5,051 — 5,051 — Obligations of states and political subdivisions 21,673 — 21,673 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 383,267 — 383,267 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 326,873 — 326,873 — Private issue collateralized mortgage obligations 5,492 — 5,492 — Customer interest rate swap agreements 780 — 780 — Financial liabilities: Interest rate swap agreements 7,991 — 7,991 — Forward-starting interest rate swap agreements 348 — 348 — Customer interest rate swap agreements 780 — 780 — December 31, 2014 Financial assets: AFS securities: Obligations of U.S. government-sponsored enterprises $ 5,027 $ — $ 5,027 $ — Obligations of states and political subdivisions 26,777 — 26,777 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 381,308 — 381,308 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 343,897 — 343,897 — Private issue collateralized mortgage obligations 6,054 — 6,054 — Customer interest rate swap agreements 1,140 — 1,140 — Financial liabilities: Interest rate swap agreements 9,143 — 9,143 — Customer interest rate swap agreements 1,140 — 1,140 — The Company did not have any transfers between Level 1 and Level 2 of the fair value hierarchy during the six months ended June 30, 2015 . The Company’s policy for determining transfers between levels occurs at the end of the reporting period when circumstances in the underlying valuation criteria change and result in transfer between levels. Financial Instruments Recorded at Fair Value on a Nonrecurring Basis The Company may be required, from time to time, to measure certain financial assets and financial liabilities at fair value on a nonrecurring basis in accordance with GAAP. These include assets that are measured at the lower of cost or market value that were recognized at fair value below cost at the end of the period. Collateral-Dependent Impaired Loans : Loans for which it is probable that payment of interest and principal will not be made in accordance with the contractual terms of the loan agreement are considered impaired. The Company's policy is to individually evaluate for impairment loans with a principal balance greater than $250,000 or more and are classified as substandard or doubtful and are on non-accrual status. Once the population of loans is identified for individual impairment assessment, the Company measures these loans for impairment by comparing NRV, which is the fair value of the collateral, less estimated costs to sell, to the carrying value of the loan. If the NRV of the loan is less than the carrying value of the loan, then a loss is recognized as part of the ALL to adjust the loan's carrying value to NRV. Accordingly, certain collateral-dependent impaired loans are subject to measurement at fair value on a non-recurring basis. Management has estimated the fair values of these assets using Level 2 inputs, such as the fair value of collateral based on independent third-party market approach appraisals for collateral-dependent loans, and Level 3 inputs where circumstances warrant an adjustment to the appraised value based on the age of the appraisal and/or comparable sales, condition of the collateral, and market conditions. MSRs : The Company accounts for mortgage servicing assets at cost, subject to impairment testing. When the carrying value of a tranche exceeds fair value, a valuation allowance is established to reduce the carrying cost to fair value. Fair value is based on a valuation model that calculates the present value of estimated net servicing income. The Company obtains a third-party valuation based upon loan level data including note rate, type and term of the underlying loans. The model utilizes a variety of observable inputs for its assumptions, the most significant of which are loan prepayment assumptions and the discount rate used to discount future cash flows. Other assumptions include delinquency rates, servicing cost inflation and annual unit loan cost. MSRs are classified within Level 2 of the fair value hierarchy. Non-Financial Assets and Non-Financial Liabilities Recorded at Fair Value on a Non-Recurring Basis The Company has no non-financial assets or non-financial liabilities measured at fair value on a recurring basis. Non-financial assets measured at fair value on a non-recurring basis consist of OREO and goodwill and other intangible assets. OREO : OREO properties acquired through foreclosure or deed in lieu of foreclosure are recorded at NRV, which is the fair value of the real estate, less estimate costs to sell. Any write-down of the recorded investment in the related loan is charged to the ALL upon transfer to OREO. Upon acquisition of a property, a current appraisal or a broker’s opinion is used to substantiate fair value of the property. After foreclosure, management periodically, but at least annually, obtains updated valuations of the OREO properties and, if additional impairments are deemed necessary, the subsequent write-downs for declines in value are recorded through a valuation allowance and a provision for losses charged to other non-interest expense within the consolidated statements of income. As management considers appropriate, adjustments are made to the appraisal obtained for the OREO property to account for recent sales activity of comparable properties, changes in the condition of the property, and changes in market conditions. These adjustments are not observable in an active market and are classified as Level 3. Goodwill and Other Intangible Assets : Goodwill represents the excess cost of an acquisition over the fair value of the net assets acquired. The fair value of goodwill is estimated by utilizing several standard valuation techniques, including discounted cash flow analyses, bank merger multiples, and/or an estimation of the impact of business conditions and investor activities on the long-term value of the goodwill. Should an impairment of either reporting unit's goodwill occur, the associated goodwill is written-down to fair value and the impairment charge is recorded within non-interest expense in the consolidated statements of income. The Company conducts an annual impairment test of goodwill in the fourth quarter each year, or more frequently as necessary. There have been no indications or triggering events during the first six months of 2015 for which management believes that it is more likely than not that goodwill is impaired. The Company's core deposit intangible assets represent the estimated value of acquired customer relationships and are amortized on a straight-line basis over the estimated life of those relationships. Core deposit intangibles are reviewed for impairment whenever events or changes in circumstances indicate that the carrying amount may not be recoverable. If necessary, management will test the core deposit intangibles for impairment by comparing its carrying value to the expected undiscounted cash flows of the assets. If the undiscounted cash flows of the intangible assets exceed its carrying value then the intangible assets are deemed to be fully recoverable and not impaired. However, if the undiscounted cash flows of the intangible assets are less than its carrying value than an impairment charge is recorded to mark the carrying value of the intangible assets to fair value. There were no events or changes in circumstances during the first six months of 2015 that indicated the carrying amount may not be recoverable. The table below highlights financial and non-financial assets measured and recorded at fair value on a non-recurring basis as of June 30, 2015 and December 31, 2014 . Not included in the table below because they were not recorded at fair value at June 30, 2015 and December 31, 2014 are: (i) impaired loans of $13.6 million and $17.6 million, respectively; (ii) MSRs reported of $141,000 and $319,000 , respectively; and (iii) OREO properties of $0 and $305,000 , respectively. Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2015 Financial assets: Collateral-dependent impaired loans $ 2,436 $ — $ — $ 2,436 MSRs (1) 387 — 387 — Non-financial assets: OREO 651 — — 651 December 31, 2014 Financial assets: Collateral-dependent impaired loans $ 3,581 $ — $ — $ 3,581 MSRs (1) 173 — 173 — Non-financial assets: OREO 1,282 — — 1,282 (1) Represents MSRs deemed to be impaired and a valuation allowance established to carry at fair value. The following table presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at June 30, 2015 and December 31, 2014: Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) June 30, 2015 Collateral-dependent impaired loans: Partially charged-off $ 1,225 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 0 - 10% (8%) Specifically reserved 1,211 Market approach appraisal of collateral Management adjustment of appraisal 0 - 50% (14%) Estimated selling costs 10% (10%) OREO 651 Market approach appraisal of collateral Management adjustment of appraisal 0 - 28% (10%) Estimated selling cost 6 - 10% (10%) December 31, 2014 Collateral-dependent impaired loans: Partially charged-off $ 1,569 Market approach appraisal of collateral Management adjustment 0 - 17% (0%) Estimated selling costs 10% (10%) Specifically reserved 2,012 Market approach appraisal of collateral Management adjustment 0 - 50% (22%) Estimated selling costs 10% (10%) OREO 1,282 Market approach appraisal of collateral Management adjustment 0 - 68% (21%) Estimated selling costs 6 - 10% (9%) GAAP requires disclosure of the fair value of financial assets and financial liabilities, including those financial assets and financial liabilities that are not measured and reported at fair value on a recurring basis or non-recurring basis. The methodologies for estimating the fair value of financial assets and financial liabilities that are measured at fair value on a recurring or non-recurring basis are discussed above. The following methods and assumptions were used by the Company in estimating the fair values of its other financial instruments. Cash and Due from Banks : The carrying amounts reported in the consolidated statements of condition approximate fair value. HTM securities : The fair value is estimated utilizing prices provided by an independent pricing service based on recent trading activity and other observable information including, but not limited to, dealer quotes, market spreads, cash flows, market interest rate curves, market consensus prepayment speeds, credit information, and the bond’s terms and conditions. The fair value is classified as Level 2. Loans : For variable rate loans that reprice frequently and have no significant change in credit risk, fair values are based on carrying values. The fair value of other loans is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities. Interest Receivable and Payable : The carrying amounts reported in the consolidated statements of condition approximate fair value. Deposits : The fair value of deposits with no stated maturity is equal to the carrying amount. The fair value of certificates of deposit is estimated using a discounted cash flow calculation that applies interest rates and remaining maturities for currently offered certificates of deposit. Borrowings : The carrying amounts of short-term borrowings from the FHLB, securities sold under repurchase agreements, notes payable and other short-term borrowings approximate fair value. The fair values of long-term borrowings and commercial repurchase agreements are based on the discounted cash flows using current rates for advances of similar remaining maturities. Junior Subordinated Debentures : The carrying amounts reported in the consolidated statements of condition approximate fair value. The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at June 30, 2015 : Carrying Amount Fair Value Readily Available Market Prices (Level 1) Observable Market Prices (Level 2) Company Determined Market Prices (Level 3) Financial assets: Cash and due from banks $ 55,495 $ 55,495 $ 55,495 $ — $ — AFS securities 742,356 742,356 — 742,356 — HTM securities 60,234 59,809 — 59,809 — Loans held for sale 1,426 1,426 — 1,426 — Residential real estate loans 581,894 592,135 — — 592,135 Commercial real estate loans 654,775 648,031 — — 648,031 Commercial loans 254,455 253,203 — — 253,203 Home equity loans 278,611 280,108 — — 280,108 Consumer loans 16,078 16,450 — — 16,450 MSRs (1) 528 1,360 — 1,360 — Interest receivable 6,752 6,752 — 6,752 — Customer interest rate swap agreements 780 780 — 780 — Financial liabilities: Deposits $ 1,981,131 $ 1,982,300 $ 1,383,678 $ 598,622 $ — FHLB advances 56,001 57,527 — 57,527 — Commercial repurchase agreements 30,075 31,061 — 31,061 — Other borrowed funds 433,946 434,349 434,349 — Junior subordinated debentures 44,075 44,075 — 44,075 — Interest payable 511 511 511 — — Interest rate swap agreements 7,991 7,991 — 7,991 — Forward-starting interest rate swap agreements 348 348 — 348 — Customer interest rate swap agreements 780 780 — 780 — (1) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount. The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at December 31, 2014: Carrying Amount Fair Value Readily Available Market Prices (Level 1) Observable Market Prices (Level 2) Company Determined Market Prices (Level 3) Financial assets: Cash and due from banks $ 60,813 $ 60,813 $ 60,813 $ — $ — AFS securities 763,063 763,063 — 763,063 — HTM securities 20,179 20,425 — 20,425 — Residential real estate loans 579,946 596,172 — — 596,172 Commercial real estate loans 635,609 631,434 — — 631,434 Commercial loans 249,823 244,713 — — 244,713 Home equity loans 269,176 270,904 — — 270,904 Consumer loans 16,940 17,007 — — 17,007 MSRs (1) 493 1,447 — 1,447 — Interest receivable 6,017 6,017 — 6,017 — Customer interest rate swap agreement 1,140 1,140 — 1,140 — Financial liabilities: Deposits $ 1,932,097 $ 1,933,805 $ 1,361,604 $ 572,201 $ — FHLB advances 56,039 57,986 — 57,986 — Commercial repurchase agreements 30,097 31,395 — 31,395 — Other borrowed funds 446,842 446,909 446,909 — — Junior subordinated debentures 44,024 44,024 — 44,024 — Interest payable 537 537 537 — — Interest rate swap agreements 9,143 9,143 — 9,143 — Customer interest rate swap agreement 1,140 1,140 — 1,140 — (1) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount.

