Camden National (CAC) 10-Q 6 May 16 2016 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2016	May. 03, 2016
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q1
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		10,272,083

CONSOLIDATED STATEMENTS OF COND

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
ASSETS
Cash and due from banks	$ 72,201	$ 79,488
Securities:
Available-for-sale securities, at fair value	800,029	750,338
Held-to-maturity securities, at amortized cost	87,950	84,144
Federal Home Loan Bank and Federal Reserve Bank stock, at cost	21,605	21,513
Total securities	909,584	855,995
Loans held for sale	16,632	10,958
Loans	2,492,634	2,490,206
Less: allowance for loan losses	(21,339)	(21,166)
Net loans	2,471,295	2,469,040
Goodwill	95,267	95,657
Other intangible assets	8,191	8,667
Bank-owned life insurance	60,338	59,917
Premises and equipment, net	44,973	45,959
Deferred tax assets	36,154	39,716
Interest receivable	8,785	7,985
Other real estate owned	1,228	1,304
Other assets	37,898	34,658
Total assets	3,762,546	3,709,344
Deposits:
Demand	349,586	357,673
Interest checking	686,517	740,084
Savings and money market	949,309	912,668
Certificates of deposit	482,821	516,867
Brokered deposits	206,599	199,087
Total deposits	2,674,832	2,726,379
Federal Home Loan Bank advances	55,000	55,000
Other borrowed funds	545,473	458,763
Subordinated debentures	58,638	58,599
Accrued interest and other liabilities	53,146	47,413
Total liabilities	$ 3,387,089	$ 3,346,154
Commitments and Contingencies
Shareholders’ Equity
Common stock, no par value; authorized 20,000,000 shares, issued and outstanding 10,271,083 and 10,220,478 shares as of March 31, 2016 and December 31, 2015, respectively	$ 154,437	$ 153,083
Retained earnings	227,540	222,329
Accumulated other comprehensive income (loss):
Net unrealized gains (losses) on available-for-sale securities, net of tax	3,968	(3,801)
Net unrealized losses on derivative instruments, net of tax	(8,479)	(6,374)
Net unrecognized losses on postretirement plans, net of tax	(2,009)	(2,047)
Total accumulated other comprehensive loss	(6,520)	(12,222)
Total shareholders’ equity	375,457	363,190
Total liabilities and shareholders’ equity	$ 3,762,546	$ 3,709,344

CONSOLIDATED STATEMENTS OF CON3

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) (Parenthetical) - $ / shares	Mar. 31, 2016	Dec. 31, 2015
Common stock, no par value (dollars per share)	$ 0	$ 0
Common stock, authorized	20,000,000	20,000,000
Common stock, issued	10,271,083	10,220,478
Common stock, outstanding	10,271,083	10,220,478

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Interest Income
Interest and fees on loans	$ 27,016	$ 18,084
Interest on U.S. government and sponsored enterprise obligations	3,990	3,872
Interest on state and political subdivision obligations	714	387
Interest on federal funds sold and other investments	261	105
Total interest income	31,981	22,448
Interest Expense
Interest on deposits	2,042	1,529
Interest on borrowings	1,136	860
Interest on subordinated debentures	851	625
Total interest expense	4,029	3,014
Net interest income	27,952	19,434
Provision for credit losses	872	446
Net interest income after provision for credit losses	27,080	18,988
Non-Interest Income
Service charges on deposit accounts	1,724	1,487
Other service charges and fees	2,328	1,510
Income from fiduciary services	1,169	1,220
Mortgage banking income, net	808	239
Brokerage and insurance commissions	458	449
Bank-owned life insurance	422	422
Other income	1,008	820
Total non-interest income	7,917	6,147
Non-Interest Expense
Salaries and employee benefits	11,610	8,375
Furniture, equipment and data processing	2,427	1,923
Net occupancy	1,877	1,472
Consulting and professional fees	885	591
Other real estate owned and collection costs	656	562
Regulatory assessments	721	510
Amortization of intangible assets	476	287
Merger and acquisition costs	644	735
Other expenses	3,632	2,346
Total non-interest expense	22,928	16,801
Income before income taxes	12,069	8,334
Income Taxes	3,735	2,723
Net Income	$ 8,334	$ 5,611
Per Share Data
Basic earnings per share (in dollars per share)	$ 0.81	$ 0.75
Diluted earnings per share (in dollars per share)	$ 0.81	$ 0.75
Weighted average number of common shares outstanding	10,259,995	7,431,065
Diluted weighted average number of common shares outstanding	10,298,171	7,453,875

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Net Income		$ 8,334	$ 5,611
Net change in unrealized gains (losses) on available-for-sale securities:
Net change in unrealized gains on available-for-sale securities, net of tax of ($4,183), and ($2,212), respectively		7,769	4,108
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net change in unrealized loss on cash flow hedging derivatives, net of tax of $1,261, and $751, respectively		(2,342)	(1,395)
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, net of tax of ($128) and ($120), respectively	[1]	237	223
Net change in unrealized losses on cash flow hedging derivatives, net of tax		(2,105)	(1,172)
Reclassification of amortization of net unrecognized actuarial loss and prior service cost, net of tax of ($21) and ($21), respectively	[2]	38	38
Other comprehensive income		5,702	2,974
Comprehensive Income		$ 14,036	$ 8,585
[1]	(1) Reclassified into the consolidated statements of income in interest on subordinated debentures.
[2]	(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
	Mar. 31, 2016	Mar. 31, 2015
Net change in unrealized gains on available-for-sale securities, tax effect	$ (4,183)	$ (2,212)
Net change in unrealized loss on cash flow hedging derivatives, tax effect	1,261	751
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, tax effect	(128)	(120)
Reclassification of amortization of prior service cost included in net periodic cost, tax effect	$ (21)	$ (21)

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, 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	5,611		5,611
Other comprehensive income, net of tax	2,974			2,974
Stock-based compensation expense	198	$ 198
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)		12,707
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit	136	$ 136
Cash dividends declared ($0.30 and $0.30 per share)	(2,229)		(2,229)
Ending Balance (in shares) at Mar. 31, 2015		7,438,929
Ending Balance at Mar. 31, 2015	251,799	$ 41,889	215,361	(5,451)
Beginning Balance (in shares) at Dec. 31, 2015		10,220,478
Beginning Balance at Dec. 31, 2015	363,190	$ 153,083	222,329	(12,222)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income	8,334		8,334
Other comprehensive income, net of tax	5,702			5,702
Stock-based compensation expense	337	$ 337
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)		50,605
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit	1,017	$ 1,017
Cash dividends declared ($0.30 and $0.30 per share)	(3,123)		(3,123)
Ending Balance (in shares) at Mar. 31, 2016		10,271,083
Ending Balance at Mar. 31, 2016	$ 375,457	$ 154,437	$ 227,540	$ (6,520)

CONSOLIDATED STATEMENTS OF CHA8

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Cash dividends declared, per share	$ 0.30	$ 0.30

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Operating Activities
Net Income	$ 8,334	$ 5,611
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	872	446	$ 1,936
Depreciation expense	1,427	764
Purchase accounting accretion, net	(1,055)	(66)
Investment securities amortization, net	652	509
Stock-based compensation expense	337	198
Amortization of intangible assets	476	287
Net increase in other real estate owned valuation allowance and loss on disposition	66	81
Originations of mortgage loans held for sale	(44,431)	(5,425)
Proceeds from the sale of mortgage loans	39,868	4,935
Gain on sale of mortgage loans	(972)	(129)
Increase in other assets	2,869	780
(Decrease) increase in other liabilities	(4,170)	16
Net cash provided by operating activities	4,273	8,007
Investing Activities
Proceeds from maturities of available-for-sale securities	28,580	37,132
Purchase of available-for-sale securities	(66,849)	(20,344)
Purchase of held-to-maturity securities	(3,929)	(16,076)
Net increase in loans	(2,321)	(20,293)
Purchase of Federal Home Loan Bank and Federal Reserve Bank stock	(92)	0
Proceeds from the sale of other real estate owned	42	1,564
Recoveries of previously charged-off loans	104	133
Purchase of premises and equipment	(464)	(464)
Net cash used by investing activities	(44,929)	(18,348)
Financing Activities
Net (decrease) increase in deposits	(51,286)	34,112
Repayments on Federal Home Loan Bank long-term advances	0	(19)
Net increase (decrease) in other borrowed funds	86,726	(29,392)
Exercise of stock options and issuance of restricted stock, net of repurchase for tax withholdings and tax benefit	1,017	136
Cash dividends paid on common stock	(3,088)	(2,235)
Net cash provided by financing activities	33,369	2,602
Net decrease in cash and cash equivalents	(7,287)	(7,739)
Cash and cash equivalents at beginning of period	79,488	60,813	60,813
Cash and cash equivalents at end of period	72,201	53,074	$ 79,488
Supplemental information
Interest paid	4,029	3,015
Income taxes paid	5	5
Transfer from loans to other real estate owned	32	1,439
Held-to-maturity securities purchased but unsettled	0	4,830
SBM acquisition measurement-period adjustments	$ 390	$ 0

BASIS OF PRESENTATION

BASIS OF PRESENTATION	3 Months Ended
	Mar. 31, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
BASIS OF PRESENTATION	BASIS OF PRESENTATION The accompanying unaudited consolidated interim 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 March 31, 2016 and December 31, 2015 , the consolidated statements of income for the three months ended March 31, 2016 and 2015 , the consolidated statements of comprehensive income for the three months ended March 31, 2016 and 2015 , the consolidated statements of changes in shareholders' equity for the three months ended March 31, 2016 and 2015 , and the consolidated statements of cash flows for the three months ended March 31, 2016 and 2015 . 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 months ended March 31, 2016 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, 2015 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 AFS: Available-for-sale FDIC: Federal Deposit Insurance Corporation ALCO: Asset/Liability Committee FHLB: Federal Home Loan Bank ALL: Allowance for loan losses FHLBB: Federal Home Loan Bank of Boston AOCI: Accumulated other comprehensive income (loss) FRB: Federal Reserve Bank ASC: Accounting Standards Codification Freddie Mac: Federal Home Loan Mortgage Corporation ASU: Accounting Standards Update GAAP: Generally accepted accounting principles in the United States Bank: Camden National Bank, a wholly-owned subsidiary of Camden National Corporation HPFC: Healthcare Professional Funding Corporation, a wholly-owned subsidiary of Camden National Bank BOLI: Bank-owned life insurance HTM: Held-to-maturity Board ALCO: Board of Directors' Asset/Liability Committee IRS: Internal Revenue Service BSA: Bank Secrecy Act LIBOR: London Interbank Offered Rate CCTA: Camden Capital Trust A, an unconsolidated entity formed by Camden National Corporation LTIP: Long-Term Performance Share Plan CDARS: Certificate of Deposit Account Registry System Management ALCO: Management Asset/Liability Committee CDs: Certificate of deposits MBS: Mortgage-backed security Company: Camden National Corporation Merger: On October 16, 2015, the two-step merger of Camden National Corporation, SBM Financial, Inc. and Atlantic Acquisitions, LLC, a wholly-owned subsidiary of Camden National Corporation, was completed CSV: Cash surrender value Merger Agreement: Plan of Merger, dated as of March 29, 2015, by and among Camden National Corporation, SBM Financial, Inc. and Atlantic Acquisitions, LLC, a wholly-owned subsidiary of the Company CMO: Collateralized mortgage obligation MSHA: Maine State Housing Authority DCRP: Defined Contribution Retirement Plan MSRs: Mortgage servicing rights EPS: Earnings per share MSPP: Management Stock Purchase Plan OTTI: Other-than-temporary impairment SBM: SBM Financial, Inc., the parent company of The Bank of Maine NIM: Net interest margin on a fully-taxable basis SERP: Supplemental executive retirement plans N.M.: Not meaningful TDR: Troubled-debt restructured loan NRV: Net realizable value UBCT: Union Bankshares Capital Trust I, an unconsolidated entity formed by Union Bankshares Company that was subsequently acquired by Camden National Corporation OCC: Office of the Comptroller of the Currency U.S.: United States of America OCI: Other comprehensive income (loss) 2003 Plan: 2003 Stock Option and Incentive Plan OFAC: Office of Foreign Assets Control 2012 Plan: 2012 Equity and Incentive Plan OREO: Other real estate owned 2013 Repurchase Program: 2013 Common Stock Repurchase Program, approved by the Company's Board of Directors

EARNINGS PER SHARE

EARNINGS PER SHARE	3 Months Ended
	Mar. 31, 2016
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 2016 2015 Net income $ 8,334 $ 5,611 Dividends and undistributed earnings allocated to participating securities (1) (29 ) (17 ) Net income available to common shareholders $ 8,305 $ 5,594 Weighted-average common shares outstanding for basic EPS 10,259,995 7,431,065 Dilutive effect of stock-based awards (2) 38,176 22,810 Weighted-average common and potential common shares for diluted EPS 10,298,171 7,453,875 Earnings per common share: Basic EPS $ 0.81 $ 0.75 Diluted EPS $ 0.81 $ 0.75 Awards excluded from the calculation of diluted EPS (3) : Stock options 13,250 15,250 (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 and are considered anti-dilutive. 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 includes 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	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,973 $ 146 $ — $ 5,119 Obligations of states and political subdivisions 15,254 286 — 15,540 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 460,604 6,612 (617 ) 466,599 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 308,902 2,126 (2,470 ) 308,558 Subordinated corporate bonds 3,480 18 (37 ) 3,461 Total AFS debt securities 793,213 9,188 (3,124 ) 799,277 Equity securities 712 40 — 752 Total AFS securities $ 793,925 $ 9,228 $ (3,124 ) $ 800,029 HTM Securities: Obligations of states and political subdivisions $ 87,950 $ 2,816 $ (37 ) $ 90,729 Total HTM securities $ 87,950 $ 2,816 $ (37 ) $ 90,729 December 31, 2015 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,971 $ 69 $ — $ 5,040 Obligations of states and political subdivisions 17,355 339 — 17,694 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 419,429 3,474 (3,857 ) 419,046 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 312,719 409 (6,271 ) 306,857 Subordinated corporate bonds 1,000 — (4 ) 996 Total AFS debt securities 755,474 4,291 (10,132 ) 749,633 Equity securities 712 2 (9 ) 705 Total AFS securities $ 756,186 $ 4,293 $ (10,141 ) $ 750,338 HTM Securities: Obligations of states and political subdivisions $ 84,144 $ 1,564 $ (61 ) $ 85,647 Total HTM securities $ 84,144 $ 1,564 $ (61 ) $ 85,647 Net unrealized gains on AFS securities at March 31, 2016 included in AOCI amounted to $4.0 million , net of a deferred tax liability of $2.1 million . Net unrealized losses on AFS securities at December 31, 2015 included in AOCI amounted to $3.8 million , net of a deferred tax benefit of $2.0 million . During the first three months of 2016, the Company purchased investment securities totaling $70.8 million . The Company designated $66.9 million as AFS securities and $3.9 million as HTM securities. During the first three months of 2015, the Company purchased investment securities totaling $36.4 million . The Company designated $20.3 million as AFS securities and $16.1 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 cost basis 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 March 31, 2016 and December 31, 2015 , 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 March 31, 2016 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 14,453 $ (82 ) $ 49,596 $ (535 ) $ 64,049 $ (617 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 8,240 (47 ) 145,716 (2,423 ) 153,956 (2,470 ) Subordinated corporate bonds 1,963 (37 ) — — 1,963 (37 ) Total AFS securities $ 24,656 $ (166 ) $ 195,312 $ (2,958 ) $ 219,968 $ (3,124 ) HTM Securities: Obligations of states and political subdivisions $ 2,181 $ (37 ) $ — $ — $ 2,181 $ (37 ) Total HTM securities $ 2,181 $ (37 ) $ — $ — $ 2,181 $ (37 ) December 31, 2015 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 234,897 $ (2,351 ) $ 45,629 $ (1,506 ) $ 280,526 $ (3,857 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 111,143 (1,068 ) 147,180 (5,203 ) 258,323 (6,271 ) Subordinated corporate bonds 996 (4 ) — — 996 (4 ) Equity Securities 615 (9 ) — — 615 (9 ) Total AFS securities $ 347,651 $ (3,432 ) $ 192,809 $ (6,709 ) $ 540,460 $ (10,141 ) HTM Securities: Obligations of states and political subdivisions $ 5,507 $ (61 ) $ — $ — $ 5,507 $ (61 ) Total HTM securities $ 5,507 $ (61 ) $ — $ — $ 5,507 $ (61 ) At March 31, 2016 and December 31, 2015, the Company held 42 and 109 investment securities with a fair value of $222.1 million and $546.0 million with unrealized losses totaling $ 3.2 million and $10.2 million , respectively, that were considered temporary. Of these, the Company had 29 MBS and CMO investments with a fair value of $ 195.3 million that were in an unrealized loss position totaling $3.0 million at March 31, 2016 and 28 MBS and CMO investments with a fair value of $192.8 million that were in an unrealized loss position totaling $6.7 million at December 31, 2015 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 change in credit quality or other factors with the Company's investment portfolio. At March 31, 2016 and December 31, 2015, gross unrealized losses on the Company's AFS and HTM securities were 1% and 2% , respectively, of the respective investment securities fair value. The Company has the intent and ability to retain its investment securities in an unrealized loss position at March 31, 2016 until the decline in value has recovered. For the three months ended March 31, 2016 and 2015, the Company did no t sell any investment securities. FHLBB and FRB Stock As of March 31, 2016 and December 31, 2015, the Company's investment in FHLBB stock was $20.7 million and $20.6 million , respectively. As of March 31, 2016 and December 31, 2015, the Company's investment in FRB stock was $908,000 . Securities Pledged At March 31, 2016 and December 31, 2015 , securities with an amortized cost of $557.1 million and $577.6 million , respectively, and estimated fair values of $559.6 million and $570.9 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 March 31, 2016 , 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 $ 1,002 $ 1,016 Due after one year through five years 103,817 105,196 Due after five years through ten years 111,295 113,903 Due after ten years 577,099 579,162 $ 793,213 $ 799,277 HTM Securities Due after one year through five years $ 2,204 $ 2,260 Due after five years through ten years 2,494 2,538 Due after ten years 83,252 85,931 $ 87,950 $ 90,729

