Camden National (CAC) 10-Q 9 May 19 2019 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2019	May 01, 2019
Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Mar. 31, 2019
Document Fiscal Year Focus	2019
Document Fiscal Period Focus	Q1
Trading Symbol	CAC
Entity Registrant Name	CAMDEN NATIONAL CORP
Entity Central Index Key	0000750686
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		15,521,703

CONSOLIDATED STATEMENTS OF COND

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
ASSETS
Cash and due from banks	$ 43,722	$ 52,240
Interest-bearing deposits in other banks (including restricted cash)	95,846	14,759
Cash	139,568	66,999
Investments:
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	924,311	910,692
Held-to-maturity securities, at amortized cost (fair value of $1,324 and $1,291, respectively)	1,306	1,307
Other investments	11,242	14,679
Total investments	936,859	926,678
Loans held for sale, at fair value (book value of $8,711 and $4,314, respectively)	8,795	4,403
Loans	3,042,442	3,026,222
Less: allowance for loan losses	(25,201)	(24,712)
Net loans	3,017,241	3,001,510
Goodwill	94,697	94,697
Other intangible assets	4,054	4,230
Bank-owned life insurance	90,513	89,919
Premises and equipment, net	42,033	42,495
Deferred tax assets	18,854	23,053
Other assets	68,575	43,451
Total assets	4,421,189	4,297,435
Deposits:
Non-interest checking	492,306	496,729
Interest checking	1,163,678	1,023,373
Savings and money market	1,059,897	1,137,356
Certificates of deposit	428,487	443,912
Brokered deposits	433,829	363,104
Total deposits	3,578,197	3,464,474
Short-term borrowings	256,181	270,868
Long-term borrowings	10,000	11,580
Subordinated debentures	58,978	59,067
Accrued interest and other liabilities	64,115	55,621
Total liabilities	3,967,471	3,861,610
Commitments and Contingencies
Shareholders’ Equity
Common stock, no par value: authorized 40,000,000 shares, issued and outstanding 15,560,565 and 15,591,914 on March 31, 2019 and December 31, 2018, respectively	156,152	158,215
Retained earnings	311,870	302,030
Accumulated other comprehensive loss:
Net unrealized losses on available-for-sale debt securities, net of tax	(6,927)	(17,826)
Net unrealized losses on cash flow hedging derivative instruments, net of tax	(5,268)	(4,437)
Net unrecognized losses on postretirement plans, net of tax	(2,109)	(2,157)
Total accumulated other comprehensive loss	(14,304)	(24,420)
Total shareholders’ equity	453,718	435,825
Total liabilities and shareholders’ equity	$ 4,421,189	$ 4,297,435

CONSOLIDATED STATEMENTS OF CO_2

CONSOLIDATED STATEMENTS OF CONDITION (CURRENT PERIOD UNAUDITED) (Parenthetical) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Statement of Financial Position [Abstract]
Available-for-sale Securities, Noncurrent	$ 933,135	$ 933,399
Held-to-maturity Securities, Fair Value	1,324	1,291
Loans held for sale	$ 8,711	$ 4,314
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)	15,560,565	15,591,914
Common stock, outstanding (in shares)	15,560,565	15,591,914

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Interest Income
Interest and fees on loans	$ 35,721	$ 29,834
Taxable interest on investments	4,994	4,225
Nontaxable interest on investments	644	672
Dividend Income, Operating	230	286
Dividend income	420	261
Total interest income	42,009	35,278
Interest Expense
Interest on deposits	8,423	3,749
Interest on borrowings	974	1,780
Interest on subordinated debentures	717	847
Total interest expense	10,114	6,376
Net interest income	31,895	28,902
Provision (credit) for credit losses	744	(497)
Net interest income after provision (credit) for credit losses	31,151	29,399
Non-Interest Income
Service charges on deposit accounts	2,023	1,967
Debit card income	2,010	1,929
Income from fiduciary services	1,392	1,283
Mortgage banking income, net	1,252	1,391
Bank-owned life insurance	594	608
Brokerage and insurance commissions	585	650
Customer loan swap fees	525	87
Other income	1,008	889
Total non-interest income	9,389	8,804
Non-Interest Expense
Salaries and employee benefits	12,978	12,562
Furniture, equipment and data processing	2,680	2,586
Net occupancy costs	1,914	1,873
Consulting and professional fees	813	804
Debit card expense	823	730
Regulatory assessments	472	499
Other real estate owned and collection (recoveries) costs, net	(307)	75
Amortization of intangible assets	176	181
Other expenses	3,234	2,994
Total non-interest expense	22,783	22,304
Income before income tax expense	17,757	15,899
Income tax expense	3,484	3,079
Net Income	$ 14,273	$ 12,820
Per Share Data
Basic earnings per share	$ 0.91	$ 0.82
Diluted earnings per share	$ 0.91	$ 0.82
Weighted average number of common shares outstanding	15,592,141	15,541,975
Diluted weighted average number of common shares outstanding	15,634,126	15,603,380
Cash dividends declared per share	$ 0.30	$ 0.25

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2019	Mar. 31, 2018
Net Income		$ 14,273	$ 12,820
Net change in unrealized losses on available-for-sale securities:
Net change in unrealized losses on available-for-sale securities, net of tax of ($2,985) and $3,124, respectively		10,899	(11,402)
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 $253 and ($355), respectively		(925)	1,328
Net reclassification adjustment for effective portion of cash flow hedges, net of tax of ($25) and ($13), respectively(1)	[1]	94	51
Net change in unrealized losses on cash flow hedging derivatives, net of tax		(831)	1,379
Reclassification of amortization of net unrecognized actuarial loss and prior service cost, net of tax of ($13) and ($31), respectively(2)	[2]	48	116
Other comprehensive income (loss)		10,116	(9,907)
Comprehensive Income		$ 24,389	$ 2,913
[1]	(1)Reclassified into the consolidated statements of income within interest on borrowings and subordinated debentures.
[2]	(2)Reclassified into the consolidated statements of income within salaries and employee benefits and other expenses.

CONSOLIDATED STATEMENTS OF CO_3

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) (Parenthetical) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Statement of Comprehensive Income [Abstract]
Net change in unrealized losses on available-for-sale securities, net of tax of ($2,985) and $3,124, respectively	$ (2,985)	$ 3,124
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale of Securities, Tax	0	0
Net change in unrealized gains (losses) on cash flow hedging derivatives, tax effect	253	(355)
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, tax effect	(25)	(13)
Reclassification of amortization of net unrecognized actuarial loss and prior service cost, net of tax of ($13) and ($31), respectively(2)	$ (13)	$ (31)

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, 2017			15,524,704
Beginning Balance at Dec. 31, 2017		$ 403,413	$ 156,904	$ 266,723	$ (20,214)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income		12,820		12,820
Other comprehensive loss, net of tax(2)	[1]	(9,907)			(9,907)
Stock-based compensation expense		431	$ 431
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)			41,164
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings		(475)	$ (475)
Cash dividends declared ($0.46 and $0.55 per share		(3,900)		(3,900)
Ending Balance (in shares) at Mar. 31, 2018			15,565,868
Ending Balance at Mar. 31, 2018		403,047	$ 156,860	275,841	(29,654)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative-effect adjustment upon adoption of ASU 2016-02(3) | ASU 2016-01	[2]			198	(198)
Cumulative-effect adjustment upon adoption of ASU 2016-02(3) | Adjustments for New Accounting Pronouncement [Member]	[1]	665			665
Stock Repurchased During Period, Value		2,306	$ (2,306)	0	0
Beginning Balance (in shares) at Dec. 31, 2018			15,591,914
Beginning Balance at Dec. 31, 2018		435,825	$ 158,215	302,030	(24,420)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net Income		14,273		14,273
Other comprehensive loss, net of tax(2)		10,116			10,116
Stock-based compensation expense		458	$ 458
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings and tax benefit (shares)			24,208
Exercise of stock options and issuance of vested share awards, net of repurchase for tax withholdings		(215)	$ (215)
Cash dividends declared ($0.46 and $0.55 per share		(4,687)		(4,687)
Ending Balance (in shares) at Mar. 31, 2019			15,560,565
Ending Balance at Mar. 31, 2019		453,718	$ 156,152	311,870	(14,304)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Stock Repurchased During Period, Shares			(55,557)
Cumulative-effect adjustment upon adoption of ASU 2016-02(3)					$ 0
Cumulative-effect adjustment upon adoption of ASU 2016-02(3) | ASU 2016-02	[3]	$ 254		$ 254
[1]	(2) Effective January 1, 2018, the Company adopted ASU 2017-12, Derivatives and Hedging. In conjunction with the adoption, the Company made the transition election to reclassify qualifying securities designated as held-to-maturity to available-for-sale.
[2]	(1)Effective January 1, 2018, the Company adopted ASU 2016-01, Income Statement - Financial Instruments. As a result of the adoption, the Company reclassified its unrealized gain on equity investments from accumulated other comprehensive loss to retained earnings.
[3]	(3) Effective January 1, 2019, the Company adopted ASU 2016-02, Leases, on a modified-retrospective basis. Refer to Note 2 for further details.