COMMITMENTS AND CONTINGENCIES

COMMITMENTS AND CONTINGENCIES	6 Months Ended
	Jun. 30, 2015
Commitments and Contingencies Disclosure [Abstract]
COMMITMENTS AND CONTINGENCIES	COMMITMENTS AND CONTINGENCIES Legal Contingencies In the normal course of business, the Company and its subsidiaries are subject to pending and threatened legal actions. Although the Company is not able to predict the outcome of such actions, after reviewing pending and threatened actions with counsel, management believes that based on the information currently available the outcome of such actions, individually or in the aggregate, will not have a material adverse effect on the Company’s consolidated financial position as a whole. Reserves are established for legal claims only when losses associated with the claims are judged to be probable and the loss can be reasonably estimated. In many lawsuits and arbitrations, it is not possible to determine whether a liability has been incurred or to estimate the ultimate or minimum amount of that liability until the case is close to resolution, in which case a reserve will not be recognized until that time. As of June 30, 2015 , the Company did no t have any loss contingencies that were both probable and reasonably estimable and, therefore, has not accrued for any legal contingencies within the consolidated statements of condition. Financial Instruments In the normal course of business, the Company is a party to both on and off-balance sheet financial instruments involving, to varying degrees, elements of credit risk and interest rate risk in addition to the amounts recognized in the consolidated statements of condition. The following is a summary of the contractual and notional amounts of the Company’s financial instruments: June 30, December 31, Lending-Related Instruments: Loan origination commitments and unadvanced lines of credit: Home equity $ 328,193 $ 303,815 Commercial and commercial real estate 64,232 47,066 Residential 17,800 10,975 Letters of credit 3,553 3,103 Other commitments 610 1,305 Derivative Financial Instruments: Interest rate swaps 43,000 43,000 Forward-starting interest rate swaps 50,000 — Customer loan swaps 79,834 58,234 Lending-Related Instruments The contractual amounts of the Company’s lending-related financial instruments do not necessarily represent future cash requirements since certain of these instruments may expire without being funded and others may not be fully drawn upon. These instruments are subject to the Company’s credit approval process, including an evaluation of the customer’s creditworthiness and related collateral requirements. Commitments generally have fixed expiration dates or other termination clauses. Derivative Financial Instruments The Company uses derivative financial instruments for risk management purposes (primarily interest rate risk) and not for trading or speculative purposes. The Company controls the credit risk of these instruments through collateral, credit approvals and monitoring procedures. Interest Rate Swaps: The Company’s interest rate swap arrangements contain provisions that require the Company to post cash collateral with the counterparty for contracts that are in a net liability position based on their fair values and the Company’s credit rating. The Company had a notional amount of $43.0 million in variable-for-fixed interest rate swap agreements on its junior subordinated debentures and $12.1 million in cash held as collateral. The terms of the interest rate swap agreements are as follows: June 30, 2015 December 31, 2014 Notional Trade Maturity Date Variable Index Fixed Rate Fair Value (1) Fair Value (1) $ 10,000 3/18/2009 6/30/2021 3-Month USD LIBOR 5.09% $ (1,022 ) $ (1,092 ) 10,000 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% (2,203 ) (2,511 ) 10,000 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% (2,105 ) (2,434 ) 5,000 3/14/2011 3/30/2031 3-Month USD LIBOR 4.35% (1,107 ) (1,279 ) 8,000 5/4/2011 7/7/2031 3-Month USD LIBOR 4.14% (1,554 ) (1,827 ) $ 43,000 $ (7,991 ) $ (9,143 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. As each derivative instrument qualifies as a highly effective cash flow hedge, the increase in the fair value of the interest rate swaps for the six months ended June 30, 2015 of $748,000 , net of tax, was recorded in AOCI. Net payments have been classified as cash flows from operating activities in the consolidated statements of cash flows. The Company would reclassify unrealized gains or losses accounted for within AOCI into earnings if the interest rate swaps were to become ineffective or the arrangements were to terminate. In the next 12 months, the Company does not believe it will reclassify any related unrealized gains or losses accounted for within AOCI into earnings. Forward-Starting Interest Rate Swaps: In the first quarter of 2015, the Bank entered into two interest rate swap arrangements with a counterparty for a total notional amount of $50.0 million . Each derivative arrangement will commence on February 25, 2016, with one contract set to expire on February 25, 2018 and the other on February 25, 2019. The Bank entered into these forward-starting interest rate swaps to mitigate its cost of borrowings exposure in a rising interest rate environment. The Bank has designated each arrangement as a hedge in accordance with GAAP, and, therefore, the change in unrealized gains or losses on the derivative instruments is recorded within AOCI, net of tax. Also, quarterly, in conjunction with financial reporting, the Company assesses each derivative instrument for ineffectiveness. To the extent any significant ineffectiveness is identified this amount would be recorded within the consolidated statements of income. The Bank's arrangement with the counterparty requires it to post cash collateral for contracts in a net liability position based on their fair values and the Bank's credit rating. At June 30, 2015 , the Bank posted cash collateral with the counterparty of $1.8 million . The terms of the interest rate swap agreements are as follows: June 30, 2015 Notional Trade Maturity Date Variable Index Fixed Rate Fair Value (1) $ 25,000 2/25/2015 2/25/2018 30-Day FHLBB 1.54% $ (165 ) 25,000 2/25/2015 2/25/2019 30-Day FHLBB 1.74% (183 ) $ 50,000 $ (348 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. As each derivative instrument qualifies as a highly effective cash flow hedge, the decrease in the fair value of the interest rate swaps for the six months ended June 30, 2015 of $226,000 , net of tax, was recorded in AOCI. Net payments have been classified as cash flows from operating activities in the consolidated statements of cash flows. In the next 12 months, the Company does not believe it will reclassify any related unrealized gains or losses accounted for within AOCI into earnings. Customer Loan Swaps: The Company will enter into interest rate swaps with its commercial customers, from time to time, to provide them with a means to lock into a long-term fixed rate, while simultaneously the Company enters into an arrangement with a counterparty to swap the fixed rate to a variable rate to allow it to effectively manage its interest rate exposure. At June 30, 2015 and December 31, 2014, the Company had interest rate swap agreements with a total notional amount of $39.9 million and $29.1 million , respectively, with its commercial customers, and interest rate swap agreements of equal notional amounts with a dealer bank. The Company's customer loan level derivative program is not designated as a hedge for accounting purposes. As the interest rate swap agreements have substantially equivalent and offsetting terms, they do not materially change the Company’s interest rate risk or present any material exposure to the Company's consolidated statements of income. The Company records its customer loan swaps at fair value and presents such on a gross basis within other assets and accrued interest and other liabilities on the consolidated statements of condition. The fair value of customer loan swaps at June 30, 2015 and December 31, 2014 were $780,000 and $1.1 million , respectively. The Company seeks to mitigate its customer counterparty credit risk exposure through its loan policy and underwriting process, which includes credit approval limits, monitoring procedures, and obtaining collateral, where appropriate. The Company seeks to mitigate its institutional counterparty credit risk exposure by limiting the institutions for which it will enter into interest swap arrangements through an approved listing by the Company's board of directors. The Company's arrangement with an institutional counterparty requires it to post cash collateral for contracts in a net liability position based on their fair values and the Bank's credit rating or receive cash collateral for contracts in a net asset position. At June 30, 2015 , the Company posted cash collateral with the counterparty of $1.1 million . Interest Rate Locks: As part of originating residential mortgages, the Company may enter into rate lock agreements with customers, which are considered interest rate lock commitments. At June 30, 2015 and December 31, 2014 , based upon the pipeline of mortgage loans with rate lock commitments, the fair value of these commitments was immaterial to the Company's consolidated financial statements.

MERGER AND ACQUISITION ACTIVITY

MERGER AND ACQUISITION ACTIVITY	6 Months Ended
	Jun. 30, 2015
Business Combinations [Abstract]
MERGER AND ACQUISITION COSTS	MERGER AND ACQUISITION ACTIVITY On March 29, 2015, the Company, SBM and Atlantic Acquisitions, LLC, a wholly-owned subsidiary of the Company, entered into an Agreement and Plan of Merger (the "merger agreement") pursuant to which the Company will acquire SBM and its wholly-owned subsidiary, TBM. Pursuant to the merger agreement, each outstanding share of SBM common stock will be converted into the right to receive, at the election of the stockholder and subject to the allocation and proration procedures described in the merger agreement, either: (1) $206.00 in cash, without interest (the “cash consideration”) or (2) 5.421 shares of common stock of the Company (the “stock consideration”). The cash consideration will remain fixed while the value of the stock consideration will fluctuate with the market price of Company common stock. All elections are subject to allocation and proration procedures that are intended to ensure that 80% of the total number of shares of SBM common stock outstanding immediately prior to the effective time of the merger will be converted into shares of Company common stock, and the remaining shares of SBM common stock will be converted into cash. This will result in SBM stockholders owning approximately 28% of the outstanding shares of Company common stock following the closing of the transaction. The Company estimates that upon completion of the merger, total assets, loans and deposits of the combined consolidated entities will approximate $3.6 billion , $2.4 billion and $2.6 billion , respectively. Consideration will be paid to SBM stockholders in a combination of stock and cash valued at approximately $135.0 million based on the Company's closing share price of $38.60 on March 27, 2015. In conjunction with the due diligence and announcement of the planned merger with SBM, the Company incurred certain non-recurring costs, including legal fees, investment banking fees, and other related expenses for the three and six months ended June 30, 2015 of $128,000 and $863,000 , respectively. These non-recurring costs are presented on the consolidated statements of income within non-interest expense as merger and acquisition costs. In addition, the Company incurred certain equity issuance costs totaling $421,000 related to the registration of additional shares of the Company's common stock totaling 2,806,857 as part of the merger. These non-recurring costs have been accounted for as a reduction to shareholders' equity. The Company expects to continue to incur related non-recurring costs through the closing of the planned merger with SBM. In accordance with the Internal Revenue Code, many of the aforementioned non-recurring costs are not deductible for income tax purposes. The impact to the Company's effective tax rate for the three and six months ended June 30, 2015 was an increase of 0.9% and 3.1% respectively. On July 27, 2015, the Company and SBM jointly announced receipt of all shareholder and regulatory approvals for the merger, subject to the applicable waiting period under the federal banking law. The parties have agreed that the transaction will close on October 16, 2015.

RECENT ACCOUNTING PRONOUNCEMENT

RECENT ACCOUNTING PRONOUNCEMENTS	6 Months Ended
	Jun. 30, 2015
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
RECENT ACCOUNTING PRONOUNCEMENTS	RECENT ACCOUNTING PRONOUNCEMENTS In May 2014, the FASB issued ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606). The ASU was issued to clarify the principles for recognizing revenue and to develop a common revenue standard. The current proposal to defer the effective date by one year, changing it from December 15, 2016 to December 15, 2017 including interim periods within that reporting period, has been recently affirmed by the FASB and it expects to issue its final ASU (to formally amend the effective date) by the end of the third quarter of 2015. The Company is currently evaluating the potential impact of the ASU on its consolidated financial statements. In January 2015, the FASB issued ASU No. 2015-01, Income Statement - Extraordinary and Unusual Items (Subtopic 225-30): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items . The ASU was issued as part of the FASB's simplification initiative to reduce complexity in accounting standards by eliminating the concept of extraordinary items. The ASU is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2015. The ASU does not have a material effect on the Company's consolidated financial statements. In April 2015, the FASB issued ASU No. 2015-03, Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs. The ASU was issued to simplify the presentation of debt issuance costs as part of the FASB's simplification initiative. The ASU requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct reduction of the carrying amount of that debt liability, consistent with debt discounts. The ASU is effective for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years. The new guidance will be applied on a retrospective basis, which will require disclosure of this as a change in accounting principle. The Company does not expect the ASU to have a material effect on its consolidated financial statements. In April 2015, the FASB issued ASU No. 2015-05, Intangibles - Goodwill and Other - Internal-Use Software (Subtopic 350-40): Customer's Accounting for Fees Paid in a Cloud Computing Arrangement. The ASU was issued because existing GAAP did not include explicit guidance for accounting for fees paid in a cloud computing arrangement. The ASU is effective for annual periods, including interim periods within those annual periods, beginning after December 15, 2015. The Company does not expect the ASU to have a material effect on its consolidated financial statements.

EARNINGS PER SHARE (Tables)

EARNINGS PER SHARE (Tables)	6 Months Ended
	Jun. 30, 2015
Earnings Per Share [Abstract]
Analysis of Basic and Diluted Earnings Per Share	The following is an analysis of basic and diluted EPS, reflecting the application of the two-class method, as described below: Three Months Ended Six Months Ended 2015 2014 2015 2014 Net income $ 7,193 $ 6,316 $ 12,804 $ 12,031 Dividends and undistributed earnings allocated to participating securities (1) (23 ) (19 ) (40 ) (37 ) Net income available to common shareholders $ 7,170 $ 6,297 $ 12,764 $ 11,994 Weighted-average common shares outstanding for basic EPS 7,446,156 7,430,709 7,438,626 7,479,461 Dilutive effect of stock-based awards (2) 21,209 19,930 20,838 20,857 Weighted-average common and potential common shares for diluted EPS 7,467,365 7,450,639 7,459,464 7,500,318 Earnings per common share: Basic EPS $ 0.97 $ 0.85 $ 1.72 $ 1.60 Diluted EPS $ 0.96 $ 0.85 $ 1.71 $ 1.60 Awards excluded from the calculation of diluted EPS (3) : Stock options 15,250 14,750 15,250 14,750 (1) Represents dividends paid and undistributed earnings allocated to nonvested stock-based awards that contain non-forfeitable rights to dividends. (2) Represents the effect of the assumed exercise of stock options, vesting of restricted shares, vesting of restricted stock units, and vesting of LTIP awards that have met the performance criteria, as applicable, utilizing the treasury stock method. (3) Represents stock-based awards not included in the computation of potential common shares for purposes of calculating diluted EPS as the exercise prices were greater than the average market price of the Company's common stock.

SECURITIES (Tables)

SECURITIES (Tables)	6 Months Ended
	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Summary of Amortized Costs and Estimated Fair Values of Available-For-Sale Securities	The following tables summarize the amortized cost and estimated fair values of AFS and HTM securities, as of the dates indicated: Amortized Cost Unrealized Gains Unrealized Losses Fair Value June 30, 2015 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,967 $ 84 $ — $ 5,051 Obligations of states and political subdivisions 21,192 481 — 21,673 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 381,403 5,083 (3,219 ) 383,267 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 329,577 1,483 (4,187 ) 326,873 Private issue collateralized mortgage obligations 5,495 73 (76 ) 5,492 Total AFS securities $ 742,634 $ 7,204 $ (7,482 ) $ 742,356 HTM Securities: Obligations of states and political subdivisions $ 60,234 $ 277 $ (702 ) $ 59,809 Total HTM securities $ 60,234 $ 277 $ (702 ) $ 59,809 December 31, 2014 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,962 $ 65 $ — $ 5,027 Obligations of states and political subdivisions 26,080 697 — 26,777 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 377,657 5,656 (2,005 ) 381,308 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 348,855 953 (5,911 ) 343,897 Private issue collateralized mortgage obligations 5,999 63 (8 ) 6,054 Total AFS securities $ 763,553 $ 7,434 $ (7,924 ) $ 763,063 HTM Securities: Obligations of states and political subdivisions $ 20,179 $ 265 $ (19 ) $ 20,425 Total HTM securities $ 20,179 $ 265 $ (19 ) $ 20,425
Unrealized Gross Losses and Estimated Fair Values of Investment Securities by Length of Time that Individual Securities in Each Category in Continuous Loss Position	The following table presents the estimated fair values and gross unrealized losses of investment securities that were in a continuous loss position at June 30, 2015 and December 31, 2014 , by length of time that individual securities in each category have been in a continuous loss position: Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses June 30, 2015 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 120,190 $ (1,360 ) $ 58,881 $ (1,859 ) $ 179,071 $ (3,219 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 34,272 (312 ) 154,439 (3,875 ) 188,711 (4,187 ) Private issue collateralized mortgage obligations 1,704 (76 ) — — 1,704 (76 ) Total AFS securities $ 156,166 $ (1,748 ) $ 213,320 $ (5,734 ) $ 369,486 $ (7,482 ) HTM Securities: Obligations of states and political subdivisions $ 40,243 $ (702 ) $ — $ — $ 40,243 $ (702 ) Total HTM securities $ 40,243 $ (702 ) $ — $ — $ 40,243 $ (702 ) December 31, 2014 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 42,856 $ (171 ) $ 125,439 $ (1,834 ) $ 168,295 $ (2,005 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 75,723 (432 ) 182,512 (5,479 ) 258,235 (5,911 ) Private issue collateralized mortgage obligations 1,785 (8 ) — — 1,785 (8 ) Total AFS securities $ 120,364 $ (611 ) $ 307,951 $ (7,313 ) $ 428,315 $ (7,924 ) HTM Securities: Obligations of states and political subdivisions $ 5,756 $ (19 ) $ — $ — $ 5,756 $ (19 ) Total HTM securities $ 5,756 $ (19 ) $ — $ — $ 5,756 $ (19 )
Company's Sales of Securities	The following table details the Company’s sales of AFS securities for the period indicated below: Three Months Ended June 30, Six Months Ended June 30, 2015 2014 2015 2014 Proceeds from sales of securities $ — $ 16,258 $ — $ 25,695 Gross realized gains — 285 — 451 Gross realized losses — — — —
Amortized Cost and Estimated Fair Values of Debt Securities by Contractual Maturity	The amortized cost and estimated fair values of debt securities by contractual maturity at June 30, 2015 , are shown below. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. Amortized Cost Fair Value AFS Securities Due in one year or less $ 3,131 $ 3,188 Due after one year through five years 89,497 89,995 Due after five years through ten years 103,955 105,684 Due after ten years 546,051 543,489 $ 742,634 $ 742,356 HTM Securities Due in one year or less $ — $ — Due after one year through five years 2,250 2,284 Due after five years through ten years 1,143 1,146 Due after ten years 56,841 56,379 $ 60,234 $ 59,809

