Camden National (CAC) 10-Q 4 Aug 17 2017 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2017	Jul. 28, 2017
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q2
Trading Symbol	CAC
Entity Registrant Name	CAMDEN NATIONAL CORP
Entity Central Index Key	750,686
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		15,512,914

CONSOLIDATED STATEMENTS OF COND

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
ASSETS
Cash and due from banks	$ 93,033	$ 87,707
Investments:
Available-for-sale securities, at fair value	810,858	779,867
Held-to-maturity securities, at amortized cost	94,340	94,609
Federal Home Loan Bank and Federal Reserve Bank stock, at cost	27,140	23,203
Total investments	932,338	897,679
Loans held for sale, at fair value	10,784	14,836
Loans	2,736,269	2,594,564
Less: allowance for loan losses	(24,394)	(23,116)
Net loans	2,711,875	2,571,448
Goodwill	94,697	94,697
Other intangible assets	5,820	6,764
Bank-owned life insurance	79,266	78,119
Premises and equipment, net	42,362	42,873
Deferred tax assets	36,532	39,263
Other assets	29,660	30,844
Total assets	4,036,367	3,864,230
Deposits:
Demand	424,174	406,934
Interest checking	737,532	701,494
Savings and money market	971,156	979,263
Certificates of deposit	456,227	468,203
Brokered deposits	351,777	272,635
Total deposits	2,940,866	2,828,529
Short-term borrowings	572,073	530,129
Long-term borrowings	10,756	10,791
Subordinated debentures	58,833	58,755
Accrued interest and other liabilities	46,879	44,479
Total liabilities	3,629,407	3,472,683
Commitments and Contingencies
Shareholders’ Equity
Common stock, no par value: authorized 40,000,000 shares, issued and outstanding 15,512,914 and 15,476,379 on June 30, 2017 and December 31, 2016, respectively	156,312	156,041
Retained earnings	262,559	249,415
Accumulated other comprehensive loss:
Net unrealized losses on available-for-sale securities, net of tax	(4,365)	(6,085)
Net unrealized losses on cash flow hedging derivative instruments, net of tax	(5,502)	(5,694)
Net unrecognized losses on postretirement plans, net of tax	(2,044)	(2,130)
Total accumulated other comprehensive loss	(11,911)	(13,909)
Total shareholders’ equity	406,960	391,547
Total liabilities and shareholders’ equity	$ 4,036,367	$ 3,864,230

CONSOLIDATED STATEMENTS OF CON3

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) (Parenthetical) - $ / shares	Jun. 30, 2017	Dec. 31, 2016
Statement of Financial Position [Abstract]
Common stock, no par value (dollars per share)	$ 0	$ 0
Common stock, authorized (in shares)	40,000,000	40,000,000
Common stock, issued (in shares)	15,512,914	15,476,379
Common stock, outstanding (in shares)	15,512,914	15,476,379

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended				6 Months Ended
	Jun. 30, 2017		Jun. 30, 2016		Jun. 30, 2017	Jun. 30, 2016
Interest Income
Interest and fees on loans	$ 28,423		$ 27,706		$ 55,485	$ 54,722
Interest on U.S. government and sponsored enterprise obligations	4,355		4,016		8,611	8,006
Interest on state and political subdivision obligations	691		711		1,393	1,425
Interest on federal funds sold and other investments	471		342		865	603
Total interest income	33,940		32,775		66,354	64,756
Interest Expense
Interest on deposits	2,987		2,109		5,541	4,151
Interest on borrowings	1,476		1,313		2,637	2,449
Interest on subordinated debentures	851		849		1,695	1,700
Total interest expense	5,314		4,271		9,873	8,300
Net interest income	28,626		28,504		56,481	56,456
Provision for credit losses	1,401		2,852		1,980	3,724
Net interest income after provision for credit losses	27,225		25,652		54,501	52,732
Non-Interest Income
Debit card income	1,992		1,854		3,826	3,756
Service charges on deposit accounts	1,957		1,833		3,780	3,557
Mortgage banking income, net	1,937		1,706		3,490	2,514
Income from fiduciary services	1,355		1,342		2,602	2,511
Bank-owned life insurance	570		892		1,147	1,314
Brokerage and insurance commissions	548		517		1,001	975
Other service charges and fees	501		477		969	903
Net gain on sale of securities	0		4		0	4
Other income	1,028		1,927		1,645	2,935
Total non-interest income	9,888		10,552		18,460	18,469
Non-Interest Expense
Salaries and employee benefits	12,376		11,999		24,523	23,590
Furniture, equipment and data processing	2,450		2,381		4,775	4,808
Net occupancy costs	1,689		1,790		3,635	3,667
Consulting and professional fees	853		982		1,698	1,867
Debit card expense	712		718		1,372	1,438
Regulatory assessments	488		774		1,033	1,495
Amortization of intangible assets	472		476		944	952
Other real estate owned and collection costs, net	344		496		300	1,152
Merger and acquisition costs	0		177		0	821
Other expenses	2,774		2,537		5,306	5,449
Total non-interest expense	22,158		22,330		43,586	45,239
Income before income tax expense	14,955		13,874		29,375	25,962
Income tax expense	4,721		4,258		9,065	7,700
Net Income	$ 10,234		$ 9,616	[1]	$ 20,310	$ 18,262
Per Share Data
Basic earnings per share (in dollars per share)	$ 0.66	[2]	$ 0.62	[1],[2]	$ 1.31	$ 1.18
Diluted earnings per share (in dollars per share)	$ 0.66	[2]	$ 0.62	[1],[2]	$ 1.30	$ 1.18
Weighted average number of common shares outstanding (in shares)	15,512,761		15,415,308	[1]	15,500,862	15,402,629
Diluted weighted average number of common shares outstanding (in shares)	15,586,571		15,491,010	[1]	15,576,711	15,472,798
[1]	Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.
[2]	Represents dividends paid and undistributed earnings allocated to nonvested stock-based awards that contain non-forfeitable rights to dividends.

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended			6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016		Jun. 30, 2017	Jun. 30, 2016
Statement of Comprehensive Income [Abstract]
Net Income	$ 10,234	$ 9,616	[1]	$ 20,310	$ 18,262
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 ($1,173), ($1,821), ($926) and ($6,004), respectively	2,178	3,382		1,720	11,151
Net reclassification adjustment for gains included in net income, net of tax of $0, $1, $0 and $1, respectively(1)	0	(3)		0	(3)
Net change in unrealized gains on available-for-sale securities, net of tax	2,178	3,379		1,720	11,148
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net change in unrealized losses on cash flow hedging derivatives, net of tax of $249, $705, $200 and $1,966, respectively	(462)	(1,309)		(372)	(3,652)
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, net of tax of ($145), ($218), ($304) and ($345), respectively(2)	268	404		564	642
Net change in unrealized (losses) gains on cash flow hedging derivatives, net of tax	(194)	(905)		192	(3,010)
Reclassification of amortization of net unrecognized actuarial loss and prior service cost, net of tax of ($23), ($21), ($46) and ($42), respectively(3)	43	38		86	76
Other comprehensive income	2,027	2,512		1,998	8,214
Comprehensive Income	$ 12,261	$ 12,128		$ 22,308	$ 26,476
[1]	Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.

CONSOLIDATED STATEMENTS OF COM6

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) (Parenthetical) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Statement of Comprehensive Income [Abstract]
Net change in unrealized gains on available-for-sale securities, tax effect	$ (1,173)	$ (1,821)	$ (926)	$ (6,004)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale of Securities, Tax	0	1	0	1
Net change in unrealized gains (losses) on cash flow hedging derivatives, tax effect	249	705	200	1,966
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, tax effect	(145)	(218)	(304)	(345)
Reclassification of amortization of prior service cost included in net periodic cost, tax effect	$ (23)	$ (21)	$ (46)	$ (42)

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, 2015	[1]		15,330,717
Beginning Balance at Dec. 31, 2015		$ 363,190	$ 153,083	$ 222,329	$ (12,222)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income		18,262		18,262
Other comprehensive income, net of tax		8,214			8,214
Stock-based compensation expense		1,042	$ 1,042
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)	[1]		90,934
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings		377	$ 377
Cash dividends declared ($0.40 and $0.46 per share in six months ended June 30, 2016 and June 30, 2017)	[1]	(6,229)		(6,229)
Ending Balance (in shares) at Jun. 30, 2016	[1]		15,421,651
Ending Balance at Jun. 30, 2016		384,856	$ 154,574	234,290	(4,008)
Beginning Balance (in shares) at Dec. 31, 2015	[1]		15,330,717
Beginning Balance at Dec. 31, 2015		363,190	$ 153,083	222,329	(12,222)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect adjustment(2)	[2]		$ 72	(72)
Ending Balance (in shares) at Dec. 31, 2016	[1]		15,476,379
Ending Balance at Dec. 31, 2016		391,547	$ 156,041	249,415	(13,909)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income		20,310
Other comprehensive income, net of tax		1,998			1,998
Stock-based compensation expense		816	$ 816
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)	[1]		36,535
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings		(545)	$ (545)
Cash dividends declared ($0.40 and $0.46 per share in six months ended June 30, 2016 and June 30, 2017)	[1]	(7,166)		(7,166)
Ending Balance (in shares) at Jun. 30, 2017	[1]		15,512,914
Ending Balance at Jun. 30, 2017		$ 406,960	$ 156,312	$ 262,559	$ (11,911)
[1]	(1) Share and per share amounts as of December 31, 2015 and as of and for the six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.
[2]	(2)In the second quarter of 2016, the Company adopted ASU 2016-09, effective January 1, 2016. The Company made a policy election to not estimate the forfeiture rate in the accounting for share-based compensation on its unvested share-based awards. The change in policy was accounted for on a modified-retrospective basis and represents the cumulative effect adjustment to shareholders' equity.

CONSOLIDATED STATEMENTS OF CHA8

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) (Parenthetical)	6 Months Ended
	Jun. 30, 2017$ / shares	Jun. 30, 2016$ / shares
Statement of Stockholders' Equity [Abstract]
Cash dividends declared, per share	$ 0.46	$ 0.40
Stock split conversion ratio	1.5

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended			6 Months Ended		12 Months Ended
	Jun. 30, 2017	Jun. 30, 2016		Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Operating Activities
Net Income	$ 10,234	$ 9,616	[1]	$ 20,310	$ 18,262
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	1,401	2,852		1,980	3,724	$ 5,258
Depreciation and amortization expense				1,844	2,456
Purchase accounting accretion, net				(1,487)	(3,073)
Investment securities amortization and accretion, net				1,551	1,405
Stock-based compensation expense				816	1,042
Amortization of intangible assets	472	476		944	952
Net gain on sale of investment securities				0	(4)
Net increase in other real estate owned valuation allowance and gain on disposition				60	152
Originations of mortgage loans held for sale				(86,658)	(107,026)
Proceeds from the sale of mortgage loans				93,557	97,375
Gain on sale of mortgage loans, net of origination costs				(2,656)	(2,166)
Decrease in other assets				2,561	6,509
Increase (decrease) in other liabilities				1,167	(2,254)
Net cash provided by operating activities				33,869	17,050
Investing Activities
Proceeds from maturities of available-for-sale securities				67,650	65,544
Purchase of available-for-sale securities				(97,278)	(98,728)
Purchase of held-to-maturity securities				0	(9,718)
Net increase in loans				(141,360)	(93,709)
Purchase of bank-owned life insurance, net of death benefit proceeds				0	(16,122)
Purchase of Federal Home Loan Bank and Federal Reserve Bank stock				(7,058)	(7,341)
Proceeds from sale of Federal Home Loan Bank and Federal Reserve Bank stock				3,121	0
Proceeds from the sale of other real estate owned				641	633
Recoveries of previously charged-off loans				317	254
Purchase of premises and equipment				(1,440)	(866)
Proceeds from the sale of premises and equipment				137	90
Net cash used by investing activities				(175,270)	(159,963)
Financing Activities
Net increase in deposits				112,501	47,605
Net proceeds from borrowings less than 90 days				46,929	128,071
Repayments on Federal Home Loan Bank long-term advances				0	(10,000)
Repayments of wholesale repurchase agreements				(5,000)	0
Exercise of stock options and issuance of restricted stock, net of repurchase for tax withholdings				(545)	377
Cash dividends paid on common stock				7,158	6,185
Net cash provided by financing activities				146,727	159,868
Net increase in cash and cash equivalents				5,326	16,955
Cash and cash equivalents at beginning of period				87,707	79,488	79,488
Cash and cash equivalents at end of period	$ 93,033	$ 96,443		93,033	96,443	$ 87,707
Supplemental information
Interest paid				9,740	7,800
Income taxes paid				4,927	103
Transfer from loans to other real estate owned				0	32
SBM Financial, Inc. acquisition measurement-period adjustments				$ 0	$ 960
[1]	Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.

BASIS OF PRESENTATION

BASIS OF PRESENTATION	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 and December 31, 2016 , the consolidated statements of income for the three and six months ended June 30, 2017 and 2016 , the consolidated statements of comprehensive income for the three and six months ended June 30, 2017 and 2016 , the consolidated statements of changes in shareholders' equity for the six months ended June 30, 2017 and 2016 , and the consolidated statements of cash flows for the six months ended June 30, 2017 and 2016 . All significant intercompany transactions and balances are eliminated in consolidation. Certain items from the prior period were reclassified to conform to the current period presentation. The income reported for the three and six months ended June 30, 2017 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, 2016 Annual Report on Form 10-K. The acronyms and abbreviations identified below are used throughout this Form 10-Q, including Part I. "Financial Information." The following was provided to aid the reader and provide a reference page when reviewing this section of the Form 10-Q. AFS: Available-for-sale HPFC: Healthcare Professional Funding Corporation, a wholly-owned subsidiary of Camden National Bank ALCO: Asset/Liability Committee HTM: Held-to-maturity ALL: Allowance for loan losses IRS: Internal Revenue Service AOCI: Accumulated other comprehensive income (loss) LIBOR: London Interbank Offered Rate ASC: Accounting Standards Codification LTIP: Long-Term Performance Share Plan ASU: Accounting Standards Update Management ALCO: Management Asset/Liability Committee Bank: Camden National Bank, a wholly-owned subsidiary of Camden National Corporation MBS: Mortgage-backed security Board ALCO: Board of Directors' Asset/Liability Committee MSRs: Mortgage servicing rights BOLI: Bank-owned life insurance MSPP: Management Stock Purchase Plan BSA: Bank Secrecy Act OTTI: Other-than-temporary impairment CCTA: Camden Capital Trust A, an unconsolidated entity formed by Camden National Corporation NIM: Net interest margin on a fully-taxable basis CDARS: Certificate of Deposit Account Registry System N.M.: Not meaningful CDs: Certificate of deposits OCC: Office of the Comptroller of the Currency CMO: Collateralized mortgage obligation OCI: Other comprehensive income (loss) Company: Camden National Corporation OFAC: Office of Foreign Assets Control DCRP: Defined Contribution Retirement Plan OREO: Other real estate owned EPS: Earnings per share SERP: Supplemental executive retirement plans FASB: Financial Accounting Standards Board TDR: Troubled-debt restructured loan FDIC: Federal Deposit Insurance Corporation UBCT: Union Bankshares Capital Trust I, an unconsolidated entity formed by Union Bankshares Company that was subsequently acquired by Camden National Corporation FHLB: Federal Home Loan Bank U.S.: United States of America FHLBB: Federal Home Loan Bank of Boston USD: United States Dollar FRB: Federal Reserve System Board of Governors 2003 Plan: 2003 Stock Option and Incentive Plan FRBB: Federal Reserve Bank of Boston 2012 Plan: 2012 Equity and Incentive Plan Freddie Mac: Federal Home Loan Mortgage Corporation 2013 Repurchase Program: 2013 Common Stock Repurchase Program, approved by the Company's Board of Directors GAAP: Generally accepted accounting principles in the United States

EARNINGS PER SHARE

EARNINGS PER SHARE	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
EARNINGS PER SHARE	EPS The following is an analysis of basic and diluted EPS, reflecting the application of the two-class method, as described below: Three Months Ended Six Months Ended 2017 2016 (4) 2017 2016 (4) Net income $ 10,234 $ 9,616 $ 20,310 $ 18,262 Dividends and undistributed earnings allocated to participating securities (1) (43 ) (49 ) (88 ) (81 ) Net income available to common shareholders $ 10,191 $ 9,567 $ 20,222 $ 18,181 Weighted-average common shares outstanding for basic EPS 15,512,761 15,415,308 15,500,862 15,402,629 Dilutive effect of stock-based awards (2) 73,810 75,702 75,849 70,169 Weighted-average common and potential common shares for diluted EPS 15,586,571 15,491,010 15,576,711 15,472,798 Earnings per common share (1) : Basic EPS $ 0.66 $ 0.62 $ 1.31 $ 1.18 Diluted EPS $ 0.66 $ 0.62 $ 1.30 $ 1.18 Awards excluded from the calculation of diluted EPS (3) : Stock options 585 18,375 585 18,375 (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 and vesting of restricted stock units utilizing the treasury stock method. Not included are the unvested LTIP awards as they have not met the performance criteria for the periods presented. (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. (4) Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016. 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	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
SECURITIES	SECURITIES The following tables summarize the amortized cost and estimated fair values of AFS and HTM securities, as of the dates indicated: Amortized Cost Unrealized Gains Unrealized Losses Fair Value June 30, 2017 AFS Securities: Obligations of states and political subdivisions $ 7,235 $ 157 $ — $ 7,392 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 524,635 2,280 (5,239 ) 521,676 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 279,588 268 (4,984 ) 274,872 Subordinated corporate bonds 5,483 193 — 5,676 Total AFS debt securities 816,941 2,898 (10,223 ) 809,616 Equity securities 632 610 — 1,242 Total AFS securities $ 817,573 $ 3,508 $ (10,223 ) $ 810,858 HTM Securities: Obligations of states and political subdivisions $ 94,340 $ 1,037 $ (369 ) $ 95,008 Total HTM securities $ 94,340 $ 1,037 $ (369 ) $ 95,008 December 31, 2016 AFS Securities: Obligations of states and political subdivisions $ 8,848 $ 153 $ — $ 9,001 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 485,222 2,515 (7,115 ) 480,622 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 289,046 265 (5,421 ) 283,890 Subordinated corporate bonds 5,481 132 — 5,613 Total AFS debt securities 788,597 3,065 (12,536 ) 779,126 Equity securities 632 109 — 741 Total AFS securities $ 789,229 $ 3,174 $ (12,536 ) $ 779,867 HTM Securities: Obligations of states and political subdivisions $ 94,609 $ 618 $ (631 ) $ 94,596 Total HTM securities $ 94,609 $ 618 $ (631 ) $ 94,596 Net unrealized losses on AFS securities at June 30, 2017 included in AOCI amounted to $4.4 million , net of a deferred tax benefit of $2.3 million . Net unrealized losses on AFS securities at December 31, 2016 included in AOCI amounted to $6.1 million , net of a deferred tax benefit of $3.3 million . During the first six months of 2017 , the Company purchased investment securities totaling $97.3 million , all of which were designated as AFS securities. During the first six months of 2016, the Company purchased investment securities totaling $108.4 million . The Company designated $98.7 million as AFS securities and $9.7 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, and 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 June 30, 2017 and December 31, 2016 , by length of time that individual securities in each category have been in a continuous loss position: Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses June 30, 2017 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 364,378 $ (4,139 ) $ 29,988 $ (1,100 ) $ 394,366 $ (5,239 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 116,495 (1,561 ) 91,652 (3,423 ) 208,147 (4,984 ) Total AFS securities $ 480,873 $ (5,700 ) $ 121,640 $ (4,523 ) $ 602,513 $ (10,223 ) HTM Securities: Obligations of states and political subdivisions $ 20,686 $ (369 ) $ — $ — $ 20,686 $ (369 ) Total HTM securities $ 20,686 $ (369 ) $ — $ — $ 20,686 $ (369 ) December 31, 2016 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 348,579 $ (5,780 ) $ 29,496 $ (1,335 ) $ 378,075 $ (7,115 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 163,412 (2,906 ) 74,212 (2,515 ) 237,624 (5,421 ) Total AFS securities $ 511,991 $ (8,686 ) $ 103,708 $ (3,850 ) $ 615,699 $ (12,536 ) HTM Securities: Obligations of states and political subdivisions $ 42,805 $ (631 ) $ — $ — $ 42,805 $ (631 ) Total HTM securities $ 42,805 $ (631 ) $ — $ — $ 42,805 $ (631 ) At June 30, 2017 and December 31, 2016 , the Company held 187 and 209 investment securities with a fair value of $623.2 million and $658.5 million that were in an unrealized loss position totaling $ 10.6 million and $13.2 million , respectively, that were considered temporary. Of these, MBS and CMOs with a fair value of $ 121.6 million and $ 103.7 million were in an unrealized loss position, and have been in an unrealized loss position for 12 months or more, totaling $4.5 million and $3.9 million at June 30, 2017 and December 31, 2016, respectively. The unrealized loss was 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 June 30, 2017 and December 31, 2016 , gross unrealized losses on the Company's AFS and HTM securities were 2% 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 June 30, 2017 until the decline in value has recovered. Sale of Securities The following table details the Company's sales of AFS securities for the period indicated below: Three Months Ended June 30, Six Months Ended 2017 2016 2017 2016 Proceeds from sales of securities $ — $ 84 $ — $ 84 Gross realized gains — 4 — 4 Gross realized losses — — — — The Company did no t sell any securities during the three and six months ended June 30, 2017 . For the three and six months ended June 30, 2016, the Company sold certain AFS securities with a total carrying value of $80,000 and recorded net gains on the sale of AFS securities of $4,000 within non-interest income in the consolidated statements of income. The Company had not previously recorded any OTTI on these securities sold. The cost basis of securities sold is measured on a specific identification basis. FHLBB and FRB Stock As of June 30, 2017 and December 31, 2016 , the Company's investment in FHLBB stock was $21.8 million and $17.8 million , respectively. As of June 30, 2017 and December 31, 2016 , the Company's investment in FRB stock was $5.4 million . Securities Pledged At June 30, 2017 and December 31, 2016 , securities with an amortized cost of $606.8 million and $597.3 million and estimated fair values of $600.5 million and $589.7 million , respectively, were pledged to secure FHLBB advances, public deposits, and securities sold under agreements to repurchase and for other purposes required or permitted by law. Contractual Maturities The amortized cost and estimated fair values of debt securities by contractual maturity at June 30, 2017 , 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 $ 1,631 $ 1,639 Due after one year through five years 103,620 103,833 Due after five years through ten years 162,740 162,857 Due after ten years 548,950 541,287 $ 816,941 $ 809,616 HTM Securities Due in one year or less $ 758 $ 762 Due after one year through five years 4,769 4,835 Due after five years through ten years 5,043 5,140 Due after ten years 83,770 84,271 $ 94,340 $ 95,008