CONSOLIDATED STATEMENTS OF CH_2

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (UNAUDITED) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Statement of Stockholders' Equity [Abstract]
Cash dividends declared, per share	$ 0.30	$ 0.25

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Operating Activities
Net Income	$ 14,273,000	$ 12,820,000
Adjustments to reconcile net income to net cash (used by) provided by operating activities:
Originations of mortgage loans held for sale	(32,405,000)	(46,641,000)
Proceeds from the sale of mortgage loans	28,834,000	46,426,000
Gain on sale of mortgage loans, net of origination costs	(826,000)	(1,220,000)
Depreciation and amortization expense	922,000	940,000
Investment securities amortization and accretion, net	660,000	763,000
Purchase accounting accretion, net	(477,000)	(514,000)
Stock-based compensation expense	458,000	431,000
Provision (credit) for credit losses	744,000	(497,000)	$ 847,000
Amortization of intangible assets	176,000	181,000
Increase in other assets	(10,710,000)	(2,850,000)
(Decrease) increase in other liabilities	(6,291,000)	7,218,000
Net cash (used by) provided by operating activities	(4,642,000)	17,057,000
Investing Activities
Proceeds from sales and maturities of available-for-sale securities	26,355,000	29,531,000
Purchase of available-for-sale securities	(26,749,000)	(50,152,000)
Proceeds from maturities of held-to-maturity securities	0	750,000
Net increase in loans	(16,734,000)	(7,008,000)
Purchase of Federal Home Loan Bank stock	(2,012,000)	(2,815,000)
Proceeds from sale of Federal Home Loan Bank stock	5,691,000	3,472,000
Purchase of premises and equipment	1,583,000	595,000
Proceeds from other investments	0	205,000
Recoveries of previously charged-off loans	75,000	122,000
Net cash used by investing activities	(14,957,000)	(26,490,000)
Financing Activities
Net increase in deposits	113,740,000	25,126,000
Net (repayments of) proceeds from borrowings less than 90 days	(14,687,000)	10,816,000
Payments for Repurchase of Common Stock	(1,957,000)	0
Exercise of stock options and issuance of restricted stock, net of repurchase for tax withholdings	(215,000)	(475,000)
Cash dividends paid on common stock	4,687,000	3,896,000
Finance Lease, Principal Payments	(26,000)	0
Net cash provided by financing activities	92,168,000	31,571,000
Net increase in cash, cash equivalents and restricted cash	72,569,000	22,138,000
Cash, cash equivalents, and restricted cash at beginning of period	66,999,000	102,971,000	102,971,000
Cash, cash equivalents and restricted cash at end of period	139,568,000	125,109,000	$ 66,999,000
Supplemental information
Interest paid	9,738,000	6,384,000
Unsettled common stock repurchase	349,000	0
Income taxes paid	91,000	69,000
Real Estate Owned, Transfer to Real Estate Owned	$ 543,000	$ 0

BASIS OF PRESENTATION

BASIS OF PRESENTATION	3 Months Ended
	Mar. 31, 2019
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 (the "Company") as of March 31, 2019 and December 31, 2018 , the consolidated statements of income for the three months ended March 31, 2019 and 2018 , the consolidated statements of comprehensive income for the three months ended March 31, 2019 and 2018 , the consolidated statements of changes in shareholders' equity for the three months ended March 31, 2019 and 2018 , and the consolidated statements of cash flows for the three months ended March 31, 2019 and 2018 . The consolidated financial statements include the accounts of the Company and Camden National Bank (the "Bank"), a wholly-owned subsidiary of the Company (which includes the consolidated accounts of Healthcare Professional Funding Corporation ("HPFC"), Property A, Inc. and Property P, Inc.). All intercompany accounts and transactions have been eliminated in consolidation. Assets held by the Bank in fiduciary capacity, through Camden National Wealth Management, are not assets of the Company and, therefore, are not included in the consolidated statements of condition. The Company also owns 100% of the common stock of Camden Capital Trust A and Union Bankshares Capital Trust I, these entities are unconsolidated subsidiaries of the Company. Certain reclassifications have been made to prior period amounts to conform to the current period presentation. Such reclassifications did not impact net income or shareholders' equity as previously reported. Net income reported for the three months ended March 31, 2019 , 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 Company's Annual Report on Form 10-K for the year ended December 31, 2018 . The acronyms, abbreviations and definitions identified below are used throughout this Form 10-Q, including Part I. "Financial Information" and Part II. "Management's Discussion and Analysis of Financial Condition and Results of Operations." The following is provided to aid the reader and provide a reference page when reviewing these sections of the Form 10-Q. AFS: Available-for-sale GAAP: Generally accepted accounting principles in the United States ALCO: Asset/Liability Committee HPFC: Healthcare Professional Funding Corporation, a wholly-owned subsidiary of Camden National Bank ALL: Allowance for loan losses HTM: Held-to-maturity AOCI: Accumulated other comprehensive income (loss) IRS: Internal Revenue Service ASC: Accounting Standards Codification LIBOR: London Interbank Offered Rate ASU: Accounting Standards Update LTIP: Long-Term Performance Share Plan Bank: Camden National Bank, a wholly-owned subsidiary of Camden National Corporation Management ALCO: Management Asset/Liability Committee BOLI: Bank-owned life insurance MBS: Mortgage-backed security Board ALCO: Board of Directors' Asset/Liability Committee MSPP: Management Stock Purchase Plan CCTA: Camden Capital Trust A, an unconsolidated entity formed by Camden National Corporation N.M.: Not meaningful CDs: Certificate of deposits OCC: Office of the Comptroller of the Currency Company: Camden National Corporation OCI: Other comprehensive income (loss) CMO: Collateralized mortgage obligation OREO: Other real estate owned DCRP: Defined Contribution Retirement Plan OTTI: Other-than-temporary impairment EPS: Earnings per share SERP: Supplemental executive retirement plans FASB: Financial Accounting Standards Board Tax Act: Tax Cuts and Jobs Act of 2017, enacted on December 22, 2017 FDIC: Federal Deposit Insurance Corporation TDR: Troubled-debt restructured loan FHLB: Federal Home Loan Bank UBCT: Union Bankshares Capital Trust I, an unconsolidated entity formed by Union Bankshares Company that was subsequently acquired by Camden National Corporation FHLBB: Federal Home Loan Bank of Boston U.S.: United States of America 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

RECENT ACCOUNTING PRONOUNCEMENT

RECENT ACCOUNTING PRONOUNCEMENTS	3 Months Ended
	Mar. 31, 2019
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
RECENT ACCOUNTING PRONOUNCEMENTS	RECENT ACCOUNTING PRONOUNCEMENTS Accounting Standards Adopted The Company adopted the following accounting standards in 2019, and such standards have been accounted for and presented within the accompanying consolidated financial statements for the three months ended March 31, 2019 as follows: ASU No. 2016-02 , Leases (Topic 842) ("ASU 2016-02"): In February 2016, the FASB issued ASU 2016-02 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. Prior lease accounting did not require the inclusion of operating leases in the balance sheet. Effective January 1, 2019, the Company adopted ASU 2016-02, using the following practical expedients for transitional relief provided for within the subsequent issuance of ASU No. 2018-11, Leases (Topic 842): Targeted Improvements ("ASU 2018-11"): • An entity need not reassess whether any expired or existing contract is or contains leases. • An entity need not reassess the lease classification for any expired or existing leases. • An entity need not reassess initial direct costs for any existing leases. • An entity may elect to apply hindsight to leases that existed during the period from the beginning of the earliest period presented in the financial statements until the effective date. • Modified retrospective transition method, which allows companies to apply ASU 2016-02 at the date of adoption and recognize a cumulative-effect adjustment to the opening balance of retained earnings in the period of adoption. In conjunction with the adoption of Topic 842, the Company made the following accounting policy elections: • For leases with a term of 12 months or less, a right-of-use asset or lease liability will not be recognized on the consolidated statements of condition. • For non-real estate leased assets with individual undiscounted contractual cash flows of less than $500,000 over the reasonably certain term of the lease, a right-of-use asset or lease liability will not be recognized on the consolidated statements of condition as the lease is considered immaterial to the Company's financial statements. The Company has completed its assessment and implementation process for ASU 2016-02 and recorded operating and finance lease right-of-use assets of $12.1 million and lease liabilities of $12.3 million on the consolidated statements of condition within other assets and other liabilities, respectively, on January 1, 2019. Because the modified-retrospective transition method was used, the Company did not revise prior period presentation on its consolidated statements of income. The adoption of the ASU did not have a material effect on the consolidated financial statements, which included a cumulative-effect adjustment of $254,000 to retained earnings on January 1, 2019. Refer to Note 5 for further details. Accounting Standards Issued The following are recently issued accounting pronouncements that have yet to be adopted by the Company: ASU No. 2016-13 , Financial Instruments - Credit Losses (Topic 326): M easurement of Credit Losses on Financial Instruments ("ASU 2016-13"), updated by ASU No. 2018-19 - Codification improvements to Topic 326, Financial Instruments- Credit Losses: In June 2016, the FASB issued ASU 2016-13 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 recognizes that changes to the consolidated financial statements upon adoption are imminent as the ASU requires: • 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 may result in an increase in the ALL upon adoption and may negatively impact the Company and Bank's regulatory capital ratios. • An allowance on the expected losses over the life of the Company's HTM investment securities to be recorded upon adoption, which may reduce the carrying value of these securities. • 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 2015, the Company began its preparation for ASU 2016-13, understanding the significance of the standard and its potential impact to its consolidated financial statements and the financial industry. While the Company continues to review, validate and refine its loss methodologies in accordance with ASU 2016-13, it has completed certain critical tasks and components as it prepares for adoption on January 1, 2020, such as the assessment and validation of critical data points. At this time, the Company does not have an estimated financial impact of adoption to its consolidated financial statements, but anticipates it will have an estimate of the financial impact in the second half of 2019. Any disclosure of an estimated financial impact made by the Company will be subject to various factors that may cause actual results to differ materially from the Company's estimates. These factors include, but are not limited to, (i) the economic outlook over the reasonable and supportable forecast period; (ii) changes in the make-up of the Company’s loan portfolio; and/or (iii) changes in the credit quality of individual loans or pools of loans within its portfolio upon adoption. ASU No. 2017-04 , Intangibles - Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment ("ASU 2017-04"): 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. The Company does not expect the ASU to have a material impact on the consolidated financial statements upon adoption.