LOANS AND ALLOWANCE FOR LOAN 24

LOANS AND ALLOWANCE FOR LOAN LOSSES (Tables)	6 Months Ended
	Jun. 30, 2015
Loans and Leases Receivable Disclosure [Abstract]
Composition of Loan Portfolio, Excluding Residential Loans Held for Sale	The composition of the Company’s loan portfolio, excluding residential loans held for sale, at June 30, 2015 and December 31, 2014 was as follows: June 30, December 31, Residential real estate $ 587,720 $ 585,996 Commercial real estate 660,135 640,661 Commercial 262,187 257,515 Home equity 281,057 271,709 Consumer 16,384 17,257 Net deferred fees (476 ) (528 ) Total $ 1,807,007 $ 1,772,610
Summary of Activity in Allowance for Loan Losses	The following table presents the activity in the ALL and select loan information by portfolio segment for the three and six months ended June 30, 2015 and 2014, and for the year ended December 31, 2014: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer Unallocated Total For The Three and Six Months Ended June 30, 2015 ALL for the three months ended: Beginning balance $ 4,835 $ 4,761 $ 6,900 $ 2,247 $ 270 $ 2,252 $ 21,265 Loans charged off (179 ) (48 ) (84 ) (152 ) (11 ) — (474 ) Recoveries 17 54 78 — 3 — 152 Provision (benefit) (1) 16 (69 ) (117 ) 49 6 366 251 Ending balance $ 4,689 $ 4,698 $ 6,777 $ 2,144 $ 268 $ 2,618 $ 21,194 ALL for the six months ended: Beginning balance $ 4,899 $ 4,482 $ 6,823 $ 2,247 $ 281 $ 2,384 $ 21,116 Loans charged off (292 ) (103 ) (243 ) (241 ) (19 ) — (898 ) Recoveries 20 64 182 5 14 — 285 Provision (benefit) (1) 62 255 15 133 (8 ) 234 691 Ending balance $ 4,689 $ 4,698 $ 6,777 $ 2,144 $ 268 $ 2,618 $ 21,194 ALL balance attributable to loans: Individually evaluated for impairment $ 1,044 $ 336 $ 262 $ 343 $ 99 $ — $ 2,084 Collectively evaluated for impairment 3,645 4,362 6,515 1,801 169 2,618 19,110 Total ending ALL $ 4,689 $ 4,698 $ 6,777 $ 2,144 $ 268 $ 2,618 $ 21,194 Loans: Individually evaluated for impairment $ 7,937 $ 4,344 $ 1,768 $ 1,706 $ 251 $ — $ 16,006 Collectively evaluated for impairment 579,307 655,791 260,419 279,351 16,133 — 1,791,001 Total ending loans balance $ 587,244 $ 660,135 $ 262,187 $ 281,057 $ 16,384 $ — $ 1,807,007 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer Unallocated Total For The Three and Six Months Ended June 30, 2014 ALL for the three months ended: Beginning balance $ 5,411 $ 4,528 $ 6,292 $ 2,673 $ 310 $ 2,456 $ 21,670 Loans charged off (178 ) (5 ) (307 ) (44 ) (26 ) — (560 ) Recoveries 42 11 73 8 12 — 146 Provision (benefit) (1) (134 ) (173 ) 426 115 22 393 649 Ending balance $ 5,141 $ 4,361 $ 6,484 $ 2,752 $ 318 $ 2,849 $ 21,905 ALL for the six months ended: Beginning balance $ 5,603 $ 4,374 $ 6,220 $ 2,403 $ 319 $ 2,671 $ 21,590 Loans charged off (361 ) (176 ) (526 ) (106 ) (40 ) — (1,209 ) Recoveries 134 50 169 11 19 — 383 Provision (benefit) (1) (235 ) 113 621 444 20 178 1,141 Ending balance $ 5,141 $ 4,361 $ 6,484 $ 2,752 $ 318 $ 2,849 $ 21,905 ALL balance attributable to loans: Individually evaluated for impairment $ 1,346 $ 397 $ 578 $ 805 $ 138 $ — $ 3,264 Collectively evaluated for impairment 3,795 3,964 5,906 1,947 180 2,849 18,641 Total ending ALL $ 5,141 $ 4,361 $ 6,484 $ 2,752 $ 318 $ 2,849 $ 21,905 Loans: Individually evaluated for impairment $ 11,782 $ 7,334 $ 4,272 $ 2,142 $ 433 $ — $ 25,963 Collectively evaluated for impairment 555,377 596,806 229,587 271,637 17,395 — 1,670,802 Total ending loans balance $ 567,159 $ 604,140 $ 233,859 $ 273,779 $ 17,828 $ — $ 1,696,765 For The Year Ended December 31, 2014 ALL: Beginning balance $ 5,603 $ 4,374 $ 6,220 $ 2,403 $ 319 $ 2,671 $ 21,590 Loans charged off (785 ) (361 ) (1,544 ) (611 ) (143 ) — (3,444 ) Recoveries 165 135 395 19 32 — 746 Provision (benefit) (1) (84 ) 334 1,752 436 73 (287 ) 2,224 Ending balance $ 4,899 $ 4,482 $ 6,823 $ 2,247 $ 281 $ 2,384 $ 21,116 ALL balance attributable to loans: Individually evaluated for impairment $ 1,220 $ 251 $ 168 $ 496 $ 104 $ — $ 2,239 Collectively evaluated for impairment 3,679 4,231 6,655 1,751 177 2,384 18,877 Total ending ALL $ 4,899 $ 4,482 $ 6,823 $ 2,247 $ 281 $ 2,384 $ 21,116 Loans: Individually evaluated for impairment $ 9,656 $ 7,658 $ 1,853 $ 1,741 $ 271 $ — $ 21,179 Collectively evaluated for impairment 575,812 633,003 255,662 269,968 16,986 — 1,751,431 Total ending loans balance $ 585,468 $ 640,661 $ 257,515 $ 271,709 $ 17,257 $ — $ 1,772,610 (1) The provision (benefit) for loan losses excludes any impact for the change in the reserve for unfunded commitments, which represents management's estimate of the amount required to reflect the probable inherent losses on outstanding letters of credit and unused lines of credit. The reserve for unfunded commitments is presented within accrued interest and other liabilities on the consolidated statement of condition. At June 30, 2015 and 2014, and December 31, 2014, the reserve for unfunded commitments was $26,000 , $16,000 and $17,000 , respectively.
Schedule of Provision for Credit Losses [Table Text Block]	The following table reconciles the three and six months ended June 30, 2015 and 2014, and year ended December 31, 2014 provision for loan losses to the provision for credit losses as presented on the consolidated statement of income: Three Months Ended June 30, Six Months Ended Year Ended December 31, 2015 2014 2015 2014 2014 Provision for loan losses $ 251 $ 649 $ 691 $ 1,141 $ 2,224 Change in reserve for unfunded commitments 3 (6 ) 9 (5 ) (4 ) Provision for credit losses $ 254 $ 643 $ 700 $ 1,136 $ 2,220
Credit Risk Exposure Indicators by Portfolio Segment	The following table summarizes credit risk exposure indicators by portfolio segment as of the following dates: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer Total June 30, 2015 Pass (Grades 1-6) $ 576,814 $ 617,517 $ 249,918 $ — $ — $ 1,444,249 Performing — — — 279,351 16,133 295,484 Special Mention (Grade 7) 2,618 20,807 7,231 — — 30,656 Substandard (Grade 8) 7,812 21,811 5,038 — — 34,661 Non-performing — — — 1,706 251 1,957 Total $ 587,244 $ 660,135 $ 262,187 $ 281,057 $ 16,384 $ 1,807,007 December 31, 2014 Pass (Grades 1-6) $ 572,589 $ 606,387 $ 244,930 $ — $ — $ 1,423,906 Performing — — — 269,968 16,986 286,954 Special Mention (Grade 7) 3,579 4,690 6,023 — — 14,292 Substandard (Grade 8) 9,300 29,584 6,562 — — 45,446 Non-performing — — — 1,741 271 2,012 Total $ 585,468 $ 640,661 $ 257,515 $ 271,709 $ 17,257 $ 1,772,610
Loan Aging Analysis by Portfolio Segment (Including Loans Past Due Over Ninety Days and Non Accrual Loans) and Summary of Non Accrual Loans, Which Include Troubled Debt Restructured Loans, and Loans Past Due Over Ninety Days and Accruing	The following is a loan aging analysis by portfolio segment (including loans past due over 90 days and non-accrual loans) and a summary of non-accrual loans, which include TDRs, and loans past due over 90 days and accruing as of the following dates: 30-59 Days Past Due 60-89 Days Past Due Greater than 90 Days Total Past Due Current Total Loans Outstanding Loans > 90 Days Past Due and Accruing Non-Accrual Loans June 30, 2015 Residential real estate $ 1,192 $ 107 $ 3,506 $ 4,805 $ 582,439 $ 587,244 $ — $ 4,498 Commercial real estate 518 281 2,114 2,913 657,222 660,135 — 2,813 Commercial 607 261 1,178 2,046 260,141 262,187 — 1,425 Home equity 842 313 1,136 2,291 278,766 281,057 — 1,706 Consumer 44 — 251 295 16,089 16,384 — 251 Total $ 3,203 $ 962 $ 8,185 $ 12,350 $ 1,794,657 $ 1,807,007 $ — $ 10,693 December 31, 2014 Residential real estate $ 1,206 $ 426 $ 4,531 $ 6,163 $ 579,305 $ 585,468 $ — $ 6,056 Commercial real estate 1,696 — 3,791 5,487 635,174 640,661 — 7,043 Commercial 456 269 1,139 1,864 255,651 257,515 — 1,529 Home equity 889 88 1,129 2,106 269,603 271,709 — 1,741 Consumer 28 — 254 282 16,975 17,257 — 271 Total $ 4,275 $ 783 $ 10,844 $ 15,902 $ 1,756,708 $ 1,772,610 $ — $ 16,640
Troubled Debt Restructuring and Specific Reserve Related to TDRs [Table Text Block]	The following is a summary of TDRs, by portfolio segment, and the associated specific reserve included within the ALL as of: Number of Contracts Recorded Investment Specific Reserve June 30, 2015 December 31, 2014 June 30, December 31, 2014 June 30, December 31, 2014 Residential real estate 22 24 $ 3,551 $ 3,786 $ 592 $ 635 Commercial real estate 7 7 1,785 1,702 7 — Commercial 9 9 421 426 10 10 Consumer and home equity 1 1 27 29 — — Total 39 41 $ 5,784 $ 5,943 $ 609 $ 645
Summary of All Troubled Debt Restructuring Loans (Accruing and Non Accruing) by Portfolio Segment	The following represents loan modifications that occurred during the six months ended June 30, 2015 and 2014 that qualify as TDRs, by portfolio segment, and the associated specific reserve included within the ALL: Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Specific Reserve June 30, June 30, June 30, June 30, June 30, June 30, June 30, June 30, For the six months ended: Residential real estate — 1 $ — $ 136 $ — $ 149 $ — $ 45 Total — 1 $ — $ 136 $ — $ 149 $ — $ 45
Summary of Impaired Loan Balances and Associated Allowance by Portfolio Segment	The following is a summary of impaired loan balances and associated allowance by portfolio segment as of and for the three and six months ended June 30, 2015 and 2014: Three Months Ended Six Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (1) Average Interest June 30, 2015: With an allowance recorded: Residential real estate $ 6,486 $ 6,486 $ 1,044 $ 7,618 $ 27 $ 7,262 $ 56 Commercial real estate 1,778 1,811 336 2,161 — 2,080 — Commercial 1,185 1,185 262 1,320 1 1,272 1 Home equity 1,023 1,023 343 1,410 — 1,198 — Consumer 234 235 99 248 — 242 — Ending Balance 10,706 10,740 2,084 12,757 28 12,054 57 Without an allowance recorded: Residential real estate 1,451 1,865 — 1,774 2 1,663 4 Commercial real estate 2,566 2,656 — 3,102 27 2,769 35 Commercial 583 712 — 503 4 544 8 Home equity 683 927 — 303 — 474 — Consumer 17 37 — 17 — 17 — Ending Balance 5,300 6,197 — 5,699 33 5,467 47 Total impaired loans $ 16,006 $ 16,937 $ 2,084 $ 18,456 $ 61 $ 17,521 $ 104 June 30, 2014: With an allowance recorded: Residential real estate $ 8,964 $ 8,964 $ 1,346 $ 9,653 $ 35 $ 10,273 $ 64 Commercial real estate 5,734 5,734 397 6,371 (4 ) 6,812 1 Commercial 3,886 3,886 578 3,273 5 2,618 10 Home equity 1,704 1,704 805 1,671 — 1,614 — Consumer 416 416 138 417 — 422 — Ending Balance 20,704 20,704 3,264 21,385 36 21,739 75 Without an allowance recorded: Residential real estate 2,818 3,177 — 2,924 (2 ) 2,634 3 Commercial real estate 1,600 1,984 — 1,466 19 1,601 29 Commercial 386 478 — 387 1 478 2 Home equity 438 645 — 425 — 421 — Consumer 17 37 — 17 — 17 — Ending Balance 5,259 6,321 — 5,219 18 5,151 34 Total impaired loans $ 25,963 $ 27,025 $ 3,264 $ 26,604 $ 54 $ 26,890 $ 109 (1) Negative interest income represents the re-allocation of income between "with an allowance recorded" and "without an allowance recorded" (or vice versa) during the period. The following is a summary of impaired loan balances and associated allowance by portfolio segment as of and for the year ended December 31, 2014 : Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized With an allowance recorded: Residential real estate $ 7,713 $ 7,713 $ 1,220 $ 9,524 $ 125 Commercial real estate 3,419 3,419 251 4,911 — Commercial 1,390 1,390 168 2,466 8 Home equity 1,410 1,410 496 1,545 — Consumer 254 254 104 358 — Ending Balance 14,186 14,186 2,239 18,804 133 Without an allowance recorded: Residential real estate 1,943 2,604 — 2,257 13 Commercial real estate 4,239 4,502 — 2,869 59 Commercial 463 606 — 791 11 Home equity 331 581 — 399 — Consumer 17 37 — 21 — Ending Balance 6,993 8,330 — 6,337 83 Total impaired loans $ 21,179 $ 22,516 $ 2,239 $ 25,141 $ 216