LOANS AND ALLOWANCE FOR LOAN LO

LOANS AND ALLOWANCE FOR LOAN LOSSES	6 Months Ended
	Jun. 30, 2017
Loans and Leases Receivable Disclosure [Abstract]
LOANS AND ALLOWANCE FOR LOAN LOSSES	LOANS AND ALLOWANCE FOR LOAN LOSSES The composition of the Company’s loan portfolio, excluding residential loans held for sale, at June 30, 2017 and December 31, 2016 was as follows: June 30, December 31, Residential real estate $ 831,577 $ 802,494 Commercial real estate 1,138,756 1,050,780 Commercial 370,701 333,639 Home equity 327,083 329,907 Consumer 17,035 17,332 HPFC 51,117 60,412 Total loans $ 2,736,269 $ 2,594,564 The loan balances for each portfolio segment presented above are net of their respective unamortized fair value mark discount on acquired loans and net of unamortized loan origination (costs) fees totaling: June 30, December 31, Net unamortized fair value mark discount on acquired loans $ 7,442 $ 8,810 Net unamortized loan origination (costs) fees (526 ) (66 ) Total $ 6,916 $ 8,744 The Bank’s lending activities are primarily conducted in Maine, but also include a mortgage loan production office in Massachusetts and a commercial loan production office in New Hampshire. The Company originates single family and multi-family residential loans, commercial real estate loans, business loans, municipal loans and a variety of consumer loans. In addition, the Company makes loans for the construction of residential homes, multi-family properties and commercial real estate properties. The ability and willingness of borrowers to honor their repayment commitments is generally dependent on the level of overall economic activity within the geographic area and the general economy. The HPFC loan portfolio consists of 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. 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. Effective January 1, 2017, the Company's internal policy for assessing individual loans for impairment was changed to increase the principal balance threshold for a loan from $250,000 to $500,000 . The qualitative factors for assessing a loan individually for impairment in accordance with the Company's internal policy were unchanged, and continue to require the loan to be classified as substandard or doubtful and on non-accrual status. There were no other significant changes in the Company's ALL methodology during the six months ended June 30, 2017 . 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 Company's Credit Risk Administration and the Credit Risk Policy Committee oversee the 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. Prior to the Company's closing of HPFC's operations, effective February 19, 2016, it provided commercial lending to dentists, optometrists and veterinarians, many of which were 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 consists 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 presents the activity in the ALL and select loan information by portfolio segment for the three and six months ended June 30, 2017 and 2016 , and for the year ended December 31, 2016 : Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Three and Six Months Ended June 30, 2017 ALL for the three months ended: Beginning balance $ 4,271 $ 12,726 $ 3,815 $ 2,107 $ 175 $ 627 $ 23,721 Loans charged off (190 ) (9 ) (145 ) (391 ) (48 ) (81 ) (864 ) Recoveries 4 10 118 — 2 — 134 Provision (credit) (1) 396 121 487 378 53 (32 ) 1,403 Ending balance $ 4,481 $ 12,848 $ 4,275 $ 2,094 $ 182 $ 514 $ 24,394 ALL for the six months ended: Beginning balance $ 4,160 $ 12,154 $ 3,755 $ 2,194 $ 181 $ 672 $ 23,116 Loans charged off (195 ) (12 ) (281 ) (392 ) (62 ) (81 ) (1,023 ) Recoveries 4 113 195 1 4 — 317 Provision (credit) (1) 512 593 606 291 59 (77 ) 1,984 Ending balance $ 4,481 $ 12,848 $ 4,275 $ 2,094 $ 182 $ 514 $ 24,394 ALL balance attributable to loans: Individually evaluated for impairment $ 468 $ 1,116 $ 120 $ — $ — $ — $ 1,704 Collectively evaluated for impairment 4,013 11,732 4,155 2,094 182 514 22,690 Total ending ALL $ 4,481 $ 12,848 $ 4,275 $ 2,094 $ 182 $ 514 $ 24,394 Loans: Individually evaluated for impairment $ 4,451 $ 13,116 $ 2,067 $ 446 $ — $ — $ 20,080 Collectively evaluated for impairment 827,126 1,125,640 368,634 326,637 17,035 51,117 2,716,189 Total ending loans balance $ 831,577 $ 1,138,756 $ 370,701 $ 327,083 $ 17,035 $ 51,117 $ 2,736,269 For The Three and Six Months Ended June 30, 2016 ALL for the three months ended: Beginning balance $ 4,516 $ 10,380 $ 3,298 $ 2,622 $ 182 $ 341 $ 21,339 Loans charged off (19 ) (19 ) (203 ) (57 ) (26 ) (302 ) (626 ) Recoveries 31 34 82 1 2 — 150 Provision (credit) (1) (97 ) 1,164 1,381 380 35 (9 ) 2,854 Ending balance $ 4,431 $ 11,559 $ 4,558 $ 2,946 $ 193 $ 30 $ 23,717 ALL for the six months ended: Beginning balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ 21,166 Loans charged off (229 ) (241 ) (429 ) (185 ) (41 ) (302 ) (1,427 ) Recoveries 71 43 134 2 4 — 254 Provision (1) 44 1,325 1,612 398 37 308 3,724 Ending balance $ 4,431 $ 11,559 $ 4,558 $ 2,946 $ 193 $ 30 $ 23,717 ALL balance attributable to loans: Individually evaluated for impairment $ 497 $ 29 $ 1,400 $ 89 $ — $ — $ 2,015 Collectively evaluated for impairment 3,934 11,530 3,158 2,857 193 30 21,702 Total ending ALL $ 4,431 $ 11,559 $ 4,558 $ 2,946 $ 193 $ 30 $ 23,717 Loans: Individually evaluated for impairment $ 4,926 $ 2,340 $ 3,461 $ 503 $ 7 $ — $ 11,237 Collectively evaluated for impairment 795,630 1,015,437 333,056 341,478 17,811 70,651 $ 2,574,063 Total ending loans balance $ 800,556 $ 1,017,777 $ 336,517 $ 341,981 $ 17,818 $ 70,651 $ 2,585,300 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Year Ended December 31, 2016 ALL: Beginning balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ 21,166 Loans charged off (356 ) (315 ) (2,218 ) (308 ) (101 ) (507 ) (3,805 ) Recoveries 95 50 332 2 7 — 486 Provision (credit) (1) (124 ) 1,987 2,400 (231 ) 82 1,155 5,269 Ending balance $ 4,160 $ 12,154 $ 3,755 $ 2,194 $ 181 $ 672 $ 23,116 ALL balance attributable to loans: Individually evaluated for impairment $ 483 $ 1,373 $ — $ 86 $ — $ 65 $ 2,007 Collectively evaluated for impairment 3,677 10,781 3,755 2,108 181 607 21,109 Total ending ALL $ 4,160 $ 12,154 $ 3,755 $ 2,194 $ 181 $ 672 $ 23,116 Loans: Individually evaluated for impairment $ 4,348 $ 13,317 $ 2,028 $ 457 $ 7 $ 97 $ 20,254 Collectively evaluated for impairment 798,146 1,037,463 331,611 329,450 17,325 60,315 2,574,310 Total ending loans balance $ 802,494 $ 1,050,780 $ 333,639 $ 329,907 $ 17,332 $ 60,412 $ 2,594,564 (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 June 30, 2017 and 2016, and December 31, 2016 , the reserve for unfunded commitments was $7,000 , $22,000 and $11,000 , respectively. The following reconciles the three and six months ended June 30, 2017 and 2016, and year ended December 31, 2016 provision for loan losses to the provision for credit losses as presented on the consolidated statement of income: Three Months Ended Six Months Ended Year Ended December 31, 2016 2017 2016 2017 2016 Provision for loan losses $ 1,403 $ 2,854 $ 1,984 $ 3,724 $ 5,269 Change in reserve for unfunded commitments (2 ) (2 ) (4 ) — (11 ) Provision for credit losses $ 1,401 $ 2,852 $ 1,980 $ 3,724 $ 5,258 The Company focuses on maintaining a well-balanced and diversified loan portfolio. Despite such efforts, it is recognized that credit concentrations may occasionally emerge as a result of economic conditions, changes in local demand, natural loan growth and runoff. To ensure that credit concentrations can be effectively identified, all commercial and commercial real estate loans are assigned Standard Industrial Classification codes, North American Industry Classification System codes, and state and county codes. Shifts in portfolio concentrations are monitored by the Company's Credit Risk Administration. As of June 30, 2017 , the non-residential building operators' industry exposure was 12% of the Company's total loan portfolio and 28% of the total commercial real estate portfolio. There were no other industry exposures exceeding 10% of the Company's total loan portfolio as of June 30, 2017 . 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, residential real estate, and HPFC 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 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 June 30, 2017 Pass (Grades 1-6) $ 820,437 $ 1,072,685 $ 362,660 $ — $ — $ 48,814 $ 2,304,596 Performing — — — 325,711 17,035 — 342,746 Special Mention (Grade 7) 942 23,866 1,716 — — 229 26,753 Substandard (Grade 8) 10,198 42,205 4,908 — — 2,074 59,385 Doubtful (Grade 9) — — 1,417 — — — 1,417 Non-performing — — — 1,372 — — 1,372 Total $ 831,577 $ 1,138,756 $ 370,701 $ 327,083 $ 17,035 $ 51,117 $ 2,736,269 December 31, 2016 Pass (Grades 1-6) $ 789,554 $ 1,003,386 $ 321,148 $ — $ — $ 58,943 $ 2,173,031 Performing — — — 328,287 17,328 — 345,615 Special Mention (Grade 7) 2,387 5,724 5,598 — — 257 13,966 Substandard (Grade 8) 10,553 41,670 5,437 — — 1,212 58,872 Doubtful (Grade 9) — — 1,456 — — — 1,456 Non-performing — — — 1,620 4 — 1,624 Total $ 802,494 $ 1,050,780 $ 333,639 $ 329,907 $ 17,332 $ 60,412 $ 2,594,564 The Company closely monitors the performance of its loan portfolio. A loan is placed on non-accrual status when the financial condition of the borrower is deteriorating, payment in full of both principal and interest is not expected as scheduled or principal or interest has been in default for 90 days or more. Exceptions may be made if the asset is well-secured by collateral sufficient to satisfy both the principal and accrued interest in full and collection is reasonably assured. 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 June 30, 2017 Residential real estate $ 2,344 $ 721 $ 4,104 $ 7,169 $ 824,408 $ 831,577 $ — $ 4,890 Commercial real estate 1,189 2,262 16,262 19,713 1,119,043 1,138,756 76 16,291 Commercial 178 91 1,537 1,806 368,895 370,701 — 2,056 Home equity 1,072 480 1,028 2,580 324,503 327,083 — 1,371 Consumer 43 5 — 48 16,987 17,035 — — HPFC 639 576 507 1,722 49,395 51,117 — 1,083 Total $ 5,465 $ 4,135 $ 23,438 $ 33,038 $ 2,703,231 $ 2,736,269 $ 76 $ 25,691 December 31, 2016 Residential real estate $ 1,783 $ 924 $ 2,904 $ 5,611 $ 796,883 $ 802,494 $ — $ 3,945 Commercial real estate 855 223 12,625 13,703 1,037,077 1,050,780 — 12,849 Commercial 633 218 1,675 2,526 331,113 333,639 — 2,088 Home equity 892 134 1,321 2,347 327,560 329,907 — 1,620 Consumer 38 — 4 42 17,290 17,332 — 4 HPFC 438 688 110 1,236 59,176 60,412 — 207 Total $ 4,639 $ 2,187 $ 18,639 $ 25,465 $ 2,569,099 $ 2,594,564 $ — $ 20,713 Interest income that would have been recognized if loans on non-accrual status had been current in accordance with their original terms was $277,000 , $486,000 , $240,000 , and $424,000 for the three and six months ended June 30, 2017 and 2016 , 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 net realizable value, 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 June 30, 2017 December 31, 2016 June 30, 2017 December 31, 2016 June 30, 2017 December 31, 2016 Residential real estate 22 21 $ 3,327 $ 3,221 $ 468 $ 483 Commercial real estate 3 3 993 1,008 12 — Commercial 9 10 1,453 1,502 — — Home equity 2 1 308 16 — — Total 36 35 $ 6,081 $ 5,747 $ 480 $ 483 At June 30, 2017 , the Company had performing and non-performing TDRs with a recorded investment balance of $4.8 million and $1.3 million , respectively. At December 31, 2016, the Company had performing and non-performing TDRs with a recorded investment balance of $4.3 million and $1.4 million, respectively. The following represents loan modifications that qualify as TDRs that occurred for the three and six months ended June 30, 2017 and 2016 : Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Specific Reserve 2017 2016 2017 2016 2017 2016 2017 2016 For the three months ended Home equity: Interest rate and maturity concession 1 — $ 315 $ — $ 315 $ — $ — $ — Total 1 — $ 315 $ — $ 315 $ — $ — $ — For the six months ended Residential real estate: Maturity concession 1 — $ 151 $ — $ 151 $ — $ 15 $ — Home equity: Interest rate and maturity concession 1 — 315 — 315 — — — Total 2 — $ 466 $ — $ 466 $ — $ 15 $ — For the three and six months ended June 30, 2017 and 2016, 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 the three and six months ended June 30, 2017 and 2016, and as of and for the year-ended December 31, 2016: Three Months Ended Six Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized Average Interest June 30, 2017 : With an allowance recorded: Residential real estate $ 3,026 $ 3,026 $ 468 $ 3,034 $ 29 $ 3,030 $ 55 Commercial real estate 12,049 12,049 1,116 11,901 11 11,777 11 Commercial 121 121 120 41 — 21 — Home equity — — — 204 — 251 — Consumer — — — — — — — HPFC — — — — — 49 — Ending balance 15,196 15,196 1,704 15,180 40 15,128 66 Without an allowance recorded: Residential real estate 1,425 1,786 — 1,327 5 1,310 7 Commercial real estate 1,067 1,303 — 1,251 4 1,477 14 Commercial 1,946 3,120 — 1,962 2 1,993 5 Home equity 446 632 — 236 4 187 4 Consumer — — — 2 — 4 — HPFC — — — — — — — Ending balance 4,884 6,841 — 4,778 15 4,971 30 Total impaired loans $ 20,080 $ 22,037 $ 1,704 $ 19,958 $ 55 $ 20,099 $ 96 June 30, 2016: With an allowance recorded: Residential real estate $ 3,067 $ 3,067 $ 497 $ 3,156 $ 25 $ 3,137 $ 52 Commercial real estate 99 99 29 1,256 — 847 — Commercial 2,744 2,744 1,400 239 — 633 — Home equity 303 303 89 303 — 309 — Consumer — — — — — (11 ) — HPFC — — — 256 — 128 — Ending Balance 6,213 6,213 2,015 5,210 25 5,043 52 Without an allowance recorded: Residential real estate 1,859 2,347 — 3,071 4 2,547 4 Commercial real estate 2,241 2,765 — 2,655 23 2,475 25 Commercial 717 814 — 3,978 (3 ) 3,281 8 Home equity 200 387 — 220 (4 ) 178 — Consumer 7 10 — 7 — 18 — HPFC — — — — — — — Ending Balance 5,024 6,323 — 9,931 20 8,499 37 Total impaired loans $ 11,237 $ 12,536 $ 2,015 $ 15,141 $ 45 $ 13,542 $ 89 Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized December 31, 2016: With an allowance recorded: Residential real estate $ 3,019 $ 3,019 $ 483 $ 3,088 $ 106 Commercial real estate 11,443 11,443 1,373 5,165 — Commercial — — — 762 — Home equity 299 299 86 305 — Consumer — — — — — HPFC 97 97 65 98 — Ending Balance 14,858 14,858 2,007 9,418 106 Without an allowance recorded: Residential real estate 1,329 1,800 — 2,057 9 Commercial real estate 1,874 2,369 — 2,214 51 Commercial 2,028 3,209 — 2,507 16 Home equity 158 368 — 180 — Consumer 7 10 — 12 — HPFC — — — — — Ending Balance 5,396 7,756 — 6,970 76 Total impaired loans $ 20,254 $ 22,614 $ 2,007 $ 16,388 $ 182 Loan Sales: For the three and six months ended June 30, 2017 and 2016, the Company sold $47.9 million , $90.9 million , $56.3 million , and $95.2 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 $1.4 million , $2.7 million, $1.3 million , and $2.2 million , respectively. At June 30, 2017 and December 31, 2016 , the Company had certain residential mortgage loans with a principal balance of $10.9 million and $15.1 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 June 30, 2017 and December 31, 2016 , recorded an unrealized loss of $98,000 and $289,000 , respectively. For the three and six months ended June 30, 2017 and 2016 , the Company recorded within mortgage banking income, net on its consolidated statements of income the net change in unrealized gains (losses) of $(63,000) , $191,000 , $147,000 , and $153,000 , respectively, on its loans held for sale. The Company has forward delivery commitments with a secondary market investor on each of its loans held for sale at June 30, 2017 and December 31, 2016. The fair value of its forward delivery commitments at June 30, 2017 and December 31, 2016 was $297,000 and $278,000 , respectively. For the three months ended June 30, 2017 and 2016, the net unrealized gain from the change in fair value on the Company's forward delivery commitments reported within mortgage banking income, net on the consolidated statements of income was $137,000 and $0 , respectively. For the six months ended June 30, 2017 and 2016, the net unrealized gain from the change in fair value on the Company's forward delivery commitments reported within mortgage banking income, net on the consolidated statements of income was $19,000 and $0 , respectively. Refer to Note 12 for further discussion of the Company's forward delivery commitments. In-Process Foreclosure Proceedings: At June 30, 2017 and December 31, 2016 , the Company had $2.1 million and $1.4 million , respectively, of consumer mortgage loans secured by residential real estate properties for which foreclosure proceedings were in process. 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 June 30, 2017 and December 31, 2016 . Refer to Notes 3 and 10 of the consolidated financial statements for discussion of securities pledged as collateral.

GOODWILL AND OTHER INTANGIBLE A

GOODWILL AND OTHER INTANGIBLE ASSESTS	6 Months Ended
	Jun. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
GOODWILL AND OTHER INTANGIBLE ASSETS	GOODWILL AND OTHER INTANGIBLE ASSETS The Company has recognized goodwill and certain identifiable intangible assets in connection with certain business combinations in prior years. Goodwill as of June 30, 2017 and December 31, 2016 for each reporting unit is shown in the table below: Goodwill Banking Financial Services Total June 30, 2017 and December 31, 2016: Goodwill, gross $ 90,793 $ 7,474 $ 98,267 Accumulated impairment losses — (3,570 ) (3,570 ) Reported goodwill at June 30, 2017 and December 31, 2016 $ 90,793 $ 3,904 $ 94,697 The changes in core deposit and trust relationship intangible assets for the six months ended June 30, 2017 are shown in the table below: Core Deposit Intangible Trust Relationship Intangible Gross Accumulated Amortization Net Gross Accumulated Amortization Net Total Balance at December 31, 2016 $ 23,908 $ (17,220 ) $ 6,688 $ 753 $ (677 ) $ 76 $ 6,764 2017 amortization — (906 ) (906 ) — (38 ) (38 ) (944 ) Balance at June 30, 2017 $ 23,908 $ (18,126 ) $ 5,782 $ 753 $ (715 ) $ 38 $ 5,820 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 2017 $ 829 $ 38 $ 867 2018 725 — 725 2019 705 — 705 2020 682 — 682 2021 655 — 655 Thereafter 2,186 — 2,186 Total $ 5,782 $ 38 $ 5,820

REGULATORY CAPITAL REQUIREMENTS

REGULATORY CAPITAL REQUIREMENTS	6 Months Ended
	Jun. 30, 2017
Regulatory Capital Requirements [Abstract]
REGULATORY CAPITAL REQUIREMENTS	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 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 the Company and Bank 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 the 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 organizations 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, 2017, the Company and Bank were required to establish a capital conservation buffer of 1.25% , 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 Bank's risk-based capital ratios exceeded regulatory guidelines at June 30, 2017 and December 31, 2016 , and specifically the Bank was "well capitalized" under prompt corrective action provisions for each period. There were no new conditions or events that occurred subsequent to June 30, 2017 that would change the Company or Bank's regulatory capital capitalization. The following table presents the Company and Bank's regulatory capital ratios at the periods indicated: June 30, 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 plus Capital Conservation Buffer Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Amount Ratio Amount Ratio Camden National Corporation: Total risk-based capital ratio $ 383,957 13.87 % 9.25 % N/A $ 368,856 14.04 % 8.63 % N/A Tier I risk-based capital ratio 344,557 12.45 % 7.25 % N/A 330,729 12.59 % 6.63 % N/A Common equity Tier I risk-based capital ratio 305,617 11.04 % 5.75 % N/A 296,120 11.27 % 5.13 % N/A Tier I leverage capital ratio 344,557 8.92 % 4.00 % N/A 330,729 8.83 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio $ 353,687 12.73 % 9.25 % 10.00 % $ 340,908 12.92 % 8.63 % 10.00 % Tier I risk-based capital ratio 329,287 11.86 % 7.25 % 8.00 % 317,782 12.05 % 6.63 % 8.00 % Common equity Tier I risk-based capital ratio 329,287 11.86 % 5.75 % 6.50 % 317,782 12.05 % 5.13 % 6.50 % Tier I leverage capital ratio 329,287 8.56 % 4.00 % 5.00 % 317,782 8.54 % 4.00 % 5.00 % On October 8, 2015, the Company issued $15.0 million of 10 year subordinated debentures bearing interest at an annual rate of 5.50% . In addition, $43.0 million of junior subordinated debentures were issued in connection with the issuance of trust preferred securities in 2006 and 2008. Although the subordinated debentures and the junior subordinated debentures are recorded as liabilities on the Company's consolidated statements of condition, the Company is permitted, in accordance with regulatory guidelines, to include, subject to certain limits, each within its calculation of risk-based capital. At June 30, 2017 and December 31, 2016 , $15.0 million of subordinated debentures were included as Tier II capital and were included in the calculation of the Company's total risk-based capital, and, at June 30, 2017 and December 31, 2016 , $43.0 million of the junior subordinated debentures were included in Tier I and total risk-based capital for the Company. The Company and Bank's regulatory capital and risk-weighted assets fluctuate due to normal business, including profits and losses generated by the Company and Bank as well as changes to their asset mix. Of particular significance are changes within the Company and Bank's loan portfolio mix due to the difference in regulatory risk-weighting differences between retail and commercial loans. Furthermore, the Company and Bank's regulatory capital and risk-weighted assets are subject to change due to changes in GAAP and regulatory capital standards. The Company and Bank proactively monitor their regulatory capital and risk-weighted assets, and the impact of changes to their asset mix, and impact of proposed and pending changes as a result of new and/or amended GAAP standards and regulatory changes.