INVESTMENTS

INVESTMENTS	3 Months Ended
	Mar. 31, 2019
Investments, Debt and Equity Securities [Abstract]
INVESTMENTS	INVESTMENTS AFS and HTM Investments The following table summarizes the amortized cost and estimated fair values of AFS and HTM securities, as of the dates indicated: Amortized Cost Unrealized Gains Unrealized Losses Fair Value March 31, 2019 AFS Investments (carried at fair value): Obligations of states and political subdivisions $ 92,030 $ 1,095 $ (105 ) $ 93,020 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 453,980 1,290 (6,449 ) 448,821 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 366,727 1,888 (7,215 ) 361,400 Subordinated corporate bonds 20,398 672 — 21,070 Total AFS investments $ 933,135 $ 4,945 $ (13,769 ) $ 924,311 HTM Investments (carried at amortized cost): Obligations of states and political subdivisions $ 1,306 $ 21 $ (3 ) $ 1,324 Total HTM investments $ 1,306 $ 21 $ (3 ) $ 1,324 December 31, 2018 AFS Investments (carried at fair value): Obligations of states and political subdivisions $ 94,430 $ 216 $ (894 ) $ 93,752 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 466,613 583 (13,524 ) 453,672 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 351,958 1,007 (10,071 ) 342,894 Subordinated corporate bonds 20,398 23 (47 ) 20,374 Total AFS investments $ 933,399 $ 1,829 $ (24,536 ) $ 910,692 HTM Investments (carried at amortized cost): Obligations of states and political subdivisions $ 1,307 $ 8 $ (24 ) $ 1,291 Total HTM investments $ 1,307 $ 8 $ (24 ) $ 1,291 Net unrealized losses on AFS investments at March 31, 2019 included in AOCI amounted to $6.9 million , net of a deferred tax benefit of $1.9 million . Net unrealized losses on AFS investments at December 31, 2018 included in AOCI amounted to $17.8 million , net of a deferred tax benefit of $4.9 million . For the three months ended March 31, 2019 and 2018, the Company purchased debt investments of $26.7 million and $50.1 million , respectively, all of which were designated as AFS investments. Impaired AFS and HTM Investments: Management periodically reviews the Company’s AFS and HTM investments 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 on AFS and HTM investments that were in a continuous loss position at March 31, 2019 and December 31, 2018 , by length of time that an individual security in each category has been in a continuous loss position: Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses March 31, 2019 AFS Investments: Obligations of states and political subdivisions $ 2,017 $ — $ 9,941 $ (105 ) $ 11,958 $ (105 ) Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 8,859 (46 ) 347,541 (6,403 ) 356,400 (6,449 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — 224,959 (7,215 ) 224,959 (7,215 ) Total AFS investments $ 10,876 $ (46 ) $ 582,441 $ (13,723 ) $ 593,317 $ (13,769 ) HTM Investments: Obligations of states and political subdivisions $ — $ — $ 426 $ (3 ) $ 426 $ (3 ) Total HTM investments $ — $ — $ 426 $ (3 ) $ 426 $ (3 ) December 31, 2018 AFS Investments: Obligations of states and political subdivisions $ 36,218 $ (281 ) $ 28,437 $ (613 ) $ 64,655 $ (894 ) Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 46,459 (252 ) 364,430 (13,272 ) 410,889 (13,524 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 5,956 (40 ) 227,461 (10,031 ) 233,417 (10,071 ) Subordinated corporate bonds 11,378 (26 ) 966 (21 ) 12,344 (47 ) Total AFS investments $ 100,011 $ (599 ) $ 621,294 $ (23,937 ) $ 721,305 $ (24,536 ) HTM Investments: Obligations of states and political subdivisions $ 509 $ (5 ) $ 411 $ (19 ) $ 920 $ (24 ) Total HTM investments $ 509 $ (5 ) $ 411 $ (19 ) $ 920 $ (24 ) At March 31, 2019 and December 31, 2018 , the Company held 192 and 302 debt investments classified as AFS and HTM with a fair value of $593.7 million and $722.2 million that were in an unrealized loss position totaling $ 13.8 million and $24.6 million , respectively, that were considered temporary. Of these, MBS and CMOs with a fair value of $ 572.5 million and $ 591.9 million were in an unrealized loss position, and have been in an unrealized loss position for 12 months or more, totaling $13.6 million and $23.3 million at March 31, 2019 and December 31, 2018 , respectively. The unrealized loss was reflective of current interest rates in excess of the yield received on debt investments and is not indicative of an overall change in credit quality or other factors with the Company's AFS and HTM investment portfolio. At March 31, 2019 and December 31, 2018 , gross unrealized losses on the Company's AFS and HTM investments were 2.3% and 3.4% , respectively, of their respective fair values. The Company has the intent and ability to retain its debt investments in an unrealized loss position at March 31, 2019 until the decline in value has recovered. Sale of AFS Investments: For the three months ended March 31, 2019 and 2018, the Company did no t sell any AFS investments. AFS and HTM Investments Pledged: At March 31, 2019 and December 31, 2018 , AFS and HTM investments with an amortized cost of $679.0 million and $734.1 million and estimated fair values of $671.6 million and $714.4 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 the Company's AFS and HTM investments by contractual maturity at March 31, 2019 , 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 Investments Due in one year or less $ 14,702 $ 14,669 Due after one year through five years 68,822 67,998 Due after five years through ten years 241,455 240,454 Due after ten years 608,156 601,190 $ 933,135 $ 924,311 HTM Investments Due in one year or less $ — $ — Due after one year through five years — — Due after five years through ten years 1,306 1,324 Due after ten years — — $ 1,306 $ 1,324 Other Investments The following table summarizes the cost and estimated fair values of the Company's investment in equity securities, FHLBB stock and FRBB stock as presented within other investments on the consolidated statements of condition, as of the dates indicated: Cost Unrealized Gains Unrealized Losses Fair Value / Carrying Value March 31, 2019 Equity securities - bank stock (carried at fair value) $ 544 $ 444 $ — $ 988 FHLBB (carried at cost) 4,880 — — 4,880 FRB (carried at cost) 5,374 — — 5,374 Total other investments $ 10,798 $ 444 $ — $ 11,242 December 31, 2018 Equity securities - bank stock (carried at fair value) $ 544 $ 202 $ — $ 746 FHLBB (carried at cost) 8,559 — — 8,559 FRB (carried at cost) 5,374 — — 5,374 Total other investments $ 14,477 $ 202 $ — $ 14,679 For the three months ended March 31, 2019 and 2018, the Company recognized an unrealized gain (loss) of $242,000 and ($35,000) , respectively, due to the change in fair value of its bank stock equity securities, which were presented within other income on the consolidated statements of income. For the three months ended March 31, 2018, a gain of $195,000 was recognized within other income on the consolidated statements of income upon sale of an investment. The Company did not record any OTTI on its FHLBB and FRB stock for the three months ended March 31, 2019 and 2018. For the three months ended March 31, 2019 and 2018 the Company recorded dividend income from its investment in FHLBB and FRB stock of $230,000 and $286,000 , respectively.