LOANS AND ALLOWANCE FOR LOAN LO

LOANS AND ALLOWANCE FOR LOAN LOSSES	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 and December 31, 2015 was as follows: March 31, December 31, Residential real estate (1) $ 813,266 $ 821,074 Commercial real estate (1) 953,220 927,951 Commercial (1) 291,684 297,721 Home equity (1) 343,137 348,634 Consumer (1) 17,096 17,953 HPFC (1) 74,304 77,243 Deferred loan fees, net (73 ) (370 ) Total loans $ 2,492,634 $ 2,490,206 (1) The loan balances are presented net of the unamortized fair value mark discount associated with the purchase accounting for acquired loans of $12.1 million and $13.1 million at March 31, 2016 and December 31, 2015, respectively. The Bank’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. HPFC provides niche commercial lending to the small business medical field, including dentists, optometrists and veterinarians across the U.S. The ability and willingness of borrowers to honor their repayment commitments is generally dependent on the success of the borrower's business. Unlike the Bank's loan portfolio, there is, generally, little to no indication of credit quality issues and/or concerns of borrowers honoring their commitments until a payment is delinquent. Generally, once a payment is delinquent, if the payment is not received shortly thereafter to bring the loan current, the loan is deemed impaired (typically within 45 days). Effective February 19, 2016, the Company closed HPFC's operations and is no longer originating loans. 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 three months ended March 31, 2016 . 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 Credit Risk Administration 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, consumer and HPFC. 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. HPFC. HPFC is a niche lender that provides commercial lending to dentists, optometrists and veterinarians, many of which are start-up companies. HPFC's loan portfolio consists of term loan obligations extended for the purpose of financing working capital and/or purchase of equipment. Collateral may consist of pledges of business assets including, but not limited to, accounts receivable, inventory, and/or equipment. These loans are primarily paid by the operating cash flow of the borrower and the terms range from seven to ten years. The following tables presents the activity in the ALL and select loan information by portfolio segment for the three months ended March 31, 2016 and 2015, and for the year ended December 31, 2015: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Unallocated Total For The Three Months Ended March 31, 2016 ALL for the three months ended: Beginning balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ — $ 21,166 Loans charged off (210 ) (222 ) (226 ) (128 ) (15 ) — — (801 ) Recoveries 40 9 52 1 2 — — 104 Provision (1) 141 161 231 18 2 317 — 870 Ending balance $ 4,516 $ 10,380 $ 3,298 $ 2,622 $ 182 $ 341 $ — $ 21,339 ALL balance attributable to loans: Individually evaluated for impairment $ 512 $ 158 $ 214 $ 89 $ — $ 307 $ — $ 1,280 Collectively evaluated for impairment 4,004 10,222 3,084 2,533 182 34 — 20,059 Total ending ALL $ 4,516 $ 10,380 $ 3,298 $ 2,622 $ 182 $ 341 $ — $ 21,339 Loans: Individually evaluated for impairment $ 6,033 $ 3,130 $ 3,862 $ 492 $ 7 $ 357 $ — $ 13,881 Collectively evaluated for impairment 805,941 949,351 288,202 344,005 17,182 74,072 — 2,478,753 Total ending loans balance $ 811,974 $ 952,481 $ 292,064 $ 344,497 $ 17,189 $ 74,429 $ — $ 2,492,634 For The Three Months Ended March 31, 2015 ALL for the three months ended: Beginning balance $ 4,899 $ 7,951 $ 3,354 $ 2,247 $ 281 $ — $ 2,384 $ 21,116 Loans charged off (113 ) (55 ) (159 ) (89 ) (8 ) — — (424 ) Recoveries 3 10 104 5 11 — — 133 Provision (credit) (1) 46 328 128 84 (14 ) — (132 ) 440 Ending balance $ 4,835 $ 8,234 $ 3,427 $ 2,247 $ 270 $ — $ 2,252 $ 21,265 ALL balance attributable to loans: Individually evaluated for impairment $ 743 $ 132 $ 139 $ — $ 78 $ — $ — $ 1,092 Collectively evaluated for impairment 4,092 8,102 3,288 2,247 192 — 2,252 20,173 Total ending ALL $ 4,835 $ 8,234 $ 3,427 $ 2,247 $ 270 $ — $ 2,252 $ 21,265 Loans: Individually evaluated for impairment $ 6,107 $ 2,696 $ 823 $ 302 $ 156 $ — $ — $ 10,084 Collectively evaluated for impairment 578,366 654,765 256,940 274,482 16,443 — — 1,780,996 Total ending loans balance $ 584,473 $ 657,461 $ 257,763 $ 274,784 $ 16,599 $ — $ — $ 1,791,080 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Unallocated Total For The Year Ended December 31, 2015 ALL: Beginning balance $ 4,899 $ 7,951 $ 3,354 $ 2,247 $ 281 $ — $ 2,384 $ 21,116 Loans charged off (801 ) (481 ) (655 ) (525 ) (154 ) — — (2,616 ) Recoveries 55 74 389 188 22 — — 728 Provision (credit) (1) 392 2,888 153 821 44 24 (2,384 ) 1,938 Ending balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ — $ 21,166 ALL balance attributable to loans: Individually evaluated for impairment $ 544 $ 644 $ 92 $ 89 $ — $ — $ — $ 1,369 Collectively evaluated for impairment 4,001 9,788 3,149 2,642 193 24 — 19,797 Total ending ALL $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ — $ 21,166 Loans: Individually evaluated for impairment $ 6,026 $ 4,610 $ 3,937 $ 588 $ 74 $ — $ — $ 15,235 Collectively evaluated for impairment 814,591 923,341 293,784 348,046 17,879 77,330 — 2,474,971 Total ending loans balance $ 820,617 $ 927,951 $ 297,721 $ 348,634 $ 17,953 $ 77,330 $ — $ 2,490,206 (1) The provision (credit) 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 statements of condition. At March 31, 2016 and 2015, and December 31, 2015, the reserve for unfunded commitments was $24,000 , $23,000 and $22,000 , respectively. The following table reconciles the three months ended March 31, 2016 and 2015, and year ended December 31, 2015 provision for loan losses to the provision for credit losses as presented on the consolidated statement of income: Three Months Ended March 31, Year Ended December 31, 2016 2015 2015 Provision for loan losses $ 870 $ 440 $ 1,938 Change in reserve for unfunded commitments 2 6 (2 ) Provision for credit losses $ 872 $ 446 $ 1,936 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 Credit Risk Administration. As of March 31, 2016 , the non-residential building operators industry exposure was 11% of the Company's total loan portfolio and 29% of the total commercial real estate portfolio. There were no other industry exposures exceeding 10% of the Company's total loan portfolio as of March 31, 2016 . 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 HPFC Total March 31, 2016 Pass (Grades 1-6) $ 795,256 $ 886,346 $ 277,568 $ — $ — $ 72,615 $ 2,031,785 Performing — — — 342,929 17,185 — 360,114 Special Mention (Grade 7) 3,043 32,330 7,778 — — 301 43,452 Substandard (Grade 8) 13,675 33,805 6,718 — — 1,513 55,711 Non-performing — — — 1,568 4 — 1,572 Total $ 811,974 $ 952,481 $ 292,064 $ 344,497 $ 17,189 $ 74,429 $ 2,492,634 December 31, 2015 Pass (Grades 1-6) $ 802,873 $ 868,664 $ 281,553 $ — $ — $ 70,173 $ 2,023,263 Performing — — — 346,701 17,835 — 364,536 Special Mention (Grade 7) 3,282 20,732 7,527 — — 3,179 34,720 Substandard (Grade 8) 14,462 38,555 8,641 — — 3,978 65,636 Non-performing — — — 1,933 118 — 2,051 Total $ 820,617 $ 927,951 $ 297,721 $ 348,634 $ 17,953 $ 77,330 $ 2,490,206 The Company closely monitors the performance of its loan portfolio for both the Bank and HPFC. 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. 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 return 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 March 31, 2016 Residential real estate $ 965 $ 719 $ 4,764 $ 6,448 $ 805,526 $ 811,974 $ — $ 6,275 Commercial real estate 3,077 1,357 2,369 6,803 945,678 952,481 — 3,044 Commercial 664 123 1,255 2,042 290,022 292,064 — 4,128 Home equity 568 221 1,325 2,114 342,383 344,497 — 1,568 Consumer 34 9 7 50 17,139 17,189 — 4 HPFC 624 320 — 944 73,485 74,429 — 357 Total $ 5,932 $ 2,749 $ 9,720 $ 18,401 $ 2,474,233 $ 2,492,634 $ — $ 15,376 December 31, 2015 Residential real estate $ 3,325 $ 571 $ 6,077 $ 9,973 $ 810,644 $ 820,617 $ — $ 7,253 Commercial real estate 4,219 2,427 1,584 8,230 919,721 927,951 — 4,529 Commercial 267 550 1,002 1,819 295,902 297,721 — 4,489 Home equity 643 640 1,505 2,788 345,846 348,634 — 1,933 Consumer 112 7 118 237 17,716 17,953 — 118 HPFC 165 — — 165 77,165 77,330 — — Total $ 8,731 $ 4,195 $ 10,286 $ 23,212 $ 2,466,994 $ 2,490,206 $ — $ 18,322 Interest income that would have been recognized if loans on non-accrual status had been current in accordance with their original terms was $184,000 and $143,000 for the three months ended March 31, 2016 and 2015 , respectively. TDRs: The Company takes a conservative approach with 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 are 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 the periods indicated: Number of Contracts Recorded Investment Specific Reserve March 31, 2016 December 31, 2015 March 31, December 31, 2015 March 31, December 31, 2015 Residential real estate 22 22 $ 3,343 $ 3,398 $ 336 $ 544 Commercial real estate 4 6 1,109 1,459 — 48 Commercial 7 9 325 399 1 11 Home equity 1 1 20 21 — — Total 34 38 $ 4,797 $ 5,277 $ 337 $ 603 At March 31, 2016 , the Company had performing and non-performing TDRs with a recorded investment balance of $4.6 million and $227,000 , respectively. At December 31, 2015, the Company had performing and non-performing TDRs with a recorded investment balance of $4.8 million and $446,000 , respectively. As of March 31, 2016 and December 31, 2015, the Company did not have any commitments to lend additional funds to borrowers with loans classified as TDRs. There were no loan modifications that occurred during the three months ended March 31, 2016 or 2015 that qualify as TDRs. For the three months ended March 31, 2016 and 2015, no loans were modified as TDRs within the previous 12 months for which the borrower subsequently defaulted. Impaired Loans: Impaired loans consist of non-accrual and TDR loans that are individually evaluated for impairment in accordance with the Company's policy. The following is a summary of impaired loan balances and the associated allowance by portfolio segment as of and for three months ended March 31, 2016 and 2015, and as of and for the year-ended December 31, 2015: Three Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized March 31, 2016: With an allowance recorded: Residential real estate $ 3,137 $ 3,137 $ 512 $ 3,156 $ 27 Commercial real estate 540 538 158 1,256 — Commercial 321 334 214 239 — Home equity 303 303 89 303 — Consumer — — — — — HPFC 357 383 307 230 — Ending balance 4,658 4,695 1,280 5,184 27 Without an allowance recorded: Residential real estate 2,896 3,832 — 2,954 2 Commercial real estate 2,590 3,327 — 2,643 11 Commercial 3,541 3,996 — 3,664 4 Home equity 189 452 — 218 — Consumer 7 10 — 7 — HPFC — — — — — Ending balance 9,223 11,617 — 9,486 17 Total impaired loans $ 13,881 $ 16,312 $ 1,280 $ 14,670 $ 44 March 31, 2015: With an allowance recorded: Residential real estate $ 4,342 $ 4,341 $ 743 $ 4,409 $ 29 Commercial real estate 256 266 132 86 — Commercial 233 233 139 199 — Home equity — — — — — Consumer 139 140 78 140 — HPFC — — — — — Ending Balance 4,970 4,980 1,092 4,834 29 Without an allowance recorded: Residential real estate 1,765 2,289 — 1,774 2 Commercial real estate 2,440 2,748 — 3,102 8 Commercial 590 754 — 503 4 Home equity 302 505 — 303 — Consumer 17 37 — 17 — HPFC — — — — — Ending Balance 5,114 6,333 — 5,699 14 Total impaired loans $ 10,084 $ 11,313 $ 1,092 $ 10,533 $ 43 Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized December 31, 2015: With an allowance recorded: Residential real estate $ 3,191 $ 3,191 $ 544 $ 6,064 $ 112 Commercial real estate 1,825 1,857 644 1,753 — Commercial 156 156 92 945 2 Home equity 303 303 89 900 — Consumer — — — 195 — HPFC — — — — — Ending Balance 5,475 5,507 1,369 9,857 114 Without an allowance recorded: Residential real estate 2,835 4,353 — 2,175 8 Commercial real estate 2,785 3,426 — 2,719 65 Commercial 3,781 4,325 — 1,412 17 Home equity 285 688 — 369 — Consumer 74 150 — 20 — HPFC — — — — — Ending Balance 9,760 12,942 — 6,695 90 Total impaired loans $ 15,235 $ 18,449 $ 1,369 $ 16,552 $ 204 The impaired loan information presented above as of and for the three months ended March 31, 2015 and year ended December 31, 2015 was revised to disclose only those impaired loans that are individually evaluated for impairment in accordance with the Company's policy, which includes (i) loans with a principal balance greater than $250,000 or more and are classified as substandard or doubtful and are on non-accrual status and (ii) all TDRs. Previously, the Company's impaired loan disclosures included certain non-accrual loans which were collectively evaluated under ASC 450-20. The revision of prior period information had no impact on the Company's ALL, provision for loan losses, or its asset quality ratios as of and for the three months ended March 31, 2015 and year ended December 31, 2015. Loan Sales: For the three months ended March 31, 2016 and 2015, the Company sold $38.9 million and $4.8 million , respectively, of fixed rate residential mortgage loans on the secondary market that resulted in gains on the sale of loans (net of costs) of $819,000 and $129,000 , respectively. At March 31, 2016 and December 31, 2015, the Company had certain residential mortgage loans with a principal balance of $16.5 million and $10.8 million , respectively, designated as held for sale. The Company has elected the fair value option of accounting for its loans held for sale and at March 31, 2016 and December 31, 2015 recorded an unrealized gain of $139,000 and $133,000 , respectively. For the three months ended March 31, 2016 and 2015, the Company recorded within non-interest income on its consolidated statements of income a change in unrealized gains of $6,000 for each period. 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 March 31, 2016 , the Company had four residential and five commercial real estate properties with a carrying value of $273,000 and $955,000 , respectively, within OREO. At December 31, 2015, the Company had two residential real estate properties and seven commercial properties with a carrying value of $241,000 and $1.0 million , respectively, within OREO. In-Process Foreclosure Proceedings: At March 31, 2016 and December 31, 2015 , the Company had $3.6 million and $2.9 million , respectively, of consumer mortgage loans secured by residential real estate properties for which foreclosure proceedings were in process, representing 43% and 32% , respectively, of non-accrual 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 $1.1 billion at March 31, 2016 and December 31, 2015. Refer to Note 3 and 9 of the consolidated financial statements for discussion of securities pledged as collateral.

GOODWILL AND OTHER INTANGIBLE A

GOODWILL AND OTHER INTANGIBLE ASSESTS	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 and December 31, 2015 for each reporting unit is shown in the table below: Goodwill Banking Financial Services Total December 31, 2015: Goodwill, gross $ 91,753 $ 7,474 $ 99,227 Accumulated impairment losses — (3,570 ) (3,570 ) Reported goodwill at December 31, 2015 91,753 3,904 95,657 2016 measurement-period adjustments (390 ) — (390 ) Reported goodwill at March 31, 2016 $ 91,363 $ 3,904 $ 95,267 On October 16, 2015, the Company completed its acquisition of SBM, as previously reported. In the first quarter of 2016, the Company made certain measurement-period adjustments to its initial purchase accounting that decreased goodwill by $390,000 . These measurement-period adjustments increased the previously reported loan balance by $211,000 , increased acquired interest receivable and other assets by $ 157,000 , and increased acquired deferred tax assets $22,000 . The measurement-period adjustments have no impact on current or future years' net income and were presented and disclosed prospectively as of March 31, 2016 in accordance with ASU No. 2015-16, Business Combinations (Topic 805): Simplifying the Accounting for Measurement-Period Adjustments . At March 31, 2016, the Company's accounting for the acquired loans and deferred tax assets was not yet complete and balances disclosed and presented within its Annual Report on Form 10-K for the year ended December 31, 2015, as adjusted by the aforementioned measurement-period adjustments, are provisional amounts. The changes in core deposit and trust relationship intangible assets for the three months ended March 31, 2016 are shown in the table below: Core Deposit Intangible Trust Relationship Intangible Total Accumulated Amortization Net Total Accumulated Amortization Net Balance at December 31, 2015 $ 23,908 $ (15,392 ) $ 8,516 $ 753 $ (602 ) $ 151 2016 amortization — (457 ) (457 ) — (19 ) (19 ) Balance at March 31, 2016 $ 23,908 $ (15,849 ) $ 8,059 $ 753 $ (621 ) $ 132 Total carrying value of other intangible assets at December 31, 2015 $ 8,667 Total carrying value of other intangible assets at March 31, 2016 $ 8,191 The following table reflects the expected amortization schedule for intangible assets over the period of estimated economic benefit (assuming no additional intangible assets are created or impaired): Core Deposit Intangible Trust Relationship Intangible Total 2016 $ 1,371 $ 56 $ 1,427 2017 1,735 76 1,811 2018 725 — 725 2019 705 — 705 2020 682 — 682 Thereafter 2,841 — 2,841 Total $ 8,059 $ 132 $ 8,191

REGULATORY CAPITAL

REGULATORY CAPITAL	3 Months Ended
	Mar. 31, 2016
Regulatory Capital Requirements [Abstract]
Regulatory Capital Requirements under Banking Regulations	REGULATORY CAPITAL REQUIREMENTS 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. The Company and the Bank are required to maintain certain levels of capital based on risk-adjusted assets. These capital requirements represent quantitative measures of their 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. 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 to risk-weighted assets, and of Tier I capital to average assets, or leverage ratio. 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 order to be "adequately capitalized." 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. Effective January 1, 2016, the Company and the Bank were required to establish a capital conservation buffer of 0.625% , increasing the minimum required total risk-based capital, Tier I risk-based and common equity Tier I capital to risk-weighted assets they must maintain to avoid limits on capital distributions and certain bonus payments to executive officers and similar employees. The Company and the Bank's risk-based capital ratios exceeded regulatory guidelines at March 31, 2016 and December 31, 2015. The following table presents the Company and Bank's regulatory capital ratios at the periods indicated: March 31, Minimum Regulatory Capital Required for Capital Adequacy plus Capital Conservation Buffer Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required for Capital Adequacy Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Amount Ratio Amount Ratio Camden National Corporation: Total risk-based capital ratio $ 341,422 13.08 % 8.63 % N/A $ 335,740 12.98 % 8.00 % N/A Tier I risk-based capital ratio 305,058 11.69 % 6.63 % N/A 299,552 11.58 % 6.00 % N/A Common equity Tier I risk-based capital ratio 270,792 10.37 % 5.13 % N/A 269,350 10.42 % 4.50 % N/A Tier I leverage capital ratio 305,058 8.42 % 4.00 % N/A 299,552 8.74 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio $ 308,105 11.77 % 8.63 % 10.00 % $ 304,847 11.75 % 8.00 % 10.00 % Tier I risk-based capital ratio 286,742 10.96 % 6.63 % 8.00 % 283,659 10.93 % 6.00 % 8.00 % Common equity Tier I risk-based capital ratio 286,742 10.96 % 5.13 % 6.50 % 283,659 10.93 % 4.50 % 6.50 % Tier I leverage capital ratio 286,742 7.97 % 4.00 % 5.00 % 283,659 8.33 % 4.00 % 5.00 % In addition, the OCC requires a minimum level of $2.5 million of Tier I capital to be maintained at Acadia Trust. As of March 31, 2016 and December 31, 2015, Acadia Trust met all of its capital requirements. Although the 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 March 31, 2016 and December 31, 2015, $43.0 million of the junior subordinated debentures were included in Tier I and total risk-based capital for the Company. Additionally, the Company's $15.0 million of subordinated debentures qualify as Tier II capital and were included in total risk-based capital for the Company at March 31, 2016 and December 31, 2015.