INCOME TAXES

INCOME TAXES	6 Months Ended
	Jun. 30, 2017
Income Tax Disclosure [Abstract]
INCOME TAXES	INCOME TAXES The Company's effective income tax rate for the three and six months ended June 30, 2017 and 2016 was as follows: Three Months Ended Six Months Ended 2017 2016 2017 2016 Income tax expense $ 4,721 $ 4,258 $ 9,065 $ 7,700 Income before income tax expense $ 14,955 $ 13,874 $ 29,375 $ 25,962 Effective tax rate 31.6 % 30.7 % 30.9 % 29.7 % Discrete period item(s) — impact on effective tax rate: Windfall tax benefits, net (1) — % (0.5 )% (0.5 )% (1.4 )% BOLI death benefit income (non-taxable) — % (1.0 )% — % (0.5 )% (1) Represents the net windfall tax benefits generated upon vesting of share-based awards issued and exercise of stock options that were accounted for within income tax expense on the consolidated statements of income as a discrete period item.

EMPLOYEE BENEFIT PLANS

EMPLOYEE BENEFIT PLANS	6 Months Ended
	Jun. 30, 2017
Compensation and Retirement Disclosure [Abstract]
EMPLOYEE BENEFIT PLANS	EMPLOYEE BENEFIT PLANS The Company sponsors unfunded, non-qualified SERPs for certain officers and provides medical and life insurance to certain eligible retired employees. The components of net period benefit cost for the periods ended June 30, 2017 and 2016 were as follows: Supplemental Executive Retirement Plan: Three Months Ended Six Months Ended June 30, Net periodic benefit cost 2017 2016 2017 2016 Service cost $ 84 $ 77 $ 168 $ 154 Interest cost 113 108 226 216 Recognized net actuarial loss 62 55 124 110 Recognized prior service cost — 2 — 4 Net period benefit cost (1) $ 259 $ 242 $ 518 $ 484 (1) Presented within the consolidated statements of income within salaries and employee benefits. Other Postretirement Benefit Plan: Three Months Ended June 30, Six Months Ended June 30, Net periodic benefit cost 2017 2016 2017 2016 Service cost $ 13 $ 15 $ 26 $ 30 Interest cost 36 38 72 76 Recognized net actuarial loss 10 8 20 16 Amortization of prior service credit (6 ) (6 ) (12 ) (12 ) Net period benefit cost (1) $ 53 $ 55 $ 106 $ 110 (1) Presented within the consolidated statements of income within salaries and employee benefits.

BORROWINGS

BORROWINGS	6 Months Ended
	Jun. 30, 2017
Debt Disclosure [Abstract]
BORROWINGS	BORROWINGS The following summarizes the Company's short-term and long-term borrowed funds as presented on the consolidated statements of condition at: June 30, December 31, 2016 Short-Term Borrowings (mature within one year): Customer repurchase agreements $ 222,004 $ 225,605 FHLBB borrowings 350,000 210,000 Overnight borrowings — 89,450 Wholesale repurchase agreements — 5,007 Capital lease obligation 69 67 Total short-term borrowings $ 572,073 $ 530,129 Long-Term Borrowings (maturity greater than one year): FHLBB borrowings $ 10,000 $ 10,000 Capital lease obligation 756 791 Total long-term borrowings $ 10,756 $ 10,791

REPURCHASE AGREEMENTS

REPURCHASE AGREEMENTS	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 and December 31, 2016 : Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30 - 90 Days Greater than 90 Days Total June 30, 2017 Customer Repurchase Agreements: Obligations of states and political subdivisions $ 663 $ — $ — $ — $ 663 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 123,870 — — — 123,870 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 97,471 — — — 97,471 Total Customer Repurchase Agreements 222,004 — — — 222,004 Total Wholesale Repurchase Agreements — — — — — Total Repurchase Agreements $ 222,004 $ — $ — $ — $ 222,004 December 31, 2016 Customer Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 117,784 $ — $ — $ — $ 117,784 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 107,821 — — — 107,821 Total Customer Repurchase Agreements 225,605 — — — 225,605 Wholesale Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises — — 3,715 — 3,715 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — 1,292 — 1,292 Total Wholesale Repurchase Agreements — — 5,007 — 5,007 Total Repurchase Agreements $ 225,605 $ — $ 5,007 $ — $ 230,612 Certain customers held CDs totaling $919,000 and $917,000 with the Bank at June 30, 2017 and December 31, 2016 , 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 AND DISC

FAIR VALUE MEASUREMENT AND DISCLOSURE	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
FAIR VALUE MEASUREMENT AND DISCLOSURE	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 the Company's interest rate swaps, including its junior subordinated debt interest rate swaps, FHLBB advance interest rate swaps and customer loan swaps, are 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, 2017 and December 31, 2016, 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 the Company's fixed rate interest rate lock commitments are determined using secondary market pricing for loans with similar structures, including term, rate and borrower credit quality, adjusted for the Company's pull-through rate estimate (i.e. estimate of loans within its pipeline that will ultimately complete the origination process and be funded). The Company has classified its fixed rate interest rate lock commitments as Level 2 as the quoted secondary market prices are the more significant input, and while the Company's internal pull-through rate estimate is a Level 3 estimate it is not as critical to the ultimate valuation. The fair value of the Company's forward delivery commitments are determined using secondary market pricing for loans with similar structures, including term, rate and borrower credit quality, and the locked and agreed to price with the secondary market investor. The Company has classified its fixed rate interest rate lock commitments as Level 2. The following table summarizes financial assets and financial liabilities measured at fair value on a recurring basis as of June 30, 2017 and December 31, 2016 , segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value: Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2017 Financial assets: Loans held for sale $ 10,784 $ — $ 10,784 $ — AFS securities: Obligations of states and political subdivisions 7,392 — 7,392 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 521,676 — 521,676 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 274,872 — 274,872 — Subordinated corporate bonds 5,676 — 5,676 — Equity securities 1,242 — 1,242 — Customer loan swaps 3,615 — 3,615 — Fixed-rate interest rate lock commitments 431 — 431 — Forward delivery commitments 304 — 304 — Financial liabilities: Junior subordinated debt interest rate swaps 8,312 — 8,312 — FHLBB advance interest rate swaps 153 — 153 — Customer loan swaps 3,615 — 3,615 — Fixed-rate interest rate lock commitments 21 — 21 — Forward delivery commitments 7 — 7 — December 31, 2016 Financial assets: Loans held for sale $ 14,836 $ — $ 14,836 $ — AFS securities: Obligations of states and political subdivisions 9,001 — 9,001 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 480,622 — 480,622 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 283,890 — 283,890 — Subordinated corporate bonds 5,613 — 5,613 — Equity securities 741 — 741 — Customer loan swaps 1,945 — 1,945 — Fixed-rate interest rate lock commitments 202 — 202 — Forward delivery commitments 587 — 587 — Financial liabilities: Junior subordinated debt interest rate swaps 8,372 — 8,372 — FHLBB advance interest rate swaps 389 — 389 — Customer loan swaps 1,945 — 1,945 — Fixed-rate interest rate lock commitments 15 — 15 — Forward delivery commitments 309 — 309 — The Company did not have any transfers between Level 1 and Level 2 of the fair value hierarchy during the six months ended June 30, 2017 . 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. Effective January 1, 2017, the Company's policy is to individually evaluate for impairment loans with a principal balance greater than $500,000 or more and are classified as substandard or doubtful and are on non-accrual status. Prior to January 1, 2017, the Company's policy was to individually evaluate for impairment loans with a principal balance greater than $250,000 or more and was classified as substandard or doubtful and was on non-accrual status. Once the population of loans is identified for individual impairment assessment, the Company measures these loans for impairment by comparing net realizable value, which is the fair value of the collateral, less estimated costs to sell, to the carrying value of the loan. If the net realizable value 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 net realizable value. 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 two significant unobservable inputs, which are loan prepayment assumptions and the discount rate used, to calculate the fair value of each tranche, and, as such, the Company has classified within Level 3 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 net realizable value, 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 six months ended June 30, 2017 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, then 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 for the six months ended June 30, 2017 that indicated the carrying amount may not be recoverable. The table below highlights financial and non-financial assets measured and recorded at fair value on a non-recurring basis as of June 30, 2017 and December 31, 2016 . Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2017 Financial assets: Collateral-dependent impaired loans $ 176 $ — $ — $ 176 MSRs (1) 302 — — 302 Non-financial assets: OREO 341 — — 341 December 31, 2016 Financial assets: Collateral-dependent impaired loans $ 500 $ — $ — $ 500 MSRs (1) 1,090 — — 1,090 Non-financial assets: OREO 922 — — 922 (1) Represents MSRs deemed to be impaired and a valuation allowance was established to carry at fair value. The following table presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at June 30, 2017 and December 31, 2016 : Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) June 30, 2017 Collateral-dependent impaired loans: Partially charged-off $ 176 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 0 - 10% (7%) MSR 302 Discounted cash flow Prepayment rate 14% (14%) Discount rate 7% (7%) OREO 341 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling cost 10% (10%) December 31, 2016 Collateral-dependent impaired loans: Partially charged-off $ 166 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 0 - 10% (5%) Specifically reserved 344 Market approach appraisal of collateral Management adjustment 0 - 50% (13%) Estimated selling costs 10 - 28% (12%) MSR 1,090 Discounted cash flow Prepayment rate 15% (15%) Discount rate 8% (8%) OREO 922 Market approach appraisal of collateral Management adjustment 0 - 73% (7%) 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 FHLBB, 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 June 30, 2017 : 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 $ 93,033 $ 93,033 $ 93,033 $ — $ — AFS securities 810,858 810,858 — 810,858 — HTM securities 94,340 95,008 — 95,008 — Loans held for sale 10,784 10,784 — 10,784 — Residential real estate loans (1) 827,096 836,195 — — 836,195 Commercial real estate loans (1) 1,125,908 1,089,273 — — 1,089,273 Commercial loans (1)(2) 417,029 415,614 — — 415,614 Home equity loans (1) 324,989 322,917 — — 322,917 Consumer loans (1) 16,853 16,489 — — 16,489 MSRs (3) 1,093 1,794 — — 1,794 Interest receivable 9,212 9,212 — 9,212 — Customer loan swaps 3,615 3,615 — 3,615 — Fixed-rate interest rate lock commitments 431 431 — 431 — Forward delivery commitments 304 304 — 304 — Financial liabilities: Deposits $ 2,940,866 $ 2,938,966 $ — $ 2,938,966 $ — Short-term borrowings 572,073 571,991 — 571,991 — Long-term borrowings 10,756 10,869 — 10,869 — Subordinated debentures 58,833 42,090 — 42,090 — Interest payable 667 667 — 667 — Junior subordinated debt interest rate swaps 8,312 8,312 — 8,312 — FHLBB advance interest rate swaps 153 153 — 153 — Customer loan swaps 3,615 3,615 — 3,615 — Fixed-rate interest rate lock commitments 21 21 — 21 — Forward delivery commitments 7 7 — 7 — (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. The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at December 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 $ 87,707 $ 87,707 $ 87,707 $ — $ — AFS securities 779,867 779,867 — 779,867 — HTM securities 94,609 94,596 — 94,596 — Loans held for sale 14,836 14,836 — 14,836 — Residential real estate loans (1) 798,334 800,122 — — 800,122 Commercial real estate loans (1) 1,038,626 1,006,249 — — 1,006,249 Commercial loans (1)(2) 389,624 391,493 — — 391,493 Home equity loans (1) 327,713 327,292 — — 327,292 Consumer loans (1) 17,151 16,845 — — 16,845 MSRs (3) 1,210 1,701 — — 1,701 Interest receivable 8,654 8,654 — 8,654 — Customer loan swaps 1,945 1,945 — 1,945 — Fixed-rate interest rate lock commitments 202 202 — 202 — Forward delivery commitments 587 587 — 587 — Financial liabilities: Deposits $ 2,828,529 $ 2,826,484 $ — $ 2,826,484 $ — Short-term borrowings 530,129 530,435 — 530,435 — Long-term borrowings 10,791 10,836 — 10,836 — Subordinated debentures 58,755 41,660 — 41,660 — Interest payable 534 534 — 534 — Junior subordinated debt interest rate swaps 8,372 8,372 — 8,372 — FHLBB advance interest rate swaps 389 389 — 389 — Customer loan swaps 1,945 1,945 — 1,945 — Fixed-rate interest rate lock commitments 15 15 — 15 — Forward delivery commitments 309 309 — 309 — (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.

COMMITMENTS, CONTINGENCIES AND

COMMITMENTS, CONTINGENCIES AND DERIVATIVES	6 Months Ended
	Jun. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
COMMITMENTS, CONTINGENCIES AND DERIVATIVES	COMMITMENTS, CONTINGENCIES AND DERIVATIVES Legal Contingencies In the normal course of business, the Company and its subsidiary 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 statements. Reserves are established for legal claims only when losses associated with the claims are judged to be probable and the loss can be reasonably estimated. In many lawsuits and arbitrations, it is not possible to determine whether a liability has been incurred or to estimate the ultimate or minimum amount of that liability until the case is close to resolution, in which case a reserve will not be recognized until that time. As of June 30, 2017 and December 31, 2016 , 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: June 30, December 31, Lending-Related Instruments: Loan origination commitments and unadvanced lines of credit: Home equity $ 438,683 $ 454,225 Commercial and commercial real estate 88,099 83,103 Residential 43,588 17,795 Letters of credit 3,093 2,580 Other commitments 736 432 Derivative Financial Instruments: Customer loan swaps $ 295,657 $ 532,526 FHLBB advance interest rate swaps 50,000 50,000 Junior subordinated debt interest rate swaps 43,000 43,000 Interest rate lock commitments 26,629 15,249 Forward delivery commitments 10,882 15,125 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. The Company accounts for its interest rate lock commitments on loans within the normal origination process for which it intends to sell as a derivative instrument. Furthermore, the Company records a derivative for its "best-effort" forward delivery commitments upon origination of a loan identified as held for sale. Should the Company enter into a forward delivery commitment on a mandatory delivery arrangement with an investor it accounts for the forward delivery commitment upon execution of the contract. 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 for 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 has entered into a master netting arrangement with its counterparty and settles payments with the counterparty quarterly on a net basis. The interest rate swap arrangements contain provisions that require the Company to post cash or other assets as 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 will post collateral to the Company as requested. At June 30, 2017 , the Company had $9.5 million of cash posted as collateral to the counterparty. The collateral posted by the Company was not readily available and has been presented within cash and due from banks on the consolidated statements of condition. The details of the junior subordinated debt interest rate swaps for the periods indicated were as follows: June 30, December 31, 2016 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% $ (733 ) $ (806 ) 10,000 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% (2,309 ) (2,321 ) 10,000 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% (2,293 ) (2,290 ) 5,000 3/14/2011 3/30/2031 3-Month USD LIBOR 5.75% (1,216 ) (1,211 ) 8,000 5/4/2011 7/7/2031 3-Month USD LIBOR 5.56% (1,761 ) (1,744 ) $ 43,000 $ (8,312 ) $ (8,372 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. For the three and six months ended June 30, 2017 and 2016, 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 six months ended June 30, 2017 and 2016 were $666,000 and $782,000 , respectively, and were classified as cash flows from operating activities in the Company's consolidated statements of cash flows. FHLBB Advance Interest Rate Swaps: The Bank has 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 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 and six months ended June 30, 2017 and 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 its FHLBB advance interest rate swap and customer loan swap 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 will post collateral to the Bank as requested. The collateral posted by the Bank (or counterparty) is not readily available and is presented within cash and due from banks on the Company's consolidated statements of condition. At June 30, 2017 , the Bank had $2.7 million of cash held at a correspondent bank as collateral on its FHLBB advance interest rate swap and customer loan swap contracts. The details of the FHLBB advance interest rate swaps for the periods indicated were as follows: June 30, 2017 December 31, 2016 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% $ (41 ) $ (152 ) 25,000 2/25/2015 2/25/2019 1-Month USD LIBOR 1.74% (112 ) (237 ) $ 50,000 $ (153 ) $ (389 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition. Net payments to the counterparty for the six months ended June 30, 2017 and 2016 were $189,000 and $205,000 , respectively, and were classified as cash flows from operating activities in the consolidated statements of cash flows. Customer Loan Swaps: The Bank 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 Bank 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 Bank'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 Bank'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: June 30, 2017 December 31, 2016 Balance Sheet Location Number of Positions Notional Fair Value Number of Positions Notional Fair Value Receive fixed, pay variable Other assets / (accrued interest and other liabilities) 29 $ 146,253 $ (3,615 ) 50 $ 266,263 $ (1,945 ) Receive fixed, pay variable Other assets / (accrued interest and other liabilities) 29 149,404 2,711 — — — Pay fixed, receive variable Other assets / (accrued interest and other liabilities) 58 295,657 904 50 266,263 1,945 Total 116 $ 591,314 $ — 100 $ 532,526 $ — The Bank 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 Bank 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 has entered into a master netting arrangement with its counterparty and settles payments with the counterparty quarterly on a net basis. The Bank's arrangement with its institutional counterparty requires it to post cash or other assets as collateral for its FHLBB advance interest rate swap and customer loan swap 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 as requested. Interest Rate Locks Commitments: As part of the origination process of a residential loan, the Company may enter into rate lock agreements with its borrower, which is considered an interest rate lock commitment. If the Company has the intention to sell the loan upon origination, it will account for the interest rate lock commitment as a derivative. Our pipeline of mortgage loans with fixed-rate interest rate lock commitments were as follows for the periods indicated: June 30, 2017 December 31, 2016 Balance Sheet Location Notional Fair Value Notional Fair Value Fixed-rate mortgage interest rate locks Other Assets $ 24,694 $ 431 $ 12,310 $ 202 Fixed-rate mortgage interest rate locks Accrued interest and other liabilities 1,935 (21 ) 2,939 (15 ) Total $ 26,629 $ 410 $ 15,249 $ 187 For the three months ended June 30, 2017 and 2016, the net unrealized gain from the change in fair value on the Company's mortgage interest rate locks reported within mortgage banking income, net, on the consolidated statements of income were $235,000 and $92,000 , respectively. For the six months ended June 30, 2017 and 2016, the net unrealized gain from the change in fair value on the Company's mortgage interest rate locks were $223,000 and $384,000 , respectively. Forward Delivery Commitments: The Company typically enters into a forward delivery commitment with a secondary market investor, which has been approved by the Company within its normal governance process, at the onset of the loan origination process. The Company may enter into these arrangements with the secondary market investors on a "best effort" or "mandatory delivery" basis. The Company's normal practice is to typically enter into these arrangements on a "best effort" basis. The Company enters into these arrangements with the secondary market investors to manage its interest rate exposure. The Company accounts for the forward delivery commitment as a derivative (but does not designate as a hedge) upon origination of a loan for which it intends to sell. The Company's forward delivery commitments on loans held for sale was as follows for the periods indicated: June 30, 2017 December 31, 2016 Balance Sheet Location Notional Fair Value Notional Fair Value Forward delivery commitments ("best-effort") Other Assets $ 10,433 $ 304 $ 14,250 $ 587 Forward delivery commitments ("best-effort") Accrued interest and other liabilities 449 (7 ) 875 (309 ) Total $ 10,882 $ 297 $ 15,125 $ 278 For the three months ended June 30, 2017 and 2016, the net unrealized gain from the change in fair value on the Company's forward delivery commitments reported within mortgage banking income, net on the consolidated statements of income were $137,000 and $0 , respectively. For the six months ended June 30, 2017 and 2016, the net unrealized gain from the change in fair value on the Company's forward delivery commitments reported within mortgage banking income, net on the consolidated statements of income were $19,000 and $0 , 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 June 30, For The 2017 2016 2017 2016 Derivatives designated as cash flow hedges: Effective portion of unrealized losses recognized within AOCI during the period, net of tax $ 462 $ 1,309 $ 372 $ 3,652 Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, gross (1) $ 413 $ 622 $ 868 $ 987 (1) Reclassified into the consolidated statements of income within interest expense. The Company expects approximately $1.3 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 June 30, 2017 .