LOANS AND ALLOWANCE FOR LOAN LO

LOANS AND ALLOWANCE FOR LOAN LOSSES	3 Months Ended
	Mar. 31, 2019
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, was as follows for the dates indicated: March 31, December 31, Residential real estate $ 1,017,442 $ 992,866 Commercial real estate 1,258,474 1,269,533 Commercial 390,982 381,780 Home equity 323,969 327,763 Consumer 20,733 20,624 HPFC 30,842 33,656 Total loans $ 3,042,442 $ 3,026,222 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 for the dates indicated: March 31, December 31, Net unamortized fair value mark discount on acquired loans $ 3,571 $ 3,936 Net unamortized loan origination costs (2,157 ) (1,865 ) Total $ 1,414 $ 2,071 The Bank’s lending activities are primarily conducted in Maine, but also include loan production offices in Massachusetts and 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. In the normal course of business, the Bank has made loans to certain officers, directors and their associated companies, under terms that are consistent with the Company's lending policies and regulatory requirements. At March 31, 2019 and 2018, outstanding loans to certain officers, directors and their associated companies was less than 5% of the Company's shareholders' equity. 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. In 2016, the Company closed HPFC's operations and is no longer originating HPFC loans. The ALL is management’s best estimate of the inherent risk of loss in the Company’s loan portfolio as of the consolidated statement of condition date. Management makes various assumptions and judgments about the collectability of the loan portfolio and provides an allowance for potential losses based on a number of factors including historical losses. If those assumptions are incorrect, the ALL may not be sufficient to cover losses and may cause an increase in the allowance in the future. Among the factors that could affect the Company’s ability to collect loans and require an increase to the allowance in the future are: (i) financial condition of borrowers; (ii) real estate market changes; (iii) state, regional, and national economic conditions; and (iv) a requirement by federal and state regulators to increase the provision for loan losses or recognize additional charge-offs. There were no significant changes in the Company's ALL methodology during the three months ended March 31, 2019 . 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. Credit Risk Administration and the Credit Risk Policy Committee oversee the Company's systems and procedures to monitor the credit quality of its loan portfolio, conduct a loan review program, maintain the integrity of the loan rating system, determine the adequacy of the ALL and support the oversight efforts of the Directors' Loan Review Committee and the Board of Directors. The Company's practice is to proactively manage the portfolio such that management can identify problem credits early, assess and implement effective work-out strategies, and take charge-offs as promptly as practical. In addition, the Company continuously reassesses its underwriting standards in response to credit risk posed by changes in economic conditions. For purposes of determining the ALL, the Company disaggregates its loans into portfolio segments, which include residential real estate, commercial real estate, commercial, home equity, consumer and HPFC. Each portfolio segment possesses unique risk characteristics that are considered when determining the appropriate level of allowance. These risk characteristics unique to each portfolio segment include: Residential Real Estate . Residential real estate loans held in the Company's loan portfolio are made to borrowers who demonstrate the ability to make scheduled payments with full consideration to underwriting factors. Borrower qualifications include favorable credit history combined with supportive income requirements and combined loan-to-value ratios within established policy guidelines. Collateral consists of mortgage liens on one- to four-family residential properties, including for investment purposes. 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 and equipment, and/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 include 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 in 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 original terms range from seven to ten years. The following presents the activity in the ALL and select loan information by portfolio segment for the periods indicated: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Three Months Ended March 31, 2019 ALL for the three months ended: Beginning balance $ 6,071 $ 11,654 $ 3,620 $ 2,796 $ 234 $ 337 $ 24,712 Loans charged off (11 ) (65 ) (236 ) (10 ) (14 ) — (336 ) Recoveries 2 4 62 — 7 — 75 Provision (credit) (1) 91 245 170 241 32 (29 ) 750 Ending balance $ 6,153 $ 11,838 $ 3,616 $ 3,027 $ 259 $ 308 $ 25,201 ALL balance attributable to loans: Individually evaluated for impairment $ 553 $ 27 $ — $ 347 $ — $ — $ 927 Collectively evaluated for impairment 5,600 11,811 3,616 2,680 259 308 24,274 Total ending ALL $ 6,153 $ 11,838 $ 3,616 $ 3,027 $ 259 $ 308 $ 25,201 Loans: Individually evaluated for impairment $ 4,736 $ 410 $ 223 $ 895 $ — $ — $ 6,264 Collectively evaluated for impairment 1,012,706 1,258,064 390,759 323,074 20,733 30,842 3,036,178 Total ending loans balance $ 1,017,442 $ 1,258,474 $ 390,982 $ 323,969 $ 20,733 $ 30,842 $ 3,042,442 For The Three Months Ended March 31, 2018 ALL for the three months ended: Beginning balance $ 5,086 $ 11,863 $ 4,171 $ 2,367 $ 233 $ 451 $ 24,171 Loans charged off (31 ) (426 ) (171 ) (149 ) (26 ) — (803 ) Recoveries — 13 63 43 3 — 122 Provision (credit) (1) 442 (1,164 ) 63 166 20 (27 ) (500 ) Ending balance $ 5,497 $ 10,286 $ 4,126 $ 2,427 $ 230 $ 424 $ 22,990 ALL balance attributable to loans: Individually evaluated for impairment $ 553 $ 368 $ — $ 112 $ — $ — $ 1,033 Collectively evaluated for impairment 4,944 9,918 4,126 2,315 230 424 21,957 Total ending ALL $ 5,497 $ 10,286 $ 4,126 $ 2,427 $ 230 $ 424 $ 22,990 Loans: Individually evaluated for impairment $ 5,059 $ 3,961 $ 1,714 $ 491 $ — $ — $ 11,225 Collectively evaluated for impairment 855,474 1,165,572 376,301 320,151 18,011 42,414 2,777,923 Total ending loans balance $ 860,533 $ 1,169,533 $ 378,015 $ 320,642 $ 18,011 $ 42,414 $ 2,789,148 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Year Ended December 31, 2018 ALL: Beginning balance $ 5,086 $ 11,863 $ 4,171 $ 2,367 $ 233 $ 451 $ 24,171 Loans charged off (173 ) (512 ) (736 ) (476 ) (96 ) (255 ) (2,248 ) Recoveries 90 28 1,770 44 11 1 1,944 Provision (credit) (1) 1,068 275 (1,585 ) 861 86 140 845 Ending balance $ 6,071 $ 11,654 $ 3,620 $ 2,796 $ 234 $ 337 $ 24,712 ALL balance attributable to loans: Individually evaluated for impairment $ 586 $ 23 $ 53 $ 162 $ — $ — $ 824 Collectively evaluated for impairment 5,485 11,631 3,567 2,634 234 337 23,888 Total ending ALL $ 6,071 $ 11,654 $ 3,620 $ 2,796 $ 234 $ 337 $ 24,712 Loans: Individually evaluated for impairment $ 4,762 $ 930 $ 786 $ 442 $ 6 $ — $ 6,926 Collectively evaluated for impairment 988,104 1,268,603 380,994 327,321 20,618 33,656 3,019,296 Total ending loans balance $ 992,866 $ 1,269,533 $ 381,780 $ 327,763 $ 20,624 $ 33,656 $ 3,026,222 (1) The provision (credit) for loan losses excludes any impact for the change in the reserve for unfunded commitments, which represents management's estimate of the amount required to reflect the probable inherent losses on outstanding letters of credit and unused lines of credit. The reserve for unfunded commitments is presented within accrued interest and other liabilities on the consolidated statements of condition. At March 31, 2019 and 2018, and December 31, 2018 , the reserve for unfunded commitments was $16,000 , $23,000 and $22,000 , respectively. The following reconciles the provision for loan losses to the provision for credit losses as presented on the consolidated statements of income for the periods indicated: Three Months Ended Year Ended December 31, 2018 2019 2018 Provision (credit) for loan losses $ 750 $ (500 ) $ 845 Change in reserve for unfunded commitments (6 ) 3 2 Provision (credit) for credit losses $ 744 $ (497 ) $ 847 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 March 31, 2019 , the Company's total exposure to the lessors of nonresidential buildings' industry was 12% of total loans and 28% of total commercial real estate loans. There were no other industry exposures exceeding 10% of the Company's total loan portfolio as of March 31, 2019 . 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 March 31, 2019 Pass (Grades 1-6) $ 1,007,775 $ 1,237,494 $ 385,081 $ — $ — $ 29,519 $ 2,659,869 Performing — — — 321,505 20,710 — 342,215 Special Mention (Grade 7) 878 5,114 2,146 — — 110 8,248 Substandard (Grade 8) 8,789 15,866 3,755 — — 1,213 29,623 Non-performing — — — 2,464 23 — 2,487 Total $ 1,017,442 $ 1,258,474 $ 390,982 $ 323,969 $ 20,733 $ 30,842 $ 3,042,442 December 31, 2018 Pass (Grades 1-6) $ 983,086 $ 1,247,190 $ 374,429 $ — $ — $ 32,261 $ 2,636,966 Performing — — — 325,917 20,595 — 346,512 Special Mention (Grade 7) 887 7,921 3,688 — — 123 12,619 Substandard (Grade 8) 8,893 14,422 3,663 — — 1,272 28,250 Non-performing — — — 1,846 29 — 1,875 Total $ 992,866 $ 1,269,533 $ 381,780 $ 327,763 $ 20,624 $ 33,656 $ 3,026,222 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 secured by collateral sufficient to satisfy both the principal and accrued interest in full and collection is reasonably assured. When one loan to a borrower is placed on non-accrual status, all other loans to the borrower are re-evaluated to determine if they should also be placed on non-accrual status. All previously accrued and unpaid interest is reversed at this time. A loan may return to accrual status when collection of principal and interest is assured and the borrower has demonstrated timely payments of principal and interest for a reasonable period. Unsecured loans, however, are not normally placed on non-accrual status because they are charged-off once their collectability is in doubt. The following is a loan aging analysis by portfolio segment (including loans past due over 90 days and non-accrual loans) and a summary of non-accrual loans, which include TDRs, and loans past due over 90 days and accruing as of the following dates: 30-59 Days Past Due 60-89 Days Past Due Greater than 90 Days Total Past Due Current Total Loans Outstanding Loans > 90 Days Past Due and Accruing Non-Accrual Loans March 31, 2019 Residential real estate $ 2,135 $ 491 $ 4,269 $ 6,895 $ 1,010,547 $ 1,017,442 $ — $ 5,415 Commercial real estate 1,387 1,885 397 3,669 1,254,805 1,258,474 — 975 Commercial 1,196 470 324 1,990 388,992 390,982 — 802 Home equity 1,017 192 1,788 2,997 320,972 323,969 — 2,467 Consumer 43 362 23 428 20,305 20,733 14 9 HPFC 5 182 396 583 30,259 30,842 — 485 Total $ 5,783 $ 3,582 $ 7,197 $ 16,562 $ 3,025,880 $ 3,042,442 $ 14 $ 10,153 December 31, 2018 Residential real estate $ 3,300 $ 2,046 $ 4,520 $ 9,866 $ 983,000 $ 992,866 $ — $ 5,492 Commercial real estate 1,794 369 1,108 3,271 1,266,262 1,269,533 — 1,380 Commercial 150 19 799 968 380,812 381,780 — 1,279 Home equity 907 607 1,476 2,990 324,773 327,763 — 1,846 Consumer 67 15 29 111 20,513 20,624 14 15 HPFC — 183 423 606 33,050 33,656 — 518 Total $ 6,218 $ 3,239 $ 8,355 $ 17,812 $ 3,008,410 $ 3,026,222 $ 14 $ 10,530 Interest income that would have been recognized if loans on non-accrual status had been current in accordance with their original terms was $109,000 and $162,000 for the three months ended March 31, 2019 and 2018 , 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. TDRs 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 March 31, 2019 December 31, 2018 March 31, 2019 December 31, 2018 March 31, 2019 December 31, 2018 Residential real estate 25 25 $ 3,594 $ 3,614 $ 410 $ 443 Commercial real estate 2 2 347 347 27 23 Commercial 2 2 138 141 — — Home equity 2 2 301 304 162 162 Total 31 31 $ 4,380 $ 4,406 $ 599 $ 628 At March 31, 2019 , the Company had performing and non-performing TDRs with a recorded investment balance of $3.8 million and $608,000 , respectively. At December 31, 2018, the Company had performing and non-performing TDRs with a recorded investment balance of $3.9 million and $513,000 , respectively. There were no loan modifications that qualify as TDRs that occurred for the three months ended March 31, 2019 and 2018 . For the three months ended March 31, 2019 and 2018, 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 loans and TDRs 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 periods indicated: For the Three Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized March 31, 2019: With an allowance recorded: Residential real estate $ 3,454 $ 3,454 $ 553 $ 3,462 $ 30 Commercial real estate 131 131 27 131 1 Commercial — — — 278 — Home equity 828 828 347 573 — Consumer — — — — — HPFC — — — — — Ending balance 4,413 4,413 927 4,444 31 Without an allowance recorded: Residential real estate 1,282 1,406 — 1,286 10 Commercial real estate 279 455 — 539 3 Commercial 223 286 — 226 2 Home equity 67 265 — 96 — Consumer — — — — — HPFC — — — — — Ending balance 1,851 2,412 — 2,147 15 Total impaired loans $ 6,264 $ 6,825 $ 927 $ 6,591 $ 46 March 31, 2018: With an allowance recorded: Residential real estate $ 3,544 $ 3,544 $ 553 $ 3,745 $ 30 Commercial real estate 3,591 3,591 368 4,275 1 Commercial — — — — — Home equity 147 147 112 49 — Consumer — — — — — HPFC — — — — — Ending Balance 7,282 7,282 1,033 8,069 31 Without an allowance recorded: Residential real estate 1,515 1,791 — 1,350 7 Commercial real estate 370 677 — 637 3 Commercial 1,714 2,923 — 1,740 2 Home equity 344 468 — 396 2 Consumer — — — — — HPFC — — — — — Ending Balance 3,943 5,859 — 4,123 14 Total impaired loans $ 11,225 $ 13,141 $ 1,033 $ 12,192 $ 45 For the Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized December 31, 2018: With an allowance recorded: Residential real estate $ 3,471 $ 3,471 $ 586 $ 3,591 $ 127 Commercial real estate 131 131 23 1,969 11 Commercial 556 556 53 111 — Home equity 318 318 162 250 — Consumer — — — — — HPFC — — — — — Ending Balance 4,476 4,476 824 5,921 138 Without an allowance recorded: Residential real estate 1,291 1,415 — 1,524 34 Commercial real estate 799 975 — 2,269 13 Commercial 230 293 — 1,379 8 Home equity 124 305 — 195 — Consumer 6 13 — 1 — HPFC — — — — — Ending Balance 2,450 3,001 — 5,368 55 Total impaired loans $ 6,926 $ 7,477 $ 824 $ 11,289 $ 193 Loan Sales: For the three months ended March 31, 2019 and 2018, the Company sold $28.0 million and $45.2 million , respectively, of fixed rate residential mortgage loans on the secondary market, which resulted in gains on the sale of loans (net of costs) of $826,000 and $1.2 million , respectively. At March 31, 2019 and December 31, 2018 , the Company had certain residential mortgage loans with a principal balance of $8.7 million and $4.3 million , respectively, designated as held for sale. The Company has elected the fair value option of accounting for its loans held for sale, and at March 31, 2019 and December 31, 2018 , recorded an unrealized gain of $84,000 and $89,000 , respectively. For the three months ended March 31, 2019 and 2018 , the net change in unrealized gains on loans held for sale recorded within mortgage banking income, net, on its consolidated statements of income, was ($4,000) and $9,000 , respectively. The Company has forward delivery commitments with a secondary market investor on each of its loans held for sale at March 31, 2019 and December 31, 2018. The fair value of its forward delivery commitments at March 31, 2019 and December 31, 2018 was $98,000 and $15,000 , respectively. For the three months ended March 31, 2019 and 2018, 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 $83,000 and $19,000 , respectively. Refer to Note 8 for further discussion of the Company's forward delivery commitments. In-Process Foreclosure Proceedings: At March 31, 2019 and December 31, 2018 , the Company had $2.7 million and $2.3 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 $1.3 billion and $1.1 billion at March 31, 2019 and December 31, 2018 , respectively. Refer to Notes 3 and 7 of the consolidated financial statements for discussion of securities pledged as collateral.