GOODWILL AND OTHER INTANGIBLE25

GOODWILL AND OTHER INTANGIBLE ASSESTS (Tables)	6 Months Ended
	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Changes in Goodwill	Goodwill as of June 30, 2015 and December 31, 2014 for each reporting unit is shown in the table below: Goodwill Banking Financial Services Total June 30, 2015 and December 31, 2014: Goodwill, gross $ 40,902 $ 7,474 $ 48,376 Accumulated impairment losses — (3,570 ) (3,570 ) Reported goodwill at June 30, 2015 and December 31, 2014 $ 40,902 $ 3,904 $ 44,806
Changes in Core Deposit Intangible and Trust Relationship Intangible	The changes in core deposit and trust relationship intangible assets for the six months ended June 30, 2015 are shown in the table below: Core Deposit Intangible Trust Relationship Intangible Total Accumulated Amortization Net Total Accumulated Amortization Net Balance at December 31, 2014 $ 17,300 $ (14,161 ) $ 3,139 $ 753 $ (527 ) $ 226 2015 amortization — (537 ) (537 ) — (38 ) (38 ) Balance at June 30, 2015 $ 17,300 $ (14,698 ) $ 2,602 $ 753 $ (565 ) $ 188
Expected Amortization Schedule for Intangible Assets	The following table reflects the expected amortization of core deposit and trust relationship intangible assets over their respective estimated remaining useful lives as of June 30, 2015 : Core Deposit Intangible Trust Relationship Intangible 2015 $ 537 $ 38 2016 1,073 75 2017 992 75 Total $ 2,602 $ 188

REGULATORY CAPITAL (Tables)

REGULATORY CAPITAL (Tables)	6 Months Ended
	Jun. 30, 2015
Regulatory Capital Requirements [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	Current Regulatory Guidance Prior Regulatory Guidance June 30, Minimum Regulatory Capital Required Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Camden National Corporation: Total risk-based capital ratio 14.78 % 8.00 % N/A 15.16 % 8.00 % N/A Tier I risk-based capital ratio 13.66 % 6.00 % N/A 13.97 % 4.00 % N/A Common equity Tier I risk-based capital ratio (1) 11.40 % 4.50 % N/A N/A N/A N/A Tier I leverage capital ratio 9.39 % 4.00 % N/A 9.26 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio 13.45 % 8.00 % 10.00 % 13.85 % 8.00 % 10.00 % Tier I risk-based capital ratio 12.33 % 6.00 % 8.00 % 12.65 % 4.00 % 6.00 % Common equity Tier I risk-based capital ratio (1) 12.33 % 4.50 % 6.50 % N/A N/A N/A Tier I leverage capital ratio 8.48 % 4.00 % 5.00 % 8.38 % 4.00 % 5.00 % (1) Common equity Tier I risk-based capital ratio was a new risk-based capital ratio implemented with Basel III on January 1, 2015.

EMPLOYEE BENEFIT PLANS (Tables)

EMPLOYEE BENEFIT PLANS (Tables)	6 Months Ended
	Jun. 30, 2015
Compensation and Retirement Disclosure [Abstract]
Components of Net Period Benefit Cost	The components of net period benefit cost for the periods ended June 30, 2015 and 2014 were as follows: Supplemental Executive Retirement Plan: Three Months Ended Six Months Ended June 30, Net periodic benefit cost 2015 2014 2015 2014 Service cost $ 77 $ 67 $ 154 $ 134 Interest cost 106 114 212 228 Recognized net actuarial loss 54 35 108 70 Recognized prior service cost 5 5 10 10 Net period benefit cost (1) $ 242 $ 221 $ 484 $ 442 (1) Presented within the consolidated statements of income within salaries and employee benefits. Other Postretirement Benefit Plan: Three Months Ended June 30, Six Months Ended June 30, Net periodic benefit cost 2015 2014 2015 2015 Service cost $ 15 $ 11 $ 30 $ 22 Interest cost 29 33 58 66 Recognized net actuarial loss 6 2 12 4 Amortization of prior service credit (6 ) (10 ) (12 ) (10 ) Net period benefit cost (1) $ 44 $ 36 $ 88 $ 82 (1) Presented within the consolidated statements of income within salaries and employee benefits.

FAIR VALUE MEASUREMENT (Tables)

FAIR VALUE MEASUREMENT (Tables)	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis	The following table summarizes financial assets and financial liabilities measured at fair value on a recurring basis as of June 30, 2015 and December 31, 2014 , segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value: Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2015 Financial assets: Loans held for sale $ 1,426 $ — $ 1,426 $ — AFS securities: Obligations of U.S. government-sponsored enterprises 5,051 — 5,051 — Obligations of states and political subdivisions 21,673 — 21,673 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 383,267 — 383,267 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 326,873 — 326,873 — Private issue collateralized mortgage obligations 5,492 — 5,492 — Customer interest rate swap agreements 780 — 780 — Financial liabilities: Interest rate swap agreements 7,991 — 7,991 — Forward-starting interest rate swap agreements 348 — 348 — Customer interest rate swap agreements 780 — 780 — December 31, 2014 Financial assets: AFS securities: Obligations of U.S. government-sponsored enterprises $ 5,027 $ — $ 5,027 $ — Obligations of states and political subdivisions 26,777 — 26,777 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 381,308 — 381,308 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 343,897 — 343,897 — Private issue collateralized mortgage obligations 6,054 — 6,054 — Customer interest rate swap agreements 1,140 — 1,140 — Financial liabilities: Interest rate swap agreements 9,143 — 9,143 — Customer interest rate swap agreements 1,140 — 1,140 —
Summary of Assets Measured at Fair Value on Non Recurring Basis	The table below highlights financial and non-financial assets measured and recorded at fair value on a non-recurring basis as of June 30, 2015 and December 31, 2014 . Not included in the table below because they were not recorded at fair value at June 30, 2015 and December 31, 2014 are: (i) impaired loans of $13.6 million and $17.6 million, respectively; (ii) MSRs reported of $141,000 and $319,000 , respectively; and (iii) OREO properties of $0 and $305,000 , respectively. Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2015 Financial assets: Collateral-dependent impaired loans $ 2,436 $ — $ — $ 2,436 MSRs (1) 387 — 387 — Non-financial assets: OREO 651 — — 651 December 31, 2014 Financial assets: Collateral-dependent impaired loans $ 3,581 $ — $ — $ 3,581 MSRs (1) 173 — 173 — Non-financial assets: OREO 1,282 — — 1,282 (1) Represents MSRs deemed to be impaired and a valuation allowance established to carry at fair value.
Valuation Methodology and Unobservable Inputs for Level Three Assets Measured at Fair Value on Non Recurring Basis	The following table presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at June 30, 2015 and December 31, 2014: Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) June 30, 2015 Collateral-dependent impaired loans: Partially charged-off $ 1,225 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 0 - 10% (8%) Specifically reserved 1,211 Market approach appraisal of collateral Management adjustment of appraisal 0 - 50% (14%) Estimated selling costs 10% (10%) OREO 651 Market approach appraisal of collateral Management adjustment of appraisal 0 - 28% (10%) Estimated selling cost 6 - 10% (10%) December 31, 2014 Collateral-dependent impaired loans: Partially charged-off $ 1,569 Market approach appraisal of collateral Management adjustment 0 - 17% (0%) Estimated selling costs 10% (10%) Specifically reserved 2,012 Market approach appraisal of collateral Management adjustment 0 - 50% (22%) Estimated selling costs 10% (10%) OREO 1,282 Market approach appraisal of collateral Management adjustment 0 - 68% (21%) Estimated selling costs 6 - 10% (9%)
Carrying Amounts and Estimated Fair Value for Financial Instrument Assets and Liabilities	The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at June 30, 2015 : Carrying Amount Fair Value Readily Available Market Prices (Level 1) Observable Market Prices (Level 2) Company Determined Market Prices (Level 3) Financial assets: Cash and due from banks $ 55,495 $ 55,495 $ 55,495 $ — $ — AFS securities 742,356 742,356 — 742,356 — HTM securities 60,234 59,809 — 59,809 — Loans held for sale 1,426 1,426 — 1,426 — Residential real estate loans 581,894 592,135 — — 592,135 Commercial real estate loans 654,775 648,031 — — 648,031 Commercial loans 254,455 253,203 — — 253,203 Home equity loans 278,611 280,108 — — 280,108 Consumer loans 16,078 16,450 — — 16,450 MSRs (1) 528 1,360 — 1,360 — Interest receivable 6,752 6,752 — 6,752 — Customer interest rate swap agreements 780 780 — 780 — Financial liabilities: Deposits $ 1,981,131 $ 1,982,300 $ 1,383,678 $ 598,622 $ — FHLB advances 56,001 57,527 — 57,527 — Commercial repurchase agreements 30,075 31,061 — 31,061 — Other borrowed funds 433,946 434,349 434,349 — Junior subordinated debentures 44,075 44,075 — 44,075 — Interest payable 511 511 511 — — Interest rate swap agreements 7,991 7,991 — 7,991 — Forward-starting interest rate swap agreements 348 348 — 348 — Customer interest rate swap agreements 780 780 — 780 — (1) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount. The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at December 31, 2014: Carrying Amount Fair Value Readily Available Market Prices (Level 1) Observable Market Prices (Level 2) Company Determined Market Prices (Level 3) Financial assets: Cash and due from banks $ 60,813 $ 60,813 $ 60,813 $ — $ — AFS securities 763,063 763,063 — 763,063 — HTM securities 20,179 20,425 — 20,425 — Residential real estate loans 579,946 596,172 — — 596,172 Commercial real estate loans 635,609 631,434 — — 631,434 Commercial loans 249,823 244,713 — — 244,713 Home equity loans 269,176 270,904 — — 270,904 Consumer loans 16,940 17,007 — — 17,007 MSRs (1) 493 1,447 — 1,447 — Interest receivable 6,017 6,017 — 6,017 — Customer interest rate swap agreement 1,140 1,140 — 1,140 — Financial liabilities: Deposits $ 1,932,097 $ 1,933,805 $ 1,361,604 $ 572,201 $ — FHLB advances 56,039 57,986 — 57,986 — Commercial repurchase agreements 30,097 31,395 — 31,395 — Other borrowed funds 446,842 446,909 446,909 — — Junior subordinated debentures 44,024 44,024 — 44,024 — Interest payable 537 537 537 — — Interest rate swap agreements 9,143 9,143 — 9,143 — Customer interest rate swap agreement 1,140 1,140 — 1,140 — (1) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount.

COMMITMENTS AND CONTINGENCIES (

COMMITMENTS AND CONTINGENCIES (Tables)	6 Months Ended
	Jun. 30, 2015
Commitments and Contingencies Disclosure [Abstract]
Summary of Contractual and Notional Amounts of Financial Instruments	The following is a summary of the contractual and notional amounts of the Company’s financial instruments: June 30, December 31, Lending-Related Instruments: Loan origination commitments and unadvanced lines of credit: Home equity $ 328,193 $ 303,815 Commercial and commercial real estate 64,232 47,066 Residential 17,800 10,975 Letters of credit 3,553 3,103 Other commitments 610 1,305 Derivative Financial Instruments: Interest rate swaps 43,000 43,000 Forward-starting interest rate swaps 50,000 — Customer loan swaps 79,834 58,234
Summary of Derivative Financial Instruments	The terms of the interest rate swap agreements are as follows: June 30, 2015 Notional Trade Maturity Date Variable Index Fixed Rate Fair Value (1) $ 25,000 2/25/2015 2/25/2018 30-Day FHLBB 1.54% $ (165 ) 25,000 2/25/2015 2/25/2019 30-Day FHLBB 1.74% (183 ) $ 50,000 $ (348 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. The terms of the interest rate swap agreements are as follows: June 30, 2015 December 31, 2014 Notional Trade Maturity Date Variable Index Fixed Rate Fair Value (1) Fair Value (1) $ 10,000 3/18/2009 6/30/2021 3-Month USD LIBOR 5.09% $ (1,022 ) $ (1,092 ) 10,000 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% (2,203 ) (2,511 ) 10,000 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% (2,105 ) (2,434 ) 5,000 3/14/2011 3/30/2031 3-Month USD LIBOR 4.35% (1,107 ) (1,279 ) 8,000 5/4/2011 7/7/2031 3-Month USD LIBOR 4.14% (1,554 ) (1,827 ) $ 43,000 $ (7,991 ) $ (9,143 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition.