RECENT ACCOUNTING PRONOUNCEMENT

RECENT ACCOUNTING PRONOUNCEMENTS	6 Months Ended
	Jun. 30, 2017
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
RECENT ACCOUNTING PRONOUNCEMENTS	RECENT ACCOUNTING PRONOUNCEMENTS In May 2017, the FASB issued ASU No. 2017-09, Compensation-Stock Compensation (Topic 718): Scope of Modification Accounting ("ASU 2017-09") . ASU 2017-09 was issued to provide clarification about which changes to the terms or conditions of a share-based payment award would require application of modification accounting in Topic 718. ASU 2017-09 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2017. Early adoption is permitted, including adoption in an interim period. ASU 2017-09 is to be applied prospectively effective as of the adoption date. During the three months ended June 30, 2017, the Company elected to early adopt ASU 2017-09, effective as of January 1, 2017. The Company has not had any modifications to its share-based awards for the six months ended June 30, 2017, and, as such, there was no impact upon adoption to the Company's consolidated financial statements for the three months and six months ended June 30, 2017. In March 2017, the FASB issued ASU No. 2017-08, Receivables-Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities ("ASU 2017-08"). ASU 2017-08 was issued to shorten the amortization period for certain callable debt securities purchased and carried at a premium, by requiring the premium to be amortized to the earliest call date of the debt security. ASU 2017-08 is effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2018. Early adoption is permitted, including adoption in an interim period. The Company will adopt on a modified retrospective basis with any necessary adjustments to retained earnings as a cumulative-effect adjustment. While the Company continues to assess the impact of ASU 2017-08, it does not expect the ASU will have a material impact to its financial statements upon adoption. In March 2017, the FASB issued ASU No. 2017-07, Compensation-Retirement Benefits (Topic 715): Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost ("ASU 2017-07"). ASU 2017-07 was issued to improve the presentation of net periodic pension cost and net periodic postretirement by Companies to disaggregate the service cost component from the other components of net benefit cost, as well as provide other guidance to improve consistency, transparency and usefulness. ASU 2017-07 is effective for annual periods beginning after December 15, 2017, including interim periods within those annual periods. ASU 2017-07 is to be applied upon adoption retrospectively for the presentation of the service cost component and the other components of net periodic pension cost and net periodic postretirement benefit cost in the Company's consolidated statements of income. The other provisions of the ASU 2017-07 are not applicable to the Company. While the Company continues to assess the impact of ASU 2017-07, it does not expect the ASU will have a material impact to its financial statements upon adoption. In January 2017, the FASB issued ASU No. 2017-04, Intangibles - Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment ("ASU 2017-04"). ASU 2017-04 was issued to reduce the cost and complexity of the goodwill impairment test. To simplify the subsequent measurement of goodwill, step two of the goodwill impairment test was eliminated. Instead, in accordance with ASU 2017-04, a Company will recognize an impairment of goodwill should the carrying value of a reporting unit exceed its fair value (i.e. step one). ASU 2017-04 will be effective for the Company on January 1, 2020 and will be applied prospectively. In June 2016, the FASB issued ASU No. 2016-13, Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments ("ASU 2016-13"). ASU 2016-13 was issued to require timelier recording of credit losses on loans and other financial instruments held by financial institutions and other organizations. ASU 2016-13 is effective for annual periods beginning after December 15, 2019, including interim periods within those fiscal years, for public companies. Early adoption is permitted for annual periods beginning after December 15, 2018, including interim periods within that fiscal year. The Company will adopt the guidance under a modified-retrospective approach, whereby a cumulative-effect adjustment will be made to retained earnings upon adoption. The Company will use a prospective transition approach for debt securities for which an OTTI had been recognized before the effective date, as applicable. While the Company continues to prepare for the adoption of ASU 2016-13 on January 1, 2020, it anticipates the standard will have a material impact on the Company's consolidated financial statements upon adoption as it will require: • A change in the Company's assessment of its ALL and allowance on unused commitments as it will transition from an incurred loss model to an expected loss model, which will likely result in an increase in the ALL upon adoption and may negatively impact the Company and Bank's regulatory capital ratios. • May reduce the carrying value of the Company's HTM investment securities as it will require an allowance on the expected losses over the life of these securities to be recorded upon adoption. • Changes to the considerations when assessing AFS debt securities for OTTI, including (i) no longer considering the amount of time a security has been in an unrealized loss position and (ii) no longer considering the historical and implied volatility of a security and recoveries or declines in the fair value after the balance sheet date, as well as the presentation of OTTI as an allowance rather than a permanent write-down of the debt security. • Changes to the disclosure requirements to reflect the transition from an incurred loss methodology to an expected credit loss methodology, as well as certain disclosures of credit quality indicators in relation to the amortized cost of financing receivables disaggregated by year of origination (or vintage). In February 2016, the FASB issued ASU No. 2016-02, Leases (Topic 842) ("ASU 2016-02"). ASU 2016-02 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. ASU 2016-02 is effective for fiscal years beginning after December 15, 2018, including interim periods within those fiscal years, early application is permitted. The Company will adopt under a modified-retrospective approach. Upon adoption, ASU 2016-02 is will increase the Company's total assets and liabilities on its consolidated statements of condition as its operating leases will be accounted for as a right-of-use asset and a lease liability; however, the Company does not anticipate that upon adoption the ASU will have a material effect on its consolidated statements of income. The Company continues to evaluate the impact of adoption of this standard. 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 ("ASU 2016-01"). ASU 2016-01 was issued to enhance the reporting model for financial instruments to provide the users of financial statements with more useful information for decisions. ASU 2016-01 is effective for fiscal years beginning after December 15, 2017, including interim periods within those fiscal years. The Company will adopt ASU 2016-01 through a cumulative-effect adjustment to the balance sheet upon adoption. The Company will adopt ASU 2016-01 effective January 1, 2018. Upon adoption, the Company will be required to recognize unrealized gains and losses on its equity securities directly through the Company's consolidated statements of income, whereas these equity securities currently are designated as AFS and unrealized gains and losses are recognized within AOCI. At June 30, 2017 and December 31, 2016, the fair value of the Company's equity securities was $1.2 million and $741,000 , respectively, with a cost basis of $632,000 . The Company does not anticipate this portion of ASU 2016-01 will materially impact the Company's financial position upon adoption. ASU 2016-01 also requires Companies to utilize an "exit price" fair value methodology for purposes of disclosing the fair value of financial assets and liabilities not measured and reported at fair value on a recurring or non-recurring basis. The Company currently discloses the fair value of its loan portfolio segments using an "entry price" fair value methodology (as disclosed within Note 11). In August 2015, the FASB issued ASU No. 2015-14, Revenue from Contracts with Customers (Topic 606) : Deferral of the Effective Date ("ASU 2015-14"). ASU 2015-14 was issued to defer the effective date of ASU 2014-09, Revenue from Contracts with Customers (Topic 606) ("ASU 2014-09"), 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 plans to adopt the revenue recognition guidance in the first quarter of 2018 and is currently evaluating the potential impact on non-interest income on the Company's consolidated financial position, as well as other presentation and disclosure items. Additionally, the Company anticipates using the modified-retrospective transition method upon adoption.

EARNINGS PER SHARE (Tables)

EARNINGS PER SHARE (Tables)	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
Analysis of Basic and Diluted Earnings Per Share	The following is an analysis of basic and diluted EPS, reflecting the application of the two-class method, as described below: Three Months Ended Six Months Ended 2017 2016 (4) 2017 2016 (4) Net income $ 10,234 $ 9,616 $ 20,310 $ 18,262 Dividends and undistributed earnings allocated to participating securities (1) (43 ) (49 ) (88 ) (81 ) Net income available to common shareholders $ 10,191 $ 9,567 $ 20,222 $ 18,181 Weighted-average common shares outstanding for basic EPS 15,512,761 15,415,308 15,500,862 15,402,629 Dilutive effect of stock-based awards (2) 73,810 75,702 75,849 70,169 Weighted-average common and potential common shares for diluted EPS 15,586,571 15,491,010 15,576,711 15,472,798 Earnings per common share (1) : Basic EPS $ 0.66 $ 0.62 $ 1.31 $ 1.18 Diluted EPS $ 0.66 $ 0.62 $ 1.30 $ 1.18 Awards excluded from the calculation of diluted EPS (3) : Stock options 585 18,375 585 18,375 (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 and vesting of restricted stock units utilizing the treasury stock method. Not included are the unvested LTIP awards as they have not met the performance criteria for the periods presented. (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. (4) Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.

SECURITIES (Tables)

SECURITIES (Tables)	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Summary of Amortized Costs and Estimated Fair Values of Available-For-Sale Securities	The following tables summarize the amortized cost and estimated fair values of AFS and HTM securities, as of the dates indicated: Amortized Cost Unrealized Gains Unrealized Losses Fair Value June 30, 2017 AFS Securities: Obligations of states and political subdivisions $ 7,235 $ 157 $ — $ 7,392 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 524,635 2,280 (5,239 ) 521,676 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 279,588 268 (4,984 ) 274,872 Subordinated corporate bonds 5,483 193 — 5,676 Total AFS debt securities 816,941 2,898 (10,223 ) 809,616 Equity securities 632 610 — 1,242 Total AFS securities $ 817,573 $ 3,508 $ (10,223 ) $ 810,858 HTM Securities: Obligations of states and political subdivisions $ 94,340 $ 1,037 $ (369 ) $ 95,008 Total HTM securities $ 94,340 $ 1,037 $ (369 ) $ 95,008 December 31, 2016 AFS Securities: Obligations of states and political subdivisions $ 8,848 $ 153 $ — $ 9,001 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 485,222 2,515 (7,115 ) 480,622 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 289,046 265 (5,421 ) 283,890 Subordinated corporate bonds 5,481 132 — 5,613 Total AFS debt securities 788,597 3,065 (12,536 ) 779,126 Equity securities 632 109 — 741 Total AFS securities $ 789,229 $ 3,174 $ (12,536 ) $ 779,867 HTM Securities: Obligations of states and political subdivisions $ 94,609 $ 618 $ (631 ) $ 94,596 Total HTM securities $ 94,609 $ 618 $ (631 ) $ 94,596
Unrealized Gross Losses and Estimated Fair Values of Investment Securities by Length of Time that Individual Securities in Each Category in Continuous Loss Position	The following table presents the estimated fair values and gross unrealized losses of investment securities that were in a continuous loss position at June 30, 2017 and December 31, 2016 , by length of time that individual securities in each category have been in a continuous loss position: Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses June 30, 2017 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 364,378 $ (4,139 ) $ 29,988 $ (1,100 ) $ 394,366 $ (5,239 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 116,495 (1,561 ) 91,652 (3,423 ) 208,147 (4,984 ) Total AFS securities $ 480,873 $ (5,700 ) $ 121,640 $ (4,523 ) $ 602,513 $ (10,223 ) HTM Securities: Obligations of states and political subdivisions $ 20,686 $ (369 ) $ — $ — $ 20,686 $ (369 ) Total HTM securities $ 20,686 $ (369 ) $ — $ — $ 20,686 $ (369 ) December 31, 2016 AFS Securities: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 348,579 $ (5,780 ) $ 29,496 $ (1,335 ) $ 378,075 $ (7,115 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 163,412 (2,906 ) 74,212 (2,515 ) 237,624 (5,421 ) Total AFS securities $ 511,991 $ (8,686 ) $ 103,708 $ (3,850 ) $ 615,699 $ (12,536 ) HTM Securities: Obligations of states and political subdivisions $ 42,805 $ (631 ) $ — $ — $ 42,805 $ (631 ) Total HTM securities $ 42,805 $ (631 ) $ — $ — $ 42,805 $ (631 )
Gain (Loss) on Investments	Sale of Securities The following table details the Company's sales of AFS securities for the period indicated below: Three Months Ended June 30, Six Months Ended 2017 2016 2017 2016 Proceeds from sales of securities $ — $ 84 $ — $ 84 Gross realized gains — 4 — 4 Gross realized losses — — — —
Amortized Cost and Estimated Fair Values of Debt Securities by Contractual Maturity	The amortized cost and estimated fair values of debt securities by contractual maturity at June 30, 2017 , 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 $ 1,631 $ 1,639 Due after one year through five years 103,620 103,833 Due after five years through ten years 162,740 162,857 Due after ten years 548,950 541,287 $ 816,941 $ 809,616 HTM Securities Due in one year or less $ 758 $ 762 Due after one year through five years 4,769 4,835 Due after five years through ten years 5,043 5,140 Due after ten years 83,770 84,271 $ 94,340 $ 95,008

LOANS AND ALLOWANCE FOR LOAN 25

LOANS AND ALLOWANCE FOR LOAN LOSSES (Tables)	6 Months Ended
	Jun. 30, 2017
Loans and Leases Receivable Disclosure [Abstract]
Composition of Loan Portfolio, Excluding Residential Loans Held for Sale	The composition of the Company’s loan portfolio, excluding residential loans held for sale, at June 30, 2017 and December 31, 2016 was as follows: June 30, December 31, Residential real estate $ 831,577 $ 802,494 Commercial real estate 1,138,756 1,050,780 Commercial 370,701 333,639 Home equity 327,083 329,907 Consumer 17,035 17,332 HPFC 51,117 60,412 Total loans $ 2,736,269 $ 2,594,564
Schedule of Loan Balances by Portfolio Segment	The loan balances for each portfolio segment presented above are net of their respective unamortized fair value mark discount on acquired loans and net of unamortized loan origination (costs) fees totaling: June 30, December 31, Net unamortized fair value mark discount on acquired loans $ 7,442 $ 8,810 Net unamortized loan origination (costs) fees (526 ) (66 ) Total $ 6,916 $ 8,744
Summary of Activity in Allowance for Loan Losses	The following presents the activity in the ALL and select loan information by portfolio segment for the three and six months ended June 30, 2017 and 2016 , and for the year ended December 31, 2016 : Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Three and Six Months Ended June 30, 2017 ALL for the three months ended: Beginning balance $ 4,271 $ 12,726 $ 3,815 $ 2,107 $ 175 $ 627 $ 23,721 Loans charged off (190 ) (9 ) (145 ) (391 ) (48 ) (81 ) (864 ) Recoveries 4 10 118 — 2 — 134 Provision (credit) (1) 396 121 487 378 53 (32 ) 1,403 Ending balance $ 4,481 $ 12,848 $ 4,275 $ 2,094 $ 182 $ 514 $ 24,394 ALL for the six months ended: Beginning balance $ 4,160 $ 12,154 $ 3,755 $ 2,194 $ 181 $ 672 $ 23,116 Loans charged off (195 ) (12 ) (281 ) (392 ) (62 ) (81 ) (1,023 ) Recoveries 4 113 195 1 4 — 317 Provision (credit) (1) 512 593 606 291 59 (77 ) 1,984 Ending balance $ 4,481 $ 12,848 $ 4,275 $ 2,094 $ 182 $ 514 $ 24,394 ALL balance attributable to loans: Individually evaluated for impairment $ 468 $ 1,116 $ 120 $ — $ — $ — $ 1,704 Collectively evaluated for impairment 4,013 11,732 4,155 2,094 182 514 22,690 Total ending ALL $ 4,481 $ 12,848 $ 4,275 $ 2,094 $ 182 $ 514 $ 24,394 Loans: Individually evaluated for impairment $ 4,451 $ 13,116 $ 2,067 $ 446 $ — $ — $ 20,080 Collectively evaluated for impairment 827,126 1,125,640 368,634 326,637 17,035 51,117 2,716,189 Total ending loans balance $ 831,577 $ 1,138,756 $ 370,701 $ 327,083 $ 17,035 $ 51,117 $ 2,736,269 For The Three and Six Months Ended June 30, 2016 ALL for the three months ended: Beginning balance $ 4,516 $ 10,380 $ 3,298 $ 2,622 $ 182 $ 341 $ 21,339 Loans charged off (19 ) (19 ) (203 ) (57 ) (26 ) (302 ) (626 ) Recoveries 31 34 82 1 2 — 150 Provision (credit) (1) (97 ) 1,164 1,381 380 35 (9 ) 2,854 Ending balance $ 4,431 $ 11,559 $ 4,558 $ 2,946 $ 193 $ 30 $ 23,717 ALL for the six months ended: Beginning balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ 21,166 Loans charged off (229 ) (241 ) (429 ) (185 ) (41 ) (302 ) (1,427 ) Recoveries 71 43 134 2 4 — 254 Provision (1) 44 1,325 1,612 398 37 308 3,724 Ending balance $ 4,431 $ 11,559 $ 4,558 $ 2,946 $ 193 $ 30 $ 23,717 ALL balance attributable to loans: Individually evaluated for impairment $ 497 $ 29 $ 1,400 $ 89 $ — $ — $ 2,015 Collectively evaluated for impairment 3,934 11,530 3,158 2,857 193 30 21,702 Total ending ALL $ 4,431 $ 11,559 $ 4,558 $ 2,946 $ 193 $ 30 $ 23,717 Loans: Individually evaluated for impairment $ 4,926 $ 2,340 $ 3,461 $ 503 $ 7 $ — $ 11,237 Collectively evaluated for impairment 795,630 1,015,437 333,056 341,478 17,811 70,651 $ 2,574,063 Total ending loans balance $ 800,556 $ 1,017,777 $ 336,517 $ 341,981 $ 17,818 $ 70,651 $ 2,585,300 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Year Ended December 31, 2016 ALL: Beginning balance $ 4,545 $ 10,432 $ 3,241 $ 2,731 $ 193 $ 24 $ 21,166 Loans charged off (356 ) (315 ) (2,218 ) (308 ) (101 ) (507 ) (3,805 ) Recoveries 95 50 332 2 7 — 486 Provision (credit) (1) (124 ) 1,987 2,400 (231 ) 82 1,155 5,269 Ending balance $ 4,160 $ 12,154 $ 3,755 $ 2,194 $ 181 $ 672 $ 23,116 ALL balance attributable to loans: Individually evaluated for impairment $ 483 $ 1,373 $ — $ 86 $ — $ 65 $ 2,007 Collectively evaluated for impairment 3,677 10,781 3,755 2,108 181 607 21,109 Total ending ALL $ 4,160 $ 12,154 $ 3,755 $ 2,194 $ 181 $ 672 $ 23,116 Loans: Individually evaluated for impairment $ 4,348 $ 13,317 $ 2,028 $ 457 $ 7 $ 97 $ 20,254 Collectively evaluated for impairment 798,146 1,037,463 331,611 329,450 17,325 60,315 2,574,310 Total ending loans balance $ 802,494 $ 1,050,780 $ 333,639 $ 329,907 $ 17,332 $ 60,412 $ 2,594,564 (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 June 30, 2017 and 2016, and December 31, 2016 , the reserve for unfunded commitments was $7,000 , $22,000 and $11,000 , respectively.
Schedule of Provision for Credit Losses	The following reconciles the three and six months ended June 30, 2017 and 2016, and year ended December 31, 2016 provision for loan losses to the provision for credit losses as presented on the consolidated statement of income: Three Months Ended Six Months Ended Year Ended December 31, 2016 2017 2016 2017 2016 Provision for loan losses $ 1,403 $ 2,854 $ 1,984 $ 3,724 $ 5,269 Change in reserve for unfunded commitments (2 ) (2 ) (4 ) — (11 ) Provision for credit losses $ 1,401 $ 2,852 $ 1,980 $ 3,724 $ 5,258
Credit Risk Exposure Indicators by Portfolio Segment	The following 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 June 30, 2017 Pass (Grades 1-6) $ 820,437 $ 1,072,685 $ 362,660 $ — $ — $ 48,814 $ 2,304,596 Performing — — — 325,711 17,035 — 342,746 Special Mention (Grade 7) 942 23,866 1,716 — — 229 26,753 Substandard (Grade 8) 10,198 42,205 4,908 — — 2,074 59,385 Doubtful (Grade 9) — — 1,417 — — — 1,417 Non-performing — — — 1,372 — — 1,372 Total $ 831,577 $ 1,138,756 $ 370,701 $ 327,083 $ 17,035 $ 51,117 $ 2,736,269 December 31, 2016 Pass (Grades 1-6) $ 789,554 $ 1,003,386 $ 321,148 $ — $ — $ 58,943 $ 2,173,031 Performing — — — 328,287 17,328 — 345,615 Special Mention (Grade 7) 2,387 5,724 5,598 — — 257 13,966 Substandard (Grade 8) 10,553 41,670 5,437 — — 1,212 58,872 Doubtful (Grade 9) — — 1,456 — — — 1,456 Non-performing — — — 1,620 4 — 1,624 Total $ 802,494 $ 1,050,780 $ 333,639 $ 329,907 $ 17,332 $ 60,412 $ 2,594,564
Loan Aging Analysis by Portfolio Segment	The following is a loan aging analysis by portfolio segment (including loans past due over 90 days and non-accrual loans) and a summary of non-accrual loans, which include TDRs, and loans past due over 90 days and accruing as of the following dates: 30-59 Days Past Due 60-89 Days Past Due Greater than 90 Days Total Past Due Current Total Loans Outstanding Loans > 90 Days Past Due and Accruing Non-Accrual Loans June 30, 2017 Residential real estate $ 2,344 $ 721 $ 4,104 $ 7,169 $ 824,408 $ 831,577 $ — $ 4,890 Commercial real estate 1,189 2,262 16,262 19,713 1,119,043 1,138,756 76 16,291 Commercial 178 91 1,537 1,806 368,895 370,701 — 2,056 Home equity 1,072 480 1,028 2,580 324,503 327,083 — 1,371 Consumer 43 5 — 48 16,987 17,035 — — HPFC 639 576 507 1,722 49,395 51,117 — 1,083 Total $ 5,465 $ 4,135 $ 23,438 $ 33,038 $ 2,703,231 $ 2,736,269 $ 76 $ 25,691 December 31, 2016 Residential real estate $ 1,783 $ 924 $ 2,904 $ 5,611 $ 796,883 $ 802,494 $ — $ 3,945 Commercial real estate 855 223 12,625 13,703 1,037,077 1,050,780 — 12,849 Commercial 633 218 1,675 2,526 331,113 333,639 — 2,088 Home equity 892 134 1,321 2,347 327,560 329,907 — 1,620 Consumer 38 — 4 42 17,290 17,332 — 4 HPFC 438 688 110 1,236 59,176 60,412 — 207 Total $ 4,639 $ 2,187 $ 18,639 $ 25,465 $ 2,569,099 $ 2,594,564 $ — $ 20,713
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 June 30, 2017 December 31, 2016 June 30, 2017 December 31, 2016 June 30, 2017 December 31, 2016 Residential real estate 22 21 $ 3,327 $ 3,221 $ 468 $ 483 Commercial real estate 3 3 993 1,008 12 — Commercial 9 10 1,453 1,502 — — Home equity 2 1 308 16 — — Total 36 35 $ 6,081 $ 5,747 $ 480 $ 483
Schedule of Loan Modifications	The following represents loan modifications that qualify as TDRs that occurred for the three and six months ended June 30, 2017 and 2016 : Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment Specific Reserve 2017 2016 2017 2016 2017 2016 2017 2016 For the three months ended Home equity: Interest rate and maturity concession 1 — $ 315 $ — $ 315 $ — $ — $ — Total 1 — $ 315 $ — $ 315 $ — $ — $ — For the six months ended Residential real estate: Maturity concession 1 — $ 151 $ — $ 151 $ — $ 15 $ — Home equity: Interest rate and maturity concession 1 — 315 — 315 — — — Total 2 — $ 466 $ — $ 466 $ — $ 15 $ —
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 the three and six months ended June 30, 2017 and 2016, and as of and for the year-ended December 31, 2016: Three Months Ended Six Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized Average Interest June 30, 2017 : With an allowance recorded: Residential real estate $ 3,026 $ 3,026 $ 468 $ 3,034 $ 29 $ 3,030 $ 55 Commercial real estate 12,049 12,049 1,116 11,901 11 11,777 11 Commercial 121 121 120 41 — 21 — Home equity — — — 204 — 251 — Consumer — — — — — — — HPFC — — — — — 49 — Ending balance 15,196 15,196 1,704 15,180 40 15,128 66 Without an allowance recorded: Residential real estate 1,425 1,786 — 1,327 5 1,310 7 Commercial real estate 1,067 1,303 — 1,251 4 1,477 14 Commercial 1,946 3,120 — 1,962 2 1,993 5 Home equity 446 632 — 236 4 187 4 Consumer — — — 2 — 4 — HPFC — — — — — — — Ending balance 4,884 6,841 — 4,778 15 4,971 30 Total impaired loans $ 20,080 $ 22,037 $ 1,704 $ 19,958 $ 55 $ 20,099 $ 96 June 30, 2016: With an allowance recorded: Residential real estate $ 3,067 $ 3,067 $ 497 $ 3,156 $ 25 $ 3,137 $ 52 Commercial real estate 99 99 29 1,256 — 847 — Commercial 2,744 2,744 1,400 239 — 633 — Home equity 303 303 89 303 — 309 — Consumer — — — — — (11 ) — HPFC — — — 256 — 128 — Ending Balance 6,213 6,213 2,015 5,210 25 5,043 52 Without an allowance recorded: Residential real estate 1,859 2,347 — 3,071 4 2,547 4 Commercial real estate 2,241 2,765 — 2,655 23 2,475 25 Commercial 717 814 — 3,978 (3 ) 3,281 8 Home equity 200 387 — 220 (4 ) 178 — Consumer 7 10 — 7 — 18 — HPFC — — — — — — — Ending Balance 5,024 6,323 — 9,931 20 8,499 37 Total impaired loans $ 11,237 $ 12,536 $ 2,015 $ 15,141 $ 45 $ 13,542 $ 89 Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized December 31, 2016: With an allowance recorded: Residential real estate $ 3,019 $ 3,019 $ 483 $ 3,088 $ 106 Commercial real estate 11,443 11,443 1,373 5,165 — Commercial — — — 762 — Home equity 299 299 86 305 — Consumer — — — — — HPFC 97 97 65 98 — Ending Balance 14,858 14,858 2,007 9,418 106 Without an allowance recorded: Residential real estate 1,329 1,800 — 2,057 9 Commercial real estate 1,874 2,369 — 2,214 51 Commercial 2,028 3,209 — 2,507 16 Home equity 158 368 — 180 — Consumer 7 10 — 12 — HPFC — — — — — Ending Balance 5,396 7,756 — 6,970 76 Total impaired loans $ 20,254 $ 22,614 $ 2,007 $ 16,388 $ 182