LEASES (Notes)

LEASES (Notes)	3 Months Ended
	Mar. 31, 2019
Leases [Abstract]
LEASES	LEASES Effective January 1, 2019, the Company adopted the new lease accounting standard, ASU 2016-02, using the modified- retrospective method. As such, for reporting periods beginning on or after January 1, 2019, leases are recognized, presented and disclosed in accordance with ASU 2016-02, while periods prior to the adoption date were not adjusted and are reported in accordance with ASC 840, Leases ("ASC 840"). Refer to Note 2 for further details. The Company enters into noncancellable lease arrangements primarily for its office buildings and branches. Certain lease arrangements contain clauses requiring increasing rental payments over the lease term, which may be linked to an index (commonly the Consumer Price Index) or contractually stipulated. Many of these lease arrangements provide the Company with the option to renew the lease arrangement after the initial lease term. These options are included in determining the lease term used to establish the right-of-use assets and lease liabilities, when it is reasonably certain the Company will exercise its renewal option. As most of the Company's leases do not have a readily determinable implicit rate, the incremental borrowing rate is primarily used to determine the discount rate for purposes of measuring the right-of-use assets and lease liabilities. The Company's lease agreements do not contain any material residual value guarantees or material restrictive covenants. In connection with an acquisition, the Company assumed a lease arrangement between the acquiree and two of its employees. The lease is for a period of five years with an expiration date of December 1, 2019 with two consecutive five-year extension periods available at the option of the Company. The lease arrangement contains certain termination clauses whereby the Company has the right to terminate the lease arrangement should the employees be terminated and/or certain mortgage loan production metrics not be met over a consecutive 12 month period. The following right-of-use assets and lease liabilities have been reported within other assets and other liabilities on the consolidated statements of condition for the period indicated: March 31, 2019 Balance Sheet Line Item Operating Leases Finance Leases Total Right-of-use assets Other Assets $ 11,599 $ 1,584 $ 13,183 Lease liabilities Other Liabilities 11,615 1,745 13,360 The components of lease expense for the period indicated was as follows: For the Three Months Ended March 31, 2019 Lease Cost: Operating lease cost (1) $ 348 Finance lease cost: Amortization of right-of-use assets 28 Interest on lease liabilities (2) 17 Total finance lease cost 45 Total Lease Cost $ 393 (1) Includes immaterial short-term and variable lease costs, but excludes common area maintenance costs. (2) Includes immaterial variable lease costs. In accordance with ASC 840, rent expense, excluding common area maintenance expense, for the three months ended March 31, 2018 was $344,000 . Supplemental cash flow information and non-cash activity related to leases was as follows for the period indicated: For the Three Months Ended March 31, 2019 Cash paid for amounts included in the measurement of lease liabilities: Operating cash flows from operating leases $ 309 Operating cash flows from finance leases 17 Financing cash flows from finance leases 26 Right-of-use assets obtained in exchange for lease obligations: Operating leases (1) $ 11,885 Finance leases (1) 1,612 (1) Represents right-of-use assets recorded for the period indicated, including $10.5 million of operating leases and $1.6 million of finance leases recorded upon adoption of ASU 2016-02, as of January 1, 2019. Supplemental balance sheet information related to leases was as follows for the period indicated: For the Three Months Ended March 31, 2019 Weighted average remaining lease term (years): Operating leases 15.5 years Finance leases 22.7 years Weighted average discount rate: Operating leases 3.69 % Finance leases 3.94 % The following summarizes the remaining scheduled future minimum lease payments for operating and finance leases as of March 31, 2019: Operating Leases Finance Leases 2019 $ 1,003 $ 131 2020 1,257 174 2021 1,174 174 2022 1,162 174 2023 1,124 174 Thereafter 9,837 2,095 Total minimum lease payments 15,557 2,922 Less: amount representing interest (1) 3,942 1,177 Present value of net minimum lease payments (2) $ 11,615 $ 1,745 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate. (2) Reflects the liability reported within other liabilities on the consolidated statements of condition. As of March 31, 2019, the Company does not have any significant additional operating or finance leases that have not yet commenced. The following summarizes expected future minimum lease payments, in accordance with ASC 840, as of December 31, 2018: Operating Capital 2019 $ 1,420 $ 179 2020 941 179 2021 726 182 2022 539 184 2023 434 184 Thereafter 1,268 1,592 Total minimum lease payments $ 5,328 2,500 Less: amount representing interest (1) 920 Present value of net minimum lease payments (2) $ 1,580 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate at lease inception. (2) Reflects the liability reported within long-term borrowings on the consolidated statements of condition at December 31, 2018.
LEASES	LEASES Effective January 1, 2019, the Company adopted the new lease accounting standard, ASU 2016-02, using the modified- retrospective method. As such, for reporting periods beginning on or after January 1, 2019, leases are recognized, presented and disclosed in accordance with ASU 2016-02, while periods prior to the adoption date were not adjusted and are reported in accordance with ASC 840, Leases ("ASC 840"). Refer to Note 2 for further details. The Company enters into noncancellable lease arrangements primarily for its office buildings and branches. Certain lease arrangements contain clauses requiring increasing rental payments over the lease term, which may be linked to an index (commonly the Consumer Price Index) or contractually stipulated. Many of these lease arrangements provide the Company with the option to renew the lease arrangement after the initial lease term. These options are included in determining the lease term used to establish the right-of-use assets and lease liabilities, when it is reasonably certain the Company will exercise its renewal option. As most of the Company's leases do not have a readily determinable implicit rate, the incremental borrowing rate is primarily used to determine the discount rate for purposes of measuring the right-of-use assets and lease liabilities. The Company's lease agreements do not contain any material residual value guarantees or material restrictive covenants. In connection with an acquisition, the Company assumed a lease arrangement between the acquiree and two of its employees. The lease is for a period of five years with an expiration date of December 1, 2019 with two consecutive five-year extension periods available at the option of the Company. The lease arrangement contains certain termination clauses whereby the Company has the right to terminate the lease arrangement should the employees be terminated and/or certain mortgage loan production metrics not be met over a consecutive 12 month period. The following right-of-use assets and lease liabilities have been reported within other assets and other liabilities on the consolidated statements of condition for the period indicated: March 31, 2019 Balance Sheet Line Item Operating Leases Finance Leases Total Right-of-use assets Other Assets $ 11,599 $ 1,584 $ 13,183 Lease liabilities Other Liabilities 11,615 1,745 13,360 The components of lease expense for the period indicated was as follows: For the Three Months Ended March 31, 2019 Lease Cost: Operating lease cost (1) $ 348 Finance lease cost: Amortization of right-of-use assets 28 Interest on lease liabilities (2) 17 Total finance lease cost 45 Total Lease Cost $ 393 (1) Includes immaterial short-term and variable lease costs, but excludes common area maintenance costs. (2) Includes immaterial variable lease costs. In accordance with ASC 840, rent expense, excluding common area maintenance expense, for the three months ended March 31, 2018 was $344,000 . Supplemental cash flow information and non-cash activity related to leases was as follows for the period indicated: For the Three Months Ended March 31, 2019 Cash paid for amounts included in the measurement of lease liabilities: Operating cash flows from operating leases $ 309 Operating cash flows from finance leases 17 Financing cash flows from finance leases 26 Right-of-use assets obtained in exchange for lease obligations: Operating leases (1) $ 11,885 Finance leases (1) 1,612 (1) Represents right-of-use assets recorded for the period indicated, including $10.5 million of operating leases and $1.6 million of finance leases recorded upon adoption of ASU 2016-02, as of January 1, 2019. Supplemental balance sheet information related to leases was as follows for the period indicated: For the Three Months Ended March 31, 2019 Weighted average remaining lease term (years): Operating leases 15.5 years Finance leases 22.7 years Weighted average discount rate: Operating leases 3.69 % Finance leases 3.94 % The following summarizes the remaining scheduled future minimum lease payments for operating and finance leases as of March 31, 2019: Operating Leases Finance Leases 2019 $ 1,003 $ 131 2020 1,257 174 2021 1,174 174 2022 1,162 174 2023 1,124 174 Thereafter 9,837 2,095 Total minimum lease payments 15,557 2,922 Less: amount representing interest (1) 3,942 1,177 Present value of net minimum lease payments (2) $ 11,615 $ 1,745 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate. (2) Reflects the liability reported within other liabilities on the consolidated statements of condition. As of March 31, 2019, the Company does not have any significant additional operating or finance leases that have not yet commenced. The following summarizes expected future minimum lease payments, in accordance with ASC 840, as of December 31, 2018: Operating Capital 2019 $ 1,420 $ 179 2020 941 179 2021 726 182 2022 539 184 2023 434 184 Thereafter 1,268 1,592 Total minimum lease payments $ 5,328 2,500 Less: amount representing interest (1) 920 Present value of net minimum lease payments (2) $ 1,580 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate at lease inception. (2) Reflects the liability reported within long-term borrowings on the consolidated statements of condition at December 31, 2018.