EARNINGS PER SHARE (Computation

EARNINGS PER SHARE (Computation of Basic and Diluted Earnings Per Share) (Details) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Earnings Per Share, Basic, by Common Class, Including Two Class Method [Line Items]
Net income		$ 7,193	$ 6,316	$ 12,804	$ 12,031
Dividends and undistributed earnings allocated to participating securities	[1]	(23)	(19)	(40)	(37)
Net income available to common shareholders		$ 7,170	$ 6,297	$ 12,764	$ 11,994
Weighted-average common shares outstanding for basic EPS		7,446,156	7,430,709	7,438,626	7,479,461
Dilutive effect of stock-based awards (shares)	[2]	21,209	19,930	20,838	20,857
Weighted-average common and potential common shares for diluted EPS (shares)		7,467,365	7,450,639	7,459,464	7,500,318
Basic EPS (in dollars per share)		$ 0.97	$ 0.85	$ 1.72	$ 1.60
Diluted EPS (in dollars per share)		$ 0.96	$ 0.85	$ 1.71	$ 1.60
Employee Stock Option
Earnings Per Share, Basic, by Common Class, Including Two Class Method [Line Items]
Stock options (shares)	[3]	15,250	14,750	15,250	14,750
[1]	Represents dividends paid and undistributed earnings allocated to nonvested stock-based awards that contain non-forfeitable rights to dividends.
[2]	Represents the effect of the assumed exercise of stock options, vesting of restricted shares, vesting of restricted stock units, and vesting of LTIP awards that have met the performance criteria, as applicable, utilizing the treasury stock method.
[3]	Represents stock-based awards not included in the computation of potential common shares for purposes of calculating diluted EPS as the exercise prices were greater than the average market price of the Company's common stock.

SECURITIES (Summary of Amortize

SECURITIES (Summary of Amortized Costs and Estimated Fair Values of Available-For-Sale Securities) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	$ 742,634	$ 763,553
Available-for-sale, Unrealized Gains	7,204	7,434
Available-for-sale, Unrealized Losses	(7,482)	(7,924)
Available-for-sale, Fair Value	742,356	763,063
Held-to-maturity securities, at amortized cost	60,234	20,179
Held-to-maturity securities, Unrealized Gains	277	265
Held-to-maturity securities, Unrealized Losses	(702)	(19)
Held-to-maturity Securities, Fair Value	59,809	20,425
Obligations of U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	4,967	4,962
Available-for-sale, Unrealized Gains	84	65
Available-for-sale, Unrealized Losses	0	0
Available-for-sale, Fair Value	5,051	5,027
Obligations of states and political subdivisions
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	21,192	26,080
Available-for-sale, Unrealized Gains	481	697
Available-for-sale, Unrealized Losses	0	0
Available-for-sale, Fair Value	21,673	26,777
Held-to-maturity securities, at amortized cost	60,234	20,179
Held-to-maturity securities, Unrealized Gains	277	265
Held-to-maturity securities, Unrealized Losses	(702)	(19)
Held-to-maturity Securities, Fair Value	59,809	20,425
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	381,403	377,657
Available-for-sale, Unrealized Gains	5,083	5,656
Available-for-sale, Unrealized Losses	(3,219)	(2,005)
Available-for-sale, Fair Value	383,267	381,308
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	329,577	348,855
Available-for-sale, Unrealized Gains	1,483	953
Available-for-sale, Unrealized Losses	(4,187)	(5,911)
Available-for-sale, Fair Value	326,873	343,897
Private issue collateralized mortgage obligations
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	5,495	5,999
Available-for-sale, Unrealized Gains	73	63
Available-for-sale, Unrealized Losses	(76)	(8)
Available-for-sale, Fair Value	$ 5,492	$ 6,054

SECURITIES (Schedule of Unreali

SECURITIES (Schedule of Unrealized Gross Losses and Estimated Fair values of Investment Securities) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	$ 156,166	$ 120,364
Unrealized Losses - Less Than 12 Months	(1,748)	(611)
Fair Value - 12 Months of More	213,320	307,951
Unrealized Losses - 12 Months or More	(5,734)	(7,313)
Fair Value	369,486	428,315
Unrealized losses	(7,482)	(7,924)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	40,243	5,756
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(702)	(19)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	40,243	5,756
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	(702)	(19)
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	120,190	42,856
Unrealized Losses - Less Than 12 Months	(1,360)	(171)
Fair Value - 12 Months of More	58,881	125,439
Unrealized Losses - 12 Months or More	(1,859)	(1,834)
Fair Value	179,071	168,295
Unrealized losses	(3,219)	(2,005)
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	34,272	75,723
Unrealized Losses - Less Than 12 Months	(312)	(432)
Fair Value - 12 Months of More	154,439	182,512
Unrealized Losses - 12 Months or More	(3,875)	(5,479)
Fair Value	188,711	258,235
Unrealized losses	(4,187)	(5,911)
Private issue collateralized mortgage obligations
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	1,704	1,785
Unrealized Losses - Less Than 12 Months	(76)	(8)
Fair Value - 12 Months of More	0	0
Unrealized Losses - 12 Months or More	0	0
Fair Value	1,704	1,785
Unrealized losses	(76)	(8)
Obligations of states and political subdivisions
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	40,243	5,756
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(702)	(19)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	40,243	5,756
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (702)	$ (19)

SECURITIES (Schedule of Company

SECURITIES (Schedule of Company's Sales of Securities) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Investments, Debt and Equity Securities [Abstract]
Investment Securities Sold, Carrying Amount	$ 0	$ 16,000	$ 0	$ 25,200
Proceeds from sales of securities	0	16,258	0	25,695
Gross realized gains	0	285	0	451
Gross realized losses	$ 0	$ 0	$ 0	$ 0

SECURITIES (Schedule of Amortiz

SECURITIES (Schedule of Amortized Cost and Estimated Fair Values of Debt Securities by Contractual Maturity) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Available-for-sale, Amortized Cost
Due in one year or less	$ 3,131
Due after one year through five years	89,497
Due after five years through ten years	103,955
Due after ten years	546,051
Amortized cost, total	742,634
Available-for-sale, Fair Value
Due in one year or less	3,188
Due after one year through five years	89,995
Due after five years through ten years	105,684
Due after ten years	543,489
Fair value, total	742,356
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]
Due in one year or less	0
Due after one year through five years	2,250
Due after five years through ten years	1,143
Due after ten years	56,841
Held-to-maturity securities, at amortized cost	60,234	$ 20,179
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value [Abstract]
Due in one year or less	0
Due after one year through five years	2,284
Due after five years through ten years	1,146
Due after ten years	56,379
Held-to-maturity Securities, Fair Value	$ 59,809	$ 20,425

SECURITIES (Narrative) (Detail)

SECURITIES (Narrative) (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)security	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)security	Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)
Schedule of Investments [Line Items]
Net unrealized gains (losses) on available-for-sale securities, net of tax	$ (181,000)		$ (181,000)		$ (319,000)
Deferred tax assets, unrealized losses on available for sale securities	$ 97,000		97,000		172,000
Payments to acquire investments			$ 96,200,000
AFS securities in unrealized loss positions, number of positions | security	137		137
AFS and HTM securities in continuous unrealized loss position	$ 409,700,000		$ 409,700,000
AFS and HTM Securities unrealized loss accumulated in investments	$ 8,200,000		$ 8,200,000
Unrealized Loss as a Percent of Amortized Cost	1.00%		1.00%
Fair Value - 12 Months of More	$ 213,320,000		$ 213,320,000		307,951,000
OTTI, investments, available-for-sale securities			0	$ 0
Investment securities sold, carrying amount	0	$ 16,000,000	0	25,200,000
Gain (loss) on investments	0	$ 285,000	0	$ 451,000
Security pledged as collateral, amortized cost	479,600,000		479,600,000		486,200,000
Security pledged as collateral, fair value	$ 478,700,000		$ 478,700,000		485,600,000
Mortgage Backed Securities and Collateralized Mortgage Obligations [Member]
Schedule of Investments [Line Items]
AFS securities in unrealized loss positions, number of positions greater than or equal to one year | security	36		36
Fair Value - 12 Months of More	$ 213,300,000		$ 213,300,000
Private issue collateralized mortgage obligations
Schedule of Investments [Line Items]
AFS securities in unrealized loss positions, number of positions greater than or equal to one year | security	0		0
Fair Value - 12 Months of More	$ 0		$ 0		$ 0
Available-for-sale Securities
Schedule of Investments [Line Items]
Payments to acquire investments			56,000,000
Held-to-maturity Securities
Schedule of Investments [Line Items]
Payments to acquire investments			$ 40,200,000

LOANS AND ALLOWANCE FOR LOAN 36

LOANS AND ALLOWANCE FOR LOAN LOSSES (Composition of Loan Portfolio) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Net deferred fees	$ (476)	$ (528)
Loans	1,807,007	1,772,610	$ 1,696,765
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	587,720	585,996
Loans	587,244	585,468	567,159
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	660,135	640,661
Loans	660,135	640,661	604,140
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	262,187	257,515
Loans	262,187	257,515	233,859
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	281,057	271,709
Loans	281,057	271,709	273,779
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	16,384	17,257
Loans	$ 16,384	$ 17,257	$ 17,828

LOANS AND ALLOWANCE FOR LOAN 37

LOANS AND ALLOWANCE FOR LOAN LOSSES (Activity in Allowance for Loan Losses by Portfolio Segment) (Details) - USD ($)		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Reserve for unfunded commitments		$ 26,000	$ 16,000	$ 26,000	$ 16,000	$ 17,000
Activity in ALL:
Beginning balance		21,265,000	21,670,000	21,116,000	21,590,000	21,590,000
Loans charged off		(474,000)	(560,000)	(898,000)	(1,209,000)	(3,444,000)
Recoveries		152,000	146,000	285,000	383,000	746,000
Provision (benefit)(1)	[1]	251,000	649,000	691,000	1,141,000	2,224,000
Ending balance		21,194,000	21,905,000	21,194,000	21,905,000	21,116,000
Ending Balance: Individually evaluated for impairment		2,084,000	3,264,000	2,084,000	3,264,000	2,239,000
Ending Balance: Collectively evaluated for impairment		19,110,000	18,641,000	19,110,000	18,641,000	18,877,000
Ending Balance: Individually evaluated for impairment		16,006,000	25,963,000	16,006,000	25,963,000	21,179,000
Ending Balance: Collectively evaluated for impairment		1,791,001,000	1,670,802,000	1,791,001,000	1,670,802,000	1,751,431,000
Total Loans Outstanding		1,807,007,000	1,696,765,000	1,807,007,000	1,696,765,000	1,772,610,000
Residential Real Estate
Activity in ALL:
Beginning balance		4,835,000	5,411,000	4,899,000	5,603,000	5,603,000
Loans charged off		(179,000)	(178,000)	(292,000)	(361,000)	(785,000)
Recoveries		17,000	42,000	20,000	134,000	165,000
Provision (benefit)(1)		16,000	(134,000)	62,000	(235,000)	(84,000)
Ending balance		4,689,000	5,141,000	4,689,000	5,141,000	4,899,000
Ending Balance: Individually evaluated for impairment		1,044,000	1,346,000	1,044,000	1,346,000	1,220,000
Ending Balance: Collectively evaluated for impairment		3,645,000	3,795,000	3,645,000	3,795,000	3,679,000
Ending Balance: Individually evaluated for impairment		7,937,000	11,782,000	7,937,000	11,782,000	9,656,000
Ending Balance: Collectively evaluated for impairment		579,307,000	555,377,000	579,307,000	555,377,000	575,812,000
Total Loans Outstanding		587,244,000	567,159,000	587,244,000	567,159,000	585,468,000
Commercial Real Estate
Activity in ALL:
Beginning balance		4,761,000	4,528,000	4,482,000	4,374,000	4,374,000
Loans charged off		(48,000)	(5,000)	(103,000)	(176,000)	(361,000)
Recoveries		54,000	11,000	64,000	50,000	135,000
Provision (benefit)(1)		(69,000)	(173,000)	255,000	113,000	334,000
Ending balance		4,698,000	4,361,000	4,698,000	4,361,000	4,482,000
Ending Balance: Individually evaluated for impairment		336,000	397,000	336,000	397,000	251,000
Ending Balance: Collectively evaluated for impairment		4,362,000	3,964,000	4,362,000	3,964,000	4,231,000
Ending Balance: Individually evaluated for impairment		4,344,000	7,334,000	4,344,000	7,334,000	7,658,000
Ending Balance: Collectively evaluated for impairment		655,791,000	596,806,000	655,791,000	596,806,000	633,003,000
Total Loans Outstanding		660,135,000	604,140,000	660,135,000	604,140,000	640,661,000
Commercial
Activity in ALL:
Beginning balance		6,900,000	6,292,000	6,823,000	6,220,000	6,220,000
Loans charged off		(84,000)	(307,000)	(243,000)	(526,000)	(1,544,000)
Recoveries		78,000	73,000	182,000	169,000	395,000
Provision (benefit)(1)		(117,000)	426,000	15,000	621,000	1,752,000
Ending balance		6,777,000	6,484,000	6,777,000	6,484,000	6,823,000
Ending Balance: Individually evaluated for impairment		262,000	578,000	262,000	578,000	168,000
Ending Balance: Collectively evaluated for impairment		6,515,000	5,906,000	6,515,000	5,906,000	6,655,000
Ending Balance: Individually evaluated for impairment		1,768,000	4,272,000	1,768,000	4,272,000	1,853,000
Ending Balance: Collectively evaluated for impairment		260,419,000	229,587,000	260,419,000	229,587,000	255,662,000
Total Loans Outstanding		262,187,000	233,859,000	262,187,000	233,859,000	257,515,000
Home Equity
Activity in ALL:
Beginning balance		2,247,000	2,673,000	2,247,000	2,403,000	2,403,000
Loans charged off		(152,000)	(44,000)	(241,000)	(106,000)	(611,000)
Recoveries		0	8,000	5,000	11,000	19,000
Provision (benefit)(1)		49,000	115,000	133,000	444,000	436,000
Ending balance		2,144,000	2,752,000	2,144,000	2,752,000	2,247,000
Ending Balance: Individually evaluated for impairment		343,000	805,000	343,000	805,000	496,000
Ending Balance: Collectively evaluated for impairment		1,801,000	1,947,000	1,801,000	1,947,000	1,751,000
Ending Balance: Individually evaluated for impairment		1,706,000	2,142,000	1,706,000	2,142,000	1,741,000
Ending Balance: Collectively evaluated for impairment		279,351,000	271,637,000	279,351,000	271,637,000	269,968,000
Total Loans Outstanding		281,057,000	273,779,000	281,057,000	273,779,000	271,709,000
Consumer
Activity in ALL:
Beginning balance		270,000	310,000	281,000	319,000	319,000
Loans charged off		(11,000)	(26,000)	(19,000)	(40,000)	(143,000)
Recoveries		3,000	12,000	14,000	19,000	32,000
Provision (benefit)(1)		6,000	22,000	(8,000)	20,000	73,000
Ending balance		268,000	318,000	268,000	318,000	281,000
Ending Balance: Individually evaluated for impairment		99,000	138,000	99,000	138,000	104,000
Ending Balance: Collectively evaluated for impairment		169,000	180,000	169,000	180,000	177,000
Ending Balance: Individually evaluated for impairment		251,000	433,000	251,000	433,000	271,000
Ending Balance: Collectively evaluated for impairment		16,133,000	17,395,000	16,133,000	17,395,000	16,986,000
Total Loans Outstanding		16,384,000	17,828,000	16,384,000	17,828,000	17,257,000
Unallocated
Activity in ALL:
Beginning balance		2,252,000	2,456,000	2,384,000	2,671,000	2,671,000
Loans charged off		0	0	0	0	0
Recoveries		0	0	0	0	0
Provision (benefit)(1)		366,000	393,000	234,000	178,000	(287,000)
Ending balance		2,618,000	2,849,000	2,618,000	2,849,000	2,384,000
Ending Balance: Individually evaluated for impairment		0	0	0	0	0
Ending Balance: Collectively evaluated for impairment		2,618,000	2,849,000	2,618,000	2,849,000	2,384,000
Ending Balance: Individually evaluated for impairment		0	0	0	0	0
Ending Balance: Collectively evaluated for impairment		0	0	0	0	0
Total Loans Outstanding		$ 0	$ 0	$ 0	$ 0	$ 0
[1]	(1) The provision (benefit) for loan losses excludes any impact for the change in the reserve for unfunded commitments, which represents management's estimate of the amount required to reflect the probable inherent losses on outstanding letters of credit and unused lines of credit. The reserve for unfunded commitments is presented within accrued interest and other liabilities on the consolidated statement of condition. At June 30, 2015 and 2014, and December 31, 2014, the reserve for unfunded commitments was $26,000, $16,000 and $17,000, respectively.