GOODWILL AND OTHER INTANGIBLE26

GOODWILL AND OTHER INTANGIBLE ASSESTS (Tables)	6 Months Ended
	Jun. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Changes in Goodwill	Goodwill as of June 30, 2017 and December 31, 2016 for each reporting unit is shown in the table below: Goodwill Banking Financial Services Total June 30, 2017 and December 31, 2016: Goodwill, gross $ 90,793 $ 7,474 $ 98,267 Accumulated impairment losses — (3,570 ) (3,570 ) Reported goodwill at June 30, 2017 and December 31, 2016 $ 90,793 $ 3,904 $ 94,697
Changes in Core Deposit Intangible and Trust Relationship Intangible	The changes in core deposit and trust relationship intangible assets for the six months ended June 30, 2017 are shown in the table below: Core Deposit Intangible Trust Relationship Intangible Gross Accumulated Amortization Net Gross Accumulated Amortization Net Total Balance at December 31, 2016 $ 23,908 $ (17,220 ) $ 6,688 $ 753 $ (677 ) $ 76 $ 6,764 2017 amortization — (906 ) (906 ) — (38 ) (38 ) (944 ) Balance at June 30, 2017 $ 23,908 $ (18,126 ) $ 5,782 $ 753 $ (715 ) $ 38 $ 5,820
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 2017 $ 829 $ 38 $ 867 2018 725 — 725 2019 705 — 705 2020 682 — 682 2021 655 — 655 Thereafter 2,186 — 2,186 Total $ 5,782 $ 38 $ 5,820

REGULATORY CAPITAL REQUIREMEN27

REGULATORY CAPITAL REQUIREMENTS (Tables)	6 Months Ended
	Jun. 30, 2017
Regulatory Capital Requirements [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations	The following table presents the Company and Bank's regulatory capital ratios at the periods indicated: June 30, 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 plus Capital Conservation Buffer Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions Amount Ratio Amount Ratio Camden National Corporation: Total risk-based capital ratio $ 383,957 13.87 % 9.25 % N/A $ 368,856 14.04 % 8.63 % N/A Tier I risk-based capital ratio 344,557 12.45 % 7.25 % N/A 330,729 12.59 % 6.63 % N/A Common equity Tier I risk-based capital ratio 305,617 11.04 % 5.75 % N/A 296,120 11.27 % 5.13 % N/A Tier I leverage capital ratio 344,557 8.92 % 4.00 % N/A 330,729 8.83 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio $ 353,687 12.73 % 9.25 % 10.00 % $ 340,908 12.92 % 8.63 % 10.00 % Tier I risk-based capital ratio 329,287 11.86 % 7.25 % 8.00 % 317,782 12.05 % 6.63 % 8.00 % Common equity Tier I risk-based capital ratio 329,287 11.86 % 5.75 % 6.50 % 317,782 12.05 % 5.13 % 6.50 % Tier I leverage capital ratio 329,287 8.56 % 4.00 % 5.00 % 317,782 8.54 % 4.00 % 5.00 %

INCOME TAXES (Tables)

INCOME TAXES (Tables)	6 Months Ended
	Jun. 30, 2017
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation	The Company's effective income tax rate for the three and six months ended June 30, 2017 and 2016 was as follows: Three Months Ended Six Months Ended 2017 2016 2017 2016 Income tax expense $ 4,721 $ 4,258 $ 9,065 $ 7,700 Income before income tax expense $ 14,955 $ 13,874 $ 29,375 $ 25,962 Effective tax rate 31.6 % 30.7 % 30.9 % 29.7 % Discrete period item(s) — impact on effective tax rate: Windfall tax benefits, net (1) — % (0.5 )% (0.5 )% (1.4 )% BOLI death benefit income (non-taxable) — % (1.0 )% — % (0.5 )% (1) Represents the net windfall tax benefits generated upon vesting of share-based awards issued and exercise of stock options that were accounted for within income tax expense on the consolidated statements of income as a discrete period item.

EMPLOYEE BENEFIT PLANS (Tables)

EMPLOYEE BENEFIT PLANS (Tables)	6 Months Ended
	Jun. 30, 2017
Compensation and Retirement Disclosure [Abstract]
Components of Net Period Benefit Cost	The components of net period benefit cost for the periods ended June 30, 2017 and 2016 were as follows: Supplemental Executive Retirement Plan: Three Months Ended Six Months Ended June 30, Net periodic benefit cost 2017 2016 2017 2016 Service cost $ 84 $ 77 $ 168 $ 154 Interest cost 113 108 226 216 Recognized net actuarial loss 62 55 124 110 Recognized prior service cost — 2 — 4 Net period benefit cost (1) $ 259 $ 242 $ 518 $ 484 (1) Presented within the consolidated statements of income within salaries and employee benefits. Other Postretirement Benefit Plan: Three Months Ended June 30, Six Months Ended June 30, Net periodic benefit cost 2017 2016 2017 2016 Service cost $ 13 $ 15 $ 26 $ 30 Interest cost 36 38 72 76 Recognized net actuarial loss 10 8 20 16 Amortization of prior service credit (6 ) (6 ) (12 ) (12 ) Net period benefit cost (1) $ 53 $ 55 $ 106 $ 110 (1) Presented within the consolidated statements of income within salaries and employee benefits.

BORROWINGS (Tables)

BORROWINGS (Tables)	6 Months Ended
	Jun. 30, 2017
Debt Disclosure [Abstract]
Schedule of Borrowed Funds Outstanding	The following summarizes the Company's short-term and long-term borrowed funds as presented on the consolidated statements of condition at: June 30, December 31, 2016 Short-Term Borrowings (mature within one year): Customer repurchase agreements $ 222,004 $ 225,605 FHLBB borrowings 350,000 210,000 Overnight borrowings — 89,450 Wholesale repurchase agreements — 5,007 Capital lease obligation 69 67 Total short-term borrowings $ 572,073 $ 530,129 Long-Term Borrowings (maturity greater than one year): FHLBB borrowings $ 10,000 $ 10,000 Capital lease obligation 756 791 Total long-term borrowings $ 10,756 $ 10,791

REPURCHASE AGREEMENTS (Tables)

REPURCHASE AGREEMENTS (Tables)	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 and December 31, 2016 : Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30 - 90 Days Greater than 90 Days Total June 30, 2017 Customer Repurchase Agreements: Obligations of states and political subdivisions $ 663 $ — $ — $ — $ 663 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 123,870 — — — 123,870 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 97,471 — — — 97,471 Total Customer Repurchase Agreements 222,004 — — — 222,004 Total Wholesale Repurchase Agreements — — — — — Total Repurchase Agreements $ 222,004 $ — $ — $ — $ 222,004 December 31, 2016 Customer Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises $ 117,784 $ — $ — $ — $ 117,784 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 107,821 — — — 107,821 Total Customer Repurchase Agreements 225,605 — — — 225,605 Wholesale Repurchase Agreements: Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises — — 3,715 — 3,715 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — 1,292 — 1,292 Total Wholesale Repurchase Agreements — — 5,007 — 5,007 Total Repurchase Agreements $ 225,605 $ — $ 5,007 $ — $ 230,612

FAIR VALUE MEASUREMENT AND DI32

FAIR VALUE MEASUREMENT AND DISCLOSURE (Tables)	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis	The following table summarizes financial assets and financial liabilities measured at fair value on a recurring basis as of June 30, 2017 and December 31, 2016 , segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value: Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2017 Financial assets: Loans held for sale $ 10,784 $ — $ 10,784 $ — AFS securities: Obligations of states and political subdivisions 7,392 — 7,392 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 521,676 — 521,676 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 274,872 — 274,872 — Subordinated corporate bonds 5,676 — 5,676 — Equity securities 1,242 — 1,242 — Customer loan swaps 3,615 — 3,615 — Fixed-rate interest rate lock commitments 431 — 431 — Forward delivery commitments 304 — 304 — Financial liabilities: Junior subordinated debt interest rate swaps 8,312 — 8,312 — FHLBB advance interest rate swaps 153 — 153 — Customer loan swaps 3,615 — 3,615 — Fixed-rate interest rate lock commitments 21 — 21 — Forward delivery commitments 7 — 7 — December 31, 2016 Financial assets: Loans held for sale $ 14,836 $ — $ 14,836 $ — AFS securities: Obligations of states and political subdivisions 9,001 — 9,001 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 480,622 — 480,622 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 283,890 — 283,890 — Subordinated corporate bonds 5,613 — 5,613 — Equity securities 741 — 741 — Customer loan swaps 1,945 — 1,945 — Fixed-rate interest rate lock commitments 202 — 202 — Forward delivery commitments 587 — 587 — Financial liabilities: Junior subordinated debt interest rate swaps 8,372 — 8,372 — FHLBB advance interest rate swaps 389 — 389 — Customer loan swaps 1,945 — 1,945 — Fixed-rate interest rate lock commitments 15 — 15 — Forward delivery commitments 309 — 309 —
Summary of Assets Measured at Fair Value on Non Recurring Basis	The table below highlights financial and non-financial assets measured and recorded at fair value on a non-recurring basis as of June 30, 2017 and December 31, 2016 . Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) June 30, 2017 Financial assets: Collateral-dependent impaired loans $ 176 $ — $ — $ 176 MSRs (1) 302 — — 302 Non-financial assets: OREO 341 — — 341 December 31, 2016 Financial assets: Collateral-dependent impaired loans $ 500 $ — $ — $ 500 MSRs (1) 1,090 — — 1,090 Non-financial assets: OREO 922 — — 922 (1) Represents MSRs deemed to be impaired and a valuation allowance was established to carry at fair value.
Valuation Methodology and Unobservable Inputs for Level Three Assets Measured at Fair Value on Non Recurring Basis	The following table presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at June 30, 2017 and December 31, 2016 : Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) June 30, 2017 Collateral-dependent impaired loans: Partially charged-off $ 176 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 0 - 10% (7%) MSR 302 Discounted cash flow Prepayment rate 14% (14%) Discount rate 7% (7%) OREO 341 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling cost 10% (10%) December 31, 2016 Collateral-dependent impaired loans: Partially charged-off $ 166 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 0 - 10% (5%) Specifically reserved 344 Market approach appraisal of collateral Management adjustment 0 - 50% (13%) Estimated selling costs 10 - 28% (12%) MSR 1,090 Discounted cash flow Prepayment rate 15% (15%) Discount rate 8% (8%) OREO 922 Market approach appraisal of collateral Management adjustment 0 - 73% (7%) 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 June 30, 2017 : 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 $ 93,033 $ 93,033 $ 93,033 $ — $ — AFS securities 810,858 810,858 — 810,858 — HTM securities 94,340 95,008 — 95,008 — Loans held for sale 10,784 10,784 — 10,784 — Residential real estate loans (1) 827,096 836,195 — — 836,195 Commercial real estate loans (1) 1,125,908 1,089,273 — — 1,089,273 Commercial loans (1)(2) 417,029 415,614 — — 415,614 Home equity loans (1) 324,989 322,917 — — 322,917 Consumer loans (1) 16,853 16,489 — — 16,489 MSRs (3) 1,093 1,794 — — 1,794 Interest receivable 9,212 9,212 — 9,212 — Customer loan swaps 3,615 3,615 — 3,615 — Fixed-rate interest rate lock commitments 431 431 — 431 — Forward delivery commitments 304 304 — 304 — Financial liabilities: Deposits $ 2,940,866 $ 2,938,966 $ — $ 2,938,966 $ — Short-term borrowings 572,073 571,991 — 571,991 — Long-term borrowings 10,756 10,869 — 10,869 — Subordinated debentures 58,833 42,090 — 42,090 — Interest payable 667 667 — 667 — Junior subordinated debt interest rate swaps 8,312 8,312 — 8,312 — FHLBB advance interest rate swaps 153 153 — 153 — Customer loan swaps 3,615 3,615 — 3,615 — Fixed-rate interest rate lock commitments 21 21 — 21 — Forward delivery commitments 7 7 — 7 — (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. The following table presents the carrying amounts and estimated fair value for financial instrument assets and liabilities measured at December 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 $ 87,707 $ 87,707 $ 87,707 $ — $ — AFS securities 779,867 779,867 — 779,867 — HTM securities 94,609 94,596 — 94,596 — Loans held for sale 14,836 14,836 — 14,836 — Residential real estate loans (1) 798,334 800,122 — — 800,122 Commercial real estate loans (1) 1,038,626 1,006,249 — — 1,006,249 Commercial loans (1)(2) 389,624 391,493 — — 391,493 Home equity loans (1) 327,713 327,292 — — 327,292 Consumer loans (1) 17,151 16,845 — — 16,845 MSRs (3) 1,210 1,701 — — 1,701 Interest receivable 8,654 8,654 — 8,654 — Customer loan swaps 1,945 1,945 — 1,945 — Fixed-rate interest rate lock commitments 202 202 — 202 — Forward delivery commitments 587 587 — 587 — Financial liabilities: Deposits $ 2,828,529 $ 2,826,484 $ — $ 2,826,484 $ — Short-term borrowings 530,129 530,435 — 530,435 — Long-term borrowings 10,791 10,836 — 10,836 — Subordinated debentures 58,755 41,660 — 41,660 — Interest payable 534 534 — 534 — Junior subordinated debt interest rate swaps 8,372 8,372 — 8,372 — FHLBB advance interest rate swaps 389 389 — 389 — Customer loan swaps 1,945 1,945 — 1,945 — Fixed-rate interest rate lock commitments 15 15 — 15 — Forward delivery commitments 309 309 — 309 — (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.

COMMITMENTS, CONTINGENCIES AN33

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Tables)	6 Months Ended
	Jun. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Summary of Contractual and Notional Amounts of Financial Instruments	The following is a summary of the contractual and notional amounts of the Company’s financial instruments: June 30, December 31, Lending-Related Instruments: Loan origination commitments and unadvanced lines of credit: Home equity $ 438,683 $ 454,225 Commercial and commercial real estate 88,099 83,103 Residential 43,588 17,795 Letters of credit 3,093 2,580 Other commitments 736 432 Derivative Financial Instruments: Customer loan swaps $ 295,657 $ 532,526 FHLBB advance interest rate swaps 50,000 50,000 Junior subordinated debt interest rate swaps 43,000 43,000 Interest rate lock commitments 26,629 15,249 Forward delivery commitments 10,882 15,125
Summary of Derivative Financial Instruments	The details of the junior subordinated debt interest rate swaps for the periods indicated were as follows: June 30, December 31, 2016 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% $ (733 ) $ (806 ) 10,000 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% (2,309 ) (2,321 ) 10,000 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% (2,293 ) (2,290 ) 5,000 3/14/2011 3/30/2031 3-Month USD LIBOR 5.75% (1,216 ) (1,211 ) 8,000 5/4/2011 7/7/2031 3-Month USD LIBOR 5.56% (1,761 ) (1,744 ) $ 43,000 $ (8,312 ) $ (8,372 ) 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: June 30, 2017 December 31, 2016 Balance Sheet Location Number of Positions Notional Fair Value Number of Positions Notional Fair Value Receive fixed, pay variable Other assets / (accrued interest and other liabilities) 29 $ 146,253 $ (3,615 ) 50 $ 266,263 $ (1,945 ) Receive fixed, pay variable Other assets / (accrued interest and other liabilities) 29 149,404 2,711 — — — Pay fixed, receive variable Other assets / (accrued interest and other liabilities) 58 295,657 904 50 266,263 1,945 Total 116 $ 591,314 $ — 100 $ 532,526 $ — The details of the FHLBB advance interest rate swaps for the periods indicated were as follows: June 30, 2017 December 31, 2016 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% $ (41 ) $ (152 ) 25,000 2/25/2015 2/25/2019 1-Month USD LIBOR 1.74% (112 ) (237 ) $ 50,000 $ (153 ) $ (389 ) (1) Presented within accrued interest and other liabilities on the consolidated statements of condition.
Schedule of Interest Rate Derivatives	ur pipeline of mortgage loans with fixed-rate interest rate lock commitments were as follows for the periods indicated: June 30, 2017 December 31, 2016 Balance Sheet Location Notional Fair Value Notional Fair Value Fixed-rate mortgage interest rate locks Other Assets $ 24,694 $ 431 $ 12,310 $ 202 Fixed-rate mortgage interest rate locks Accrued interest and other liabilities 1,935 (21 ) 2,939 (15 ) Total $ 26,629 $ 410 $ 15,249 $ 187
Forward Delivery Commitments	The Company's forward delivery commitments on loans held for sale was as follows for the periods indicated: June 30, 2017 December 31, 2016 Balance Sheet Location Notional Fair Value Notional Fair Value Forward delivery commitments ("best-effort") Other Assets $ 10,433 $ 304 $ 14,250 $ 587 Forward delivery commitments ("best-effort") Accrued interest and other liabilities 449 (7 ) 875 (309 ) Total $ 10,882 $ 297 $ 15,125 $ 278
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 June 30, For The 2017 2016 2017 2016 Derivatives designated as cash flow hedges: Effective portion of unrealized losses recognized within AOCI during the period, net of tax $ 462 $ 1,309 $ 372 $ 3,652 Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, gross (1) $ 413 $ 622 $ 868 $ 987 (1) Reclassified into the consolidated statements of income within interest expense.

EARNINGS PER SHARE (Computation

EARNINGS PER SHARE (Computation of Basic and Diluted Earnings Per Share) (Details) $ / shares in Units, $ in Thousands		3 Months Ended				6 Months Ended
		Jun. 30, 2017USD ($)$ / sharesshares		Jun. 30, 2016USD ($)$ / sharesshares	[1]	Jun. 30, 2017USD ($)$ / sharesshares	Jun. 30, 2016USD ($)$ / sharesshares
Earnings Per Share, Basic, by Common Class, Including Two Class Method [Line Items]
Net income | $		$ 10,234		$ 9,616		$ 20,310	$ 18,262
Dividends and undistributed earnings allocated to participating securities | $	[2]	(43)		(49)		(88)	(81)
Net income available to common shareholders | $		$ 10,191		$ 9,567		$ 20,222	$ 18,181
Weighted-average common shares outstanding for basic EPS		15,512,761		15,415,308		15,500,862	15,402,629
Dilutive effect of stock-based awards (shares)	[3]	73,810		75,702		75,849	70,169
Weighted-average common and potential common shares for diluted EPS (shares)		15,586,571		15,491,010		15,576,711	15,472,798
Basic EPS (in dollars per share) | $ / shares		$ 0.66	[2]	$ 0.62	[2]	$ 1.31	$ 1.18
Diluted EPS (in dollars per share) | $ / shares		$ 0.66	[2]	$ 0.62	[2]	$ 1.30	$ 1.18
Stock split conversion ratio						1.5
Employee Stock Option
Earnings Per Share, Basic, by Common Class, Including Two Class Method [Line Items]
Stock options (shares)	[4]	585		18,375		585	18,375
[1]	Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.
[2]	Represents dividends paid and undistributed earnings allocated to nonvested stock-based awards that contain non-forfeitable rights to dividends.
[3]	Represents the effect of the assumed exercise of stock options, vesting of restricted shares and vesting of restricted stock units utilizing the treasury stock method. Not included are the unvested LTIP awards as they have not met the performance criteria for the periods presented.
[4]	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	Jun. 30, 2017	Dec. 31, 2016
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	$ 817,573	$ 789,229
Available-for-sale, Unrealized Gains	3,508	3,174
Available-for-sale, Unrealized Losses	(10,223)	(12,536)
Available-for-sale securities, at fair value	810,858	779,867
Held-to-maturity securities, at amortized cost	94,340	94,609
Held-to-maturity securities, Unrealized Gains	1,037	618
Held-to-maturity securities, Unrealized Losses	(369)	(631)
Held-to-maturity Securities, Fair Value	95,008	94,596
Obligations of states and political subdivisions
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	7,235	8,848
Available-for-sale, Unrealized Gains	157	153
Available-for-sale, Unrealized Losses	0	0
Available-for-sale securities, at fair value	7,392	9,001
Held-to-maturity securities, at amortized cost	94,340	94,609
Held-to-maturity securities, Unrealized Gains	1,037	618
Held-to-maturity securities, Unrealized Losses	(369)	(631)
Held-to-maturity Securities, Fair Value	95,008	94,596
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	524,635	485,222
Available-for-sale, Unrealized Gains	2,280	2,515
Available-for-sale, Unrealized Losses	(5,239)	(7,115)
Available-for-sale securities, at fair value	521,676	480,622
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	279,588	289,046
Available-for-sale, Unrealized Gains	268	265
Available-for-sale, Unrealized Losses	(4,984)	(5,421)
Available-for-sale securities, at fair value	274,872	283,890
Corporate Debt Securities [Member]
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	5,483	5,481
Available-for-sale, Unrealized Gains	193	132
Available-for-sale, Unrealized Losses	0	0
Available-for-sale securities, at fair value	5,676	5,613
Debt Securities [Member]
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	816,941	788,597
Available-for-sale, Unrealized Gains	2,898	3,065
Available-for-sale, Unrealized Losses	(10,223)	(12,536)
Available-for-sale securities, at fair value	809,616	779,126
Equity Securities [Member]
Schedule of Investments [Line Items]
Available-for-sale, Amortized Cost	632	632
Available-for-sale, Unrealized Gains	610	109
Available-for-sale, Unrealized Losses	0	0
Available-for-sale securities, at fair value	$ 1,242	$ 741

SECURITIES (Schedule of Unreali

SECURITIES (Schedule of Unrealized Gross Losses and Estimated Fair values of Investment Securities) (Details) $ in Thousands	Jun. 30, 2017USD ($)security	Dec. 31, 2016USD ($)security
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | security	187	209
Fair Value - Less Than 12 Months	$ 480,873	$ 511,991
Unrealized Losses - Less Than 12 Months	(5,700)	(8,686)
Fair Value - 12 Months of More	121,640	103,708
Unrealized Losses - 12 Months or More	(4,523)	(3,850)
Fair Value	602,513	615,699
Unrealized losses	(10,223)	(12,536)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	20,686	42,805
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(369)	(631)
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	20,686	42,805
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	(369)	(631)
AFS and HTM securities in Continues Unrealized Loss Position	623,200	$ 658,500
Unrealized Loss as a Percent of Fair Value		2.00%
AFS and HTM Securities Unrealized Loss Accumulated in Investments	10,600	$ 13,200
Mortgage Backed Securities and Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
AFS and HTM Securities Unrealized Loss Accumulated in Investments	4,500	3,900
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	364,378	348,579
Unrealized Losses - Less Than 12 Months	(4,139)	(5,780)
Fair Value - 12 Months of More	29,988	29,496
Unrealized Losses - 12 Months or More	(1,100)	(1,335)
Fair Value	394,366	378,075
Unrealized losses	(5,239)	(7,115)
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	116,495	163,412
Unrealized Losses - Less Than 12 Months	(1,561)	(2,906)
Fair Value - 12 Months of More	91,652	74,212
Unrealized Losses - 12 Months or More	(3,423)	(2,515)
Fair Value	208,147	237,624
Unrealized losses	(4,984)	(5,421)
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	20,686	42,805
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(369)	(631)
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	20,686	42,805
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (369)	$ (631)