EMPLOYEE BENEFIT PLANS

EMPLOYEE BENEFIT PLANS	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 and 2015 were as follows: Supplemental Executive Retirement Plan: Three Months Ended Net periodic benefit cost 2016 2015 Service cost $ 77 $ 77 Interest cost 108 106 Recognized net actuarial loss 55 54 Recognized prior service cost 2 5 Net period benefit cost (1) $ 242 $ 242 (1) Presented within the consolidated statements of income within salaries and employee benefits. Other Postretirement Benefit Plan: Three Months Ended March 31, Net periodic benefit cost 2016 2015 Service cost $ 15 $ 15 Interest cost 38 29 Recognized net actuarial loss 8 6 Amortization of prior service credit (6 ) (6 ) Net period benefit cost (1) $ 55 $ 44 (1) Presented within the consolidated statements of income within salaries and employee benefits.

STOCK-BASED COMPENSATION PLANS

STOCK-BASED COMPENSATION PLANS	3 Months Ended
	Mar. 31, 2016
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
STOCK-BASED COMPENSATION PLANS	STOCK-BASED COMPENSATION PLANS For the three months ended March 31, 2016, 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 material awards granted during the three months ended March 31, 2016: • 5,793 restricted stock awards were granted to executive officers under the 2016-2018 LTIP, at a fair value of $43.30 per share, based on the closing market price of the Company's common stock on January 4, 2016. The restricted stock awards vest pro-rata over a three year period. The holders of the restricted stock awards participate fully in the rewards of stock ownership of the Company, including voting and dividend rights. • A total of 7,165 restricted stock awards and restricted stock units were granted at a fair value of $40.80 per share, based on the closing market price of the Company’s common stock on the March 17, 2016 grant date. The restricted stock awards vest pro-rata over a five -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. • 10,676 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 February 23, 2016 grant date of $38.11 ( 6,954 shares) and the March 17, 2016 grant date of $40.80 ( 3,722 shares), in lieu of the officers and executive officers annual incentive bonus. The shares fully vest after two years of service from the grant date. • 2,730 deferred stock awards were issued to certain executive officers under the DCRP. Of the 2,730 awards granted, 1,161 vested immediately on the grant date, the remainder will vest pro-rata until the recipient reaches age 65 . The stock awards have been determined to have a fair value of $40.55 per unit, based on the closing market price of the Company's common stock on the March 15, 2016 grant date.

REPURCHASE AGREEMENTS

REPURCHASE AGREEMENTS	3 Months Ended
	Mar. 31, 2016
Banking and Thrift [Abstract]
REPURCHASE AGREEMENTS	REPURCHASE AGREEMENTS The Company can raise additional liquidity by entering into repurchase agreements at its discretion. In a security repurchase agreement transaction, the Company will generally sell a security, agreeing to repurchase either the same or substantially identical security on a specified later date, at a greater price than the original sales price. The difference between the sale price and purchase price is the cost of the proceeds, which is recorded as interest expense on the consolidated statement of income. The securities underlying the agreements are delivered to counterparties as security for the repurchase obligations. Since the securities are treated as collateral and the agreement does not qualify for a full transfer of effective control, the transactions does not meet the criteria to be classified as a sale, and is therefore considered a secured borrowing transaction for accounting purposes. Payments on such borrowings are interest only until the scheduled repurchase date. In a repurchase agreement, the Company is subject to the risk that the purchaser may default at maturity and not return the securities underlying the agreements. In order to minimize this potential risk, the Company either deals with established firms when entering into these transactions or with customers whose agreements stipulate that the securities underlying the agreement are not delivered to the customer and instead are held in segregated safekeeping accounts by the Company's safekeeping agents. The table below sets forth information regarding the Company’s repurchase agreements accounted for as secured borrowings and types of collateral as of March 31, 2016 and December 31, 2015: Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30 - 90 Days Greater than 90 Days Total March 31, 2016: Customer Repurchase Agreements: Obligations of states and political subdivisions $ 538 $ — $ — $ — $ 538 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 107,589 — — — 107,589 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 101,299 — — — 101,299 Total Customer Repurchase Agreements 209,426 — — — 209,426 Wholesale Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises — — — 22,032 22,032 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — — 8,009 8,009 Total Wholesale Repurchase Agreements — — — 30,041 30,041 Total Repurchase Agreements (1) $ 209,426 $ — $ — $ 30,041 $ 239,467 December 31, 2015: Customer Repurchase Agreements: Obligations of states and political subdivisions $ 556 $ — $ — $ — $ 556 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 95,967 — — — 95,967 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 88,466 — — — 88,466 Total Customer Repurchase Agreements 184,989 — — — 184,989 Wholesale Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises — — — 22,016 22,016 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — — 8,036 8,036 Total Wholesale Repurchase Agreements — — — 30,052 30,052 Total Repurchase Agreements (1) $ 184,989 $ — $ — $ 30,052 $ 215,041 (1) Total repurchase agreements are presented within other borrowed funds on the consolidated statements of condition. Certain customers held CDs totaling $915,000 and $914,000 with the Bank at March 31, 2016 and December 31, 2015 , respectively, that were collateralized by CMO and MBS securities that were overnight repurchase agreements. Certain counterparties monitor collateral, and may request additional collateral to be posted from time to time.

FAIR VALUE MEASUREMENT

FAIR VALUE MEASUREMENT	3 Months Ended
	Mar. 31, 2016
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. The fair value of equity AFS securities is reported utilizing market prices based on recent trading activity. The equity securities are traded on inactive markets and 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 March 31, 2016 and December 31, 2015 , 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 fair value of interest rate lock commitments is determined based on current market prices for similar assets in the secondary market and, therefore, classified as Level 2 within the fair value hierarchy. The following table summarizes financial assets and financial liabilities measured at fair value on a recurring basis as of March 31, 2016 and December 31, 2015 , 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) March 31, 2016 Financial assets: Loans held for sale $ 16,632 $ — $ 16,632 $ — AFS securities: Obligations of U.S. government-sponsored enterprises 5,119 — 5,119 — Obligations of states and political subdivisions 15,540 — 15,540 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 466,599 — 466,599 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 308,558 — 308,558 — Subordinated corporate bonds 3,461 — 3,461 — Equity securities 752 — 752 — Customer loan swaps 9,426 — 9,426 — Interest rate lock commitments 431 — 431 — Financial liabilities: Junior subordinated debt interest rate swaps 11,934 — 11,934 — Forecasted interest rate swaps 1,110 — 1,110 — Customer loan swaps 9,426 — 9,426 — December 31, 2015 Financial assets: Loans held for sale $ 10,958 $ — $ 10,958 $ — AFS securities: Obligations of U.S. government-sponsored enterprises 5,040 — 5,040 — Obligations of states and political subdivisions 17,694 — 17,694 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 419,046 — 419,046 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 306,857 — 306,857 — Subordinated corporate bonds 996 — 996 — Equity securities 705 — 705 — Customer loan swaps 3,166 — 3,166 — Interest rate lock commitments 139 — 139 — Financial liabilities: Junior subordinated debt interest rate swaps 9,229 — 9,229 — Forecasted interest rate swaps 576 — 576 — Customer loan swaps 3,166 — 3,166 — The Company did not have any transfers between Level 1 and Level 2 of the fair value hierarchy during the three months ended March 31, 2016 . 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 estimated 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 is used or an internal valuation is prepared 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 for the three months ended March 31, 2016 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 occurred for the three months ended March 31, 2016 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 March 31, 2016 and December 31, 2015 . Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) March 31, 2016 Financial assets: Collateral-dependent impaired loans $ 1,091 $ — $ — $ 1,091 MSRs (1) 1,523 — 1,523 — Non-financial assets: OREO 1,228 — — 1,228 December 31, 2015 Financial assets: Collateral-dependent impaired loans $ 1,971 $ — $ — $ 1,971 MSRs (1) 440 — 440 — Non-financial assets: OREO 1,304 — — 1,304 (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 March 31, 2016 and December 31, 2015: Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) March 31, 2016 Collateral-dependent impaired loans: Partially charged-off $ 131 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 0 - 10% (9%) Specifically reserved 960 Market approach appraisal of collateral Management adjustment of appraisal 0 - 50% (14%) Estimated selling costs 0 - 10% (7%) OREO 1,228 Market approach appraisal of collateral Management adjustment of appraisal 0 - 73% (23%) Estimated selling cost 10% (10%) December 31, 2015 Collateral-dependent impaired loans: Partially charged-off $ 399 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 0 - 10% (7%) Specifically reserved 1,572 Market approach appraisal of collateral Management adjustment 0 - 57% (45%) Estimated selling costs 10% (10%) OREO 1,304 Market approach appraisal of collateral Management adjustment 0 - 43% (18%) Estimated selling costs 10% (10%) 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 demand, interest checking, savings and money market deposits is determined as the amount payable on demand at the reporting date. The fair value of time deposits is estimated by discounting the estimated future cash flows using market rates offered for deposits of similar remaining maturities. 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. Subordinated Debentures : The fair values of are based on quoted prices from similar instruments in inactive markets. The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at March 31, 2016 : 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 $ 72,201 $ 72,201 $ 72,201 $ — $ — AFS securities 800,029 800,029 — 800,029 — HTM securities 87,950 90,729 — 90,729 — Loans held for sale 16,632 16,632 — 16,632 — Residential real estate loans (1) 807,458 827,116 — — 827,116 Commercial real estate loans (1) 942,101 945,232 — — 945,232 Commercial loans (1)(2) 362,854 366,453 — — 366,453 Home equity loans (1) 341,875 345,834 — — 345,834 Consumer loans (1) 17,007 18,136 — — 18,136 MSRs (3) 1,574 2,050 — 2,050 — Interest receivable 8,785 8,785 — 8,785 — Customer loan swaps 9,426 9,426 — 9,426 — Interest rate lock commitments 431 431 — 431 — Financial liabilities: Deposits $ 2,674,832 $ 2,677,503 $ — $ 2,677,503 $ — FHLB advances 55,000 56,097 — 56,097 — Commercial repurchase agreements 30,041 30,920 — 30,920 — Other borrowed funds 515,432 516,633 516,633 — Subordinated debentures 58,638 40,800 — 40,800 — Interest payable 641 641 — 641 — Junior subordinated debt interest rate swaps 11,934 11,934 — 11,934 — Forecasted interest rate swaps 1,110 1,110 — 1,110 — Customer loan swaps 9,426 9,426 — 9,426 — (1) The presented carrying amount is net of the allocated ALL. (2) Includes the HPFC loan portfolio. (3) 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, 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 $ 79,488 $ 79,488 $ 79,488 $ — $ — AFS securities 750,338 750,338 — 750,338 — HTM securities 84,144 85,647 — 85,647 — Loans held for sale 10,958 10,958 — 10,958 — Residential real estate loans (1) 808,180 820,774 — — 820,774 Commercial real estate loans (1) 922,257 911,316 — — 911,316 Commercial loans (1)(2) 371,684 371,854 — — 371,854 Home equity loans (1) 349,215 348,963 — — 348,963 Consumer loans (1) 17,704 18,163 — — 18,163 MSRs (3) 2,161 2,947 — 2,947 — Interest receivable 7,985 7,985 — 7,985 — Customer loan swaps 3,166 3,166 — 3,166 — Interest rate lock commitments 139 139 — 139 — Financial liabilities: Deposits $ 2,726,379 $ 2,726,300 $ — $ 2,726,300 $ — FHLB advances 55,000 56,001 — 56,001 — Commercial repurchase agreements 30,052 30,931 — 30,931 — Other borrowed funds 428,711 428,778 — 428,778 — Subordinated debentures 58,599 42,950 — 42,950 — Interest payable 641 641 — 641 — Junior subordinated debt interest rate swaps 9,229 9,229 — 9,229 — Forecasted interest rate swaps 576 576 — 576 — Customer loan swaps 3,166 3,166 — 3,166 — (1) The presented carrying amount is net of the allocated ALL. (2) Includes the HPFC loan portfolio. (3) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount.

COMMITMENTS AND CONTINGENCIES

COMMITMENTS AND CONTINGENCIES	3 Months Ended
	Mar. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
COMMITMENTS AND CONTINGENCIES	COMMITMENTS, CONTINGENCIES AND DERIVATIVES 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 March 31, 2016 and December 31, 2015, the Company did no t have any material loss contingencies for which accruals were provided for and/or disclosure was deemed necessary. 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: March 31, December 31, Lending-Related Instruments: Loan origination commitments and unadvanced lines of credit: Home equity $ 484,537 $ 464,701 Commercial and commercial real estate 78,875 94,791 Residential 31,554 16,256 Letters of credit 4,218 4,468 Other commitments 534 433 Derivative Financial Instruments: Customer loan swaps $ 319,630 $ 285,888 Forecasted interest rate swaps 50,000 50,000 Junior subordinated debt interest rate swaps 43,000 43,000 Interest rate lock commitments 34,220 20,735 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. Additionally, as part of Company's normal mortgage origination process, it provides the borrower with the option to lock their interest rate based on current market prices. During the period from commitment date to the loan closing date, the Company is subject to the risk of interest rate change. In an effort to mitigate such risk the Company may enter into forward delivery sales commitments, typically on a "best-efforts" basis, with certain approved investors. Derivative instruments are carried at fair value in the Company’s financial statements. The accounting for changes in the fair value of a derivative instrument is dependent upon whether or not it qualifies and has been designated as a hedge for accounting purposes, and further, by the type of hedging relationship. The Company has designated its interest rate swaps on its junior subordinated debentures and its interest rate swaps on forecasted 30-day FHLBB borrowings as cash flow hedges. The change in the fair value of the Company's cash flow hedges is accounted within OCI, net of tax. Quarterly, in conjunction with financial reporting, the Company assesses each cash flow hedge for ineffectiveness. To the extent any significant ineffectiveness is identified, this amount is recorded within the consolidated statements of income. Furthermore, the Company will reclassify the gain or loss on the effective portion of the cash flow hedge from OCI into interest within the consolidated statements of income in the period the hedged transaction affects earnings. The change in fair value of the Company's other derivative instruments, not designated and qualifying as hedges, are accounted for within the consolidated statements of income. Junior Subordinated Debt Interest Rate Swaps: The Company, from time to time, will enter into an interest rate swap agreement with a counterparty to manage interest rate risk associated with its variable rate borrowings. 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. If the interest rate swaps are in a net asset position based on their fair value, the counterparty is required to post collateral to the Company. The collateral posted by the Company (or counterparty) is not readily available and has been presented within cash and due from banks on the consolidated statements of condition. At March 31, 2016 and December 31, 2015, the Company had a notional amount of $43.0 million in variable-for-fixed interest rate swap agreements on its junior subordinated debentures and $13.0 million of cash as collateral to the counterparty at March 31, 2016. The details of the interest rate swap agreements are as follows: March 31, 2016 December 31, 2015 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% $ (1,299 ) $ (1,038 ) 10,000 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% (3,233 ) (2,537 ) 10,000 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% (3,218 ) (2,477 ) 5,000 3/14/2011 3/30/2031 3-Month USD LIBOR 4.35% (1,687 ) (1,301 ) 8,000 5/4/2011 7/7/2031 3-Month USD LIBOR 4.14% (2,497 ) (1,876 ) $ 43,000 $ (11,934 ) $ (9,229 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. For the three months ended March 31, 2016 or 2015, the Company did no t record any ineffectiveness on these cash flow hedges within the consolidated statements of income. Net payments to the counterparty for the three months ended March 31, 2016 and 2015 were $316,000 and $343,000 and have been classified as cash flows from operating activities in the consolidated statements of cash flows. Forecasted Interest Rate Swaps: In the first quarter of 2015, the Bank entered into two interest rate swap arrangements with a counterparty on two tranches of 30-day FHLBB advances with a total notional amount of $50.0 million . Each derivative arrangement commenced 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 interest rate exposure on borrowings in a rising interest rate environment. The Bank has designated each arrangement as a cash flow 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. For the three months ended March 31, 2016 , the Company did no t record any ineffectiveness 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. If the interest rate swaps are in a net asset position based on their fair value, the counterparty is required to post collateral to the Company. The collateral posted by the Company (or counterparty) is not readily available and is presented within cash and due from banks on the consolidated statements of condition. At March 31, 2016 , the Bank posted cash collateral with the counterparty of $1.3 million to the counterparty. The details of the interest rate swap agreements are as follows: March 31, 2016 December 31, 2015 Notional Trade Maturity Date Variable Index Fixed Rate Fair Value (1) Fair Value (1) $ 25,000 2/25/2015 2/25/2018 1-Month USD LIBOR 1.54% $ (413 ) $ (230 ) 25,000 2/25/2015 2/25/2019 1-Month USD LIBOR 1.74% (697 ) (346 ) $ 50,000 $ (1,110 ) $ (576 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. Net payments to the counterparty for the three months ended March 31, 2016 were $49,000 and have been classified as cash flows from operating activities in the consolidated statements of cash flows. 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. 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 following table presents the total positions, notional and fair value of the Company's customer loans swaps with its commercial customers and the corresponding interest rate swap agreements with counterparty for the periods indicated: March 31, 2016 December 31, 2015 Number of Positions Notional Fair Value Number of Positions Notional Fair Value Receive fixed, pay variable (1) 32 $ 159,815 $ 9,426 28 $ 142,944 $ 3,166 Pay fixed, received variable (2) 32 159,815 (9,426 ) 28 142,944 (3,166 ) (1) Presented within other assets on the consolidated statements of condition. (2) Presented within accrued interest and other liabilities on the consolidated statements of condition. 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 collateral for contracts in a net liability position based on their fair values and the Bank's credit rating or receive collateral for contracts in a net asset position. At March 31, 2016 , the Company posted cash collateral with the counterparty of $10.8 million . The collateral posted by the Company (or counterparty) is not readily available and is presented within cash and due from banks on the consolidated statements of condition. Interest Rate Locks Commitments: As part of originating residential and commercial loans, the Company may enter into rate lock agreements with customers and may issue commitment letters to customers, which are considered interest rate lock commitments. At March 31, 2016 and December 31, 2015 , our pipeline of mortgage loans with interest rate lock commitments were as follows: March 31, 2016 December 31, 2015 Notional Fair Value Notional Fair Value Mortgage interest rate locks (1) $ 34,220 $ 431 $ 20,735 $ 139 (1) Presented within other assets on the consolidated statements of condition. For the three months ended March 31, 2016 and 2015 the unrealized gains from the change in fair value on the Company's mortgage interest rate locks reported within mortgage banking income, net, on consolidated statements of income was $292,000 and $2,000 , respectively. The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated: For The Three Months Ended March 31, 2016 2015 Derivatives designated as cash flow hedges Net change in unrealized losses on cash flow hedging derivatives, net of tax (effective portion) $ (2,105 ) $ (1,172 ) Net reclassification adjustment for effective portion of cash flow hedges included in interest expense (effective portion), gross $ (365 ) $ (343 ) The Company expects approximately $2.1 million (pre-tax) to be reclassified to interest expense from OCI, related to the Company’s cash flow hedges, in the next twelve months. This reclassification is due to anticipated payments that will be made and/or received on the swaps based upon the forward curve as of March 31, 2016.