LOANS AND ALLOWANCE FOR LOAN 38

LOANS AND ALLOWANCE FOR LOAN LOSSES LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Provision for Credit Losses) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
LOANS AND ALLOWANCE FOR LOAN LOSSES [Abstract]
Provision (benefit)(1)	[1]	$ 251	$ 649	$ 691	$ 1,141	$ 2,224
Provision for Other Credit Losses		3	(6)	9	(5)	(4)
Provision for Loan, Lease, and Other Losses		$ 254	$ 643	$ 700	$ 1,136	$ 2,220
[1]	(1) The provision (benefit) for loan losses excludes any impact for the change in the reserve for unfunded commitments, which represents management's estimate of the amount required to reflect the probable inherent losses on outstanding letters of credit and unused lines of credit. The reserve for unfunded commitments is presented within accrued interest and other liabilities on the consolidated statement of condition. At June 30, 2015 and 2014, and December 31, 2014, the reserve for unfunded commitments was $26,000, $16,000 and $17,000, respectively.

LOANS AND ALLOWANCE FOR LOAN 39

LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Credit Risk Exposure Indicators by Portfolio Segment) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 1,807,007	$ 1,772,610	$ 1,696,765
Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	1,444,249	1,423,906
Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	295,484	286,954
Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	30,656	14,292
Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	34,661	45,446
Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	1,957	2,012
Residential Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	587,244	585,468	567,159
Residential Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	576,814	572,589
Residential Real Estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Residential Real Estate | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	2,618	3,579
Residential Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	7,812	9,300
Residential Real Estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	660,135	640,661	604,140
Commercial Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	617,517	606,387
Commercial Real Estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial Real Estate | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	20,807	4,690
Commercial Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	21,811	29,584
Commercial Real Estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans	262,187	257,515	233,859
Commercial | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	249,918	244,930
Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	7,231	6,023
Commercial | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	5,038	6,562
Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans	281,057	271,709	273,779
Home Equity | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Home Equity | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	279,351	269,968
Home Equity | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Home Equity | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Home Equity | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	1,706	1,741
Consumer
Financing Receivable, Recorded Investment [Line Items]
Loans	16,384	17,257	$ 17,828
Consumer | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Consumer | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	16,133	16,986
Consumer | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Consumer | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Consumer | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 251	$ 271

LOANS AND ALLOWANCE FOR LOAN 40

LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Loan Aging Analysis by Portfolio Segment) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	$ 3,203	$ 4,275
60-89 Days Past Due	962	783
Greater than 90 Days	8,185	10,844
Total Past Due	12,350	15,902
Current	1,794,657	1,756,708
Total Loans Outstanding	1,807,007	1,772,610	$ 1,696,765
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	10,693	16,640
Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	1,192	1,206
60-89 Days Past Due	107	426
Greater than 90 Days	3,506	4,531
Total Past Due	4,805	6,163
Current	582,439	579,305
Total Loans Outstanding	587,244	585,468	567,159
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	4,498	6,056
Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	518	1,696
60-89 Days Past Due	281	0
Greater than 90 Days	2,114	3,791
Total Past Due	2,913	5,487
Current	657,222	635,174
Total Loans Outstanding	660,135	640,661	604,140
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	2,813	7,043
Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	607	456
60-89 Days Past Due	261	269
Greater than 90 Days	1,178	1,139
Total Past Due	2,046	1,864
Current	260,141	255,651
Total Loans Outstanding	262,187	257,515	233,859
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	1,425	1,529
Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	842	889
60-89 Days Past Due	313	88
Greater than 90 Days	1,136	1,129
Total Past Due	2,291	2,106
Current	278,766	269,603
Total Loans Outstanding	281,057	271,709	273,779
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	1,706	1,741
Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	44	28
60-89 Days Past Due	0	0
Greater than 90 Days	251	254
Total Past Due	295	282
Current	16,089	16,975
Total Loans Outstanding	16,384	17,257	$ 17,828
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	$ 251	$ 271

LOANS AND ALLOWANCE FOR LOAN 41

LOANS AND ALLOWANCE FOR LOAN LOSSES (Summary of All Troubled Debt Restructuring Loans) (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)loan	Jun. 30, 2014loan	Jun. 30, 2015USD ($)loan	Jun. 30, 2014USD ($)loan	Dec. 31, 2014USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	39		39		41
Recorded Investment	$ 5,784		$ 5,784		$ 5,943
Specific Reserve	$ 609		$ 609		$ 645
Number of Contracts | loan	0	0	0	1
Pre-Modification Outstanding Recorded Investment			$ 0	$ 136
Post-Modification Outstanding Recorded Investment			0	149
Specific Reserve			$ 0	$ 45
Residential Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	22		22		24
Recorded Investment	$ 3,551		$ 3,551		$ 3,786
Specific Reserve	$ 592		$ 592		$ 635
Number of Contracts | loan			0	1
Pre-Modification Outstanding Recorded Investment			$ 0	$ 136
Post-Modification Outstanding Recorded Investment			0	149
Specific Reserve			$ 0	$ 45
Commercial Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	7		7		7
Recorded Investment	$ 1,785		$ 1,785		$ 1,702
Specific Reserve	$ 7		$ 7		$ 0
Commercial
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	9		9		9
Recorded Investment	$ 421		$ 421		$ 426
Specific Reserve	$ 10		$ 10		$ 10
Consumer
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	1		1		1
Recorded Investment	$ 27		$ 27		$ 29
Specific Reserve	$ 0		$ 0		$ 0

LOANS AND ALLOWANCE FOR LOAN 42

LOANS AND ALLOWANCE FOR LOAN LOSSES (Summary of Impaired Loan Balances and Associated Allowance by Portfolio Segment) (Details) - USD ($) $ in Thousands	3 Months Ended				6 Months Ended		12 Months Ended
	Jun. 30, 2015		Jun. 30, 2014		Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	$ 10,706		$ 20,704		$ 10,706	$ 20,704	$ 14,186
Unpaid Principal Balance - with an allowance recorded	10,740		20,704		10,740	20,704	14,186
Related Allowance	2,084		3,264		2,084	3,264	2,239
Average Recorded Investment - with an allowance recorded	12,757		21,385		12,054	21,739	18,804
Interest Income Recognized - with an allowance recorded	28		36		57	75	133
Recorded Investment - without allowance recorded	5,300		5,259		5,300	5,259	6,993
Unpaid Principal Balance - without allowance recorded	6,197		6,321		6,197	6,321	8,330
Average Recorded Investment - without allowance recorded	5,699		5,219		5,467	5,151	6,337
Interest Income Recognized - without allowance recorded	33		18		47	34	83
Impaired Financing Receivable, Recorded Investment	16,006		25,963		16,006	25,963	21,179
Impaired financing receivable, unpaid principal balance	16,937		27,025		16,937	27,025	22,516
Impaired Financing Receivable, Average Recorded Investment	18,456		26,604		17,521	26,890	25,141
Impaired Financing Receivable, Interest Income, Accrual Method	61	[1]	54	[1]	104	109	216
Residential Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	6,486		8,964		6,486	8,964	7,713
Unpaid Principal Balance - with an allowance recorded	6,486		8,964		6,486	8,964	7,713
Related Allowance	1,044		1,346		1,044	1,346	1,220
Average Recorded Investment - with an allowance recorded	7,618		9,653		7,262	10,273	9,524
Interest Income Recognized - with an allowance recorded	27		35		56	64	125
Recorded Investment - without allowance recorded	1,451		2,818		1,451	2,818	1,943
Unpaid Principal Balance - without allowance recorded	1,865		3,177		1,865	3,177	2,604
Average Recorded Investment - without allowance recorded	1,774		2,924		1,663	2,634	2,257
Interest Income Recognized - without allowance recorded	2		(2)		4	3	13
Commercial Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	1,778		5,734		1,778	5,734	3,419
Unpaid Principal Balance - with an allowance recorded	1,811		5,734		1,811	5,734	3,419
Related Allowance	336		397		336	397	251
Average Recorded Investment - with an allowance recorded	2,161		6,371		2,080	6,812	4,911
Interest Income Recognized - with an allowance recorded			(4)			1
Recorded Investment - without allowance recorded	2,566		1,600		2,566	1,600	4,239
Unpaid Principal Balance - without allowance recorded	2,656		1,984		2,656	1,984	4,502
Average Recorded Investment - without allowance recorded	3,102		1,466		2,769	1,601	2,869
Interest Income Recognized - without allowance recorded	27		19		35	29	59
Commercial
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	1,185		3,886		1,185	3,886	1,390
Unpaid Principal Balance - with an allowance recorded	1,185		3,886		1,185	3,886	1,390
Related Allowance	262		578		262	578	168
Average Recorded Investment - with an allowance recorded	1,320		3,273		1,272	2,618	2,466
Interest Income Recognized - with an allowance recorded	1		5		1	10	8
Recorded Investment - without allowance recorded	583		386		583	386	463
Unpaid Principal Balance - without allowance recorded	712		478		712	478	606
Average Recorded Investment - without allowance recorded	503		387		544	478	791
Interest Income Recognized - without allowance recorded	4		1		8	2	11
Home Equity
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	1,023		1,704		1,023	1,704	1,410
Unpaid Principal Balance - with an allowance recorded	1,023		1,704		1,023	1,704	1,410
Related Allowance	343		805		343	805	496
Average Recorded Investment - with an allowance recorded	1,410		1,671		1,198	1,614	1,545
Recorded Investment - without allowance recorded	683		438		683	438	331
Unpaid Principal Balance - without allowance recorded	927		645		927	645	581
Average Recorded Investment - without allowance recorded	303		425		474	421	399
Consumer
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	234		416		234	416	254
Unpaid Principal Balance - with an allowance recorded	235		416		235	416	254
Related Allowance	99		138		99	138	104
Average Recorded Investment - with an allowance recorded	248		417		242	422	358
Recorded Investment - without allowance recorded	17		17		17	17	17
Unpaid Principal Balance - without allowance recorded	37		37		37	37	37
Average Recorded Investment - without allowance recorded	$ 17		$ 17		$ 17	$ 17	$ 21
[1]	(1) Negative interest income represents the re-allocation of income between "with an allowance recorded" and "without an allowance recorded" (or vice versa) during the period.