SECURITIES (Schedule of Company

SECURITIES (Schedule of Company's Sales of Securities) (Details) - USD ($)	3 Months Ended			6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Mar. 31, 2016	Jun. 30, 2017	Jun. 30, 2016
Schedule of Available-for-sale Securities [Line Items]
Proceeds from Sale of Available-for-sale Securities	$ 0	$ 84,000		$ 0	$ 84,000
Available-for-sale Securities, Gross Realized Gains	0	4,000		0	4,000
Gain (Loss) on Investments	$ 0	0		$ 0	$ 0
Investment Securities Sold, Carrying Amount		$ 80,000	$ 0

SECURITIES (Schedule of Amortiz

SECURITIES (Schedule of Amortized Cost and Estimated Fair Values of Debt Securities by Contractual Maturity) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Available-for-sale, Amortized Cost
Due in one year or less	$ 1,631
Due after one year through five years	103,620
Due after five years through ten years	162,740
Due after ten years	548,950
Amortized cost, total	816,941
Available-for-sale, Fair Value
Due in one year or less	1,639
Due after one year through five years	103,833
Due after five years through ten years	162,857
Due after ten years	541,287
Fair value, total	809,616
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]
Due in one year or less	758
Due after one year through five years	4,769
Due after five years through ten years	5,043
Due after ten years	83,770
Held-to-maturity securities, at amortized cost	94,340	$ 94,609
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value [Abstract]
Due in one year or less	762
Due after one year through five years	4,835
Due after five years through ten years	5,140
Due after ten years	84,271
Held-to-maturity Securities, Fair Value	$ 95,008	$ 94,596

SECURITIES (Narrative) (Detail)

SECURITIES (Narrative) (Detail)	3 Months Ended			6 Months Ended
	Jun. 30, 2017USD ($)security	Jun. 30, 2016USD ($)	Mar. 31, 2016USD ($)	Jun. 30, 2017USD ($)security	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)security
Schedule of Investments [Line Items]
Net unrealized gains (losses) on available-for-sale securities, net of tax	$ (4,365,000)			$ (4,365,000)		$ (6,085,000)
Deferred tax assets, unrealized losses on available for sale securities	$ 2,300,000			2,300,000		$ 3,300,000
Payments to acquire investments				$ 97,300,000	$ 108,400,000
AFS securities in unrealized loss positions, number of positions | security	187			187		209
AFS and HTM securities in Continues Unrealized Loss Position	$ 623,200,000			$ 623,200,000		$ 658,500,000
AFS and HTM Securities Unrealized Loss Accumulated in Investments	10,600,000			10,600,000		13,200,000
Fair Value - 12 Months of More	121,640,000			121,640,000		$ 103,708,000
Unrealized Loss as a Percent of Fair Value						2.00%
Proceeds from Sale of Available-for-sale Securities	0	$ 84,000		0	84,000
Net gain on sale of securities	0	4,000		0	4,000
Investment securities sold, carrying amount		$ 80,000	$ 0
Federal Home Loan Bank Stock	21,800,000			21,800,000		$ 17,800,000
Federal Reserve Bank Stock	5,400,000			5,400,000		5,400,000
Security pledged as collateral, amortized cost	606,800,000			606,800,000		597,300,000
Security pledged as collateral, fair value	600,500,000			600,500,000		589,700,000
Residential Mortgage Backed Securities [Member]
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	121,600,000			121,600,000
Collateralized Mortgage Backed Securities [Member]
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	103,700,000			103,700,000
Mortgage Backed Securities and Collateralized Mortgage Obligations [Member]
Schedule of Investments [Line Items]
AFS and HTM Securities Unrealized Loss Accumulated in Investments	4,500,000			4,500,000		3,900,000
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	29,988,000			29,988,000		29,496,000
Collateralized Mortgage Obligations [Member]
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	$ 91,652,000			$ 91,652,000		$ 74,212,000
Available-for-sale Securities
Schedule of Investments [Line Items]
Payments to acquire investments					98,700,000
Held-to-maturity Securities
Schedule of Investments [Line Items]
Payments to acquire investments					$ 9,700,000

LOANS AND ALLOWANCE FOR LOAN 40

LOANS AND ALLOWANCE FOR LOAN LOSSES (Composition of Loan Portfolio) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Net unamortized loan origination (costs) fees	$ (526)	$ (66)
Loans	2,736,269	2,594,564	$ 2,585,300
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	831,577	802,494
Loans	831,577	802,494	800,556
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	1,138,756	1,050,780
Loans	1,138,756	1,050,780	1,017,777
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	370,701	333,639
Loans	370,701	333,639	336,517
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	327,083	329,907
Loans	327,083	329,907	341,981
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	17,035	17,332
Loans	17,035	17,332	17,818
HPFC Portfolio Segment
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	51,117	60,412
Loans	$ 51,117	$ 60,412	$ 70,651

LOANS AND ALLOWANCE FOR LOAN 41

LOANS AND ALLOWANCE FOR LOAN LOSSES (Narrative) (Details)	3 Months Ended				6 Months Ended
	Jun. 30, 2017USD ($)loan	Mar. 31, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Mar. 31, 2016USD ($)loan	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Dec. 31, 2016USD ($)	Dec. 31, 2015USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	$ 25,691,000				$ 25,691,000		$ 20,713,000
Other industry exposures					0
Interest lost on nonaccrual loans	$ 277,000		$ 240,000		$ 486,000	$ 424,000
Number of TDRs | loan	1		0	0	2	0
Commitments to lend							0
Loans modified | loan		0		0	0	0
Financing Receivable, Individually Evaluated for Impairment	$ 20,080,000		$ 11,237,000		$ 20,080,000	$ 11,237,000
Proceeds from the sale of mortgage loans					93,557,000	97,375,000
Gain on sale of mortgage loans					2,656,000	2,166,000
Loans held for sale, at fair value	10,784,000				10,784,000		14,836,000
Financing Receivable, Allowance for Credit Losses	24,394,000	$ 23,721,000	23,717,000	$ 21,339,000	24,394,000	23,717,000	23,116,000	$ 21,166,000
FHLB advances, general debt obligations, pledged collateral	1,100,000,000				1,100,000,000		1,100,000,000
Derivative, Fair Value, Net	297,000				297,000		278,000
Unrealized Gain (Loss) on Derivatives	235,000		92,000		223,000	384,000
Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans restructured due to credit difficulties that are now performing	4,800,000				4,800,000		4,300,000
Financing receivables impaired TDR non-performing	1,300,000				1,300,000		1,400,000
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	4,890,000				4,890,000		3,945,000
Financing Receivable, Individually Evaluated for Impairment	4,451,000		4,926,000		4,451,000	4,926,000	4,348,000
Mortgage Loans in Process of Foreclosure, Amount	2,100,000				2,100,000		1,400,000
Financing Receivable, Allowance for Credit Losses	4,481,000	4,271,000	4,431,000	4,516,000	4,481,000	4,431,000	4,160,000	4,545,000
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	16,291,000				16,291,000		12,849,000
Financing Receivable, Individually Evaluated for Impairment	13,116,000		2,340,000		13,116,000	2,340,000	13,317,000
Financing Receivable, Allowance for Credit Losses	12,848,000	12,726,000	11,559,000	10,380,000	12,848,000	11,559,000	12,154,000	10,432,000
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	2,056,000				2,056,000		2,088,000
Financing Receivable, Individually Evaluated for Impairment	2,067,000		3,461,000		2,067,000	3,461,000	2,028,000
Financing Receivable, Allowance for Credit Losses	4,275,000	3,815,000	4,558,000	3,298,000	4,275,000	4,558,000	3,755,000	3,241,000
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	1,371,000				1,371,000		1,620,000
Financing Receivable, Individually Evaluated for Impairment	446,000		503,000		446,000	503,000	457,000
Financing Receivable, Allowance for Credit Losses	2,094,000	2,107,000	2,946,000	2,622,000	2,094,000	2,946,000	2,194,000	2,731,000
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	0				0		4,000
Financing Receivable, Individually Evaluated for Impairment	0		7,000		0	7,000	7,000
Financing Receivable, Allowance for Credit Losses	182,000	175,000	193,000	182,000	182,000	193,000	181,000	193,000
HPFC Portfolio Segment
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	1,083,000				1,083,000		207,000
Financing Receivable, Individually Evaluated for Impairment	0		0		0	0	97,000
Financing Receivable, Allowance for Credit Losses	514,000	$ 627,000	30,000	$ 341,000	514,000	30,000	672,000	24,000
Unallocated
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Individually Evaluated for Impairment							20,254,000
Financing Receivable, Allowance for Credit Losses							23,116,000	$ 21,166,000
Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Proceeds from the sale of mortgage loans	47,900,000		56,300,000		90,900,000	95,200,000
Gain on sale of mortgage loans	1,400,000		1,300,000		2,700,000	2,200,000
Loans held for sale, at fair value	10,900,000				10,900,000		15,100,000
Nonoperating Income (Expense) | Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gain on sale of mortgage loans	$ (63,000)		147,000		191,000	153,000
Unrealized gain (loss) on loans held for sale					$ 98,000	289,000
Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Individually Evaluated for Impairment							250,000
Number of Months	18				18
Minimum | HPFC Portfolio Segment
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term to maturity	7 years
Maximum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of Months	24				24
Maximum | HPFC Portfolio Segment
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)					12.00%
Non-Residential Building Operators Industry Sector | Loan Concentration Risk | Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk (percentage)					28.00%
Substandard (Grade 8) | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 500,000				$ 500,000
Forward Contracts [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Derivative, Fair Value, Net	297,000				297,000		$ 278,000
Unrealized Gain (Loss) on Derivatives	$ 137,000		$ 0		$ 19,000	$ 0

LOANS AND ALLOWANCE FOR LOAN 42

LOANS AND ALLOWANCE FOR LOAN LOSSES (Activity in Allowance for Loan Losses by Portfolio Segment) (Details) - USD ($)		3 Months Ended				6 Months Ended				12 Months Ended
		Jun. 30, 2017		Jun. 30, 2016		Jun. 30, 2017		Jun. 30, 2016		Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Line Items]
Reserve for unfunded commitments		$ 7,000		$ 22,000		$ 7,000		$ 22,000		$ 11,000
Activity in ALL:
Beginning balance		23,721,000		21,339,000		23,116,000		21,166,000		21,166,000
Loans charged off		(864,000)		(626,000)		(1,023,000)		(1,427,000)
Recoveries		134,000		150,000		317,000		254,000
Provision (credit)(1)		1,403,000	[1]	2,854,000	[1]	1,984,000	[1]	3,724,000	[1]	5,269,000
Ending balance		24,394,000		23,717,000		24,394,000		23,717,000		23,116,000
Ending Balance: Individually evaluated for impairment		1,704,000		2,015,000		1,704,000		2,015,000
Ending Balance: Collectively evaluated for impairment		22,690,000		21,702,000		22,690,000		21,702,000
Ending Balance: Individually evaluated for impairment		20,080,000		11,237,000		20,080,000		11,237,000
Ending Balance: Collectively evaluated for impairment		2,716,189,000		2,574,063,000		2,716,189,000		2,574,063,000
Total Loans Outstanding		2,736,269,000		2,585,300,000		2,736,269,000		2,585,300,000		2,594,564,000
Residential Real Estate
Activity in ALL:
Beginning balance		4,271,000		4,516,000		4,160,000		4,545,000		4,545,000
Loans charged off		(190,000)		(19,000)		(195,000)		(229,000)		(356,000)
Recoveries		4,000		31,000		4,000		71,000		95,000
Provision (credit)(1)		396,000		(97,000)		512,000		44,000		(124,000)	[1]
Ending balance		4,481,000		4,431,000		4,481,000		4,431,000		4,160,000
Ending Balance: Individually evaluated for impairment		468,000		497,000		468,000		497,000		483,000
Ending Balance: Collectively evaluated for impairment		4,013,000		3,934,000		4,013,000		3,934,000		3,677,000
Ending Balance: Individually evaluated for impairment		4,451,000		4,926,000		4,451,000		4,926,000		4,348,000
Ending Balance: Collectively evaluated for impairment		827,126,000		795,630,000		827,126,000		795,630,000		798,146,000
Total Loans Outstanding		831,577,000		800,556,000		831,577,000		800,556,000		802,494,000
Commercial Real Estate
Activity in ALL:
Beginning balance		12,726,000		10,380,000		12,154,000		10,432,000		10,432,000
Loans charged off		(9,000)		(19,000)		(12,000)		(241,000)		(315,000)
Recoveries		10,000		34,000		113,000		43,000		50,000
Provision (credit)(1)		121,000		1,164,000		593,000		1,325,000		1,987,000	[1]
Ending balance		12,848,000		11,559,000		12,848,000		11,559,000		12,154,000
Ending Balance: Individually evaluated for impairment		1,116,000		29,000		1,116,000		29,000		1,373,000
Ending Balance: Collectively evaluated for impairment		11,732,000		11,530,000		11,732,000		11,530,000		10,781,000
Ending Balance: Individually evaluated for impairment		13,116,000		2,340,000		13,116,000		2,340,000		13,317,000
Ending Balance: Collectively evaluated for impairment		1,125,640,000		1,015,437,000		1,125,640,000		1,015,437,000		1,037,463,000
Total Loans Outstanding		1,138,756,000		1,017,777,000		1,138,756,000		1,017,777,000		1,050,780,000
Commercial
Activity in ALL:
Beginning balance		3,815,000		3,298,000		3,755,000		3,241,000		3,241,000
Loans charged off		(145,000)		(203,000)		(281,000)		(429,000)		(2,218,000)
Recoveries		118,000		82,000		195,000		134,000		332,000
Provision (credit)(1)		487,000		1,381,000		606,000		1,612,000		2,400,000	[1]
Ending balance		4,275,000		4,558,000		4,275,000		4,558,000		3,755,000
Ending Balance: Individually evaluated for impairment		120,000		1,400,000		120,000		1,400,000
Ending Balance: Collectively evaluated for impairment		4,155,000		3,158,000		4,155,000		3,158,000		3,755,000
Ending Balance: Individually evaluated for impairment		2,067,000		3,461,000		2,067,000		3,461,000		2,028,000
Ending Balance: Collectively evaluated for impairment		368,634,000		333,056,000		368,634,000		333,056,000		331,611,000
Total Loans Outstanding		370,701,000		336,517,000		370,701,000		336,517,000		333,639,000
Home Equity
Activity in ALL:
Beginning balance		2,107,000		2,622,000		2,194,000		2,731,000		2,731,000
Loans charged off		(391,000)		(57,000)		(392,000)		(185,000)		(308,000)
Recoveries		0		1,000		1,000		2,000		2,000
Provision (credit)(1)		378,000		380,000		291,000		398,000		(231,000)	[1]
Ending balance		2,094,000		2,946,000		2,094,000		2,946,000		2,194,000
Ending Balance: Individually evaluated for impairment		0		89,000		0		89,000		86,000
Ending Balance: Collectively evaluated for impairment		2,094,000		2,857,000		2,094,000		2,857,000		2,108,000
Ending Balance: Individually evaluated for impairment		446,000		503,000		446,000		503,000		457,000
Ending Balance: Collectively evaluated for impairment		326,637,000		341,478,000		326,637,000		341,478,000		329,450,000
Total Loans Outstanding		327,083,000		341,981,000		327,083,000		341,981,000		329,907,000
Consumer
Activity in ALL:
Beginning balance		175,000		182,000		181,000		193,000		193,000
Loans charged off		(48,000)		(26,000)		(62,000)		(41,000)		(101,000)
Recoveries		2,000		2,000		4,000		4,000		7,000
Provision (credit)(1)		53,000		35,000		59,000		37,000		82,000	[1]
Ending balance		182,000		193,000		182,000		193,000		181,000
Ending Balance: Individually evaluated for impairment		0		0		0		0
Ending Balance: Collectively evaluated for impairment		182,000		193,000		182,000		193,000		181,000
Ending Balance: Individually evaluated for impairment		0		7,000		0		7,000		7,000
Ending Balance: Collectively evaluated for impairment		17,035,000		17,811,000		17,035,000		17,811,000		17,325,000
Total Loans Outstanding		17,035,000		17,818,000		17,035,000		17,818,000		17,332,000
HPFC Portfolio Segment
Activity in ALL:
Beginning balance		627,000		341,000		672,000		24,000		24,000
Loans charged off		(81,000)		(302,000)		(81,000)		(302,000)		(507,000)
Recoveries		0		0		0		0
Provision (credit)(1)		(32,000)		(9,000)		(77,000)		308,000		1,155,000	[1]
Ending balance		514,000		30,000		514,000		30,000		672,000
Ending Balance: Individually evaluated for impairment		0		0		0		0		65,000
Ending Balance: Collectively evaluated for impairment		514,000		30,000		514,000		30,000		607,000
Ending Balance: Individually evaluated for impairment		0		0		0		0		97,000
Ending Balance: Collectively evaluated for impairment		51,117,000		70,651,000		51,117,000		70,651,000		60,315,000
Total Loans Outstanding		$ 51,117,000		$ 70,651,000		51,117,000		70,651,000		60,412,000
Unallocated
Activity in ALL:
Beginning balance						$ 23,116,000		$ 21,166,000		21,166,000
Loans charged off										(3,805,000)
Recoveries										486,000
Provision (credit)(1)	[1]									5,269,000
Ending balance										23,116,000
Ending Balance: Individually evaluated for impairment										2,007,000
Ending Balance: Collectively evaluated for impairment										21,109,000
Ending Balance: Individually evaluated for impairment										20,254,000
Ending Balance: Collectively evaluated for impairment										2,574,310,000
Total Loans Outstanding										$ 2,594,564,000
[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 June 30, 2017 and 2016, and December 31, 2016, the reserve for unfunded commitments was $7,000, $22,000 and $11,000, respectively.

LOANS AND ALLOWANCE FOR LOAN 43

LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Provision for Credit Losses) (Details) - USD ($) $ in Thousands	3 Months Ended				6 Months Ended				12 Months Ended
	Jun. 30, 2017		Jun. 30, 2016		Jun. 30, 2017		Jun. 30, 2016		Dec. 31, 2016
LOANS AND ALLOWANCE FOR LOAN LOSSES [Abstract]
Provision (credit)(1)	$ 1,403	[1]	$ 2,854	[1]	$ 1,984	[1]	$ 3,724	[1]	$ 5,269
Change in reserve for unfunded commitments	(2)		(2)		(4)		0		(11)
Provision for credit losses	$ 1,401		$ 2,852		$ 1,980		$ 3,724		$ 5,258
[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 June 30, 2017 and 2016, and December 31, 2016, the reserve for unfunded commitments was $7,000, $22,000 and $11,000, respectively.

LOANS AND ALLOWANCE FOR LOAN 44

LOANS AND ALLOWANCE FOR LOAN LOSSES (Credit Risk Exposure Indicators by Portfolio Segment) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 2,736,269	$ 2,594,564	$ 2,585,300
Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	2,304,596	2,173,031
Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	342,746	345,615
Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	26,753	13,966
Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	59,385	58,872
Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans	1,417	1,456
Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	1,372	1,624
Residential Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	831,577	802,494	800,556
Residential Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	820,437	789,554
Residential Real Estate | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	942	2,387
Residential Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	10,198	10,553
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	1,138,756	1,050,780	1,017,777
Commercial Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	1,072,685	1,003,386
Commercial Real Estate | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	23,866	5,724
Commercial Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	42,205	41,670
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans	370,701	333,639	336,517
Commercial | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	362,660	321,148
Commercial | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	1,716	5,598
Commercial | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	4,908	5,437
Commercial | Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans	1,417	1,456
Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans	327,083	329,907	341,981
Home Equity | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	325,711	328,287
Home Equity | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	1,372	1,620
Consumer
Financing Receivable, Recorded Investment [Line Items]
Loans	17,035	17,332	17,818
Consumer | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	17,035	17,328
Consumer | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans		4
HPFC Portfolio Segment
Financing Receivable, Recorded Investment [Line Items]
Loans	51,117	60,412	$ 70,651
HPFC Portfolio Segment | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	48,814	58,943
HPFC Portfolio Segment | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	229	257
HPFC Portfolio Segment | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 2,074	$ 1,212