RECENT ACCOUNTING PRONOUNCEMENT

RECENT ACCOUNTING PRONOUNCEMENTS	3 Months Ended
	Mar. 31, 2016
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
RECENT ACCOUNTING PRONOUNCEMENTS	RECENT ACCOUNTING PRONOUNCEMENTS In August 2015, the FASB issued ASU No. 2015-14, Revenue from Contracts with Customers (Topic 606): Deferral of the Effective Date. The ASU was issued to defer the effective date of Update 2014-09, Revenue from Contracts with Customers (Topic 606), for all entities by one year. ASU 2014-09 was issued to clarify the principles for recognizing revenue and to develop a common revenue standard. ASU 2014-09 is now effective for annual reporting periods beginning after December 15, 2017, including interim reporting periods within that reporting period. The Company continues to evaluate the potential impact of ASU 2014-09, as updated by ASU 2015-14, but currently does not expect the ASU to have a material effect on its consolidated financial statements. In January 2016, the FASB issued ASU No. 2016-01, Income Statement - Financial Instruments - Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Liabilities. The ASU was issued to enhance the reporting model for financial instruments to provide the users of financial statements with more useful information for decisions. The ASU is effective for fiscal years beginning after December 15, 2017, including interim periods within those fiscal years. Early adoption is permitted for only one of the six amendments, otherwise it is not permitted. The Company is evaluating the potential impact of the ASU on its consolidated financial statements. In February 2016, the FASB issued ASU No. 2016-02, Leases (Topic 842). The ASU was issued to increase transparency and comparability among organizations by recognizing lease assets and liabilities (including operating leases) on the balance sheet and disclosing key information about leasing arrangements. Current lease accounting does not require the inclusion of operating leases in the balance sheet. The ASU is effective for fiscal years beginning after December 15, 2018, including interim periods within those fiscal years, early application is permitted. The Company expects the ASU will have a material effect on its consolidated financial statements and is currently evaluating the impact. In March 2016, the FASB issued ASU No. 2016-09, Compensation - Stock Compensation (Topic 718): Improvements to Employee Share-Based Payment Accounting. The ASU was issued to simplify accounting for share-based payment transactions, including income tax consequences, classification of awards, and classification on the statement of cash flows. The ASU is effective for annual periods beginning after December 15, 2016 and interim periods within those annual periods, early adoption is permitted. The Company is evaluating the potential impact of the ASU on its consolidated financial statements.

EARNINGS PER SHARE (Tables)

EARNINGS PER SHARE (Tables)	3 Months Ended
	Mar. 31, 2016
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 2016 2015 Net income $ 8,334 $ 5,611 Dividends and undistributed earnings allocated to participating securities (1) (29 ) (17 ) Net income available to common shareholders $ 8,305 $ 5,594 Weighted-average common shares outstanding for basic EPS 10,259,995 7,431,065 Dilutive effect of stock-based awards (2) 38,176 22,810 Weighted-average common and potential common shares for diluted EPS 10,298,171 7,453,875 Earnings per common share: Basic EPS $ 0.81 $ 0.75 Diluted EPS $ 0.81 $ 0.75 Awards excluded from the calculation of diluted EPS (3) : Stock options 13,250 15,250 (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 and are considered anti-dilutive.

SECURITIES (Tables)

SECURITIES (Tables)	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,973 $ 146 $ — $ 5,119 Obligations of states and political subdivisions 15,254 286 — 15,540 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 460,604 6,612 (617 ) 466,599 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 308,902 2,126 (2,470 ) 308,558 Subordinated corporate bonds 3,480 18 (37 ) 3,461 Total AFS debt securities 793,213 9,188 (3,124 ) 799,277 Equity securities 712 40 — 752 Total AFS securities $ 793,925 $ 9,228 $ (3,124 ) $ 800,029 HTM Securities: Obligations of states and political subdivisions $ 87,950 $ 2,816 $ (37 ) $ 90,729 Total HTM securities $ 87,950 $ 2,816 $ (37 ) $ 90,729 December 31, 2015 AFS Securities: Obligations of U.S. government-sponsored enterprises $ 4,971 $ 69 $ — $ 5,040 Obligations of states and political subdivisions 17,355 339 — 17,694 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 419,429 3,474 (3,857 ) 419,046 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 312,719 409 (6,271 ) 306,857 Subordinated corporate bonds 1,000 — (4 ) 996 Total AFS debt securities 755,474 4,291 (10,132 ) 749,633 Equity securities 712 2 (9 ) 705 Total AFS securities $ 756,186 $ 4,293 $ (10,141 ) $ 750,338 HTM Securities: Obligations of states and political subdivisions $ 84,144 $ 1,564 $ (61 ) $ 85,647 Total HTM securities $ 84,144 $ 1,564 $ (61 ) $ 85,647
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 March 31, 2016 and December 31, 2015 , 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 March 31, 2016 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 14,453 $ (82 ) $ 49,596 $ (535 ) $ 64,049 $ (617 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 8,240 (47 ) 145,716 (2,423 ) 153,956 (2,470 ) Subordinated corporate bonds 1,963 (37 ) — — 1,963 (37 ) Total AFS securities $ 24,656 $ (166 ) $ 195,312 $ (2,958 ) $ 219,968 $ (3,124 ) HTM Securities: Obligations of states and political subdivisions $ 2,181 $ (37 ) $ — $ — $ 2,181 $ (37 ) Total HTM securities $ 2,181 $ (37 ) $ — $ — $ 2,181 $ (37 ) December 31, 2015 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 234,897 $ (2,351 ) $ 45,629 $ (1,506 ) $ 280,526 $ (3,857 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 111,143 (1,068 ) 147,180 (5,203 ) 258,323 (6,271 ) Subordinated corporate bonds 996 (4 ) — — 996 (4 ) Equity Securities 615 (9 ) — — 615 (9 ) Total AFS securities $ 347,651 $ (3,432 ) $ 192,809 $ (6,709 ) $ 540,460 $ (10,141 ) HTM Securities: Obligations of states and political subdivisions $ 5,507 $ (61 ) $ — $ — $ 5,507 $ (61 ) Total HTM securities $ 5,507 $ (61 ) $ — $ — $ 5,507 $ (61 )
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 March 31, 2016 , 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 $ 1,002 $ 1,016 Due after one year through five years 103,817 105,196 Due after five years through ten years 111,295 113,903 Due after ten years 577,099 579,162 $ 793,213 $ 799,277 HTM Securities Due after one year through five years $ 2,204 $ 2,260 Due after five years through ten years 2,494 2,538 Due after ten years 83,252 85,931 $ 87,950 $ 90,729

LOANS AND ALLOWANCE FOR LOAN 24

LOANS AND ALLOWANCE FOR LOAN LOSSES (Tables)	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 and December 31, 2015 was as follows: March 31, December 31, Residential real estate (1) $ 813,266 $ 821,074 Commercial real estate (1) 953,220 927,951 Commercial (1) 291,684 297,721 Home equity (1) 343,137 348,634 Consumer (1) 17,096 17,953 HPFC (1) 74,304 77,243 Deferred loan fees, net (73 ) (370 ) Total loans $ 2,492,634 $ 2,490,206 (1) The loan balances are presented net of the unamortized fair value mark discount associated with the purchase accounting for acquired loans of $12.1 million and $13.1 million at March 31, 2016 and December 31, 2015, respectively.
Summary of Activity in Allowance for Loan Losses	The following tables presents the activity in the ALL and select loan information by portfolio segment for the three months ended March 31, 2016 and 2015, and for the year ended December 31, 2015: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Unallocated Total For The Three Months Ended March 31, 2016 ALL for the three months ended: Beginning balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ — $ 21,166 Loans charged off (210 ) (222 ) (226 ) (128 ) (15 ) — — (801 ) Recoveries 40 9 52 1 2 — — 104 Provision (1) 141 161 231 18 2 317 — 870 Ending balance $ 4,516 $ 10,380 $ 3,298 $ 2,622 $ 182 $ 341 $ — $ 21,339 ALL balance attributable to loans: Individually evaluated for impairment $ 512 $ 158 $ 214 $ 89 $ — $ 307 $ — $ 1,280 Collectively evaluated for impairment 4,004 10,222 3,084 2,533 182 34 — 20,059 Total ending ALL $ 4,516 $ 10,380 $ 3,298 $ 2,622 $ 182 $ 341 $ — $ 21,339 Loans: Individually evaluated for impairment $ 6,033 $ 3,130 $ 3,862 $ 492 $ 7 $ 357 $ — $ 13,881 Collectively evaluated for impairment 805,941 949,351 288,202 344,005 17,182 74,072 — 2,478,753 Total ending loans balance $ 811,974 $ 952,481 $ 292,064 $ 344,497 $ 17,189 $ 74,429 $ — $ 2,492,634 For The Three Months Ended March 31, 2015 ALL for the three months ended: Beginning balance $ 4,899 $ 7,951 $ 3,354 $ 2,247 $ 281 $ — $ 2,384 $ 21,116 Loans charged off (113 ) (55 ) (159 ) (89 ) (8 ) — — (424 ) Recoveries 3 10 104 5 11 — — 133 Provision (credit) (1) 46 328 128 84 (14 ) — (132 ) 440 Ending balance $ 4,835 $ 8,234 $ 3,427 $ 2,247 $ 270 $ — $ 2,252 $ 21,265 ALL balance attributable to loans: Individually evaluated for impairment $ 743 $ 132 $ 139 $ — $ 78 $ — $ — $ 1,092 Collectively evaluated for impairment 4,092 8,102 3,288 2,247 192 — 2,252 20,173 Total ending ALL $ 4,835 $ 8,234 $ 3,427 $ 2,247 $ 270 $ — $ 2,252 $ 21,265 Loans: Individually evaluated for impairment $ 6,107 $ 2,696 $ 823 $ 302 $ 156 $ — $ — $ 10,084 Collectively evaluated for impairment 578,366 654,765 256,940 274,482 16,443 — — 1,780,996 Total ending loans balance $ 584,473 $ 657,461 $ 257,763 $ 274,784 $ 16,599 $ — $ — $ 1,791,080 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Unallocated Total For The Year Ended December 31, 2015 ALL: Beginning balance $ 4,899 $ 7,951 $ 3,354 $ 2,247 $ 281 $ — $ 2,384 $ 21,116 Loans charged off (801 ) (481 ) (655 ) (525 ) (154 ) — — (2,616 ) Recoveries 55 74 389 188 22 — — 728 Provision (credit) (1) 392 2,888 153 821 44 24 (2,384 ) 1,938 Ending balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ — $ 21,166 ALL balance attributable to loans: Individually evaluated for impairment $ 544 $ 644 $ 92 $ 89 $ — $ — $ — $ 1,369 Collectively evaluated for impairment 4,001 9,788 3,149 2,642 193 24 — 19,797 Total ending ALL $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ — $ 21,166 Loans: Individually evaluated for impairment $ 6,026 $ 4,610 $ 3,937 $ 588 $ 74 $ — $ — $ 15,235 Collectively evaluated for impairment 814,591 923,341 293,784 348,046 17,879 77,330 — 2,474,971 Total ending loans balance $ 820,617 $ 927,951 $ 297,721 $ 348,634 $ 17,953 $ 77,330 $ — $ 2,490,206 (1) The provision (credit) 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 statements of condition. At March 31, 2016 and 2015, and December 31, 2015, the reserve for unfunded commitments was $24,000 , $23,000 and $22,000 , respectively.
Schedule of Provision for Credit Losses	The following table reconciles the three months ended March 31, 2016 and 2015, and year ended December 31, 2015 provision for loan losses to the provision for credit losses as presented on the consolidated statement of income: Three Months Ended March 31, Year Ended December 31, 2016 2015 2015 Provision for loan losses $ 870 $ 440 $ 1,938 Change in reserve for unfunded commitments 2 6 (2 ) Provision for credit losses $ 872 $ 446 $ 1,936
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 HPFC Total March 31, 2016 Pass (Grades 1-6) $ 795,256 $ 886,346 $ 277,568 $ — $ — $ 72,615 $ 2,031,785 Performing — — — 342,929 17,185 — 360,114 Special Mention (Grade 7) 3,043 32,330 7,778 — — 301 43,452 Substandard (Grade 8) 13,675 33,805 6,718 — — 1,513 55,711 Non-performing — — — 1,568 4 — 1,572 Total $ 811,974 $ 952,481 $ 292,064 $ 344,497 $ 17,189 $ 74,429 $ 2,492,634 December 31, 2015 Pass (Grades 1-6) $ 802,873 $ 868,664 $ 281,553 $ — $ — $ 70,173 $ 2,023,263 Performing — — — 346,701 17,835 — 364,536 Special Mention (Grade 7) 3,282 20,732 7,527 — — 3,179 34,720 Substandard (Grade 8) 14,462 38,555 8,641 — — 3,978 65,636 Non-performing — — — 1,933 118 — 2,051 Total $ 820,617 $ 927,951 $ 297,721 $ 348,634 $ 17,953 $ 77,330 $ 2,490,206
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 March 31, 2016 Residential real estate $ 965 $ 719 $ 4,764 $ 6,448 $ 805,526 $ 811,974 $ — $ 6,275 Commercial real estate 3,077 1,357 2,369 6,803 945,678 952,481 — 3,044 Commercial 664 123 1,255 2,042 290,022 292,064 — 4,128 Home equity 568 221 1,325 2,114 342,383 344,497 — 1,568 Consumer 34 9 7 50 17,139 17,189 — 4 HPFC 624 320 — 944 73,485 74,429 — 357 Total $ 5,932 $ 2,749 $ 9,720 $ 18,401 $ 2,474,233 $ 2,492,634 $ — $ 15,376 December 31, 2015 Residential real estate $ 3,325 $ 571 $ 6,077 $ 9,973 $ 810,644 $ 820,617 $ — $ 7,253 Commercial real estate 4,219 2,427 1,584 8,230 919,721 927,951 — 4,529 Commercial 267 550 1,002 1,819 295,902 297,721 — 4,489 Home equity 643 640 1,505 2,788 345,846 348,634 — 1,933 Consumer 112 7 118 237 17,716 17,953 — 118 HPFC 165 — — 165 77,165 77,330 — — Total $ 8,731 $ 4,195 $ 10,286 $ 23,212 $ 2,466,994 $ 2,490,206 $ — $ 18,322
Troubled Debt Restructuring and Specific Reserve Related to TDRs	The following is a summary of TDRs, by portfolio segment, and the associated specific reserve included within the ALL as of the periods indicated: Number of Contracts Recorded Investment Specific Reserve March 31, 2016 December 31, 2015 March 31, December 31, 2015 March 31, December 31, 2015 Residential real estate 22 22 $ 3,343 $ 3,398 $ 336 $ 544 Commercial real estate 4 6 1,109 1,459 — 48 Commercial 7 9 325 399 1 11 Home equity 1 1 20 21 — — Total 34 38 $ 4,797 $ 5,277 $ 337 $ 603
Summary of Impaired Loan Balances and Associated Allowance by Portfolio Segment	The following is a summary of impaired loan balances and the associated allowance by portfolio segment as of and for three months ended March 31, 2016 and 2015, and as of and for the year-ended December 31, 2015: Three Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized March 31, 2016: With an allowance recorded: Residential real estate $ 3,137 $ 3,137 $ 512 $ 3,156 $ 27 Commercial real estate 540 538 158 1,256 — Commercial 321 334 214 239 — Home equity 303 303 89 303 — Consumer — — — — — HPFC 357 383 307 230 — Ending balance 4,658 4,695 1,280 5,184 27 Without an allowance recorded: Residential real estate 2,896 3,832 — 2,954 2 Commercial real estate 2,590 3,327 — 2,643 11 Commercial 3,541 3,996 — 3,664 4 Home equity 189 452 — 218 — Consumer 7 10 — 7 — HPFC — — — — — Ending balance 9,223 11,617 — 9,486 17 Total impaired loans $ 13,881 $ 16,312 $ 1,280 $ 14,670 $ 44 March 31, 2015: With an allowance recorded: Residential real estate $ 4,342 $ 4,341 $ 743 $ 4,409 $ 29 Commercial real estate 256 266 132 86 — Commercial 233 233 139 199 — Home equity — — — — — Consumer 139 140 78 140 — HPFC — — — — — Ending Balance 4,970 4,980 1,092 4,834 29 Without an allowance recorded: Residential real estate 1,765 2,289 — 1,774 2 Commercial real estate 2,440 2,748 — 3,102 8 Commercial 590 754 — 503 4 Home equity 302 505 — 303 — Consumer 17 37 — 17 — HPFC — — — — — Ending Balance 5,114 6,333 — 5,699 14 Total impaired loans $ 10,084 $ 11,313 $ 1,092 $ 10,533 $ 43 Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized December 31, 2015: With an allowance recorded: Residential real estate $ 3,191 $ 3,191 $ 544 $ 6,064 $ 112 Commercial real estate 1,825 1,857 644 1,753 — Commercial 156 156 92 945 2 Home equity 303 303 89 900 — Consumer — — — 195 — HPFC — — — — — Ending Balance 5,475 5,507 1,369 9,857 114 Without an allowance recorded: Residential real estate 2,835 4,353 — 2,175 8 Commercial real estate 2,785 3,426 — 2,719 65 Commercial 3,781 4,325 — 1,412 17 Home equity 285 688 — 369 — Consumer 74 150 — 20 — HPFC — — — — — Ending Balance 9,760 12,942 — 6,695 90 Total impaired loans $ 15,235 $ 18,449 $ 1,369 $ 16,552 $ 204