LOANS AND ALLOWANCE FOR LOAN 43

LOANS AND ALLOWANCE FOR LOAN LOSSES (Narrative) (Details)	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)loanproperty	Jun. 30, 2014USD ($)loan	Jun. 30, 2015USD ($)loanindustryproperty	Jun. 30, 2014USD ($)loan	Dec. 31, 2014USD ($)property
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Modifications, Number of Contracts | loan	0	0	0	1
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | loan	0		0
Industry exposure expressed as percentage of total loan portfolio	10.00%		10.00%
Number of portfolio concentration industries | industry			2
Non-residential building operator loans expressed as a percentage of the total commercial real estate loans	26.00%		26.00%
Lodging loans expressed as a percentage of the total commercial real estate loans	25.00%		25.00%
Interest lost on nonaccrual loans	$ 129,000	$ 225,000	$ 272,000	$ 455,000
Proceeds from the sale of mortgage loans			12,833,000	416,000
Gain on sale of mortgage loans			292,000	17,000
Loans held for sale	1,426,000		1,426,000		$ 0
Other real estate owned	651,000		651,000		1,587,000
FHLB advances, general debt obligations, pledged collateral	840,300,000		840,300,000		843,200,000
Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans restructured due to credit difficulties that are now performing	5,300,000		5,300,000		4,500,000
Financing receivables impaired TDR non-performing	479,000		479,000		1,400,000
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing receivables in process of foreclosure	$ 3,800,000		$ 3,800,000		$ 4,900,000
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans in foreclosure percentage of non-performing loans	58.00%		58.00%		61.00%
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of real estate properties | property	3		3		6
Other real estate owned	$ 351,000		$ 351,000		$ 1,000,000
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of real estate properties | property	4		4		11
Other real estate owned	$ 300,000		$ 300,000		$ 575,000
Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Proceeds from the sale of mortgage loans	7,700,000	399,000	12,500,000	400,000
Gain on sale of mortgage loans	162,000	17,000	292,000	17,000
Loans held for sale	$ 1,426,000	$ 0	1,426,000	$ 0
Commercial Loan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | loan		1		1
Recorded investment modified as a TDR				$ 43,000
Nonoperating Income (Expense) | Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gain on sale of mortgage loans			$ 18,000
Minimum [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of Months	18		18
Maximum [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of Months	24		24

GOODWILL AND OTHER INTANGIBLE44

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Changes in Goodwill) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Goodwill [Line Items]
Goodwill, gross	$ 48,376	$ 48,376
Accumulated impairment losses	(3,570)	(3,570)
Reported goodwill	44,806	44,806
Banking
Goodwill [Line Items]
Goodwill, gross	40,902	40,902
Accumulated impairment losses	0	0
Reported goodwill	40,902	40,902
Financial Services
Goodwill [Line Items]
Goodwill, gross	7,474	7,474
Accumulated impairment losses	(3,570)	(3,570)
Reported goodwill	$ 3,904	$ 3,904

GOODWILL AND OTHER INTANGIBLE45

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Changes in Core Deposit Intangible and Trust Relationship Intangibles) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Accumulated Amortization
2015 amortization	$ (287)	$ (287)	$ (574)	$ (574)
Net
2015 amortization	(287)	$ (287)	(574)	$ (574)
Core Deposit Intangible
Total
Beginning Balance			17,300
Ending Balance	17,300		17,300
Accumulated Amortization
Beginning Balance			(14,161)
2015 amortization			(537)
Ending Balance	(14,698)		(14,698)
Net
Beginning Balance			3,139
2015 amortization			(537)
Ending Balance	2,602		2,602
Trust Relationship Intangible
Total
Beginning Balance			753
Ending Balance	753		753
Accumulated Amortization
Beginning Balance			(527)
2015 amortization			(38)
Ending Balance	(565)		(565)
Net
Beginning Balance			226
2015 amortization			(38)
Ending Balance	$ 188		$ 188

GOODWILL AND OTHER INTANGIBLE46

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Expected Amortization of Intangible Assets) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Core Deposit Intangible
Finite-Lived Intangible Assets [Line Items]
2,015	$ 537
2,016	1,073
2,017	992
Total	2,602	$ 3,139
Trust Relationship Intangible
Finite-Lived Intangible Assets [Line Items]
2,015	38
2,016	75
2,017	75
Total	$ 188	$ 226

REGULATORY CAPITAL (Details)

REGULATORY CAPITAL (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital to Risk Weighted Assets	14.78%	15.16%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	8.00%
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	Current Regulatory Guidance Prior Regulatory Guidance June 30, Minimum Regulatory Capital Required Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Camden National Corporation: Total risk-based capital ratio 14.78 % 8.00 % N/A 15.16 % 8.00 % N/A Tier I risk-based capital ratio 13.66 % 6.00 % N/A 13.97 % 4.00 % N/A Common equity Tier I risk-based capital ratio (1) 11.40 % 4.50 % N/A N/A N/A N/A Tier I leverage capital ratio 9.39 % 4.00 % N/A 9.26 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio 13.45 % 8.00 % 10.00 % 13.85 % 8.00 % 10.00 % Tier I risk-based capital ratio 12.33 % 6.00 % 8.00 % 12.65 % 4.00 % 6.00 % Common equity Tier I risk-based capital ratio (1) 12.33 % 4.50 % 6.50 % N/A N/A N/A Tier I leverage capital ratio 8.48 % 4.00 % 5.00 % 8.38 % 4.00 % 5.00 % (1) Common equity Tier I risk-based capital ratio was a new risk-based capital ratio implemented with Basel III on January 1, 2015.
Tier One Risk Based Capital to Risk Weighted Assets	13.66%	13.97%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	4.00%
Common Equity Tier I Risk Based Capital Ratio	11.40%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%
Excess Tier One Leverage Capital to Average Assets	9.39%	9.26%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Acadia Trust [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier One Risk Based Capital Required for Capital Adequacy	$ 2.5
Subsidiaries [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital to Risk Weighted Assets	13.45%	13.85%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	8.00%
Capital Required to be Well Capitalized to Risk Weighted Assets	10.00%	10.00%
Tier One Risk Based Capital to Risk Weighted Assets	12.33%	12.65%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	4.00%
Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	8.00%	6.00%
Common Equity Tier I Risk Based Capital Ratio	12.33%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%
Common Equity Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	6.50%
Excess Tier One Leverage Capital to Average Assets	8.48%	8.38%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Tier One Leverage Capital Required to be Well Capitalized to Average Assets	5.00%	5.00%

REGULATORY CAPITAL Regulatory C

REGULATORY CAPITAL Regulatory Capital Requirements (narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	8.00%
Capital Conservation Buffer	2.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	4.00%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%
Value Of Trust Preferred Securities Included In Tier One Capital	$ 43
Acadia Trust [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier One Risk Based Capital Required for Capital Adequacy	$ 2.5

EMPLOYEE BENEFIT PLANS (Details

EMPLOYEE BENEFIT PLANS (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Supplemental Executive Retirement Plan
Net periodic benefit cost
Service cost		$ 77	$ 67	$ 154	$ 134
Interest cost		106	114	212	228
Recognized net actuarial loss		54	35	108	70
Recognized prior service cost		5	5	10	10
Net period benefit cost	[1]	242	221	484	442
Other Postretirement Benefit Plan
Net periodic benefit cost
Service cost		15	11	30	22
Interest cost		29	33	58	66
Recognized net actuarial loss		6	2	12	4
Recognized prior service cost		(6)	(10)	(12)	(10)
Net period benefit cost	[1]	$ 44	$ 36	$ 88	$ 82
[1]	(1) Presented within the consolidated statements of income within salaries and employee benefits.

STOCK-BASED COMPENSATION PLANS

STOCK-BASED COMPENSATION PLANS (Details) - $ / shares	Mar. 13, 2015	Mar. 06, 2015	Jun. 30, 2015	Jun. 30, 2015	May. 01, 2015	Dec. 31, 2014
Management Stock Purchase Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock based compensation, vesting period		2 years
Stock based compensation, shares granted		9,379
Share-based compensation, purchase date (percent)		33.00%
Share price		$ 37.31
Defined Contribution Retirement Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based compensation arrangement by share-based payment award, equity instruments other than options, grants in period, weighted average grant date fair value	$ 38.85
Stock based compensation, shares granted	2,406
Independent Directors' Equity Compensation Program
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share price					$ 38.36	$ 39.84
Share-based compensation, unrestricted stock awards issued			3,030	84
Restricted Stock | Equity and Incentive Plan 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock based compensation, number of shares vested		6,281
Share-based compensation arrangement by share-based payment award, equity instruments other than options, grants in period, weighted average grant date fair value		$ 37.31
Stock based compensation, vesting period		3 years

FAIR VALUE MEASUREMENT (Summary

FAIR VALUE MEASUREMENT (Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis) (Details) - Fair Value - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Financial assets:
Loans held for sale	$ 1,426
Available-for-sale Securities	742,356	$ 763,063
Customer interest rate swap agreements	780	1,140
Financial liabilities:
Customer interest rate swap agreements	780	1,140
Obligations of U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	5,051	5,027
Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	21,673	26,777
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	383,267	381,308
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	326,873	343,897
Private issue collateralized mortgage obligations
Financial assets:
Available-for-sale Securities	5,492	6,054
Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	1,426
Customer interest rate swap agreements	780	1,140
Financial liabilities:
Interest rate swap agreements		9,143
Customer interest rate swap agreements	780	1,140
Fair Value, Measurements, Recurring | Obligations of U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	5,051	5,027
Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	21,673	26,777
Fair Value, Measurements, Recurring | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	383,267	381,308
Fair Value, Measurements, Recurring | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	326,873	343,897
Fair Value, Measurements, Recurring | Private issue collateralized mortgage obligations
Financial assets:
Available-for-sale Securities	5,492	6,054
Readily Available Market Prices (Level 1)
Financial assets:
Loans held for sale	0
Available-for-sale Securities	0	0
Customer interest rate swap agreements	0	0
Financial liabilities:
Customer interest rate swap agreements	0	0
Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	0
Financial liabilities:
Customer interest rate swap agreements	0	0
Observable Market Data (Level 2)
Financial assets:
Loans held for sale	1,426
Available-for-sale Securities	742,356	763,063
Customer interest rate swap agreements	780	1,140
Financial liabilities:
Customer interest rate swap agreements	780	1,140
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	1,426
Customer interest rate swap agreements	780	1,140
Financial liabilities:
Interest rate swap agreements		9,143
Customer interest rate swap agreements	780	1,140
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Obligations of U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	5,051	5,027
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	21,673	26,777
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	383,267	381,308
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	326,873	343,897
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Private issue collateralized mortgage obligations
Financial assets:
Available-for-sale Securities	5,492	6,054
Company Determined Fair Value (Level 3)
Financial assets:
Loans held for sale	0
Available-for-sale Securities	0	0
Customer interest rate swap agreements	0	0
Financial liabilities:
Customer interest rate swap agreements	0	0
Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	0
Financial liabilities:
Customer interest rate swap agreements	0	0
Interest rate swaps
Financial liabilities:
Interest rate swap agreements	7,991	9,143
Interest rate swaps | Fair Value, Measurements, Recurring
Financial liabilities:
Interest rate swap agreements	7,991
Interest rate swaps | Readily Available Market Prices (Level 1)
Financial liabilities:
Interest rate swap agreements	0	0
Interest rate swaps | Observable Market Data (Level 2)
Financial liabilities:
Interest rate swap agreements	7,991	9,143
Interest rate swaps | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial liabilities:
Interest rate swap agreements	7,991
Interest rate swaps | Company Determined Fair Value (Level 3)
Financial liabilities:
Interest rate swap agreements	0	$ 0
Forward-Starting Interest Rate Swap
Financial liabilities:
Interest rate swap agreements	348
Forward-Starting Interest Rate Swap | Fair Value, Measurements, Recurring
Financial liabilities:
Interest rate swap agreements	348
Forward-Starting Interest Rate Swap | Readily Available Market Prices (Level 1)
Financial liabilities:
Interest rate swap agreements	0
Forward-Starting Interest Rate Swap | Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring
Financial liabilities:
Interest rate swap agreements	0
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2)
Financial liabilities:
Interest rate swap agreements	348
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial liabilities:
Interest rate swap agreements	348
Forward-Starting Interest Rate Swap | Company Determined Fair Value (Level 3)
Financial liabilities:
Interest rate swap agreements	0
Forward-Starting Interest Rate Swap | Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial liabilities:
Interest rate swap agreements	$ 0

FAIR VALUE MEASUREMENT (Summa52

FAIR VALUE MEASUREMENT (Summary of Assets Measured at Fair Value on Non Recurring Basis) (Details) - USD ($) $ in Thousands		Jun. 30, 2015	Dec. 31, 2014
Collateral-dependent impaired loans | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		$ 2,436	$ 3,581
Collateral-dependent impaired loans | Fair Value, Measurements, Nonrecurring | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		2,436	3,581
MSRs | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	[1]	387	173
MSRs | Fair Value, Measurements, Nonrecurring | Observable Market Data (Level 2)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	[1]	387	173
Other real estate owned | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		651	1,282
Other real estate owned | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		651	1,282
Other real estate owned | Fair Value, Measurements, Nonrecurring | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		$ 651	$ 1,282
[1]	(1) Represents MSRs deemed to be impaired and a valuation allowance established to carry at fair value.