LOANS AND ALLOWANCE FOR LOAN 45

LOANS AND ALLOWANCE FOR LOAN LOSSES (Loan Aging Analysis by Portfolio Segment) (Details)	3 Months Ended			6 Months Ended
	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Mar. 31, 2016loan	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Dec. 31, 2016USD ($)
Financing Receivable, Recorded Investment, Past Due [Line Items]
Number of TDRs | loan	1	0	0	2	0
Total Past Due	$ 33,038,000			$ 33,038,000		$ 25,465,000
Current	2,703,231,000			2,703,231,000		2,569,099,000
Total Loans Outstanding	2,736,269,000	$ 2,585,300,000		2,736,269,000	$ 2,585,300,000	2,594,564,000
Loans 90 Days Past Due and Accruing	76,000			76,000		0
Non-Accrual Loans	25,691,000			25,691,000		20,713,000
Financing Receivable, Modifications, Pre-Modification Recorded Investment	315,000	0		466,000	0
Financing Receivable, Modifications, Post-Modification Recorded Investment	315,000	0		466,000	0
Allowance Related to Troubled Debt Restructurings assigned during period	0	0		15,000	0
Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	7,169,000			7,169,000		5,611,000
Current	824,408,000			824,408,000		796,883,000
Total Loans Outstanding	831,577,000	800,556,000		831,577,000	800,556,000	802,494,000
Loans 90 Days Past Due and Accruing	0			0		0
Non-Accrual Loans	4,890,000			4,890,000		3,945,000
Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	19,713,000			19,713,000		13,703,000
Current	1,119,043,000			1,119,043,000		1,037,077,000
Total Loans Outstanding	1,138,756,000	1,017,777,000		1,138,756,000	1,017,777,000	1,050,780,000
Loans 90 Days Past Due and Accruing	76,000			76,000		0
Non-Accrual Loans	16,291,000			16,291,000		12,849,000
Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,806,000			1,806,000		2,526,000
Current	368,895,000			368,895,000		331,113,000
Total Loans Outstanding	370,701,000	336,517,000		370,701,000	336,517,000	333,639,000
Loans 90 Days Past Due and Accruing	0			0		0
Non-Accrual Loans	2,056,000			2,056,000		2,088,000
Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,580,000			2,580,000		2,347,000
Current	324,503,000			324,503,000		327,560,000
Total Loans Outstanding	327,083,000	341,981,000		327,083,000	341,981,000	329,907,000
Loans 90 Days Past Due and Accruing	0			0		0
Non-Accrual Loans	1,371,000			1,371,000		1,620,000
Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	48,000			48,000		42,000
Current	16,987,000			16,987,000		17,290,000
Total Loans Outstanding	17,035,000	17,818,000		17,035,000	17,818,000	17,332,000
Loans 90 Days Past Due and Accruing	0			0		0
Non-Accrual Loans	0			0		4,000
HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,722,000			1,722,000		1,236,000
Current	49,395,000			49,395,000		59,176,000
Total Loans Outstanding	51,117,000	$ 70,651,000		51,117,000	$ 70,651,000	60,412,000
Loans 90 Days Past Due and Accruing	0			0		0
Non-Accrual Loans	1,083,000			1,083,000		207,000
30-59 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,465,000			5,465,000		4,639,000
30-59 Days Past Due | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,344,000			2,344,000		1,783,000
30-59 Days Past Due | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,189,000			1,189,000		855,000
30-59 Days Past Due | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	178,000			178,000		633,000
30-59 Days Past Due | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,072,000			1,072,000		892,000
30-59 Days Past Due | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	43,000			43,000		38,000
30-59 Days Past Due | HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	639,000			639,000		438,000
60-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	4,135,000			4,135,000		2,187,000
60-89 Days Past Due | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	721,000			721,000		924,000
60-89 Days Past Due | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,262,000			2,262,000		223,000
60-89 Days Past Due | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	91,000			91,000		218,000
60-89 Days Past Due | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	480,000			480,000		134,000
60-89 Days Past Due | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,000			5,000		0
60-89 Days Past Due | HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	576,000			576,000		688,000
Greater than 90 Days
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	23,438,000			23,438,000		18,639,000
Greater than 90 Days | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	4,104,000			4,104,000		2,904,000
Greater than 90 Days | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	16,262,000			16,262,000		12,625,000
Greater than 90 Days | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,537,000			1,537,000		1,675,000
Greater than 90 Days | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,028,000			1,028,000		1,321,000
Greater than 90 Days | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	0			0		4,000
Greater than 90 Days | HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 507,000			$ 507,000		$ 110,000
Commercial | Extended Maturity [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Number of TDRs | loan	1	0		1	0
Residential Real Estate | Extended Maturity [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 315,000	$ 0		$ 315,000	$ 0
Financing Receivable, Modifications, Post-Modification Recorded Investment	315,000	0		315,000	0
Allowance Related to Troubled Debt Restructurings assigned during period	$ 0	$ 0		$ 0	$ 0
Residential Real Estate | Court Order
Financing Receivable, Recorded Investment, Past Due [Line Items]
Number of TDRs | loan				1	0
Financing Receivable, Modifications, Pre-Modification Recorded Investment				$ 151,000	$ 0
Financing Receivable, Modifications, Post-Modification Recorded Investment				151,000	0
Allowance Related to Troubled Debt Restructurings assigned during period				$ 15,000	$ 0

LOANS AND ALLOWANCE FOR LOAN 46

LOANS AND ALLOWANCE FOR LOAN LOSSES (Troubled Debt Restructuring Loans) (Details) $ in Thousands	3 Months Ended			6 Months Ended
	Jun. 30, 2017USD ($)loan	Jun. 30, 2016loan	Mar. 31, 2016loan	Jun. 30, 2017USD ($)loan	Jun. 30, 2016loan	Dec. 31, 2016USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	36			36		35
Recorded Investment	$ 6,081			$ 6,081		$ 5,747
Specific Reserve	$ 480			$ 480		$ 483
Number of Contracts | loan	1	0	0	2	0
Residential Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	22			22		21
Recorded Investment	$ 3,327			$ 3,327		$ 3,221
Specific Reserve	$ 468			$ 468		$ 483
Commercial Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	3			3		3
Recorded Investment	$ 993			$ 993		$ 1,008
Specific Reserve	$ 12			$ 12		$ 0
Commercial
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	9			9		10
Recorded Investment	$ 1,453			$ 1,453		$ 1,502
Specific Reserve	$ 0			$ 0		$ 0
Consumer
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	2			2		1
Recorded Investment	$ 308			$ 308		$ 16
Specific Reserve	$ 0			$ 0		$ 0

LOANS AND ALLOWANCE FOR LOAN 47

LOANS AND ALLOWANCE FOR LOAN LOSSES, Troubled Debt Restructuring by Portfolio Segment (Details)	3 Months Ended			6 Months Ended
	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Mar. 31, 2016loan	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of TDRs | loan	1	0	0	2	0
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 315,000	$ 0		$ 466,000	$ 0
Financing Receivable, Modifications, Post-Modification Recorded Investment	315,000	0		466,000	0
Allowance Related to Troubled Debt Restructurings assigned during period	$ 0	$ 0		$ 15,000	$ 0
Residential Real Estate | Court Order
Financing Receivable, Modifications [Line Items]
Number of TDRs | loan				1	0
Financing Receivable, Modifications, Pre-Modification Recorded Investment				$ 151,000	$ 0
Financing Receivable, Modifications, Post-Modification Recorded Investment				151,000	0
Allowance Related to Troubled Debt Restructurings assigned during period				$ 15,000	$ 0

LOANS AND ALLOWANCE FOR LOAN 48

LOANS AND ALLOWANCE FOR LOAN LOSSES (Summary of Impaired Loan Balances and Associated Allowance by Portfolio Segment) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	$ 15,196	$ 6,213	$ 15,196	$ 6,213	$ 14,858
Unpaid Principal Balance - with an allowance recorded	15,196	6,213	15,196	6,213	14,858
Related Allowance	1,704	2,015	1,704	2,015	2,007
Average Recorded Investment - with an allowance recorded	15,180	5,210	15,128	5,043	9,418
Interest Income Recognized - with an allowance recorded	40	25	66	52	106
Recorded Investment - without allowance recorded	4,884	5,024	4,884	5,024	5,396
Unpaid Principal Balance - without allowance recorded	6,841	6,323	6,841	6,323	7,756
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0	0	0
Average Recorded Investment - without allowance recorded	4,778	9,931	4,971	8,499	6,970
Interest Income Recognized - without allowance recorded	15	20	30	37	76
Impaired Financing Receivable, Recorded Investment	20,080	11,237	20,080	11,237	20,254
Impaired financing receivable, unpaid principal balance	22,037	12,536	22,037	12,536	22,614
Impaired Financing Receivable, Average Recorded Investment	19,958	15,141	20,099	13,542	16,388
Impaired Financing Receivable, Interest Income, Accrual Method	55	45	96	89	182
Residential Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	3,026	3,067	3,026	3,067	3,019
Unpaid Principal Balance - with an allowance recorded	3,026	3,067	3,026	3,067	3,019
Related Allowance	468	497	468	497	483
Average Recorded Investment - with an allowance recorded	3,034	3,156	3,030	3,137	3,088
Interest Income Recognized - with an allowance recorded	29	25	55	52	106
Recorded Investment - without allowance recorded	1,425	1,859	1,425	1,859	1,329
Unpaid Principal Balance - without allowance recorded	1,786	2,347	1,786	2,347	1,800
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0	0	0
Average Recorded Investment - without allowance recorded	1,327	3,071	1,310	2,547	2,057
Interest Income Recognized - without allowance recorded	5	4	7	4	9
Commercial Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	12,049	99	12,049	99	11,443
Unpaid Principal Balance - with an allowance recorded	12,049	99	12,049	99	11,443
Related Allowance	1,116	29	1,116	29	1,373
Average Recorded Investment - with an allowance recorded	11,901	1,256	11,777	847	5,165
Interest Income Recognized - with an allowance recorded	11		11
Recorded Investment - without allowance recorded	1,067	2,241	1,067	2,241	1,874
Unpaid Principal Balance - without allowance recorded	1,303	2,765	1,303	2,765	2,369
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0	0	0
Average Recorded Investment - without allowance recorded	1,251	2,655	1,477	2,475	2,214
Interest Income Recognized - without allowance recorded	4	23	14	25	51
Commercial
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	121	2,744	121	2,744	0
Unpaid Principal Balance - with an allowance recorded	121	2,744	121	2,744	0
Related Allowance	120	1,400	120	1,400	0
Average Recorded Investment - with an allowance recorded	41	239	21	633	762
Recorded Investment - without allowance recorded	1,946	717	1,946	717	2,028
Unpaid Principal Balance - without allowance recorded	3,120	814	3,120	814	3,209
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0	0	0
Average Recorded Investment - without allowance recorded	1,962	3,978	1,993	3,281	2,507
Interest Income Recognized - without allowance recorded	2	(3)	5	8	16
Home Equity
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	303	0	303	299
Unpaid Principal Balance - with an allowance recorded	0	303	0	303	299
Related Allowance	0	89	0	89	86
Average Recorded Investment - with an allowance recorded	204	303	251	309	305
Recorded Investment - without allowance recorded	446	200	446	200	158
Unpaid Principal Balance - without allowance recorded	632	387	632	387	368
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0	0	0
Average Recorded Investment - without allowance recorded	236	220	187	178	180
Interest Income Recognized - without allowance recorded	4	(4)	4
Consumer
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	0	0	0	0
Unpaid Principal Balance - with an allowance recorded	0	0	0	0	0
Related Allowance	0	0	0	0	0
Average Recorded Investment - with an allowance recorded				(11)	0
Recorded Investment - without allowance recorded	0	7	0	7	7
Unpaid Principal Balance - without allowance recorded	0	10	0	10	10
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0	0	0
Average Recorded Investment - without allowance recorded	2	7	4	18	12
HPFC Portfolio Segment
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	0	0	0	97
Unpaid Principal Balance - with an allowance recorded	0	0	0	0	97
Related Allowance	0	0	0	0	65
Average Recorded Investment - with an allowance recorded		256	49	128	98
Recorded Investment - without allowance recorded	0	0	0	0	0
Unpaid Principal Balance - without allowance recorded	0	0	0	0	0
Impaired Financing Receivable With No Related Allowance Related Allowance	$ 0	$ 0	$ 0	$ 0
Average Recorded Investment - without allowance recorded					$ 0

LOANS AND ALLOWANCE FOR LOAN L

LOANS AND ALLOWANCE FOR LOAN LOSSES (Unamortized fair value mark and costs) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Receivables [Abstract]
Net Unamortized fair Value Mark (Discount) on Loans	$ 7,442	$ 8,810
Loans and Leases Receivable, Deferred Income	(526)	(66)
Unamortized Loan Commitment and Origination Fees and Unamortized Discounts or Premiums	$ 6,916	$ 8,744

GOODWILL AND OTHER INTANGIBLE50

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Changes in Goodwill) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Goodwill [Line Items]
Goodwill, gross		$ 98,267
Accumulated impairment losses		(3,570)
Reported goodwill	$ 94,697	94,697
Banking
Goodwill [Line Items]
Goodwill, gross		90,793
Accumulated impairment losses		0
Financial Services
Goodwill [Line Items]
Goodwill, gross		7,474
Accumulated impairment losses		(3,570)
Banking
Goodwill [Line Items]
Reported goodwill		90,793
Financial Services
Goodwill [Line Items]
Reported goodwill		$ 3,904

GOODWILL AND OTHER INTANGIBLE51

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Changes in Core Deposit Intangible and Trust Relationship Intangibles) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Accumulated Amortization
2017 amortization	$ (472)	$ (476)	$ (944)	$ (952)
Net
Beginning Balance			6,764
2017 amortization	(472)	$ (476)	(944)	$ (952)
Ending Balance	5,820		5,820
Core Deposit Intangible
Total
Beginning Balance			23,908
Ending Balance	23,908		23,908
Accumulated Amortization
Beginning Balance			(17,220)
2017 amortization			(906)
Ending Balance	(18,126)		(18,126)
Net
Beginning Balance			6,688
2017 amortization			(906)
Ending Balance	5,782		5,782
Trust Relationship Intangible
Total
Beginning Balance			753
Ending Balance	753		753
Accumulated Amortization
Beginning Balance			(677)
2017 amortization			(38)
Ending Balance	(715)		(715)
Net
Beginning Balance			76
2017 amortization			(38)
Ending Balance	$ 38		$ 38

GOODWILL AND OTHER INTANGIBLE52

GOODWILL AND OTHER INTANGIBLE ASSESTS (Schedule of Expected Amortization of Intangible Assets) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Finite-Lived Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	$ 867
2,016	725
2,017	705
Finite-Lived Intangible Assets, Amortization Expense, Year Four	682
Finite-Lived Intangible Assets, Amortization Expense, Year Five	655
Finite-Lived Intangible Assets, Amortization Expense, after Year Five	2,186
Total	5,820	$ 6,764
Core Deposit Intangible
Finite-Lived Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	829
2,016	725
2,017	705
Finite-Lived Intangible Assets, Amortization Expense, Year Four	682
Finite-Lived Intangible Assets, Amortization Expense, Year Five	655
Finite-Lived Intangible Assets, Amortization Expense, after Year Five	2,186
Total	5,782	6,688
Trust Relationship Intangible
Finite-Lived Intangible Assets [Line Items]
Finite-Lived Intangible Assets, Amortization Expense, Next Twelve Months	38
2,016	0
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	$ 38	$ 76

REGULATORY CAPITAL REQUIREMEN53

REGULATORY CAPITAL REQUIREMENTS (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016	Oct. 08, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated debentures	$ 58,833	$ 58,755	$ 15,000
Capital	$ 383,957	$ 368,856
Capital to Risk Weighted Assets	13.87%	14.04%
Capital Required for Capital Adequacy to Risk Weighted Assets	9.25%	8.63%
Tier One Risk Based Capital	$ 344,557	$ 330,729
Tier One Risk Based Capital to Risk Weighted Assets	12.45%	12.59%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.25%	6.63%
Common equity tier I capital	$ 305,617	$ 296,120
Common Equity Tier I Risk Based Capital Ratio	11.04%	11.27%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	5.75%	5.13%
Tier One Leverage Capital	$ 344,557	$ 330,729
Excess Tier One Leverage Capital to Average Assets	8.92%	8.83%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Subsidiaries
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital	$ 353,687	$ 340,908
Capital to Risk Weighted Assets	12.73%	12.92%
Capital Required for Capital Adequacy to Risk Weighted Assets	9.25%	8.63%
Tier One Risk Based Capital	$ 329,287	$ 317,782
Capital Required to be Well Capitalized to Risk Weighted Assets	10.00%	10.00%
Tier One Risk Based Capital to Risk Weighted Assets	11.86%	12.05%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.25%	6.63%
Common equity tier I capital	$ 329,287	$ 317,782
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	11.86%	12.05%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	5.75%	5.13%
Tier One Leverage Capital	$ 329,287	$ 317,782
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	8.56%	8.54%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Tier One Leverage Capital Required to be Well Capitalized to Average Assets	5.00%	5.00%

REGULATORY CAPITAL REQUIREMEN54

REGULATORY CAPITAL REQUIREMENTS Regulatory Capital Requirements (Narrative) (Details) - USD ($) $ in Thousands	Oct. 08, 2015	Jun. 30, 2017	Dec. 31, 2016
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital Required for Capital Adequacy to Risk Weighted Assets		9.25%	8.63%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets		7.25%	6.63%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets		5.75%	5.13%
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	$ 15,000	$ 58,833	58,755
Debt Instrument, Term	10 years
Debt Instrument, Interest Rate, Stated Percentage	5.50%
Minimum
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		1.25%
Tier II Capital [Domain]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated Debt		$ 15,000	$ 15,000

INCOME TAXES (Details)

INCOME TAXES (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Income Tax Disclosure [Abstract]
Income tax expense	$ 4,721	$ 4,258	$ 9,065	$ 7,700
Income before income tax expense	$ 14,955	$ 13,874	$ 29,375	$ 25,962
Effective tax rate	31.60%	30.70%	30.90%	29.70%
Windfall tax benefits, net(1)	(0.00%)	(0.50%)	(0.50%)	(1.40%)
BOLI death benefit income (non-taxable)	(0.00%)	(1.00%)	(0.00%)	(0.50%)

EMPLOYEE BENEFIT PLANS (Details

EMPLOYEE BENEFIT PLANS (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Supplemental Employee Retirement Plan [Member]
Net periodic benefit cost
Service cost		$ 84	$ 77	$ 168	$ 154
Interest cost		113	108	226	216
Recognized net actuarial loss		62	55	124	110
Recognized prior service cost			2		4
Net period benefit cost	[1]	259	242	518	484
Other Postretirement Benefit Plan
Net periodic benefit cost
Service cost		13	15	26	30
Interest cost		36	38	72	76
Recognized net actuarial loss		10	8	20	16
Recognized prior service cost		(6)	(6)	(12)	(12)
Net period benefit cost	[1]	$ 53	$ 55	$ 106	$ 110
[1]	(1) Presented within the consolidated statements of income within salaries and employee benefits.

BORROWINGS (Details)

BORROWINGS (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Debt Instrument [Line Items]
Repurchase Agreements	$ 222,004	$ 230,612
Total short-term borrowings	572,073	530,129
Long-term Federal Home Loan Bank Advances	10,000	10,000
Total long-term borrowings	10,756	10,791
Short-term Debt [Member]
Debt Instrument [Line Items]
Repurchase Agreements	350,000	210,000
FHLBB advances less than 90 days	222,004	225,605
FHLBB and correspondent bank overnight borrowings	0	89,450
Capital lease obligation	69	67
Long-term Debt [Member]
Debt Instrument [Line Items]
Capital lease obligation	756	791
Commercial and Industrial Sector [Member] | Short-term Debt [Member]
Debt Instrument [Line Items]
Repurchase Agreements	$ 0	$ 5,007

REPURCHASE AGREEMENTS (Details)

REPURCHASE AGREEMENTS (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Assets Sold under Agreements to Repurchase [Line Items]
Certificates of Deposit, at Carrying Value	$ 919	$ 917
Repurchase Agreements	222,004	230,612
Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	222,004	225,605
Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	5,007
Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Wholesale Customer
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	5,007
Wholesale Customer | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Wholesale Customer | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Wholesale Customer | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	5,007
Wholesale Customer | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Wholesale Customer | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		3,715
Wholesale Customer | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		0
Wholesale Customer | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		0
Wholesale Customer | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		3,715
Wholesale Customer | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		0
Wholesale Customer | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		1,292
Wholesale Customer | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		0
Wholesale Customer | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		0
Wholesale Customer | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		1,292
Wholesale Customer | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		0
Retail Customers
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	222,004	225,605
Retail Customers | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	222,004	225,605
Retail Customers | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Obligations of states and political subdivisions
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	663
Retail Customers | Obligations of states and political subdivisions | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	663
Retail Customers | Obligations of states and political subdivisions | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Retail Customers | Obligations of states and political subdivisions | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Retail Customers | Obligations of states and political subdivisions | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0
Retail Customers | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	123,870	117,784
Retail Customers | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	123,870	117,784
Retail Customers | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	97,471	107,821
Retail Customers | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Overnight and Continuous
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	97,471	107,821
Retail Customers | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Up to 30 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | 30 - 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	0	0
Retail Customers | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | Greater than 90 Days
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 0	$ 0

FAIR VALUE MEASUREMENT AND DI59

FAIR VALUE MEASUREMENT AND DISCLOSURE (Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financial assets:
Loans held for sale	$ 10,784	$ 14,836
Available-for-sale Securities	810,858	779,867
Customer loan swaps	3,615	1,945
Financial liabilities:
Customer loan swaps		1,945
Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	7,392	9,001
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	521,676	480,622
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	274,872	283,890
Equity Securities [Member]
Financial assets:
Available-for-sale Securities	1,242	741
Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	10,784	14,836
Customer loan swaps	3,615
Financial liabilities:
Junior subordinated debt interest rate swaps		8,372
Customer loan swaps	7
Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	7,392	9,001
Fair Value, Measurements, Recurring | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	521,676	480,622
Fair Value, Measurements, Recurring | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	274,872	283,890
Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	5,676	5,613
Fair Value, Measurements, Recurring | Equity Securities [Member]
Financial assets:
Available-for-sale Securities	1,242	741
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
Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	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	10,784	14,836
Available-for-sale Securities	810,858	779,867
Customer loan swaps	3,615	1,945
Financial liabilities:
Customer loan swaps		1,945
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	10,784	14,836
Customer loan swaps	3,615
Financial liabilities:
Junior subordinated debt interest rate swaps		8,372
Customer loan swaps	7
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	7,392	9,001
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	521,676	480,622
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	274,872	283,890
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	5,676	5,613
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Equity Securities [Member]
Financial assets:
Available-for-sale Securities	1,242	741
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
Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	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 Lock Commitments [Member]
Financial assets:
Customer loan swaps		202
Financial liabilities:
Customer loan swaps	21	15
Interest Rate Lock Commitments [Member] | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	431	202
Financial liabilities:
Customer loan swaps	21	15
Interest Rate Lock Commitments [Member] | Readily Available Market Prices (Level 1)
Financial assets:
Customer loan swaps		0
Financial liabilities:
Customer loan swaps	0	0
Interest Rate Lock Commitments [Member] | Observable Market Data (Level 2)
Financial assets:
Customer loan swaps		202
Financial liabilities:
Customer loan swaps	21	15
Interest Rate Lock Commitments [Member] | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	431	202
Financial liabilities:
Customer loan swaps	21	15
Interest Rate Lock Commitments [Member] | Company Determined Fair Value (Level 3)
Financial assets:
Customer loan swaps		0
Financial liabilities:
Customer loan swaps	0	0
Interest Rate Lock Commitments [Member] | Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	0	0
Forward Contracts [Member]
Financial assets:
Customer loan swaps	304	587
Financial liabilities:
Customer loan swaps	7	309
Forward Contracts [Member] | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	304	587
Financial liabilities:
Customer loan swaps		309
Forward Contracts [Member] | Readily Available Market Prices (Level 1)
Financial assets:
Customer loan swaps	0	0
Financial liabilities:
Customer loan swaps	0	0
Forward Contracts [Member] | Observable Market Data (Level 2)
Financial assets:
Customer loan swaps	304	587
Financial liabilities:
Customer loan swaps	7	309
Forward Contracts [Member] | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	304	587
Financial liabilities:
Customer loan swaps		309
Forward Contracts [Member] | Company Determined Fair Value (Level 3)
Financial assets:
Customer loan swaps	0	0
Financial liabilities:
Customer loan swaps	0	0
Interest rate swaps
Financial liabilities:
Junior subordinated debt interest rate swaps	8,312	8,372
Interest rate swaps | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps		1,945
Financial liabilities:
Junior subordinated debt interest rate swaps	8,312
Customer loan swaps		1,945
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	8,312	8,372
Interest rate swaps | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps		1,945
Financial liabilities:
Junior subordinated debt interest rate swaps	8,312
Customer loan swaps		1,945
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	153	389
Forward-Starting Interest Rate Swap | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	153	389
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
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2)
Financial liabilities:
Junior subordinated debt interest rate swaps	153	389
Forward-Starting Interest Rate Swap | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps	153	389
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
Customer Loan Swaps
Financial liabilities:
Customer loan swaps	3,615
Customer Loan Swaps | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	3,615
Customer Loan Swaps | Readily Available Market Prices (Level 1)
Financial liabilities:
Customer loan swaps	0
Customer Loan Swaps | Readily Available Market Prices (Level 1) | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	0
Customer Loan Swaps | Observable Market Data (Level 2)
Financial liabilities:
Customer loan swaps	3,615
Customer Loan Swaps | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	3,615
Customer Loan Swaps | Company Determined Fair Value (Level 3)
Financial liabilities:
Customer loan swaps	0
Customer Loan Swaps | Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	$ 0

FAIR VALUE MEASUREMENT AND DI60

FAIR VALUE MEASUREMENT AND DISCLOSURE (Summary of Assets Measured at Fair Value on Non Recurring Basis) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Collateral-dependent impaired loans | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		$ 176	$ 500
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		176	500
Servicing Contracts [Member] | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		302	1,090
Servicing Contracts [Member] | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	[1]	302	1,090
Servicing Contracts [Member] | Fair Value, Measurements, Nonrecurring | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	[1]	302	1,090
Other real estate owned | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		341	922
Other real estate owned | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value		341	922
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		$ 341	$ 922
[1]	(1) Represents MSRs deemed to be impaired and a valuation allowance was established to carry at fair value.