GOODWILL AND OTHER INTANGIBLE25

GOODWILL AND OTHER INTANGIBLE ASSESTS (Tables)	3 Months Ended
	Mar. 31, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Changes in Goodwill	Goodwill as of March 31, 2016 and December 31, 2015 for each reporting unit is shown in the table below: Goodwill Banking Financial Services Total December 31, 2015: Goodwill, gross $ 91,753 $ 7,474 $ 99,227 Accumulated impairment losses — (3,570 ) (3,570 ) Reported goodwill at December 31, 2015 91,753 3,904 95,657 2016 measurement-period adjustments (390 ) — (390 ) Reported goodwill at March 31, 2016 $ 91,363 $ 3,904 $ 95,267
Changes in Core Deposit Intangible and Trust Relationship Intangible	The changes in core deposit and trust relationship intangible assets for the three months ended March 31, 2016 are shown in the table below: Core Deposit Intangible Trust Relationship Intangible Total Accumulated Amortization Net Total Accumulated Amortization Net Balance at December 31, 2015 $ 23,908 $ (15,392 ) $ 8,516 $ 753 $ (602 ) $ 151 2016 amortization — (457 ) (457 ) — (19 ) (19 ) Balance at March 31, 2016 $ 23,908 $ (15,849 ) $ 8,059 $ 753 $ (621 ) $ 132 Total carrying value of other intangible assets at December 31, 2015 $ 8,667 Total carrying value of other intangible assets at March 31, 2016 $ 8,191
Expected Amortization Schedule for Intangible Assets	The following table reflects the expected amortization schedule for intangible assets over the period of estimated economic benefit (assuming no additional intangible assets are created or impaired): Core Deposit Intangible Trust Relationship Intangible Total 2016 $ 1,371 $ 56 $ 1,427 2017 1,735 76 1,811 2018 725 — 725 2019 705 — 705 2020 682 — 682 Thereafter 2,841 — 2,841 Total $ 8,059 $ 132 $ 8,191

REGULATORY CAPITAL (Tables)

REGULATORY CAPITAL (Tables)	3 Months Ended
	Mar. 31, 2016
Regulatory Capital Requirements [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	The following table presents the Company and Bank's regulatory capital ratios at the periods indicated: March 31, Minimum Regulatory Capital Required for Capital Adequacy plus Capital Conservation Buffer Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required for Capital Adequacy Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Amount Ratio Amount Ratio Camden National Corporation: Total risk-based capital ratio $ 341,422 13.08 % 8.63 % N/A $ 335,740 12.98 % 8.00 % N/A Tier I risk-based capital ratio 305,058 11.69 % 6.63 % N/A 299,552 11.58 % 6.00 % N/A Common equity Tier I risk-based capital ratio 270,792 10.37 % 5.13 % N/A 269,350 10.42 % 4.50 % N/A Tier I leverage capital ratio 305,058 8.42 % 4.00 % N/A 299,552 8.74 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio $ 308,105 11.77 % 8.63 % 10.00 % $ 304,847 11.75 % 8.00 % 10.00 % Tier I risk-based capital ratio 286,742 10.96 % 6.63 % 8.00 % 283,659 10.93 % 6.00 % 8.00 % Common equity Tier I risk-based capital ratio 286,742 10.96 % 5.13 % 6.50 % 283,659 10.93 % 4.50 % 6.50 % Tier I leverage capital ratio 286,742 7.97 % 4.00 % 5.00 % 283,659 8.33 % 4.00 % 5.00 %

EMPLOYEE BENEFIT PLANS (Tables)

EMPLOYEE BENEFIT PLANS (Tables)	3 Months Ended
	Mar. 31, 2016
Compensation and Retirement Disclosure [Abstract]
Components of Net Period Benefit Cost	The components of net period benefit cost for the periods ended March 31, 2016 and 2015 were as follows: Supplemental Executive Retirement Plan: Three Months Ended Net periodic benefit cost 2016 2015 Service cost $ 77 $ 77 Interest cost 108 106 Recognized net actuarial loss 55 54 Recognized prior service cost 2 5 Net period benefit cost (1) $ 242 $ 242 (1) Presented within the consolidated statements of income within salaries and employee benefits. Other Postretirement Benefit Plan: Three Months Ended March 31, Net periodic benefit cost 2016 2015 Service cost $ 15 $ 15 Interest cost 38 29 Recognized net actuarial loss 8 6 Amortization of prior service credit (6 ) (6 ) Net period benefit cost (1) $ 55 $ 44 (1) Presented within the consolidated statements of income within salaries and employee benefits.

REPURCHASE AGREEMENTS (Tables)

REPURCHASE AGREEMENTS (Tables)	3 Months Ended
	Mar. 31, 2016
Banking and Thrift [Abstract]
Schedule of Underlying Assets of Repurchase Agreements when Amount of Repurchase Agreements Exceeds 10 Percent of Assets	The table below sets forth information regarding the Company’s repurchase agreements accounted for as secured borrowings and types of collateral as of March 31, 2016 and December 31, 2015: Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30 - 90 Days Greater than 90 Days Total March 31, 2016: Customer Repurchase Agreements: Obligations of states and political subdivisions $ 538 $ — $ — $ — $ 538 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 107,589 — — — 107,589 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 101,299 — — — 101,299 Total Customer Repurchase Agreements 209,426 — — — 209,426 Wholesale Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises — — — 22,032 22,032 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — — 8,009 8,009 Total Wholesale Repurchase Agreements — — — 30,041 30,041 Total Repurchase Agreements (1) $ 209,426 $ — $ — $ 30,041 $ 239,467 December 31, 2015: Customer Repurchase Agreements: Obligations of states and political subdivisions $ 556 $ — $ — $ — $ 556 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 95,967 — — — 95,967 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 88,466 — — — 88,466 Total Customer Repurchase Agreements 184,989 — — — 184,989 Wholesale Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises — — — 22,016 22,016 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — — 8,036 8,036 Total Wholesale Repurchase Agreements — — — 30,052 30,052 Total Repurchase Agreements (1) $ 184,989 $ — $ — $ 30,052 $ 215,041 (1) Total repurchase agreements are presented within other borrowed funds on the consolidated statements of condition.

FAIR VALUE MEASUREMENT (Tables)

FAIR VALUE MEASUREMENT (Tables)	3 Months Ended
	Mar. 31, 2016
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 March 31, 2016 and December 31, 2015 , 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) March 31, 2016 Financial assets: Loans held for sale $ 16,632 $ — $ 16,632 $ — AFS securities: Obligations of U.S. government-sponsored enterprises 5,119 — 5,119 — Obligations of states and political subdivisions 15,540 — 15,540 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 466,599 — 466,599 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 308,558 — 308,558 — Subordinated corporate bonds 3,461 — 3,461 — Equity securities 752 — 752 — Customer loan swaps 9,426 — 9,426 — Interest rate lock commitments 431 — 431 — Financial liabilities: Junior subordinated debt interest rate swaps 11,934 — 11,934 — Forecasted interest rate swaps 1,110 — 1,110 — Customer loan swaps 9,426 — 9,426 — December 31, 2015 Financial assets: Loans held for sale $ 10,958 $ — $ 10,958 $ — AFS securities: Obligations of U.S. government-sponsored enterprises 5,040 — 5,040 — Obligations of states and political subdivisions 17,694 — 17,694 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 419,046 — 419,046 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 306,857 — 306,857 — Subordinated corporate bonds 996 — 996 — Equity securities 705 — 705 — Customer loan swaps 3,166 — 3,166 — Interest rate lock commitments 139 — 139 — Financial liabilities: Junior subordinated debt interest rate swaps 9,229 — 9,229 — Forecasted interest rate swaps 576 — 576 — Customer loan swaps 3,166 — 3,166 —
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 March 31, 2016 and December 31, 2015 . Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) March 31, 2016 Financial assets: Collateral-dependent impaired loans $ 1,091 $ — $ — $ 1,091 MSRs (1) 1,523 — 1,523 — Non-financial assets: OREO 1,228 — — 1,228 December 31, 2015 Financial assets: Collateral-dependent impaired loans $ 1,971 $ — $ — $ 1,971 MSRs (1) 440 — 440 — Non-financial assets: OREO 1,304 — — 1,304 (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 March 31, 2016 and December 31, 2015: Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) March 31, 2016 Collateral-dependent impaired loans: Partially charged-off $ 131 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 0 - 10% (9%) Specifically reserved 960 Market approach appraisal of collateral Management adjustment of appraisal 0 - 50% (14%) Estimated selling costs 0 - 10% (7%) OREO 1,228 Market approach appraisal of collateral Management adjustment of appraisal 0 - 73% (23%) Estimated selling cost 10% (10%) December 31, 2015 Collateral-dependent impaired loans: Partially charged-off $ 399 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 0 - 10% (7%) Specifically reserved 1,572 Market approach appraisal of collateral Management adjustment 0 - 57% (45%) Estimated selling costs 10% (10%) OREO 1,304 Market approach appraisal of collateral Management adjustment 0 - 43% (18%) Estimated selling costs 10% (10%)
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 March 31, 2016 : 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 $ 72,201 $ 72,201 $ 72,201 $ — $ — AFS securities 800,029 800,029 — 800,029 — HTM securities 87,950 90,729 — 90,729 — Loans held for sale 16,632 16,632 — 16,632 — Residential real estate loans (1) 807,458 827,116 — — 827,116 Commercial real estate loans (1) 942,101 945,232 — — 945,232 Commercial loans (1)(2) 362,854 366,453 — — 366,453 Home equity loans (1) 341,875 345,834 — — 345,834 Consumer loans (1) 17,007 18,136 — — 18,136 MSRs (3) 1,574 2,050 — 2,050 — Interest receivable 8,785 8,785 — 8,785 — Customer loan swaps 9,426 9,426 — 9,426 — Interest rate lock commitments 431 431 — 431 — Financial liabilities: Deposits $ 2,674,832 $ 2,677,503 $ — $ 2,677,503 $ — FHLB advances 55,000 56,097 — 56,097 — Commercial repurchase agreements 30,041 30,920 — 30,920 — Other borrowed funds 515,432 516,633 516,633 — Subordinated debentures 58,638 40,800 — 40,800 — Interest payable 641 641 — 641 — Junior subordinated debt interest rate swaps 11,934 11,934 — 11,934 — Forecasted interest rate swaps 1,110 1,110 — 1,110 — Customer loan swaps 9,426 9,426 — 9,426 — (1) The presented carrying amount is net of the allocated ALL. (2) Includes the HPFC loan portfolio. (3) 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, 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 $ 79,488 $ 79,488 $ 79,488 $ — $ — AFS securities 750,338 750,338 — 750,338 — HTM securities 84,144 85,647 — 85,647 — Loans held for sale 10,958 10,958 — 10,958 — Residential real estate loans (1) 808,180 820,774 — — 820,774 Commercial real estate loans (1) 922,257 911,316 — — 911,316 Commercial loans (1)(2) 371,684 371,854 — — 371,854 Home equity loans (1) 349,215 348,963 — — 348,963 Consumer loans (1) 17,704 18,163 — — 18,163 MSRs (3) 2,161 2,947 — 2,947 — Interest receivable 7,985 7,985 — 7,985 — Customer loan swaps 3,166 3,166 — 3,166 — Interest rate lock commitments 139 139 — 139 — Financial liabilities: Deposits $ 2,726,379 $ 2,726,300 $ — $ 2,726,300 $ — FHLB advances 55,000 56,001 — 56,001 — Commercial repurchase agreements 30,052 30,931 — 30,931 — Other borrowed funds 428,711 428,778 — 428,778 — Subordinated debentures 58,599 42,950 — 42,950 — Interest payable 641 641 — 641 — Junior subordinated debt interest rate swaps 9,229 9,229 — 9,229 — Forecasted interest rate swaps 576 576 — 576 — Customer loan swaps 3,166 3,166 — 3,166 — (1) The presented carrying amount is net of the allocated ALL. (2) Includes the HPFC loan portfolio. (3) Reported fair value represents all MSRs currently being serviced by the Company, regardless of carrying amount.

COMMITMENTS AND CONTINGENCIES (

COMMITMENTS AND CONTINGENCIES (Tables)	3 Months Ended
	Mar. 31, 2016
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: March 31, December 31, Lending-Related Instruments: Loan origination commitments and unadvanced lines of credit: Home equity $ 484,537 $ 464,701 Commercial and commercial real estate 78,875 94,791 Residential 31,554 16,256 Letters of credit 4,218 4,468 Other commitments 534 433 Derivative Financial Instruments: Customer loan swaps $ 319,630 $ 285,888 Forecasted interest rate swaps 50,000 50,000 Junior subordinated debt interest rate swaps 43,000 43,000 Interest rate lock commitments 34,220 20,735
Summary of Derivative Financial Instruments	The details of the interest rate swap agreements are as follows: March 31, 2016 December 31, 2015 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% $ (1,299 ) $ (1,038 ) 10,000 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% (3,233 ) (2,537 ) 10,000 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% (3,218 ) (2,477 ) 5,000 3/14/2011 3/30/2031 3-Month USD LIBOR 4.35% (1,687 ) (1,301 ) 8,000 5/4/2011 7/7/2031 3-Month USD LIBOR 4.14% (2,497 ) (1,876 ) $ 43,000 $ (11,934 ) $ (9,229 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. The following table presents the total positions, notional and fair value of the Company's customer loans swaps with its commercial customers and the corresponding interest rate swap agreements with counterparty for the periods indicated: March 31, 2016 December 31, 2015 Number of Positions Notional Fair Value Number of Positions Notional Fair Value Receive fixed, pay variable (1) 32 $ 159,815 $ 9,426 28 $ 142,944 $ 3,166 Pay fixed, received variable (2) 32 159,815 (9,426 ) 28 142,944 (3,166 ) (1) Presented within other assets on the consolidated statements of condition. (2) Presented within accrued interest and other liabilities on the consolidated statements of condition. The details of the interest rate swap agreements are as follows: March 31, 2016 December 31, 2015 Notional Trade Maturity Date Variable Index Fixed Rate Fair Value (1) Fair Value (1) $ 25,000 2/25/2015 2/25/2018 1-Month USD LIBOR 1.54% $ (413 ) $ (230 ) 25,000 2/25/2015 2/25/2019 1-Month USD LIBOR 1.74% (697 ) (346 ) $ 50,000 $ (1,110 ) $ (576 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition.
Schedule of Interest Rate Derivatives	At March 31, 2016 and December 31, 2015 , our pipeline of mortgage loans with interest rate lock commitments were as follows: March 31, 2016 December 31, 2015 Notional Fair Value Notional Fair Value Mortgage interest rate locks (1) $ 34,220 $ 431 $ 20,735 $ 139 (1) Presented within other assets on the consolidated statements of condition.
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)	The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated: For The Three Months Ended March 31, 2016 2015 Derivatives designated as cash flow hedges Net change in unrealized losses on cash flow hedging derivatives, net of tax (effective portion) $ (2,105 ) $ (1,172 ) Net reclassification adjustment for effective portion of cash flow hedges included in interest expense (effective portion), gross $ (365 ) $ (343 )

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
		Mar. 31, 2016	Mar. 31, 2015
Earnings Per Share, Basic, by Common Class, Including Two Class Method [Line Items]
Net income		$ 8,334	$ 5,611
Dividends and undistributed earnings allocated to participating securities	[1]	(29)	(17)
Net income available to common shareholders		$ 8,305	$ 5,594
Weighted-average common shares outstanding for basic EPS		10,259,995	7,431,065
Dilutive effect of stock-based awards (shares)	[2]	38,176	22,810
Weighted-average common and potential common shares for diluted EPS (shares)		10,298,171	7,453,875
Basic EPS (in dollars per share)		$ 0.81	$ 0.75
Diluted EPS (in dollars per share)		$ 0.81	$ 0.75
Employee Stock Option
Earnings Per Share, Basic, by Common Class, Including Two Class Method [Line Items]
Stock options (shares)	[3]	13,250	15,250
[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 and are considered anti-dilutive.

SECURITIES (Summary of Amortize

SECURITIES (Summary of Amortized Costs and Estimated Fair Values of Available-For-Sale Securities) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	$ 793,925	$ 756,186
Available-for-sale, Unrealized Gains	9,228	4,293
Available-for-sale, Unrealized Losses	(3,124)	(10,141)
Available-for-sale, Fair Value	800,029	750,338
Held-to-maturity securities, at amortized cost	87,950	84,144
Held-to-maturity securities, Unrealized Gains	2,816	1,564
Held-to-maturity securities, Unrealized Losses	(37)	(61)
Held-to-maturity Securities, Fair Value	90,729	85,647
Obligations of U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	4,973	4,971
Available-for-sale, Unrealized Gains	146	69
Available-for-sale, Unrealized Losses	0	0
Available-for-sale, Fair Value	5,119	5,040
Obligations of states and political subdivisions
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	15,254	17,355
Available-for-sale, Unrealized Gains	286	339
Available-for-sale, Unrealized Losses	0	0
Available-for-sale, Fair Value	15,540	17,694
Held-to-maturity securities, at amortized cost	87,950	84,144
Held-to-maturity securities, Unrealized Gains	2,816	1,564
Held-to-maturity securities, Unrealized Losses	(37)	(61)
Held-to-maturity Securities, Fair Value	90,729	85,647
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	460,604	419,429
Available-for-sale, Unrealized Gains	6,612	3,474
Available-for-sale, Unrealized Losses	(617)	(3,857)
Available-for-sale, Fair Value	466,599	419,046
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	308,902	312,719
Available-for-sale, Unrealized Gains	2,126	409
Available-for-sale, Unrealized Losses	(2,470)	(6,271)
Available-for-sale, Fair Value	308,558	306,857
Corporate Debt Securities [Member]
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	3,480	1,000
Available-for-sale, Unrealized Gains	18	0
Available-for-sale, Unrealized Losses	(37)	(4)
Available-for-sale, Fair Value	3,461	996
Debt Securities [Member]
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	793,213	755,474
Available-for-sale, Unrealized Gains	9,188	4,291
Available-for-sale, Unrealized Losses	(3,124)	(10,132)
Available-for-sale, Fair Value	799,277	749,633
Equity Securities [Member]
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	712	712
Available-for-sale, Unrealized Gains	40	2
Available-for-sale, Unrealized Losses	0	(9)
Available-for-sale, Fair Value	$ 752	$ 705