BORROWINGS

BORROWINGS	3 Months Ended
	Mar. 31, 2019
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: March 31, December 31, 2018 Short-Term Borrowings: Customer repurchase agreements $ 256,181 $ 245,868 FHLBB borrowings — 25,000 Total short-term borrowings $ 256,181 $ 270,868 Long-Term Borrowings: FHLBB borrowings $ 10,000 $ 10,000 Capital lease obligation (1) — 1,580 Total long-term borrowings $ 10,000 $ 11,580 (1) Upon adoption of ASU 2016-02, effective January 1, 2019, lease liabilities are presented within other liabilities on the consolidated statements of condition. Refer to Notes 2 and 5 for further information.

REPURCHASE AGREEMENTS

REPURCHASE AGREEMENTS	3 Months Ended
	Mar. 31, 2019
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 a 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. Because the securities are treated as collateral and the agreement does not qualify for a full transfer of effective control, the transaction 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 for the periods indicated: March 31, 2019 December 31, 2018 Customer Repurchase Agreements (1)(2) : Obligations of states and political subdivisions $ 1,409 $ 1,455 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 126,267 125,590 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 128,505 118,823 Total $ 256,181 $ 245,868 (1) Presented within short-term borrowings on the consolidated statements of condition. (2) All customer repurchase agreements mature continuously or overnight for the dates indicated. Certain customers held CDs totaling $1.0 million and $923,000 at March 31, 2019 and December 31, 2018 , 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.

COMMITMENTS, CONTINGENCIES AND

COMMITMENTS, CONTINGENCIES AND DERIVATIVES	3 Months Ended
	Mar. 31, 2019
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 subsidiaries are subject to pending and threatened legal actions. Although the Company is not able to predict the outcome of such actions, after reviewing pending and threatened actions, and based on the information currently available, management believes that 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 March 31, 2019 and December 31, 2018 , the Company did no t have any material loss contingencies for which accruals were provided for and/or that were required to be disclosed. 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 off-balance sheet financial instruments: March 31, December 31, Lending-Related Instruments: Commitments to extend credit $ 669,193 $ 654,575 Standby letters of credit 5,938 3,063 Derivative Financial Instruments: Customer loan swaps $ 802,580 $ 833,030 Junior subordinated debt interest rate swaps 43,000 43,000 Fixed-rate mortgage interest rate lock commitments 22,840 12,077 Forward delivery commitments 8,711 4,315 FHLBB advance interest rate swaps — 25,000 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. Of the total commitments to extend credit, $274.5 million and $270.8 million are/were unconditionally cancellable by the Company at March 31, 2019 and December 31, 2018, respectively. Standby letters of credit are conditional commitments issued to guarantee the performance of a borrower to a third party. In the event of nonperformance by the borrower, the Company would be required to fund the commitment and would be entitled to underlying collateral, if applicable, which generally consists of pledges of business assets including, but not limited to, accounts receivable, inventory, plant and equipment, and/or real estate. The maximum potential future payments are limited to the contractual amount of the commitment. 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 effort" basis, with certain approved investors. The Company accounts for its interest rate lock commitments on loans that will be held for sale as derivative instruments. 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 as a derivative upon execution of the mandatory delivery 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 designated its interest rate swaps on its junior subordinated debentures as cash flow hedges. The change in the fair value for cash flow hedges is accounted for within AOCI, net of tax. Quarterly, in conjunction with financial reporting, each cash flow hedge is assessed for ineffectiveness. To the extent any significant ineffectiveness is identified, this amount is recorded within the consolidated statements of income. The gain or loss on the effective portion of the cash flow hedge is reclassified from AOCI into interest within the consolidated statements of income in the period the hedged transaction affects earnings. The change in fair value of derivative instruments, not designated and qualifying as hedges, are accounted for within the consolidated statements of income. Customer Loan Swaps: The Bank will enter into interest rate swaps with its commercial customers to provide them with a means to lock into a long-term fixed rate, while the Bank simultaneously enters into an arrangement with a counterparty to swap the fixed rate to a variable rate to manage its interest rate exposure effectively. 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 them on a gross basis within other assets and accrued interest and other liabilities on the consolidated statements of condition. The following table presents the total positions, notional and fair value of the Company's customer loans swaps with its commercial customers and the corresponding interest rate swap agreements with counterparty for the periods indicated: March 31, 2019 December 31, 2018 Presentation on Consolidated Statements of Condition Number of Positions Notional Amount Fair Value Number of Positions Notional Amount Fair Value Receive fixed, pay variable Accrued interest and other liabilities 36 $ 149,813 $ (3,320 ) 57 $ 297,624 $ (7,841 ) Receive fixed, pay variable Other assets 46 251,477 7,722 25 118,891 3,467 Pay fixed, receive variable (Accrued interest and other liabilities)/other assets 82 401,290 (4,402 ) 82 416,515 4,374 Total 164 $ 802,580 $ — 164 $ 833,030 $ — 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 as necessary. The Bank's arrangement with its institutional counterparty requires it to post cash or other assets as collateral for its customer loan swap contracts in a net liability position based on their fair values and the Bank's credit rating or receive cash collateral for contracts in a net asset position as requested. At March 31, 2019 , the Bank posted to the counterparty $6.2 million of cash as collateral on its customer loan swap contracts which was presented within other assets on the consolidated statements of condition. Refer to Note 9 for further discussion of master netting arrangements and presentation within the Company's consolidated financial statements. Junior Subordinated Debt Interest Rate Swaps: The Company will enter into an interest rate swap agreement with a counterparty to manage interest rate risk associated with the Company's 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 March 31, 2019 , the Company posted $7.1 million of cash as collateral to the counterparty and was presented within other assets on the consolidated statements of financial condition. Refer to Note 9 for further discussion of master netting arrangements and presentation within the Company's consolidated financial statements. The details of the junior subordinated debt interest rate swaps for the periods indicated were as follows: March 31, 2019 December 31, 2018 Trade Maturity Variable Index Fixed Rate Presentation on Consolidated Statements of Condition Notional Amount Fair Value Notional Amount Fair Value 3/18/2009 6/30/2021 3-Month USD LIBOR 5.09% Accrued interest and other liabilities $ 10,000 $ (303 ) $ 10,000 $ (272 ) 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% Accrued interest and other liabilities 10,000 (1,932 ) 10,000 (1,655 ) 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% Accrued interest and other liabilities 10,000 (1,938 ) 10,000 (1,636 ) 3/14/2011 3/30/2031 3-Month USD LIBOR 4.35% Accrued interest and other liabilities 5,000 (1,036 ) 5,000 (877 ) 5/4/2011 7/7/2031 3-Month USD LIBOR 4.14% Accrued interest and other liabilities 8,000 (1,502 ) 8,000 (1,242 ) $ 43,000 $ (6,711 ) $ 43,000 $ (5,682 ) For the three months ended March 31, 2019 and 2018, the Company did no t record any ineffectiveness on these cash flow hedges within the consolidated statements of income. Net payments to the counterparty for the three months ended March 31, 2019 and 2018 were $152,000 and $275,000 , respectively, and were classified as cash flows from operating activities in the Company's consolidated statements of cash flows. Fixed-Rate Mortgage Interest Rate Lock 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. The Company's pipeline of mortgage loans with fixed-rate interest rate lock commitments for which it intends to sell the loan upon origination were as follows for the dates indicated: March 31, 2019 December 31, 2018 Presentation on Consolidated Statements of Condition Notional Amount Fair Value Notional Amount Fair Value Fixed-rate mortgage interest rate locks Other assets $ 18,465 $ 293 $ 8,239 $ 95 Fixed-rate mortgage interest rate locks Accrued interest and other liabilities 4,375 (45 ) 3,838 (28 ) Total $ 22,840 $ 248 $ 12,077 $ 67 For the three months ended March 31, 2019 and 2018, the net unrealized gain from the change in fair value on the Company's fixed-rate mortgage rate locks reported within mortgage banking income, net, on the consolidated statements of income was $181,000 and $12,000 , 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 typically to 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: March 31, 2019 December 31, 2018 Balance Sheet Location Notional Fair Value Notional Fair Value Forward delivery commitments ("best effort") Other Assets $ 5,811 $ 129 $ 2,593 $ 32 Forward delivery commitments ("best effort") Accrued interest and other liabilities 2,900 (31 ) 1,722 (17 ) Total $ 8,711 $ 98 $ 4,315 $ 15 For the three months ended March 31, 2019 and 2018, 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 $83,000 and $19,000 , respectively. FHLBB Advance Interest Rate Swaps: On February 25, 2015, the Bank entered into two $25.0 million one-year forward-starting interest rate swap arrangements with a counterparty to mitigate short-term interest rate risk. On February 25, 2019, the last $25.0 million tranche matured. The Bank previously designated each arrangement as a cash flow hedge in accordance with GAAP. For the three months ended March 31, 2019 and 2018, the Company did no t record any ineffectiveness within the consolidated statements of income. The details of the Company's FHLBB advance interest rate swaps for the periods indicated were as follows: March 31, 2019 December 31, 2018 Trade Maturity Date Variable Index Fixed Rate Presentation on Consolidated Statements of Condition Notional Fair Value Notional Fair Value 2/25/2015 2/25/2019 1-Month USD LIBOR 1.74% Other assets $ — $ — $ 25,000 $ 30 Net payments received from (paid to) the counterparty for the three months ended March 31, 2019 and 2018 were $32,000 and ($9,000) , respectively, and were classified as cash flows from operating activities in the consolidated statements of cash flows. The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated: For The Three Months Ended March 31, 2019 2018 Derivatives designated as cash flow hedges: Effective portion of unrealized (losses) gains recognized within OCI during the period, net of tax $ (925 ) $ 1,328 Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, gross $ 119 $ 64 The Company expects approximately $715,000 (pre-tax) to be reclassified to interest expense from AOCI, related to the Company’s cash flow hedges, in the next twelve months. This reclassification is due to anticipated payments that will be made on the swaps based upon the forward curve as of March 31, 2019 .