FAIR VALUE MEASUREMENT (Schedul

FAIR VALUE MEASUREMENT (Schedule of Valuation Methodology and Unobservable Inputs) (Details) - Company Determined Fair Value (Level 3) - USD ($) $ in Thousands	6 Months Ended		12 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Impaired Loans Partially Charged Off
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 1,225		$ 1,569
Impaired Loans Partially Charged Off | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%		0.00%
Estimated selling cost	0.00%
Impaired Loans Partially Charged Off | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%		17.00%
Estimated selling cost	10.00%		10.00%
Impaired Loans Partially Charged Off | Market Approach Valuation Technique | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%		0.00%
Estimated selling cost	8.00%	10.00%
Impaired Loans Specifically Reserved
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 1,211		$ 2,012
Impaired Loans Specifically Reserved | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%		0.00%
Impaired Loans Specifically Reserved | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	50.00%		50.00%
Estimated selling cost	10.00%	10.00%
Impaired Loans Specifically Reserved | Market Approach Valuation Technique | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	14.00%		22.00%
Estimated selling cost	10.00%	10.00%
Other real estate owned
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 651		$ 1,282
Other real estate owned | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%		0.00%
Estimated selling cost	6.00%		6.00%
Other real estate owned | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	28.00%		68.00%
Estimated selling cost	10.00%		10.00%
Other real estate owned | Market Approach Valuation Technique | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	10.00%		21.00%
Estimated selling cost	10.00%		9.00%

FAIR VALUE MEASUREMENT (Sched54

FAIR VALUE MEASUREMENT (Schedule of Carrying Amounts and Estimated Fair Value for Financial Instrument Assets and Liabilities) (Details) - USD ($) $ in Thousands	Jun. 30, 2015		Dec. 31, 2014
Financial assets:
Cash and due from banks	$ 55,495		$ 60,813
Available-for-sale Securities	742,356		763,063
Held-to-maturity securities, at amortized cost	60,234		20,179
Held-to-maturity Securities, Fair Value	59,809		20,425
Loans held for sale	1,426
Mortgage servicing rights	1,360	[1]	1,447	[2]
Interest receivable	6,752		6,017
Customer interest rate swap agreements	780		1,140
Financial liabilities:
Deposits	1,982,300		1,933,805
FHLB advances	57,527		57,986
Commercial repurchase agreements	31,061		31,395
Other borrowed funds	434,349		446,909
Junior subordinated debentures	44,075		44,024
Interest payable	511		537
Customer interest rate swap agreements	780		1,140
Residential Real Estate
Financial assets:
Loans receivable, net of allowance	592,135		596,172
Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	648,031		631,434
Commercial
Financial assets:
Loans receivable, net of allowance	253,203		244,713
Home Equity
Financial assets:
Loans receivable, net of allowance	280,108		270,904
Consumer
Financial assets:
Loans receivable, net of allowance	16,450		17,007
Readily Available Market Prices (Level 1)
Financial assets:
Cash and due from banks	55,495		60,813
Available-for-sale Securities	0		0
Held-to-maturity Securities, Fair Value	0		0
Loans held for sale	0
Mortgage servicing rights	0	[1]	0	[2]
Interest receivable	0		0
Customer interest rate swap agreements	0		0
Financial liabilities:
Deposits	1,383,678		1,361,604
FHLB advances	0		0
Commercial repurchase agreements	$ 0		0
Other borrowed funds			446,909
Junior subordinated debentures	$ 0		0
Interest payable	511		537
Customer interest rate swap agreements	0		0
Readily Available Market Prices (Level 1) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	0		0
Readily Available Market Prices (Level 1) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	0		0
Readily Available Market Prices (Level 1) | Commercial
Financial assets:
Loans receivable, net of allowance	0		0
Readily Available Market Prices (Level 1) | Home Equity
Financial assets:
Loans receivable, net of allowance	0		0
Readily Available Market Prices (Level 1) | Consumer
Financial assets:
Loans receivable, net of allowance	0		0
Observable Market Data (Level 2)
Financial assets:
Cash and due from banks	0		0
Available-for-sale Securities	742,356		763,063
Held-to-maturity Securities, Fair Value	59,809		20,425
Loans held for sale	1,426
Mortgage servicing rights	1,360	[1]	1,447	[2]
Interest receivable	6,752		6,017
Customer interest rate swap agreements	780		1,140
Financial liabilities:
Deposits	598,622		572,201
FHLB advances	57,527		57,986
Commercial repurchase agreements	31,061		31,395
Other borrowed funds	434,349		0
Junior subordinated debentures	44,075		44,024
Interest payable	0		0
Customer interest rate swap agreements	780		1,140
Observable Market Data (Level 2) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	0		0
Observable Market Data (Level 2) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	0		0
Observable Market Data (Level 2) | Commercial
Financial assets:
Loans receivable, net of allowance	0		0
Observable Market Data (Level 2) | Home Equity
Financial assets:
Loans receivable, net of allowance	0		0
Observable Market Data (Level 2) | Consumer
Financial assets:
Loans receivable, net of allowance	0		0
Company Determined Fair Value (Level 3)
Financial assets:
Cash and due from banks	0		0
Available-for-sale Securities	0		0
Held-to-maturity Securities, Fair Value	0		0
Loans held for sale	0
Mortgage servicing rights	0	[1]	0	[2]
Interest receivable	0		0
Customer interest rate swap agreements	0		0
Financial liabilities:
Deposits	0		0
FHLB advances	0		0
Commercial repurchase agreements	0		0
Other borrowed funds	0		0
Junior subordinated debentures	0		0
Interest payable	0		0
Customer interest rate swap agreements	0		0
Company Determined Fair Value (Level 3) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	592,135		596,172
Company Determined Fair Value (Level 3) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	648,031		631,434
Company Determined Fair Value (Level 3) | Commercial
Financial assets:
Loans receivable, net of allowance	253,203		244,713
Company Determined Fair Value (Level 3) | Home Equity
Financial assets:
Loans receivable, net of allowance	280,108		270,904
Company Determined Fair Value (Level 3) | Consumer
Financial assets:
Loans receivable, net of allowance	16,450		17,007
Carrying Amount
Financial assets:
Cash and due from banks	55,495		60,813
Available-for-sale Securities	742,356		763,063
Held-to-maturity securities, at amortized cost	60,234		20,179
Loans held for sale	1,426
Mortgage servicing rights	528	[1]	493	[2]
Interest receivable	6,752		6,017
Customer interest rate swap agreements	780		1,140
Financial liabilities:
Deposits	1,981,131		1,932,097
FHLB advances	56,001		56,039
Commercial repurchase agreements	30,075		30,097
Other borrowed funds	433,946		446,842
Junior subordinated debentures	44,075		44,024
Interest payable	511		537
Customer interest rate swap agreements	780		1,140
Carrying Amount | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	581,894		579,946
Carrying Amount | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	654,775		635,609
Carrying Amount | Commercial
Financial assets:
Loans receivable, net of allowance	254,455		249,823
Carrying Amount | Home Equity
Financial assets:
Loans receivable, net of allowance	278,611		269,176
Carrying Amount | Consumer
Financial assets:
Loans receivable, net of allowance	16,078		16,940
Interest rate swaps
Financial liabilities:
Interest rate swap agreements	7,991		9,143
Interest rate swaps | Readily Available Market Prices (Level 1)
Financial liabilities:
Interest rate swap agreements	0		0
Interest rate swaps | Observable Market Data (Level 2)
Financial liabilities:
Interest rate swap agreements	7,991		9,143
Interest rate swaps | Company Determined Fair Value (Level 3)
Financial liabilities:
Interest rate swap agreements	0		0
Interest rate swaps | Carrying Amount
Financial liabilities:
Interest rate swap agreements	7,991		$ 9,143
Forward-Starting Interest Rate Swap
Financial liabilities:
Interest rate swap agreements	348
Forward-Starting Interest Rate Swap | Readily Available Market Prices (Level 1)
Financial liabilities:
Interest rate swap agreements	0
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2)
Financial liabilities:
Interest rate swap agreements	348
Forward-Starting Interest Rate Swap | Company Determined Fair Value (Level 3)
Financial liabilities:
Interest rate swap agreements	0
Forward-Starting Interest Rate Swap | Carrying Amount
Financial liabilities:
Interest rate swap agreements	$ 348
[1]	Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount.
[2]	(1) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount.

FAIR VALUE MEASUREMENT (Narrati

FAIR VALUE MEASUREMENT (Narrative) (Details) - USD ($)	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing receivable, individually evaluated for impairment	$ 16,006,000	$ 21,179,000	$ 25,963,000
Impaired financing receivable, unpaid principal balance	16,937,000	22,516,000	$ 27,025,000
Non-financial liabilities measured at fair value on recurring basis, net	0
Non-financial liabilities measured at fair value on non-recurring basis	0
Impaired Loans Specifically Reserved
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired financing receivable, unpaid principal balance	13,600,000	17,600,000
Servicing Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Servicing asset at amortized cost	141,000	319,000
Other real estate owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other real estate	0	$ 305,000
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing receivable, individually evaluated for impairment	$ 250,000

COMMITMENTS AND CONTINGENCIES56

COMMITMENTS AND CONTINGENCIES (Summary of Contractual and Notional Amounts of Financial Instruments) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Interest rate swaps
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	$ 43,000	$ 43,000
Forward-Starting Interest Rate Swap
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	50,000	0
Customer loan swaps
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	79,834	58,234
Other Commitments
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	610	1,305
Letters of Credit
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	3,553	3,103
Home Equity
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	328,193	303,815
Commercial and commercial real estate
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	64,232	47,066
Residential
Financial Instruments [Line Items]
Notional amount of derivative financial instruments	$ 17,800	$ 10,975

COMMITMENTS AND CONTINGENCIES57

COMMITMENTS AND CONTINGENCIES (Schedule of Swapped Variable Cost for Fixed Cost and Terms of Interest Rate Swap Agreements) (Details) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2015	Dec. 31, 2014
Interest rate swaps
Derivative [Line Items]
Notional Amount		$ 43,000	$ 43,000
Fair Value	[1]	(7,991)	(9,143)
Interest rate swaps | Contract, One
Derivative [Line Items]
Notional Amount		$ 10,000
Trade Date		Mar. 18, 2009
Maturity Date		Jun. 30, 2021
Fixed Rate Paid		5.09%
Fair Value	[1]	$ (1,022)	(1,092)
Interest rate swaps | Contract, Two
Derivative [Line Items]
Notional Amount		$ 10,000
Trade Date		Jul. 8, 2009
Maturity Date		Jun. 30, 2029
Fixed Rate Paid		5.84%
Fair Value	[1]	$ (2,203)	(2,511)
Interest rate swaps | Contract, Three
Derivative [Line Items]
Notional Amount		$ 10,000
Trade Date		May 6, 2010
Maturity Date		Jun. 30, 2030
Fixed Rate Paid		5.71%
Fair Value	[1]	$ (2,105)	(2,434)
Interest rate swaps | Contract, Four
Derivative [Line Items]
Notional Amount		$ 5,000
Trade Date		Mar. 14, 2011
Maturity Date		Mar. 30, 2031
Fixed Rate Paid		4.35%
Fair Value	[1]	$ (1,107)	(1,279)
Interest rate swaps | Contract, Five
Derivative [Line Items]
Notional Amount		$ 8,000
Trade Date		May 4, 2011
Maturity Date		Jul. 7, 2031
Fixed Rate Paid		4.14%
Fair Value	[1]	$ (1,554)	(1,827)
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional Amount		50,000	$ 0
Fair Value	[2]	(348)
Forward-Starting Interest Rate Swap | Contract, One
Derivative [Line Items]
Notional Amount		$ 25,000
Trade Date		Feb. 25, 2015
Maturity Date		Feb. 25, 2018
Variable Index Received		30 days
Fixed Rate Paid		1.54%
Fair Value	[2]	$ (165)
Forward-Starting Interest Rate Swap | Contract, Two
Derivative [Line Items]
Notional Amount		$ 25,000
Trade Date		Feb. 25, 2015
Maturity Date		Feb. 25, 2019
Variable Index Received		30 days
Fixed Rate Paid		1.74%
Fair Value	[2]	$ (183)
[1]	Presented within accrued interest and other liabilities on the consolidated statements of condition.
[2]	Presented within accrued interest and other liabilities on the consolidated statements of condition.

COMMITMENTS AND CONTINGENCIES58

COMMITMENTS AND CONTINGENCIES (Narrative) (Details)		3 Months Ended		6 Months Ended
		Jun. 30, 2015USD ($)swap	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)
Other Commitments [Line Items]
Loss Contingency Accrual		$ 0		$ 0
Net change in unrealized income (losses) on cash flow hedging derivatives, net of tax of $631, and $583, respectively		$ 1,694,000	$ (812,000)	522,000	$ (1,895,000)
Number of interest rate swap agreements | swap		2
Commercial Loan
Other Commitments [Line Items]
Notional amount of derivative		$ 39,900,000		39,900,000		$ 29,100,000
Cash held as collateral		1,100,000		1,100,000
Derivative, fair value		780,000		780,000		1,100,000
Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative		43,000,000		43,000,000		43,000,000
Cash held as collateral		12,100,000		12,100,000
Net change in unrealized income (losses) on cash flow hedging derivatives, net of tax of $631, and $583, respectively				748,000
Derivative, fair value	[1]	(7,991,000)		(7,991,000)		(9,143,000)
Forward-Starting Interest Rate Swap
Other Commitments [Line Items]
Notional amount of derivative		50,000,000		50,000,000		$ 0
Cash held as collateral		1,800,000		1,800,000
Net change in unrealized income (losses) on cash flow hedging derivatives, net of tax of $631, and $583, respectively				(226,000)
Derivative, fair value	[2]	$ (348,000)		$ (348,000)
[1]	Presented within accrued interest and other liabilities on the consolidated statements of condition.
[2]	Presented within accrued interest and other liabilities on the consolidated statements of condition.

MERGER AND ACQUISITION ACTIVI59

MERGER AND ACQUISITION ACTIVITY (Details) - USD ($) $ / shares in Units, $ in Thousands	Mar. 29, 2015	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 27, 2015
Business Acquisition [Line Items]
Business Acquisition, Percentage of Voting Interests Acquired	28.00%
Merger and acquisition costs		$ 128	$ 0	$ 863	$ 0
Adjustments to Additional Paid in Capital, Stock Issued, Issuance Costs				(421)
SBM Financial, Inc.
Business Acquisition [Line Items]
Business acquisition, cash consideration, per share amount (dollars per share)	$ 206
Business acquisition, stock for stock consideration, conversion ratio	5.421
Percentage of shares to be converted (percent)	80.00%
Pro forma assets, total	$ 3,600,000
Pro forma, loans	2,400,000
Pro forma, deposits	2,600,000
Consideration transferred	$ 135,000
Share price (dollars per share)						$ 38.60
Merger and acquisition costs		$ 128		$ 863
Business Acquisition, Equity Interest Issued or Issuable, Number of Shares				2,806,857
Effective income tax rate increase (percent)		0.90%		3.10%
Common Stock
Business Acquisition [Line Items]
Adjustments to Additional Paid in Capital, Stock Issued, Issuance Costs				$ (421)
Common Stock | SBM Financial, Inc.
Business Acquisition [Line Items]
Adjustments to Additional Paid in Capital, Stock Issued, Issuance Costs				$ (421)