SECURITIES (Schedule of Unreali

SECURITIES (Schedule of Unrealized Gross Losses and Estimated Fair values of Investment Securities) (Details) $ in Thousands	Mar. 31, 2016USD ($)security	Dec. 31, 2015USD ($)security
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | security	42	109
Fair Value - Less Than 12 Months	$ 24,656	$ 347,651
Unrealized Losses - Less Than 12 Months	(166)	(3,432)
Fair Value - 12 Months of More	195,312	192,809
Unrealized Losses - 12 Months or More	(2,958)	(6,709)
Fair Value	219,968	540,460
Unrealized losses	(3,124)	(10,141)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,181	5,507
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(37)	(61)
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	2,181	5,507
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	(37)	(61)
AFS and HTM securities in Continues Unrealized Loss Position	$ 222,100	$ 546,000
Unrealized Loss as a Percent of Fair Value	1.00%	2.00%
AFS and HTM Securities Unrealized Loss Accumulated in Investments	$ 3,200	$ 10,200
Mortgage Backed Securities and Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair Value - 12 Months of More	$ 195,300	$ 192,800
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions, Greater than or Equal to One Year | security	29	28
AFS and HTM Securities Unrealized Loss Accumulated in Investments	$ 3,000	$ 6,700
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	14,453	234,897
Unrealized Losses - Less Than 12 Months	(82)	(2,351)
Fair Value - 12 Months of More	49,596	45,629
Unrealized Losses - 12 Months or More	(535)	(1,506)
Fair Value	64,049	280,526
Unrealized losses	(617)	(3,857)
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	8,240	111,143
Unrealized Losses - Less Than 12 Months	(47)	(1,068)
Fair Value - 12 Months of More	145,716	147,180
Unrealized Losses - 12 Months or More	(2,423)	(5,203)
Fair Value	153,956	258,323
Unrealized losses	(2,470)	(6,271)
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	1,963	996
Unrealized Losses - Less Than 12 Months	(37)	(4)
Fair Value - 12 Months of More	0	0
Unrealized Losses - 12 Months or More	0	0
Fair Value	1,963	996
Unrealized losses	(37)	(4)
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months		615
Unrealized Losses - Less Than 12 Months		(9)
Fair Value - 12 Months of More		0
Unrealized Losses - 12 Months or More		0
Fair Value		615
Unrealized losses		(9)
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	2,181	5,507
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(37)	(61)
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	2,181	5,507
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (37)	$ (61)

SECURITIES (Schedule of Company

SECURITIES (Schedule of Company's Sales of Securities) (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investment Securities Sold, Carrying Amount	$ 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	Mar. 31, 2016	Dec. 31, 2015
Available-for-sale, Amortized Cost
Due in one year or less	$ 1,002
Due after one year through five years	103,817
Due after five years through ten years	111,295
Due after ten years	577,099
Amortized cost, total	793,213
Available-for-sale, Fair Value
Due in one year or less	1,016
Due after one year through five years	105,196
Due after five years through ten years	113,903
Due after ten years	579,162
Fair value, total	799,277
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]
Due after one year through five years	2,204
Due after five years through ten years	2,494
Due after ten years	83,252
Held-to-maturity securities, at amortized cost	87,950	$ 84,144
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value [Abstract]
Due after one year through five years	2,260
Due after five years through ten years	2,538
Due after ten years	85,931
Held-to-maturity Securities, Fair Value	$ 90,729	$ 85,647

SECURITIES (Narrative) (Detail)

SECURITIES (Narrative) (Detail)	3 Months Ended
	Mar. 31, 2016USD ($)security	Mar. 31, 2015USD ($)	Dec. 31, 2015USD ($)security
Schedule of Investments [Line Items]
Net unrealized gains (losses) on available-for-sale securities, net of tax	$ 3,968,000		$ (3,801,000)
Deferred tax assets, unrealized losses on available for sale securities	2,100,000		$ 2,000,000
Payments to acquire investments	$ 70,800,000	$ 36,400,000
AFS securities in unrealized loss positions, number of positions | security	42		109
AFS and HTM securities in Continues Unrealized Loss Position	$ 222,100,000		$ 546,000,000
AFS and HTM Securities Unrealized Loss Accumulated in Investments	$ 3,200,000		$ 10,200,000
Unrealized Loss as a Percent of Fair Value	1.00%		2.00%
Fair Value - 12 Months of More	$ 195,312,000		$ 192,809,000
Investment securities sold, carrying amount	0	0
Federal Home Loan Bank Stock	20,700,000		20,600,000
Federal Reserve Bank Stock	908,000		908,000
Security pledged as collateral, amortized cost	557,100,000		577,600,000
Security pledged as collateral, fair value	559,600,000		570,900,000
Mortgage Backed Securities and Collateralized Mortgage Obligations [Member]
Schedule of Investments [Line Items]
AFS and HTM Securities Unrealized Loss Accumulated in Investments	$ 3,000,000		$ 6,700,000
AFS securities in unrealized loss positions, number of positions greater than or equal to one year | security	29		28
Fair Value - 12 Months of More	$ 195,300,000		$ 192,800,000
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	49,596,000		$ 45,629,000
Available-for-sale Securities
Schedule of Investments [Line Items]
Payments to acquire investments	66,900,000	20,300,000
Held-to-maturity Securities
Schedule of Investments [Line Items]
Payments to acquire investments	$ 3,900,000	$ 16,100,000

LOANS AND ALLOWANCE FOR LOAN 37

LOANS AND ALLOWANCE FOR LOAN LOSSES (Composition of Loan Portfolio) (Details) - USD ($) $ in Thousands		Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Deferred loan fees, net		$ (73)	$ (370)
Loans		2,492,634	2,490,206	$ 1,791,080
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	[1]	813,266	821,074
Loans		811,974	820,617	584,473
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	[1]	953,220	927,951
Loans		952,481	927,951	657,461
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	[1]	291,684	297,721
Loans		292,064	297,721	257,763
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	[1]	343,137	348,634
Loans		344,497	348,634	274,784
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	[1]	17,096	17,953
Loans		17,189	17,953	16,599
HPFC Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	[1]	74,304	77,243
Loans		$ 74,429	$ 77,330	$ 0
[1]	(1)The loan balances are presented net of the unamortized fair value mark discount associated with the purchase accounting for acquired loans of $12.1 million and $13.1 million at March 31, 2016 and December 31, 2015, respectively.

LOANS AND ALLOWANCE FOR LOAN 38

LOANS AND ALLOWANCE FOR LOAN LOSSES (Activity in Allowance for Loan Losses by Portfolio Segment) (Details) - USD ($)		3 Months Ended		12 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Reserve for unfunded commitments		$ 24,000	$ 23,000	$ 22,000
Activity in ALL:
Beginning balance		21,166,000	21,116,000	21,116,000
Loans charged off		(801,000)	(424,000)	(2,616,000)
Recoveries		104,000	133,000	728,000
Provision1	[1]	870,000	440,000	1,938,000
Ending balance		21,339,000	21,265,000	21,166,000
Ending Balance: Individually evaluated for impairment		1,280,000	1,092,000	1,369,000
Ending Balance: Collectively evaluated for impairment		20,059,000	20,173,000	19,797,000
Ending Balance: Individually evaluated for impairment		13,881,000	10,084,000	15,235,000
Ending Balance: Collectively evaluated for impairment		2,478,753,000	1,780,996,000	2,474,971,000
Total Loans Outstanding		2,492,634,000	1,791,080,000	2,490,206,000
Residential Real Estate
Activity in ALL:
Beginning balance		4,545,000	4,899,000	4,899,000
Loans charged off		(210,000)	(113,000)	(801,000)
Recoveries		40,000	3,000	55,000
Provision1		141,000	46,000	392,000
Ending balance		4,516,000	4,835,000	4,545,000
Ending Balance: Individually evaluated for impairment		512,000	743,000	544,000
Ending Balance: Collectively evaluated for impairment		4,004,000	4,092,000	4,001,000
Ending Balance: Individually evaluated for impairment		6,033,000	6,107,000	6,026,000
Ending Balance: Collectively evaluated for impairment		805,941,000	578,366,000	814,591,000
Total Loans Outstanding		811,974,000	584,473,000	820,617,000
Commercial Real Estate
Activity in ALL:
Beginning balance		10,432,000	7,951,000	7,951,000
Loans charged off		(222,000)	(55,000)	(481,000)
Recoveries		9,000	10,000	74,000
Provision1		161,000	328,000	2,888,000
Ending balance		10,380,000	8,234,000	10,432,000
Ending Balance: Individually evaluated for impairment		158,000	132,000	644,000
Ending Balance: Collectively evaluated for impairment		10,222,000	8,102,000	9,788,000
Ending Balance: Individually evaluated for impairment		3,130,000	2,696,000	4,610,000
Ending Balance: Collectively evaluated for impairment		949,351,000	654,765,000	923,341,000
Total Loans Outstanding		952,481,000	657,461,000	927,951,000
Commercial
Activity in ALL:
Beginning balance		3,241,000	3,354,000	3,354,000
Loans charged off		(226,000)	(159,000)	(655,000)
Recoveries		52,000	104,000	389,000
Provision1		231,000	128,000	153,000
Ending balance		3,298,000	3,427,000	3,241,000
Ending Balance: Individually evaluated for impairment		214,000	139,000	92,000
Ending Balance: Collectively evaluated for impairment		3,084,000	3,288,000	3,149,000
Ending Balance: Individually evaluated for impairment		3,862,000	823,000	3,937,000
Ending Balance: Collectively evaluated for impairment		288,202,000	256,940,000	293,784,000
Total Loans Outstanding		292,064,000	257,763,000	297,721,000
Home Equity
Activity in ALL:
Beginning balance		2,731,000	2,247,000	2,247,000
Loans charged off		(128,000)	(89,000)	(525,000)
Recoveries		1,000	5,000	188,000
Provision1		18,000	84,000	821,000
Ending balance		2,622,000	2,247,000	2,731,000
Ending Balance: Individually evaluated for impairment		89,000	0	89,000
Ending Balance: Collectively evaluated for impairment		2,533,000	2,247,000	2,642,000
Ending Balance: Individually evaluated for impairment		492,000	302,000	588,000
Ending Balance: Collectively evaluated for impairment		344,005,000	274,482,000	348,046,000
Total Loans Outstanding		344,497,000	274,784,000	348,634,000
Consumer
Activity in ALL:
Beginning balance		193,000	281,000	281,000
Loans charged off		(15,000)	(8,000)	(154,000)
Recoveries		2,000	11,000	22,000
Provision1		2,000	(14,000)	44,000
Ending balance		182,000	270,000	193,000
Ending Balance: Individually evaluated for impairment		0	78,000	0
Ending Balance: Collectively evaluated for impairment		182,000	192,000	193,000
Ending Balance: Individually evaluated for impairment		7,000	156,000	74,000
Ending Balance: Collectively evaluated for impairment		17,182,000	16,443,000	17,879,000
Total Loans Outstanding		17,189,000	16,599,000	17,953,000
HPFC Portfolio Segment [Member]
Activity in ALL:
Beginning balance		24,000	0	0
Loans charged off		0	0	0
Recoveries		0	0	0
Provision1		317,000	0	24,000
Ending balance		341,000	0	24,000
Ending Balance: Individually evaluated for impairment		307,000	0	0
Ending Balance: Collectively evaluated for impairment		34,000	0	24,000
Ending Balance: Individually evaluated for impairment		357,000	0	0
Ending Balance: Collectively evaluated for impairment		74,072,000	0	77,330,000
Total Loans Outstanding		74,429,000	0	77,330,000
Unallocated
Activity in ALL:
Beginning balance		0	2,384,000	2,384,000
Loans charged off		0	0	0
Recoveries		0	0	0
Provision1		0	(132,000)	(2,384,000)
Ending balance		0	2,252,000	0
Ending Balance: Individually evaluated for impairment		0	0	0
Ending Balance: Collectively evaluated for impairment		0	2,252,000	0
Ending Balance: Individually evaluated for impairment		0	0	0
Ending Balance: Collectively evaluated for impairment		0	0	0
Total Loans Outstanding		$ 0	$ 0	$ 0
[1]	(1) The provision (credit) 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 statements of condition. At March 31, 2016 and 2015, and December 31, 2015, the reserve for unfunded commitments was $24,000, $23,000 and $22,000, respectively.

LOANS AND ALLOWANCE FOR LOAN 39

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		12 Months Ended
		Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
LOANS AND ALLOWANCE FOR LOAN LOSSES [Abstract]
Provision1	[1]	$ 870	$ 440	$ 1,938
Provision for Other Credit Losses		2	6	(2)
Provision for Loan, Lease, and Other Losses		$ 872	$ 446	$ 1,936
[1]	(1) The provision (credit) 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 statements of condition. At March 31, 2016 and 2015, and December 31, 2015, the reserve for unfunded commitments was $24,000, $23,000 and $22,000, respectively.

LOANS AND ALLOWANCE FOR LOAN 40

LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Credit Risk Exposure Indicators by Portfolio Segment) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 2,492,634	$ 2,490,206	$ 1,791,080
Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	2,031,785	2,023,263
Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	360,114	364,536
Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	43,452	34,720
Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	55,711	65,636
Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	1,572	2,051
Residential Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	811,974	820,617	584,473
Residential Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	795,256	802,873
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	3,043	3,282
Residential Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	13,675	14,462
Residential Real Estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	952,481	927,951	657,461
Commercial Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	886,346	868,664
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	32,330	20,732
Commercial Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	33,805	38,555
Commercial Real Estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans	292,064	297,721	257,763
Commercial | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	277,568	281,553
Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Commercial | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	7,778	7,527
Commercial | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	6,718	8,641
Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans	344,497	348,634	274,784
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	342,929	346,701
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	1,568	1,933
Consumer
Financing Receivable, Recorded Investment [Line Items]
Loans	17,189	17,953	16,599
Consumer | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
Consumer | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	17,185	17,835
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	4	118
HPFC Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans	74,429	77,330	$ 0
HPFC Portfolio Segment [Member] | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	72,615	70,173
HPFC Portfolio Segment [Member] | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	0	0
HPFC Portfolio Segment [Member] | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	301	3,179
HPFC Portfolio Segment [Member] | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	1,513	3,978
HPFC Portfolio Segment [Member] | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 0	$ 0

LOANS AND ALLOWANCE FOR LOAN 41

LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Loan Aging Analysis by Portfolio Segment) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 18,401	$ 23,212
Current	2,474,233	2,466,994
Total Loans Outstanding	2,492,634	2,490,206	$ 1,791,080
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	15,376	18,322
Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	6,448	9,973
Current	805,526	810,644
Total Loans Outstanding	811,974	820,617	584,473
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	6,275	7,253
Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	6,803	8,230
Current	945,678	919,721
Total Loans Outstanding	952,481	927,951	657,461
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	3,044	4,529
Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,042	1,819
Current	290,022	295,902
Total Loans Outstanding	292,064	297,721	257,763
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	4,128	4,489
Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,114	2,788
Current	342,383	345,846
Total Loans Outstanding	344,497	348,634	274,784
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	1,568	1,933
Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	50	237
Current	17,139	17,716
Total Loans Outstanding	17,189	17,953	16,599
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	4	118
HPFC Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	944	165
Current	73,485	77,165
Total Loans Outstanding	74,429	77,330	$ 0
Loans 90 Days Past Due and Accruing	0	0
Non-Accrual Loans	357	0
Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,932	8,731
Financing Receivables, 30 to 59 Days Past Due [Member] | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	965	3,325
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	3,077	4,219
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	664	267
Financing Receivables, 30 to 59 Days Past Due [Member] | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	568	643
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	34	112
Financing Receivables, 30 to 59 Days Past Due [Member] | HPFC Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	624	165
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,749	4,195
Financing Receivables, 60 to 89 Days Past Due [Member] | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	719	571
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,357	2,427
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	123	550
Financing Receivables, 60 to 89 Days Past Due [Member] | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	221	640
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	9	7
Financing Receivables, 60 to 89 Days Past Due [Member] | HPFC Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	320	0
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	9,720	10,286
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	4,764	6,077
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,369	1,584
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,255	1,002
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,325	1,505
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	7	118
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | HPFC Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 0	$ 0

LOANS AND ALLOWANCE FOR LOAN 42

LOANS AND ALLOWANCE FOR LOAN LOSSES (Summary of All Troubled Debt Restructuring Loans) (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2016USD ($)loan	Mar. 31, 2015	Dec. 31, 2015USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	34		38
Recorded Investment	$ 4,797		$ 5,277
Specific Reserve	$ 337		$ 603
Number of Contracts	0	0
Residential Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	22		22
Recorded Investment	$ 3,343		$ 3,398
Specific Reserve	$ 336		$ 544
Commercial Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	4		6
Recorded Investment	$ 1,109		$ 1,459
Specific Reserve	$ 0		$ 48
Commercial
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	7		9
Recorded Investment	$ 325		$ 399
Specific Reserve	$ 1		$ 11
Consumer
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	1		1
Recorded Investment	$ 20		$ 21
Specific Reserve	$ 0		$ 0

LOANS AND ALLOWANCE FOR LOAN 43

LOANS AND ALLOWANCE FOR LOAN LOSSES (Summary of Impaired Loan Balances and Associated Allowance by Portfolio Segment) (Details) - USD ($) $ in Thousands	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	$ 4,658	$ 4,970	$ 5,475
Unpaid Principal Balance - with an allowance recorded	4,695	4,980	5,507
Related Allowance	1,280	1,092	1,369
Average Recorded Investment - with an allowance recorded	5,184	4,834	9,857
Interest Income Recognized - with an allowance recorded	27	29	114
Recorded Investment - without allowance recorded	9,223	5,114	9,760
Unpaid Principal Balance - without allowance recorded	11,617	6,333	12,942
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	9,486	5,699	6,695
Interest Income Recognized - without allowance recorded	17	14	90
Impaired Financing Receivable, Recorded Investment	13,881	10,084	15,235
Impaired financing receivable, unpaid principal balance	16,312	11,313	18,449
Impaired Financing Receivable, Average Recorded Investment	14,670	10,533	16,552
Impaired Financing Receivable, Interest Income, Accrual Method	44	43	204
Residential Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	3,137	4,342	3,191
Unpaid Principal Balance - with an allowance recorded	3,137	4,341	3,191
Related Allowance	512	743	544
Average Recorded Investment - with an allowance recorded	3,156	4,409	6,064
Interest Income Recognized - with an allowance recorded	27	29	112
Recorded Investment - without allowance recorded	2,896	1,765	2,835
Unpaid Principal Balance - without allowance recorded	3,832	2,289	4,353
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	2,954	1,774	2,175
Interest Income Recognized - without allowance recorded	2	2	8
Commercial Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	540	256	1,825
Unpaid Principal Balance - with an allowance recorded	538	266	1,857
Related Allowance	158	132	644
Average Recorded Investment - with an allowance recorded	1,256	86	1,753
Recorded Investment - without allowance recorded	2,590	2,440	2,785
Unpaid Principal Balance - without allowance recorded	3,327	2,748	3,426
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	2,643	3,102	2,719
Interest Income Recognized - without allowance recorded	11	8	65
Commercial
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	321	233	156
Unpaid Principal Balance - with an allowance recorded	334	233	156
Related Allowance	214	139	92
Average Recorded Investment - with an allowance recorded	239	199	945
Interest Income Recognized - with an allowance recorded			2
Recorded Investment - without allowance recorded	3,541	590	3,781
Unpaid Principal Balance - without allowance recorded	3,996	754	4,325
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	3,664	503	1,412
Interest Income Recognized - without allowance recorded	4	4	17
Home Equity
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	303	0	303
Unpaid Principal Balance - with an allowance recorded	303	0	303
Related Allowance	89	0	89
Average Recorded Investment - with an allowance recorded	303		900
Recorded Investment - without allowance recorded	189	302	285
Unpaid Principal Balance - without allowance recorded	452	505	688
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	218	303	369
Consumer
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	139	0
Unpaid Principal Balance - with an allowance recorded	0	140	0
Related Allowance	0	78	0
Average Recorded Investment - with an allowance recorded		140	195
Recorded Investment - without allowance recorded	7	17	74
Unpaid Principal Balance - without allowance recorded	10	37	150
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	7	17	20
HPFC Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	357	0	0
Unpaid Principal Balance - with an allowance recorded	383	0	0
Related Allowance	307	0	0
Average Recorded Investment - with an allowance recorded	230		0
Recorded Investment - without allowance recorded	0	0	0
Unpaid Principal Balance - without allowance recorded	0	0	0
Impaired Financing Receivable With No Related Allowance Related Allowance	$ 0	$ 0
Average Recorded Investment - without allowance recorded			$ 0