BALANCE SHEET OFFSETTING (Notes

BALANCE SHEET OFFSETTING (Notes)	3 Months Ended
	Mar. 31, 2019
Offsetting [Abstract]
Balance Sheet Offsetting	BALANCE SHEET OFSETTING The Company does not offset the carrying value for derivative instruments or repurchase agreements on the consolidated statements of condition. The Company and Bank does net the amount recognized for the right to reclaim cash collateral against the obligation to return cash collateral arising from instruments executed with the same counterparty under a master netting arrangement. Collateral legally required to be pledged or received is monitored and adjusted as necessary. Refer to Note 7 for further discussion of repurchase agreements and Note 8 for further discussion of derivative instruments. The following table presents the Company's derivative positions and repurchase agreements, and the potential effect of netting arrangements on its financial position, as of the dates indicated: Gross Amount Not Offset in the Consolidated Statements of Condition Gross Amount Recognized in the Consolidated Statements of Condition Gross Amount Offset in the Consolidated Statements of Condition Net Amount Presented in the Consolidated Statements of Condition Financial Instruments Pledged (Received) (1) Cash Collateral Pledged (Received) (1) Net Amount March 31, 2019 Derivative assets: Customer loan swaps - commercial customer $ 7,722 $ — $ 7,722 $ — $ — $ 7,722 Total $ 7,722 $ — $ 7,722 $ — $ — $ 7,722 Derivative liabilities: Junior subordinated debt interest rate swaps $ 6,711 $ — $ 6,711 $ — $ 6,711 $ — Customer loan swaps - dealer bank 4,402 — 4,402 — 4,402 — Customer loan swaps - commercial customer 3,320 — 3,320 — — 3,320 Total $ 14,433 $ — $ 14,433 $ — $ 11,113 $ 3,320 Customer repurchase agreements $ 256,181 $ — $ 256,181 $ 256,181 $ — $ — December 31, 2018 Derivative assets: Customer loan swaps - dealer bank $ 4,374 $ — $ 4,374 $ — $ (4,374 ) $ — Customer loan swaps - commercial customer 3,467 — 3,467 — — 3,467 FHLBB advance interest rate swaps 30 — 30 — (30 ) — Total $ 7,871 $ — $ 7,871 $ — $ (4,404 ) $ 3,467 Derivative liabilities: Junior subordinated debt interest rate swaps $ 5,682 $ — $ 5,682 $ — $ 5,682 $ — Customer loan swaps - commercial customer 7,841 — 7,841 — — 7,841 Total $ 13,523 $ — $ 13,523 $ — $ 5,682 $ 7,841 Customer repurchase agreements $ 245,868 $ — $ 245,868 $ 245,868 $ — $ — (1) The amount presented was the lesser of the amount pledged (received) or the net amount presented in the consolidated statements of condition.

REGULATORY CAPITAL REQUIREMENTS

REGULATORY CAPITAL REQUIREMENTS	3 Months Ended
	Mar. 31, 2019
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 capital, Tier I capital, and common equity Tier I capital 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 capital conservation buffer consisting of common Tier I equity, subject to a transition schedule that was fully phased in on January 1, 2019. Effective January 1, 2019, the Company and the Bank were required to establish a capital conservation buffer of 2.50% , 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 March 31, 2019 and December 31, 2018 , and, specifically, the Bank met the requirements to be considered "well capitalized" under prompt corrective action provisions for each period. There were no new conditions or events that occurred subsequent to March 31, 2019, that would change the Company or Bank's regulatory capital categorization. The following table presents the Company and Bank's regulatory capital ratios at the periods indicated: March 31, Minimum Regulatory Capital Required for Capital Adequacy plus Capital Conservation Buffer Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required for Capital Adequacy 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 $ 442,960 14.46 % 10.50 % N/A $ 434,331 14.36 % 9.875 % N/A Tier I risk-based capital ratio 402,743 13.14 % 8.50 % N/A 394,597 13.04 % 7.875 % N/A Common equity Tier I risk-based capital ratio 359,743 11.74 % 7.00 % N/A 351,597 11.62 % 6.375 % N/A Tier I leverage capital ratio 402,743 9.47 % 4.00 % N/A 394,597 9.53 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio $ 407,658 13.31 % 10.50 % 10.00 % $ 398,773 13.18 % 9.875 % 10.00 % Tier I risk-based capital ratio 382,441 12.49 % 8.50 % 8.00 % 374,039 12.36 % 7.875 % 8.00 % Common equity Tier I risk-based capital ratio 382,441 12.49 % 7.00 % 6.50 % 374,039 12.36 % 6.375 % 6.50 % Tier I leverage capital ratio 382,441 9.02 % 4.00 % 5.00 % 374,039 9.06 % 4.00 % 5.00 % In 2015, the Company issued $15.0 million of subordinated debentures, and in 2006 and 2008, it issued $43.0 million of junior subordinated debentures in connection with the issuance of trust preferred securities. 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 March 31, 2019 and December 31, 2018 , $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 March 31, 2019 and December 31, 2018 , $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 differences in regulatory risk-weighting 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.