FAIR VALUE MEASUREMENT AND DI61

FAIR VALUE MEASUREMENT AND DISCLOSURE (Schedule of Valuation Methodology and Unobservable Inputs) (Details) - Company Determined Fair Value (Level 3) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Impaired Loans Partially Charged Off
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 176	$ 166
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	10.00%	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	10.00%	5.00%
Impaired Loans Specifically Reserved
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value		$ 344
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	10.00%	10.00%
Impaired Loans Specifically Reserved | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%	50.00%
Estimated selling cost	28.00%	28.00%
Impaired Loans Specifically Reserved | Market Approach Valuation Technique | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%	13.00%
Estimated selling cost	15.00%	12.00%
Servicing Contracts [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 302	$ 1,090
Servicing Contracts [Member] | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Prepayment Rate	16.00%	15.00%
Servicing Contracts [Member] | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Prepayment Rate	16.00%	15.00%
Servicing Contracts [Member] | Market Approach Valuation Technique | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value Inputs, Prepayment Rate	16.00%	15.00%
Other real estate owned
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 341	$ 922
Other real estate owned | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	0.00%	0.00%
Estimated selling cost		10.00%
Other real estate owned | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	73.00%	73.00%
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	6.00%	7.00%
Estimated selling cost	10.00%	10.00%

FAIR VALUE MEASUREMENT AND DI62

FAIR VALUE MEASUREMENT AND DISCLOSURE (Schedule of Carrying Amounts and Estimated Fair Value for Financial Instrument Assets and Liabilities) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Financial assets:
Cash and due from banks		$ 93,033	$ 87,707
Available-for-sale Securities		810,858	779,867
Held-to-maturity securities, at amortized cost		94,340	94,609
Held-to-maturity Securities, Fair Value		95,008	94,596
Loans held for sale		10,784	14,836
Mortgage servicing rights	[1]	1,794	1,701
Interest receivable		9,212	8,654
Customer loan swaps		3,615	1,945
Derivative Asset		431
Financial liabilities:
Deposits		2,938,966	2,826,484
Short-term Debt, Fair Value		571,991	530,435
Long-term Debt, Fair Value		10,869	10,836
Subordinated debentures		42,090	41,660
Interest payable		667	534
Customer loan swaps			1,945
Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	836,195	800,122
Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	1,089,273	1,006,249
Commercial
Financial assets:
Loans receivable, net of allowance	[2],[3]	415,614	391,493
Home Equity
Financial assets:
Loans receivable, net of allowance	[2]	322,917	327,292
Consumer
Financial assets:
Loans receivable, net of allowance	[2]	16,489	16,845
Readily Available Market Prices (Level 1)
Financial assets:
Cash and due from banks		93,033	87,707
Available-for-sale Securities		0	0
Held-to-maturity Securities, Fair Value		0	0
Loans held for sale		0	0
Mortgage servicing rights	[1]	0	0
Interest receivable		0	0
Customer loan swaps		0	0
Derivative Asset		0
Financial liabilities:
Deposits		0	0
Short-term Debt, Fair Value		0	0
Long-term Debt, Fair Value		0	0
Subordinated debentures		0	0
Interest payable		0	0
Customer loan swaps			0
Readily Available Market Prices (Level 1) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Readily Available Market Prices (Level 1) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Readily Available Market Prices (Level 1) | Commercial
Financial assets:
Loans receivable, net of allowance	[2],[3]	0	0
Readily Available Market Prices (Level 1) | Home Equity
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Readily Available Market Prices (Level 1) | Consumer
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Observable Market Data (Level 2)
Financial assets:
Cash and due from banks		0	0
Available-for-sale Securities		810,858	779,867
Held-to-maturity Securities, Fair Value		95,008	94,596
Loans held for sale		10,784	14,836
Mortgage servicing rights	[1]	0	0
Interest receivable		9,212	8,654
Customer loan swaps		3,615	1,945
Derivative Asset		431
Financial liabilities:
Deposits		2,938,966	2,826,484
Short-term Debt, Fair Value		571,991	530,435
Long-term Debt, Fair Value		10,869	10,836
Subordinated debentures		42,090	41,660
Interest payable		667	534
Customer loan swaps			1,945
Observable Market Data (Level 2) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Observable Market Data (Level 2) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Observable Market Data (Level 2) | Commercial
Financial assets:
Loans receivable, net of allowance	[2],[3]	0	0
Observable Market Data (Level 2) | Home Equity
Financial assets:
Loans receivable, net of allowance	[2]	0	0
Observable Market Data (Level 2) | Consumer
Financial assets:
Loans receivable, net of allowance	[2]	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	[1]	1,794	1,701
Interest receivable		0	0
Customer loan swaps		0	0
Derivative Asset		0
Financial liabilities:
Deposits		0	0
Short-term Debt, Fair Value		0	0
Long-term Debt, Fair Value		0	0
Subordinated debentures		0	0
Interest payable		0	0
Customer loan swaps			0
Company Determined Fair Value (Level 3) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	836,195	800,122
Company Determined Fair Value (Level 3) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	1,089,273	1,006,249
Company Determined Fair Value (Level 3) | Commercial
Financial assets:
Loans receivable, net of allowance	[2],[3]	415,614	391,493
Company Determined Fair Value (Level 3) | Home Equity
Financial assets:
Loans receivable, net of allowance	[2]	322,917	327,292
Company Determined Fair Value (Level 3) | Consumer
Financial assets:
Loans receivable, net of allowance	[2]	16,489	16,845
Carrying Amount
Financial assets:
Cash and due from banks		93,033	87,707
Available-for-sale Securities		810,858	779,867
Held-to-maturity securities, at amortized cost		94,340	94,609
Loans held for sale		10,784	14,836
Mortgage servicing rights	[1]	1,093	1,210
Interest receivable		9,212	8,654
Customer loan swaps		3,615	1,945
Derivative Asset		431
Financial liabilities:
Deposits		2,940,866	2,828,529
Short-term Debt, Fair Value		572,073	530,129
Long-term Debt, Fair Value		10,756	10,791
Subordinated debentures		58,833	58,755
Interest payable		667	534
Customer loan swaps			1,945
Carrying Amount | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	827,096	798,334
Carrying Amount | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[2]	1,125,908	1,038,626
Carrying Amount | Commercial
Financial assets:
Loans receivable, net of allowance	[2],[3]	417,029	389,624
Carrying Amount | Home Equity
Financial assets:
Loans receivable, net of allowance	[2]	324,989	327,713
Carrying Amount | Consumer
Financial assets:
Loans receivable, net of allowance	[2]	16,853	17,151
Interest Rate Lock Commitments [Member]
Financial assets:
Customer loan swaps			202
Financial liabilities:
Customer loan swaps		21	15
Interest Rate Lock Commitments [Member] | Readily Available Market Prices (Level 1)
Financial assets:
Customer loan swaps			0
Financial liabilities:
Customer loan swaps		0	0
Interest Rate Lock Commitments [Member] | Observable Market Data (Level 2)
Financial assets:
Customer loan swaps			202
Financial liabilities:
Customer loan swaps		21	15
Interest Rate Lock Commitments [Member] | Company Determined Fair Value (Level 3)
Financial assets:
Customer loan swaps			0
Financial liabilities:
Customer loan swaps		0	0
Interest Rate Lock Commitments [Member] | Carrying Amount
Financial assets:
Customer loan swaps			202
Financial liabilities:
Customer loan swaps		21	15
Forward Contracts [Member]
Financial assets:
Customer loan swaps		304	587
Financial liabilities:
Customer loan swaps		7	309
Forward Contracts [Member] | Readily Available Market Prices (Level 1)
Financial assets:
Customer loan swaps		0	0
Financial liabilities:
Customer loan swaps		0	0
Forward Contracts [Member] | Observable Market Data (Level 2)
Financial assets:
Customer loan swaps		304	587
Financial liabilities:
Customer loan swaps		7	309
Forward Contracts [Member] | Company Determined Fair Value (Level 3)
Financial assets:
Customer loan swaps		0	0
Financial liabilities:
Customer loan swaps		0	0
Forward Contracts [Member] | Carrying Amount
Financial assets:
Customer loan swaps		304	587
Financial liabilities:
Customer loan swaps		7	309
Interest rate swaps
Financial liabilities:
Junior subordinated debt interest rate swaps		8,312	8,372
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		8,312	8,372
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		8,312	8,372
Forward-Starting Interest Rate Swap
Financial liabilities:
Junior subordinated debt interest rate swaps		153	389
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		153	389
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		153	$ 389
Customer Loan Swaps
Financial liabilities:
Customer loan swaps		3,615
Customer Loan Swaps | Readily Available Market Prices (Level 1)
Financial liabilities:
Customer loan swaps		0
Customer Loan Swaps | Observable Market Data (Level 2)
Financial liabilities:
Customer loan swaps		3,615
Customer Loan Swaps | Company Determined Fair Value (Level 3)
Financial liabilities:
Customer loan swaps		0
Customer Loan Swaps | Carrying Amount
Financial liabilities:
Customer loan swaps		$ 3,615
[1]	(3) Reported fair value represents all MSRs currently being serviced by the Company.
[2]	(1)The presented carrying amount is net of the allocated ALL.
[3]	(2) Includes the HPFC loan portfolio.

FAIR VALUE MEASUREMENT AND DI63

FAIR VALUE MEASUREMENT AND DISCLOSURE (Narrative) (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 20,080,000		$ 11,237,000
Impaired financing receivable, unpaid principal balance	22,037,000	$ 22,614,000	$ 12,536,000
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment		$ 250,000
Substandard [Member] | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 500,000

COMMITMENTS, CONTINGENCIES AN64

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Narrative) (Details)	3 Months Ended			6 Months Ended
	Jun. 30, 2017USD ($)derivative	Mar. 31, 2017USD ($)	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)derivativeswap	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)derivative
Other Commitments [Line Items]
Loss Contingency Accrual	$ 0			$ 0		$ 0
Loss on Cash Flow Hedge Ineffectiveness		$ 0		$ 0
Number of interest rate swap agreements | swap				2
Derivative, Number of Instruments Held | derivative	2			2
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred				$ 1,300,000
Unrealized Gain (Loss) on Derivatives	$ 235,000		$ 92,000	223,000	$ 384,000
Interest rate swaps
Other Commitments [Line Items]
Derivative Instrument Payment Of Interest Rate Swaps Designated As Cash Flow Hedges				666,000	782,000
Notional amount of derivative	43,000,000			43,000,000		43,000,000
Cash held as collateral	9,500,000			9,500,000
Forward-Starting Interest Rate Swap
Other Commitments [Line Items]
Derivative Instrument Payment Of Interest Rate Swaps Designated As Cash Flow Hedges				189,000	205,000
Notional amount of derivative	50,000,000			50,000,000		50,000,000
Cash held as collateral	2,700,000			2,700,000
Forward Contracts [Member]
Other Commitments [Line Items]
Notional amount of derivative	10,882,000			10,882,000		$ 15,125,000
Unrealized Gain (Loss) on Derivatives	$ 137,000		$ 0	$ 19,000	$ 0
Federal home loan bank 30-day | Interest rate swaps
Other Commitments [Line Items]
Derivative, Number of Instruments Held | derivative	29			29		0
Notional amount of derivative	$ 149,404,000			$ 149,404,000		$ 0
Commercial and Industrial Sector [Member] | Interest rate swaps
Other Commitments [Line Items]
Derivative, Number of Instruments Held | derivative	58			58		50
Notional amount of derivative	$ 295,657,000			$ 295,657,000		$ 266,263,000
Contract One [Member] | Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative	10,000,000			$ 10,000,000
Contract One [Member] | Forward-Starting Interest Rate Swap
Other Commitments [Line Items]
Number of interest rate swap agreements | swap				1
Notional amount of derivative	$ 25,000,000			$ 25,000,000

COMMITMENTS, CONTINGENCIES AN65

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Summary of Contractual and Notional Amounts of Financial Instruments) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Customer Loan Swaps
Financial Instruments [Line Items]
Notional amount of derivative	$ 295,657	$ 532,526
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	26,629	15,249
Forward Contracts [Member]
Financial Instruments [Line Items]
Notional amount of derivative	10,882	15,125
Other Commitments
Financial Instruments [Line Items]
Notional amount of derivative	736	432
Letters of Credit
Financial Instruments [Line Items]
Notional amount of derivative	3,093	2,580
Home Equity
Financial Instruments [Line Items]
Notional amount of derivative	438,683	454,225
Commercial and commercial real estate
Financial Instruments [Line Items]
Notional amount of derivative	88,099	83,103
Residential
Financial Instruments [Line Items]
Notional amount of derivative	$ 43,588	$ 17,795

COMMITMENTS, CONTINGENCIES AN66

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of Swapped Variable Cost for Fixed Cost and Terms of Interest Rate Swap Agreements) (Details) - USD ($)		6 Months Ended
		Jun. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative, fair value		$ 297,000	$ 278,000
Interest rate swaps
Derivative [Line Items]
Notional Amount		43,000,000	43,000,000
Derivative, fair value	[1]	(8,312,000)	(8,372,000)
Interest rate swaps | Contract, One
Derivative [Line Items]
Notional Amount		$ 10,000,000
Trade Date		Mar. 18, 2009
Maturity Date		Jun. 30, 2021
Variable Index Received		3 months
Fixed Rate Paid		5.09%
Derivative, fair value	[1]	$ (733,000)	(806,000)
Interest rate swaps | Contract, Two
Derivative [Line Items]
Notional Amount		$ 10,000,000
Trade Date		Jul. 8, 2009
Maturity Date		Jun. 30, 2029
Variable Index Received		3 months
Fixed Rate Paid		5.84%
Derivative, fair value	[1]	$ (2,309,000)	(2,321,000)
Interest rate swaps | Contract, Three
Derivative [Line Items]
Notional Amount		$ 10,000,000
Trade Date		May 6, 2010
Maturity Date		Jun. 30, 2030
Variable Index Received		3 months
Fixed Rate Paid		5.71%
Derivative, fair value	[1]	$ (2,293,000)	(2,290,000)
Interest rate swaps | Contract, Four
Derivative [Line Items]
Notional Amount		$ 5,000,000
Trade Date		Mar. 14, 2011
Maturity Date		Mar. 30, 2031
Variable Index Received		3 months
Fixed Rate Paid		5.75%
Derivative, fair value	[1]	$ (1,216,000)	(1,211,000)
Interest rate swaps | Contract, Five
Derivative [Line Items]
Notional Amount		$ 8,000,000
Trade Date		May 4, 2011
Maturity Date		Jul. 7, 2031
Variable Index Received		3 months
Fixed Rate Paid		5.56%
Derivative, fair value	[1]	$ (1,761,000)	(1,744,000)
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional Amount		50,000,000	50,000,000
Derivative, fair value	[2]	(153,000)	(389,000)
Forward-Starting Interest Rate Swap | Contract, One
Derivative [Line Items]
Notional Amount		$ 25,000,000
Trade Date		Feb. 25, 2015
Maturity Date		Feb. 25, 2018
Variable Index Received		1 month
Fixed Rate Paid		1.54%
Derivative, fair value	[2]	$ (41,000)	(152,000)
Forward-Starting Interest Rate Swap | Contract, Two
Derivative [Line Items]
Notional Amount		$ 25,000,000
Trade Date		Feb. 25, 2015
Maturity Date		Feb. 25, 2019
Variable Index Received		1 month
Fixed Rate Paid		1.74%
Derivative, fair value	[2]	$ (112,000)	$ (237,000)
[1]	Presented within accrued interest and other liabilities on the consolidated statements of condition.
[2]	Presented within accrued interest and other liabilities on the consolidated statements of condition.

COMMITMENTS AND CONTINGENCIES S

COMMITMENTS AND CONTINGENCIES Schedule of customer loan swaps (Details)		Jun. 30, 2017USD ($)derivative	Dec. 31, 2016USD ($)derivative
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative		2
Derivative, fair value		$ 297,000	$ 278,000
Interest rate swaps
Derivative [Line Items]
Notional amount of derivative		43,000,000	43,000,000
Derivative, fair value	[1]	$ (8,312,000)	$ (8,372,000)
Interest rate swaps | Federal home loan bank 30-day
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative		29	0
Notional amount of derivative		$ 149,404,000	$ 0
Derivative, fair value		2,711,000	0
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional amount of derivative		50,000,000	50,000,000
Derivative, fair value	[2]	$ (153,000)	$ (389,000)
Commercial and Industrial Sector [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative		58	50
Notional amount of derivative		$ 295,657,000	$ 266,263,000
Derivative, fair value		$ 904,000	$ 1,945,000
Loans [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative		116	100
Notional amount of derivative		$ 591,314,000	$ 532,526,000
Derivative, fair value		$ 0	$ 0
Other Liabilities [Member] | Interest rate swaps | Federal home loan bank 30-day
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative		29	50
Notional amount of derivative		$ 146,253,000	$ 266,263,000
Derivative, fair value		$ (3,615,000)	$ (1,945,000)
[1]	Presented within accrued interest and other liabilities on the consolidated statements of condition.
[2]	Presented within accrued interest and other liabilities on the consolidated statements of condition.

COMMITMENTS AND CONTINGENCIES68

COMMITMENTS AND CONTINGENCIES Schedule of interest rate lock commitments (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Other Commitments [Line Items]
Derivative, Fair Value, Net	$ 297,000	$ 278,000
Interest Rate Lock Commitments
Other Commitments [Line Items]
Notional amount of derivative	26,629,000	15,249,000
Derivative Asset, Fair Value, Gross Asset	431,000	202,000
Derivative Liability, Fair Value, Gross Liability	(21,000)	(15,000)
Derivative, Fair Value, Net	410,000	187,000
Other Assets [Member] | Interest Rate Lock Commitments
Other Commitments [Line Items]
Notional amount of derivative	24,694,000	12,310,000
Other Liabilities [Member] | Interest Rate Lock Commitments
Other Commitments [Line Items]
Notional amount of derivative	$ 1,935,000	$ 2,939,000

COMMITMENTS AND CONTINGENCIES69

COMMITMENTS AND CONTINGENCIES Schedule of Derivatives Effects on OCI (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, gross	$ 413	$ 622	$ 868	$ 987

COMMITMENTS, CONTINGENCIES AN70

COMMITMENTS, CONTINGENCIES AND DERIVATIVES Schedule of forward loan sale commitments (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Other Commitments [Line Items]
Derivative, Fair Value, Net	$ 297,000	$ 278,000
Forward Contracts [Member]
Other Commitments [Line Items]
Notional amount of derivative	10,882,000	15,125,000
Derivative Asset, Fair Value, Gross Asset	304,000	587,000
Derivative Liability, Fair Value, Gross Liability	(7,000)	(309,000)
Derivative, Fair Value, Net	297,000	278,000
Forward Contracts [Member] | Other Assets [Member]
Other Commitments [Line Items]
Notional amount of derivative	10,433,000	14,250,000
Forward Contracts [Member] | Other Liabilities [Member]
Other Commitments [Line Items]
Notional amount of derivative	449,000	875,000
Interest Rate Lock Commitments [Member]
Other Commitments [Line Items]
Notional amount of derivative	26,629,000	15,249,000
Derivative Asset, Fair Value, Gross Asset	431,000	202,000
Derivative Liability, Fair Value, Gross Liability	(21,000)	(15,000)
Derivative, Fair Value, Net	410,000	187,000
Interest Rate Lock Commitments [Member] | Other Assets [Member]
Other Commitments [Line Items]
Notional amount of derivative	24,694,000	12,310,000
Interest Rate Lock Commitments [Member] | Other Liabilities [Member]
Other Commitments [Line Items]
Notional amount of derivative	$ 1,935,000	$ 2,939,000

COMMITMENTS, CONTINGENCIES AN71

COMMITMENTS, CONTINGENCIES AND DERIVATIVES Schedule of Derivatives Effect on OCI and Current Earnings (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	$ 462	$ 1,309	$ 372	$ 3,652
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 413	$ 622	$ 868	$ 987

RECENT ACCOUNTING PRONOUNCEME72

RECENT ACCOUNTING PRONOUNCEMENTS (Details) $ / shares in Units, $ in Thousands	3 Months Ended				6 Months Ended
	Jun. 30, 2017USD ($)$ / shares		Jun. 30, 2016USD ($)$ / shares	[1]	Jun. 30, 2017USD ($)$ / shares	Jun. 30, 2016USD ($)$ / shares
Accounting Changes and Error Corrections [Abstract]
Net income | $	$ 10,234		$ 9,616		$ 20,310	$ 18,262
Basic earnings per share (in dollars per share)	$ 0.66	[2]	$ 0.62	[2]	$ 1.31	$ 1.18
Diluted earnings per share (in dollars per share)	$ 0.66	[2]	$ 0.62	[2]	$ 1.30	$ 1.18
Stock split conversion ratio					1.5
[1]	Share and per share amounts for the three and six months ended June 30, 2016 have been adjusted to reflect the three-for-two stock split effective September 30, 2016.
[2]	Represents dividends paid and undistributed earnings allocated to nonvested stock-based awards that contain non-forfeitable rights to dividends.

RECENT ACCOUNTING PRONOUNCEME73

RECENT ACCOUNTING PRONOUNCEMENTS NEW ACCOUNTING PRONOUNCEMENTS (Narrative) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Available-for-sale Securities	$ 810,858	$ 779,867
Available-for-sale Securities, Amortized Cost Basis	817,573	789,229
Equity Securities [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Available-for-sale Securities	1,242	741
Available-for-sale Securities, Amortized Cost Basis	$ 632	$ 632