LOANS AND ALLOWANCE FOR LOAN 44

LOANS AND ALLOWANCE FOR LOAN LOSSES (Narrative) (Details)		3 Months Ended		12 Months Ended
		Mar. 31, 2016USD ($)propertyloan	Mar. 31, 2015USD ($)loan	Dec. 31, 2015USD ($)property	Dec. 31, 2014USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		$ 21,339,000	$ 21,265,000	$ 21,166,000	$ 21,116,000
Financing Receivable, Modifications, Number of Contracts		0	0
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | loan		0	0
Interest lost on nonaccrual loans		$ 184,000	$ 143,000
Proceeds from the sale of mortgage loans		39,868,000	4,935,000
Gain on sale of mortgage loans		972,000	129,000
Loans held for sale		16,632,000		10,958,000
Other real estate owned		1,228,000		1,304,000
FHLB advances, general debt obligations, pledged collateral		1,100,000,000		1,100,000,000
Financing Receivable, Allowance for Credit Losses, Write-downs		(801,000)	(424,000)	(2,616,000)
Recoveries		104,000	133,000	728,000
Provision1	[1]	870,000	440,000	1,938,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		1,280,000	1,092,000	1,369,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		20,059,000	20,173,000	19,797,000
Financing Receivable, Individually Evaluated for Impairment		13,881,000	10,084,000	15,235,000
Financing Receivable, Collectively Evaluated for Impairment		2,478,753,000	1,780,996,000	2,474,971,000
Loans		$ 2,492,634,000	1,791,080,000	2,490,206,000
Number of Portfolio Concentration Industries		0
Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans restructured due to credit difficulties that are now performing		$ 4,600,000		4,800,000
Financing receivables impaired TDR non-performing		227,000		446,000
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		4,516,000	4,835,000	4,545,000	4,899,000
Mortgage Loans in Process of Foreclosure, Amount		3,600,000		2,900,000
Financing Receivable, Allowance for Credit Losses, Write-downs		(210,000)	(113,000)	(801,000)
Recoveries		40,000	3,000	55,000
Provision1		141,000	46,000	392,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		512,000	743,000	544,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		4,004,000	4,092,000	4,001,000
Financing Receivable, Individually Evaluated for Impairment		6,033,000	6,107,000	6,026,000
Financing Receivable, Collectively Evaluated for Impairment		805,941,000	578,366,000	814,591,000
Loans		811,974,000	584,473,000	820,617,000
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		10,380,000	8,234,000	10,432,000	7,951,000
Financing Receivable, Allowance for Credit Losses, Write-downs		(222,000)	(55,000)	(481,000)
Recoveries		9,000	10,000	74,000
Provision1		161,000	328,000	2,888,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		158,000	132,000	644,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		10,222,000	8,102,000	9,788,000
Financing Receivable, Individually Evaluated for Impairment		3,130,000	2,696,000	4,610,000
Financing Receivable, Collectively Evaluated for Impairment		949,351,000	654,765,000	923,341,000
Loans		952,481,000	657,461,000	927,951,000
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		3,298,000	3,427,000	3,241,000	3,354,000
Financing Receivable, Allowance for Credit Losses, Write-downs		(226,000)	(159,000)	(655,000)
Recoveries		52,000	104,000	389,000
Provision1		231,000	128,000	153,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		214,000	139,000	92,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		3,084,000	3,288,000	3,149,000
Financing Receivable, Individually Evaluated for Impairment		3,862,000	823,000	3,937,000
Financing Receivable, Collectively Evaluated for Impairment		288,202,000	256,940,000	293,784,000
Loans		292,064,000	257,763,000	297,721,000
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		2,622,000	2,247,000	2,731,000	2,247,000
Financing Receivable, Allowance for Credit Losses, Write-downs		(128,000)	(89,000)	(525,000)
Recoveries		1,000	5,000	188,000
Provision1		18,000	84,000	821,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		89,000	0	89,000
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		2,533,000	2,247,000	2,642,000
Financing Receivable, Individually Evaluated for Impairment		492,000	302,000	588,000
Financing Receivable, Collectively Evaluated for Impairment		344,005,000	274,482,000	348,046,000
Loans		344,497,000	274,784,000	348,634,000
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		$ 182,000	270,000	$ 193,000	281,000
Loans in foreclosure percentage of non-performing loans		43.00%		32.00%
Financing Receivable, Allowance for Credit Losses, Write-downs		$ (15,000)	(8,000)	$ (154,000)
Recoveries		2,000	11,000	22,000
Provision1		2,000	(14,000)	44,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		0	78,000	0
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		182,000	192,000	193,000
Financing Receivable, Individually Evaluated for Impairment		7,000	156,000	74,000
Financing Receivable, Collectively Evaluated for Impairment		17,182,000	16,443,000	17,879,000
Loans		17,189,000	16,599,000	17,953,000
HPFC Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		341,000	0	24,000	0
Financing Receivable, Allowance for Credit Losses, Write-downs		0	0	0
Recoveries		0	0	0
Provision1		317,000	0	24,000
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		307,000	0	0
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		34,000	0	24,000
Financing Receivable, Individually Evaluated for Impairment		357,000	0	0
Financing Receivable, Collectively Evaluated for Impairment		74,072,000	0	77,330,000
Loans		74,429,000	0	77,330,000
Unallocated
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Allowance for Credit Losses		0	2,252,000	0	$ 2,384,000
Financing Receivable, Allowance for Credit Losses, Write-downs		0	0	0
Recoveries		0	0	0
Provision1		0	(132,000)	(2,384,000)
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment		0	0	0
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment		0	2,252,000	0
Financing Receivable, Individually Evaluated for Impairment		0	0	0
Financing Receivable, Collectively Evaluated for Impairment		0	0	0
Loans		$ 0	0	$ 0
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of real estate properties | property		5		7
Other real estate owned		$ 955,000		$ 1,000,000
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of real estate properties | property		4		2
Other real estate owned		$ 273,000		$ 241,000
Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Proceeds from the sale of mortgage loans		38,900,000	4,800,000
Gain on sale of mortgage loans		819,000	129,000
Loans held for sale		16,500,000		10,800,000
Nonoperating Income (Expense) | Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gain on sale of mortgage loans		$ 139,000	$ 6,000	133,000
Minimum [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of Months		18
Financing Receivable, Individually Evaluated for Impairment		$ 250,000
Minimum [Member] | HPFC Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
term to maturity		7 years
Maximum [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of Months		24
Maximum [Member] | HPFC Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
term to maturity		10 years
Non-Residential Building Operators Industry Sector | Loan Concentration Risk | Total Loan Portfolio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk (percentage)		11.00%
Non-Residential Building Operators Industry Sector | Loan Concentration Risk | Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk (percentage)		29.00%
HPFC Subsidiary [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of days past due		45 days
Estimate of Fair Value Measurement [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans Receivable, Net		$ 12,100,000		$ 13,100,000
[1]	(1) The provision (credit) 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 statements of condition. At March 31, 2016 and 2015, and December 31, 2015, the reserve for unfunded commitments was $24,000, $23,000 and $22,000, respectively.

GOODWILL AND OTHER INTANGIBLE45

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Changes in Goodwill) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Goodwill [Line Items]
Goodwill, gross		$ 99,227
Accumulated impairment losses		(3,570)
Reported goodwill	$ 95,267	95,657
Goodwill, Period Increase (Decrease)	(390)
Banking
Goodwill [Line Items]
Goodwill, gross		91,753
Accumulated impairment losses		0
Reported goodwill	91,363
Goodwill, Period Increase (Decrease)	(390)
Financial Services
Goodwill [Line Items]
Goodwill, gross		7,474
Accumulated impairment losses		(3,570)
Reported goodwill	3,904
Goodwill, Period Increase (Decrease)	0
Banking
Goodwill [Line Items]
Reported goodwill		91,753
Financial Services
Goodwill [Line Items]
Reported goodwill		$ 3,904
SBM Financial, Inc. [Member]
Goodwill [Line Items]
Loans Receivable, Net	211
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Current Assets, Prepaid Expense and Other Assets	157
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Deferred Tax Assets, Current	$ 22

GOODWILL AND OTHER INTANGIBLE46

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Changes in Core Deposit Intangible and Trust Relationship Intangibles) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Total
Beginning Balance	$ 8,667
Ending Balance	8,191
Accumulated Amortization
2016 amortization	(476)	$ (287)
Net
2016 amortization	(476)	$ (287)
Ending Balance	8,191
Core Deposit Intangible
Total
Beginning Balance	23,908
Ending Balance	23,908
Accumulated Amortization
Beginning Balance	(15,392)
2016 amortization	(457)
Ending Balance	(15,849)
Net
Beginning Balance	8,516
2016 amortization	(457)
Ending Balance	8,059
Trust Relationship Intangible
Total
Beginning Balance	753
Ending Balance	753
Accumulated Amortization
Beginning Balance	(602)
2016 amortization	(19)
Ending Balance	(621)
Net
Beginning Balance	151
2016 amortization	(19)
Ending Balance	$ 132

GOODWILL AND OTHER INTANGIBLE47

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Expected Amortization of Intangible Assets) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Finite-Lived Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	$ 1,427
2,016	1,811
2,017	725
Finite-Lived Intangible Assets, Amortization Expense, Year Four	705
Finite-Lived Intangible Assets, Amortization Expense, Year Five	682
Finite-Lived Intangible Assets, Amortization Expense, after Year Five	2,841
Total	8,191
Core Deposit Intangible
Finite-Lived Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	1,371
2,016	1,735
2,017	725
Finite-Lived Intangible Assets, Amortization Expense, Year Four	705
Finite-Lived Intangible Assets, Amortization Expense, Year Five	682
Finite-Lived Intangible Assets, Amortization Expense, after Year Five	2,841
Total	8,059	$ 8,516
Trust Relationship Intangible
Finite-Lived Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	56
2,016	76
2,017	0
Finite-Lived Intangible Assets, Amortization Expense, Year Four	0
Finite-Lived Intangible Assets, Amortization Expense, Year Five	0
Finite-Lived Intangible Assets, Amortization Expense, after Year Five	0
Total	$ 132	$ 151

REGULATORY CAPITAL (Details)

REGULATORY CAPITAL (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated debentures	$ 58,638	$ 58,599
Capital	$ 341,422	$ 335,740
Capital to Risk Weighted Assets	13.08%	12.98%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.625%	8.00%
Tier One Risk Based Capital	$ 305,058	$ 299,552
Tier One Risk Based Capital to Risk Weighted Assets	11.69%	11.58%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.625%	6.00%
Common equity tier I capital	$ 270,792	$ 269,350
Common Equity Tier I Risk Based Capital Ratio	10.37%	10.42%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	5.125%	4.50%
Tier One Leverage Capital	$ 305,058	$ 299,552
Excess Tier One Leverage Capital to Average Assets	8.42%	8.74%
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	$ 2,500
Subsidiaries [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital	$ 308,105	$ 304,847
Capital to Risk Weighted Assets	11.77%	11.75%
Capital Required for Capital Adequacy to Risk Weighted Assets	8.625%	8.00%
Tier One Risk Based Capital	$ 286,742	$ 283,659
Capital Required to be Well Capitalized to Risk Weighted Assets	10.00%	10.00%
Tier One Risk Based Capital to Risk Weighted Assets	10.96%	10.93%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.625%	6.00%
Common equity tier I capital	$ 286,742	$ 283,659
Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	8.00%	8.00%
Common Equity Tier I Risk Based Capital Ratio	10.96%	10.93%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	5.125%	4.50%
Tier One Leverage Capital	$ 286,742	$ 283,659
Common Equity Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	6.50%	6.50%
Excess Tier One Leverage Capital to Average Assets	7.97%	8.33%
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%
Subordinated Debt [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated debentures	$ 15,000	$ 15,000

REGULATORY CAPITAL Regulatory C

REGULATORY CAPITAL Regulatory Capital Requirements (narrative) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital Required for Capital Adequacy to Risk Weighted Assets	8.625%	8.00%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.625%	6.00%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	5.125%	4.50%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Capital Conservation Buffer	2.50%
Value Of Trust Preferred Securities Included In Tier One Capital	$ 43,000	$ 43,000
Subordinated Debt	58,638	$ 58,599
Acadia Trust [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier One Risk Based Capital Required for Capital Adequacy	$ 2,500
Acadia Trust [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital Required for Capital Adequacy to Risk Weighted Assets	8.625%	8.00%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.625%	6.00%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	5.125%	4.50%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Minimum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%
Capital Conservation Buffer	0.625%
Subordinated Debt [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated Debt	$ 15,000	$ 15,000

EMPLOYEE BENEFIT PLANS (Details

EMPLOYEE BENEFIT PLANS (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Supplemental Executive Retirement Plan
Net periodic benefit cost
Service cost		$ 77	$ 77
Interest cost		108	106
Recognized net actuarial loss		55	54
Recognized prior service cost		2	5
Net period benefit cost	[1]	242	242
Other Postretirement Benefit Plan
Net periodic benefit cost
Service cost		15	15
Interest cost		38	29
Recognized net actuarial loss		8	6
Recognized prior service cost		(6)	(6)
Net period benefit cost	[1]	$ 55	$ 44
[1]	(1) Presented within the consolidated statements of income within salaries and employee benefits.

STOCK-BASED COMPENSATION PLANS

STOCK-BASED COMPENSATION PLANS (Details)	Mar. 17, 2016$ / sharesshares	Feb. 23, 2016$ / sharesshares	Jan. 04, 2016$ / shares	Mar. 13, 2015$ / sharesshares	Mar. 06, 2015	Mar. 31, 2016shares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
retirement age of participant						65
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	3,722	6,954				10,676
Share-based compensation, purchase date (percent)					33.00%
Share price | $ / shares	$ 40.80	$ 38.11
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 | $ / shares				$ 40.55
Stock based compensation, shares granted				2,730
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested and Expected to Vest, Outstanding, Number						1,161
Independent Directors' Equity Compensation Program
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based compensation, unrestricted stock awards issued						5,793
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	7,165
Share-based compensation arrangement by share-based payment award, equity instruments other than options, grants in period, weighted average grant date fair value | $ / shares	$ 40.80		$ 43.30
Stock based compensation, vesting period			3 years		5 years
Restricted Stock Units (RSUs) [Member] | Equity and Incentive Plan 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock based compensation, vesting period					3 years

REPURCHASE AGREEMENTS (Details)

REPURCHASE AGREEMENTS (Details) - USD ($) $ in Thousands		Mar. 31, 2016		Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]
Certificates of Deposit, at Carrying Value		$ 915		$ 914
Securities Sold under Agreements to Repurchase		239,467	[1]	215,041
Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase	[1]	209,426		184,989
Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase	[1]	0		0
30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase	[1]	0		0
Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase	[1]	30,041		30,052
Commercial Borrower
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		30,041		30,052
Commercial Borrower | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		30,041		30,052
Commercial Borrower | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		22,032		22,016
Commercial Borrower | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		22,032		22,016
Commercial Borrower | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		8,009		8,036
Commercial Borrower | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Commercial Borrower | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		8,009		8,036
Retail
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		209,426		184,989
Retail | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		209,426		184,989
Retail | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Obligations of states and political subdivisions
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		538		556
Retail | Obligations of states and political subdivisions | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		538		556
Retail | Obligations of states and political subdivisions | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Obligations of states and political subdivisions | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Obligations of states and political subdivisions | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		107,589		95,967
Retail | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		107,589		95,967
Retail | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		101,299		88,466
Retail | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		101,299		88,466
Retail | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		0		0
Retail | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Securities Sold under Agreements to Repurchase		$ 0		$ 0
[1]	Total repurchase agreements are presented within other borrowed funds on the consolidated statements of condition.

FAIR VALUE MEASUREMENT (Summary

FAIR VALUE MEASUREMENT (Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Financial assets:
Loans held for sale	$ 16,632	$ 10,958
Available-for-sale Securities	800,029	750,338
Customer loan swaps	9,426	3,166
Financial liabilities:
Customer loan swaps	9,426	3,166
Obligations of U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	5,119	5,040
Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	15,540	17,694
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	466,599	419,046
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	308,558	306,857
Equity Securities [Member]
Financial assets:
Available-for-sale Securities	752	705
Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	16,632	10,958
Customer loan swaps	9,426	3,166
Interest Rate Derivative Instruments Not Designated as Hedging Instruments at Fair Value, Net	431	139
Financial liabilities:
Junior subordinated debt interest rate swaps		9,229
Customer loan swaps	9,426	3,166
Fair Value, Measurements, Recurring | Obligations of U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	5,119	5,040
Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	15,540	17,694
Fair Value, Measurements, Recurring | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	466,599	419,046
Fair Value, Measurements, Recurring | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	308,558	306,857
Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	3,461	996
Fair Value, Measurements, Recurring | Equity Securities [Member]
Financial assets:
Available-for-sale Securities	752	705
Readily Available Market Prices (Level 1)
Financial assets:
Loans held for sale	0	0
Available-for-sale Securities	0	0
Customer loan swaps	0	0
Financial liabilities:
Customer loan swaps	0	0
Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	0	0
Interest Rate Derivative Instruments Not Designated as Hedging Instruments at Fair Value, Net	0	0
Financial liabilities:
Customer loan swaps	0	0
Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	0	0
Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring | Equity Securities [Member]
Financial assets:
Available-for-sale Securities	0	0
Observable Market Data (Level 2)
Financial assets:
Loans held for sale	16,632	10,958
Available-for-sale Securities	800,029	750,338
Customer loan swaps	9,426	3,166
Financial liabilities:
Customer loan swaps	9,426	3,166
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	16,632	10,958
Customer loan swaps	9,426	3,166
Interest Rate Derivative Instruments Not Designated as Hedging Instruments at Fair Value, Net	431	139
Financial liabilities:
Junior subordinated debt interest rate swaps		9,229
Customer loan swaps	9,426	3,166
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Obligations of U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	5,119	5,040
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	15,540	17,694
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	466,599	419,046
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	308,558	306,857
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	3,461	996
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Equity Securities [Member]
Financial assets:
Available-for-sale Securities	752	705
Company Determined Fair Value (Level 3)
Financial assets:
Loans held for sale	0	0
Available-for-sale Securities	0	0
Customer loan swaps	0	0
Financial liabilities:
Customer loan swaps	0	0
Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	0	0
Interest Rate Derivative Instruments Not Designated as Hedging Instruments at Fair Value, Net	0	0
Financial liabilities:
Customer loan swaps	0	0
Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	0	0
Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring | Equity Securities [Member]
Financial assets:
Available-for-sale Securities	0	0
Interest rate swaps
Financial liabilities:
Junior subordinated debt interest rate swaps	11,934	9,229
Interest rate swaps | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	11,934
Interest rate swaps | Readily Available Market Prices (Level 1)
Financial liabilities:
Junior subordinated debt interest rate swaps	0	0
Interest rate swaps | Observable Market Data (Level 2)
Financial liabilities:
Junior subordinated debt interest rate swaps	11,934	9,229
Interest rate swaps | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	11,934
Interest rate swaps | Company Determined Fair Value (Level 3)
Financial liabilities:
Junior subordinated debt interest rate swaps	0	0
Forward-Starting Interest Rate Swap
Financial liabilities:
Junior subordinated debt interest rate swaps	1,110	576
Forward-Starting Interest Rate Swap | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	1,110	576
Forward-Starting Interest Rate Swap | Readily Available Market Prices (Level 1)
Financial liabilities:
Junior subordinated debt interest rate swaps	0	0
Forward-Starting Interest Rate Swap | Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	0	0
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2)
Financial liabilities:
Junior subordinated debt interest rate swaps	1,110	576
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	1,110	576
Forward-Starting Interest Rate Swap | Company Determined Fair Value (Level 3)
Financial liabilities:
Junior subordinated debt interest rate swaps	0	0
Forward-Starting Interest Rate Swap | Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	$ 0	$ 0

FAIR VALUE MEASUREMENT (Summa54

FAIR VALUE MEASUREMENT (Summary of Assets Measured at Fair Value on Non Recurring Basis) (Details) - USD ($) $ in Thousands		Mar. 31, 2016	Dec. 31, 2015
Collateral-dependent impaired loans | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		$ 1,091	$ 1,971
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		1,091	1,971
MSRs | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	[1]	1,523	440
MSRs | Fair Value, Measurements, Nonrecurring | Observable Market Data (Level 2)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	[1]	1,523	440
Other real estate owned | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		1,228	1,304
Other real estate owned | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		1,228	1,304
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		$ 1,228	$ 1,304
[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	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Impaired Loans Partially Charged Off
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 131		$ 399
Impaired Loans Partially Charged Off | Market Approach Valuation Technique
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Estimated selling cost			0.00%
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%		0.00%
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	9.00%	7.00%
Impaired Loans Specifically Reserved
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 960		$ 1,572
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%
Estimated selling cost	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%		57.00%
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%		45.00%
Estimated selling cost	7.00%	10.00%
Other real estate owned
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 1,228		$ 1,304
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%
Other real estate owned | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	73.00%		43.00%
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	23.00%		18.00%
Estimated selling cost	10.00%		10.00%

FAIR VALUE MEASUREMENT (Sched56

FAIR VALUE MEASUREMENT (Schedule of Carrying Amounts and Estimated Fair Value for Financial Instrument Assets and Liabilities) (Details) - USD ($) $ in Thousands		Mar. 31, 2016		Dec. 31, 2015
Financial assets:
Cash and due from banks		$ 72,201		$ 79,488
Available-for-sale Securities		800,029		750,338
Held-to-maturity securities, at amortized cost		87,950		84,144
Held-to-maturity Securities, Fair Value		90,729		85,647
Loans held for sale		16,632		10,958
Mortgage servicing rights		2,050	[1]	2,947	[2]
Interest receivable		8,785		7,985
Customer loan swaps		9,426		3,166
Derivative Asset		431		139
Financial liabilities:
Deposits		2,677,503		2,726,300
FHLB advances		56,097		56,001
Commercial repurchase agreements		30,920		30,931
Other borrowed funds		516,633		428,778
Subordinated debentures		40,800		42,950
Interest payable		641		641
Customer loan swaps		9,426		3,166
Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	827,116		820,774
Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	945,232		911,316
Commercial
Financial assets:
Loans receivable, net of allowance	[3],[4]	366,453		371,854
Home Equity
Financial assets:
Loans receivable, net of allowance	[3]	345,834		348,963
Consumer
Financial assets:
Loans receivable, net of allowance	[3]	18,136		18,163
Readily Available Market Prices (Level 1)
Financial assets:
Cash and due from banks		72,201		79,488
Available-for-sale Securities		0		0
Held-to-maturity Securities, Fair Value		0		0
Loans held for sale		0		0
Mortgage servicing rights		0	[1]	0	[2]
Interest receivable		0		0
Customer loan swaps		0		0
Derivative Asset		0		0
Financial liabilities:
Deposits		0		0
FHLB advances		0		0
Commercial repurchase agreements		$ 0		0
Other borrowed funds				0
Subordinated debentures		$ 0		0
Interest payable		0		0
Customer loan swaps		0		0
Readily Available Market Prices (Level 1) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Readily Available Market Prices (Level 1) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Readily Available Market Prices (Level 1) | Commercial
Financial assets:
Loans receivable, net of allowance	[3],[4]	0		0
Readily Available Market Prices (Level 1) | Home Equity
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Readily Available Market Prices (Level 1) | Consumer
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Observable Market Data (Level 2)
Financial assets:
Cash and due from banks		0		0
Available-for-sale Securities		800,029		750,338
Held-to-maturity Securities, Fair Value		90,729		85,647
Loans held for sale		16,632		10,958
Mortgage servicing rights		2,050	[1]	2,947	[2]
Interest receivable		8,785		7,985
Customer loan swaps		9,426		3,166
Derivative Asset		431		139
Financial liabilities:
Deposits		2,677,503		2,726,300
FHLB advances		56,097		56,001
Commercial repurchase agreements		30,920		30,931
Other borrowed funds		516,633		428,778
Subordinated debentures		40,800		42,950
Interest payable		641		641
Customer loan swaps		9,426		3,166
Observable Market Data (Level 2) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Observable Market Data (Level 2) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Observable Market Data (Level 2) | Commercial
Financial assets:
Loans receivable, net of allowance	[3],[4]	0		0
Observable Market Data (Level 2) | Home Equity
Financial assets:
Loans receivable, net of allowance	[3]	0		0
Observable Market Data (Level 2) | Consumer
Financial assets:
Loans receivable, net of allowance	[3]	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		0
Mortgage servicing rights		0	[1]	0	[2]
Interest receivable		0		0
Customer loan swaps		0		0
Derivative Asset		0		0
Financial liabilities:
Deposits		0		0
FHLB advances		0		0
Commercial repurchase agreements		0		0
Other borrowed funds		0		0
Subordinated debentures		0		0
Interest payable		0		0
Customer loan swaps		0		0
Company Determined Fair Value (Level 3) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	827,116		820,774
Company Determined Fair Value (Level 3) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	945,232		911,316
Company Determined Fair Value (Level 3) | Commercial
Financial assets:
Loans receivable, net of allowance	[3],[4]	366,453		371,854
Company Determined Fair Value (Level 3) | Home Equity
Financial assets:
Loans receivable, net of allowance	[3]	345,834		348,963
Company Determined Fair Value (Level 3) | Consumer
Financial assets:
Loans receivable, net of allowance	[3]	18,136		18,163
Carrying Amount
Financial assets:
Cash and due from banks		72,201		79,488
Available-for-sale Securities		800,029		750,338
Held-to-maturity securities, at amortized cost		87,950		84,144
Loans held for sale		16,632		10,958
Mortgage servicing rights		1,574	[1]	2,161	[2]
Interest receivable		8,785		7,985
Customer loan swaps		9,426		3,166
Derivative Asset		431		139
Financial liabilities:
Deposits		2,674,832		2,726,379
FHLB advances		55,000		55,000
Commercial repurchase agreements		30,041		30,052
Other borrowed funds		515,432		428,711
Subordinated debentures		58,638		58,599
Interest payable		641		641
Customer loan swaps		9,426		3,166
Carrying Amount | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	807,458		808,180
Carrying Amount | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[3]	942,101		922,257
Carrying Amount | Commercial
Financial assets:
Loans receivable, net of allowance	[3],[4]	362,854		371,684
Carrying Amount | Home Equity
Financial assets:
Loans receivable, net of allowance	[3]	341,875		349,215
Carrying Amount | Consumer
Financial assets:
Loans receivable, net of allowance	[3]	17,007		17,704
Interest rate swaps
Financial liabilities:
Junior subordinated debt interest rate swaps		11,934		9,229
Interest rate swaps | Readily Available Market Prices (Level 1)
Financial liabilities:
Junior subordinated debt interest rate swaps		0		0
Interest rate swaps | Observable Market Data (Level 2)
Financial liabilities:
Junior subordinated debt interest rate swaps		11,934		9,229
Interest rate swaps | Company Determined Fair Value (Level 3)
Financial liabilities:
Junior subordinated debt interest rate swaps		0		0
Interest rate swaps | Carrying Amount
Financial liabilities:
Junior subordinated debt interest rate swaps		11,934		9,229
Forward-Starting Interest Rate Swap
Financial liabilities:
Junior subordinated debt interest rate swaps		1,110		576
Forward-Starting Interest Rate Swap | Readily Available Market Prices (Level 1)
Financial liabilities:
Junior subordinated debt interest rate swaps		0		0
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2)
Financial liabilities:
Junior subordinated debt interest rate swaps		1,110		576
Forward-Starting Interest Rate Swap | Company Determined Fair Value (Level 3)
Financial liabilities:
Junior subordinated debt interest rate swaps		0		0
Forward-Starting Interest Rate Swap | Carrying Amount
Financial liabilities:
Junior subordinated debt interest rate swaps		$ 1,110		$ 576
[1]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOmNlZjg4ZTUzODc0NDQ1ZDk4ZmQxMTMwZTExMDViMDQ1fFRleHRTZWxlY3Rpb246RDk3RkM2NjAxMzFDNTRFOTlBRkEyNDVDQTE0NDU0MUEM}
[2]	{F|ahBzfndlYmZpbGluZ3MtaHJkcmoLEgZYTUxEb2MiXlhCUkxEb2NHZW5JbmZvOmNlZjg4ZTUzODc0NDQ1ZDk4ZmQxMTMwZTExMDViMDQ1fFRleHRTZWxlY3Rpb246MjJFMjAwNjg2NUEyNUFBOEExN0ExMkM0OUVDRkMyRDIM}
[3]	(1)The presented carrying amount is net of the allocated ALL.
[4]	(2) Includes the HPFC loan portfolio.

FAIR VALUE MEASUREMENT (Narrati

FAIR VALUE MEASUREMENT (Narrative) (Details) - USD ($)	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 13,881,000	$ 15,235,000	$ 10,084,000
Impaired financing receivable, unpaid principal balance	16,312,000	$ 18,449,000	$ 11,313,000
Non-financial liabilities measured at fair value on recurring basis, net	0
Non-financial liabilities measured at fair value on non-recurring basis	0
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 250,000

COMMITMENTS AND CONTINGENCIES58

COMMITMENTS AND CONTINGENCIES (Narrative) (Details)		3 Months Ended
		Mar. 31, 2016USD ($)swap	Mar. 31, 2015USD ($)	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Other Commitments [Line Items]
Loss Contingency Accrual		$ 0		$ 0
Loss on Cash Flow Hedge Ineffectiveness		$ 0
Number of interest rate swap agreements | swap		2
Derivative, Number of Instruments Held		2
Fair Value, Measured on Recurring Basis, Gain (Loss) Included in Earnings		$ 292,000	$ 2,000
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred		2,100,000
Commercial Loan
Other Commitments [Line Items]
Cash held as collateral		10,800,000
Interest rate swaps
Other Commitments [Line Items]
Derivative Instrument Payment Of Interest Rate Swaps Designated As Cash Flow Hedges		316,000	$ 343,000
Notional amount of derivative		43,000,000		43,000,000
Cash held as collateral		13,000,000
Forward-Starting Interest Rate Swap
Other Commitments [Line Items]
Derivative Instrument Payment Of Interest Rate Swaps Designated As Cash Flow Hedges		49,000
Notional amount of derivative		50,000,000		$ 50,000,000
Cash held as collateral		$ 1,300,000
Federal home loan bank 30-day | Interest rate swaps
Other Commitments [Line Items]
Derivative, Number of Instruments Held	[1]	32,000			28,000
Notional amount of derivative	[1]	$ 159,815,000			$ 142,944,000
Commercial and Industrial Sector | Interest rate swaps
Other Commitments [Line Items]
Derivative, Number of Instruments Held	[2]	32,000			28,000
Notional amount of derivative	[2]	$ 159,815,000			$ 142,944,000
[1]	Presented within other assets on the consolidated statements of condition.
[2]	Presented within accrued interest and other liabilities on the consolidated statements of condition.

COMMITMENTS AND CONTINGENCIES59

COMMITMENTS AND CONTINGENCIES (Summary of Contractual and Notional Amounts of Financial Instruments) (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Customer loan swaps
Financial Instruments [Line Items]
Notional amount of derivative	$ 319,630	$ 285,888
Forward-Starting Interest Rate Swap
Financial Instruments [Line Items]
Notional amount of derivative	50,000	50,000
Interest rate swaps
Financial Instruments [Line Items]
Notional amount of derivative	43,000	43,000
Interest rate lock commitments
Financial Instruments [Line Items]
Notional amount of derivative	34,220	20,735
Other Commitments
Financial Instruments [Line Items]
Notional amount of derivative	534	433
Letters of Credit
Financial Instruments [Line Items]
Notional amount of derivative	4,218	4,468
Home Equity
Financial Instruments [Line Items]
Notional amount of derivative	484,537	464,701
Commercial and commercial real estate
Financial Instruments [Line Items]
Notional amount of derivative	78,875	94,791
Residential
Financial Instruments [Line Items]
Notional amount of derivative	$ 31,554	$ 16,256

COMMITMENTS AND CONTINGENCIES60

COMMITMENTS AND CONTINGENCIES (Schedule of Swapped Variable Cost for Fixed Cost and Terms of Interest Rate Swap Agreements) (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2016	Dec. 31, 2015
Interest rate swaps
Derivative [Line Items]
Notional Amount		$ 43,000	$ 43,000
Derivative, fair value	[1]	(11,934)	(9,229)
Interest rate swaps | Contract, One
Derivative [Line Items]
Notional Amount		$ 10,000
Trade Date		Mar. 18, 2009
Maturity Date		Jun. 30, 2021
Variable Index Received		3 months
Fixed Rate Paid		5.09%
Derivative, fair value	[1]	$ (1,299)	(1,038)
Interest rate swaps | Contract, Two
Derivative [Line Items]
Notional Amount		$ 10,000
Trade Date		Jul. 8, 2009
Maturity Date		Jun. 30, 2029
Variable Index Received		3 months
Fixed Rate Paid		5.84%
Derivative, fair value	[1]	$ (3,233)	(2,537)
Interest rate swaps | Contract, Three
Derivative [Line Items]
Notional Amount		$ 10,000
Trade Date		May 6, 2010
Maturity Date		Jun. 30, 2030
Variable Index Received		3 months
Fixed Rate Paid		5.71%
Derivative, fair value	[1]	$ (3,218)	(2,477)
Interest rate swaps | Contract, Four
Derivative [Line Items]
Notional Amount		$ 5,000
Trade Date		Mar. 14, 2011
Maturity Date		Mar. 30, 2031
Variable Index Received		3 months
Fixed Rate Paid		4.35%
Derivative, fair value	[1]	$ (1,687)	(1,301)
Interest rate swaps | Contract, Five
Derivative [Line Items]
Notional Amount		$ 8,000
Trade Date		May 4, 2011
Maturity Date		Jul. 7, 2031
Variable Index Received		3 months
Fixed Rate Paid		4.14%
Derivative, fair value	[1]	$ (2,497)	(1,876)
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional Amount		50,000	50,000
Derivative, fair value	[2]	(1,110)	(576)
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		1 month
Fixed Rate Paid		1.54%
Derivative, fair value	[2]	$ (413)	(230)
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		1 month
Fixed Rate Paid		1.74%
Derivative, fair value	[2]	$ (697)	$ (346)
[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 CONTINGENCIES C

COMMITMENTS AND CONTINGENCIES COMMITMENTS AND CONTINGENCIES Schedule of customer loan swaps (Details) $ in Thousands		Mar. 31, 2016USD ($)	Dec. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Derivative [Line Items]
Derivative, Number of Instruments Held		2
Interest rate swaps
Derivative [Line Items]
Notional amount of derivative		$ 43,000	$ 43,000
Derivative, fair value	[1]	$ (11,934)	$ (9,229)
Interest rate swaps | Federal home loan bank 30-day
Derivative [Line Items]
Derivative, Number of Instruments Held	[2]	32		28
Notional amount of derivative	[2]	$ 159,815		$ 142,944
Derivative, fair value	[2]	$ 9,426		$ 3,166
Commercial and Industrial Sector | Interest rate swaps
Derivative [Line Items]
Derivative, Number of Instruments Held	[3]	32		28
Notional amount of derivative	[3]	$ 159,815		$ 142,944
Derivative, fair value	[3]	$ (9,426)		$ (3,166)
[1]	Presented within accrued interest and other liabilities on the consolidated statements of condition.
[2]	Presented within other assets on the consolidated statements of condition.
[3]	Presented within accrued interest and other liabilities on the consolidated statements of condition.

COMMITMENTS AND CONTINGENCIES62

COMMITMENTS AND CONTINGENCIES COMMITMENTS AND CONTINGENCIES Schedule of interest rate lock commitments (Details) - Interest Rate Lock Commitments - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Other Commitments [Line Items]
Notional amount of derivative	$ 34,220	$ 20,735
Derivative, Fair Value, Net	$ 431	$ 139

COMMITMENTS AND CONTINGENCIES63

COMMITMENTS AND CONTINGENCIES COMMITMENTS AND CONTINGENCIES Schedule of Derivatives Effects on OCI (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Net change in unrealized losses on cash flow hedging derivatives, net of tax (effective portion)	$ (2,105)	$ (1,172)
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense (effective portion), gross	$ (365)	$ (343)