EMPLOYEE BENEFIT PLANS

EMPLOYEE BENEFIT PLANS	3 Months Ended
	Mar. 31, 2019
Retirement Benefits [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 periodic benefit cost for the periods ended March 31, 2019 and 2018 , were as follows: Supplemental Executive Retirement Plan: Three Months Ended Net periodic pension cost Income Statement Presentation 2019 2018 Service cost Salaries and employee benefits $ 99 $ 112 Interest cost Other expenses 131 122 Recognized net actuarial loss Other expenses 61 140 Total $ 291 $ 374 Other Postretirement Benefit Plan: Three Months Ended Net periodic postretirement benefit cost Income Statement Presentation 2019 2018 Service cost Salaries and employee benefits $ 12 $ 12 Interest cost Other expenses 37 33 Recognized net actuarial loss Other expenses 6 13 Amortization of prior service credit Other expenses (6 ) (6 ) Total $ 49 $ 52

EARNINGS PER SHARE

EARNINGS PER SHARE	3 Months Ended
	Mar. 31, 2019
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 2019 2018 Net income $ 14,273 $ 12,820 Dividends and undistributed earnings allocated to participating securities (1) (28 ) (40 ) Net income available to common shareholders $ 14,245 $ 12,780 Weighted-average common shares outstanding for basic EPS 15,592,141 15,541,975 Dilutive effect of stock-based awards (2) 41,985 61,405 Weighted-average common and potential common shares for diluted EPS 15,634,126 15,603,380 Earnings per common share: Basic EPS $ 0.91 $ 0.82 Diluted EPS $ 0.91 $ 0.82 Awards excluded from the calculation of diluted EPS (3) : Stock options 1,000 — (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 and vesting of restricted shares and restricted stock units utilizing the treasury stock method. Not included are the unvested LTIP awards, which are the Company's performance-based awards. (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, therefore, are considered anti-dilutive. Nonvested stock-based payment awards that contain non-forfeitable rights to dividends are participating securities and are included in the computation of EPS pursuant to the two-class method. The two-class method is an earnings allocation formula that determines EPS for each class of common stock and participating security according to dividends declared (or accumulated) and participation rights in undistributed earnings. Certain of the Company’s nonvested stock-based awards qualify as participating securities. Net income is allocated between the common stock and participating securities pursuant to the two-class method. Basic EPS is computed by dividing net income available to common shareholders by the weighted average number of common shares outstanding during the period, excluding participating nonvested stock-based awards. Diluted EPS is computed in a similar manner, except that the denominator includes the number of additional common shares that would have been outstanding if potentially dilutive common shares were issued using the treasury stock method.

FAIR VALUE MEASUREMENT AND DISC

FAIR VALUE MEASUREMENT AND DISCLOSURE	3 Months Ended
	Mar. 31, 2019
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. Debt Securities : The fair value of investments in debt 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 is classified as Level 2. Equity Securities: The fair value of investments in equity securities is reported utilizing market prices based on recent trading activity and dealer quotes. These 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, 2019 and December 31, 2018, 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 were 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 although the Company's internal pull-through rate estimate is a Level 3 estimate, it is less significant 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 March 31, 2019 and December 31, 2018 , segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value: Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) March 31, 2019 Financial assets: Loans held for sale $ 8,795 $ — $ 8,795 $ — AFS investments: Obligations of states and political subdivisions 93,020 — 93,020 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 448,821 — 448,821 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 361,400 — 361,400 — Subordinated corporate bonds 21,070 — 21,070 — Equity securities - bank stock 988 — 988 — Customer loan swaps 7,722 — 7,722 — Fixed-rate mortgage interest rate lock commitments 293 — 293 — Forward delivery commitments 129 — 129 — Financial liabilities: Junior subordinated debt interest rate swaps 6,711 — 6,711 — Customer loan swaps 7,722 — 7,722 — Fixed-rate mortgage interest rate lock commitments 45 — 45 — Forward delivery commitments 31 — 31 — December 31, 2018 Financial assets: Loans held for sale $ 4,403 $ — $ 4,403 $ — AFS investments: Obligations of states and political subdivisions 93,752 — 93,752 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 453,672 — 453,672 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 342,894 — 342,894 — Subordinated corporate bonds 20,374 — 20,374 — Equity securities - bank stock 746 — 746 — Customer loan swaps 7,841 — 7,841 — Fixed-rate mortgage interest rate lock commitments 95 — 95 — Forward delivery commitments 32 — 32 — FHLBB advance interest rate swaps 30 — 30 — Financial liabilities: Junior subordinated debt interest rate swaps 5,682 — 5,682 — Customer loan swaps 7,841 — 7,841 — Fixed-rate mortgage interest rate lock commitments 28 — 28 — Forward delivery commitments 17 — 17 — The Company did not have any transfers between Level 1 and Level 2 of the fair value hierarchy during the three months ended March 31, 2019 . The Company’s policy for determining transfers between levels occurs at the end of the reporting period when circumstances in the underlying valuation criteria change and result in transfer between levels. Financial Instruments Recorded at Fair Value on a Nonrecurring Basis The Company may be required, from time to time, to measure certain financial assets and financial liabilities at fair value on a nonrecurring basis in accordance with GAAP. These include assets that are measured at the lower of cost or market value that were recognized at fair value below cost at the end of the period. Collateral-Dependent Impaired Loans : Loans for which it is probable that payment of interest and principal will not be made in accordance with the contractual terms of the loan agreement are considered impaired. The Company's policy is to evaluate individually for impairment loans with a principal balance greater than $500,000 or more, that are classified as substandard or doubtful and are on non-accrual status. Once the population of loans is identified for individual impairment assessment, the Company measures these loans for impairment by comparing 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. Servicing Assets : 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, namely loan prepayment assumptions and the discount rate used, to calculate the fair value of each tranche, and, as such, the Company has classified the model within Level 3 of the fair value hierarchy. At March 31, 2019 and December 31, 2018, the mortgage servicing assets were not carried at fair value. Non-Financial Instruments 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 occur, the associated goodwill is written-down to fair value and the impairment charge is recorded within non-interest expense in the consolidated statements of income. The Company conducts an annual impairment test of goodwill in the fourth quarter each year, or more frequently as necessary. There have been no indications or triggering events during the three months ended March 31, 2019 , 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 three months ended March 31, 2019 , that indicated the carrying amount may not be recoverable. The table below highlights financial and non-financial assets measured and recorded at fair value on a non-recurring basis as of March 31, 2019 and December 31, 2018 : Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) March 31, 2019 Financial assets: Collateral-dependent impaired loans $ 925 $ — $ — $ 925 Non-financial assets: OREO 130 — — 130 December 31, 2018 Financial assets: Collateral-dependent impaired loans $ 522 $ — $ — $ 522 Non-financial assets: OREO 130 — — 130 The following table presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at March 31, 2019 and December 31, 2018 : Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) March 31, 2019 Collateral-dependent impaired loans: Partially charged-off $ 44 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 10% (10%) Specifically reserved $ 881 Market approach appraisal of collateral Management adjustment of appraisal 0-39% (16%) Estimated selling costs 10-13% (11%) OREO $ 130 Market approach appraisal of collateral Management adjustment of appraisal 19% (19%) Estimated selling cost 10% (10%) December 31, 2018 Collateral-dependent impaired loans: Partially charged-off $ 50 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 10% (10%) Specifically reserved $ 472 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 10% (10%) OREO $ 130 Market approach appraisal of collateral Management adjustment of appraisal 19% (19%) Estimated selling cost 10% (10%) The estimated fair values and related carrying amounts for assets and liabilities for which fair value is only disclosed are shown below as of the periods indicated: Carrying Amount Fair Value Readily Available Market Prices (Level 1) Observable Market Prices (Level 2) Company Determined Market Prices (Level 3) March 31, 2019 Financial assets: HTM securities $ 1,306 $ 1,324 $ — $ 1,324 $ — Residential real estate loans (1) 1,011,289 990,279 — — 990,279 Commercial real estate loans (1) 1,246,636 1,226,222 — — 1,226,222 Commercial loans (1)(2) 417,900 411,935 — — 411,935 Home equity loans (1) 320,942 314,250 — — 314,250 Consumer loans (1) 20,474 18,918 — — 18,918 Servicing assets 772 1,540 — — 1,540 Financial liabilities: Time deposits $ 695,856 $ 691,689 $ — $ 691,689 $ — Short-term borrowings 256,181 255,899 — 255,899 — Long-term borrowings 10,000 9,926 — 9,926 — Subordinated debentures 58,978 49,578 — 49,578 — December 31, 2018 Financial assets: HTM securities $ 1,307 $ 1,291 $ — $ 1,291 $ — Residential real estate loans (1) 986,795 957,957 — — 957,957 Commercial real estate loans (1) 1,257,879 1,218,436 — — 1,218,436 Commercial loans (1)(2) 411,479 404,805 — — 404,805 Home equity loans (1) 324,967 317,359 — — 317,359 Consumer loans (1) 20,390 18,969 — — 18,969 Servicing assets 831 1,677 — — 1,677 Financial liabilities: Time deposits $ 661,281 $ 654,954 $ — $ 654,954 $ — Short-term borrowings 270,868 270,598 — 270,598 — Long-term borrowings 11,580 11,573 — 11,573 — Subordinated debentures 59,067 49,060 — 49,060 — (1) The presented carrying amount is net of the allocated ALL. (2) Includes the HPFC loan portfolio. Excluded from the summary were financial instruments measured at fair value on a recurring and nonrecurring basis, as previously described. The Company considers its financial instruments' current use to be the highest and best use of the instruments.

INVESTMENTS (Tables)

INVESTMENTS (Tables)	3 Months Ended
	Mar. 31, 2019
Investments, Debt and Equity Securities [Abstract]
Summary of Amortized Costs and Estimated Fair Values of Available-For-Sale Securities	The following table summarizes the amortized cost and estimated fair values of AFS and HTM securities, as of the dates indicated: Amortized Cost Unrealized Gains Unrealized Losses Fair Value March 31, 2019 AFS Investments (carried at fair value): Obligations of states and political subdivisions $ 92,030 $ 1,095 $ (105 ) $ 93,020 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 453,980 1,290 (6,449 ) 448,821 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 366,727 1,888 (7,215 ) 361,400 Subordinated corporate bonds 20,398 672 — 21,070 Total AFS investments $ 933,135 $ 4,945 $ (13,769 ) $ 924,311 HTM Investments (carried at amortized cost): Obligations of states and political subdivisions $ 1,306 $ 21 $ (3 ) $ 1,324 Total HTM investments $ 1,306 $ 21 $ (3 ) $ 1,324 December 31, 2018 AFS Investments (carried at fair value): Obligations of states and political subdivisions $ 94,430 $ 216 $ (894 ) $ 93,752 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 466,613 583 (13,524 ) 453,672 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 351,958 1,007 (10,071 ) 342,894 Subordinated corporate bonds 20,398 23 (47 ) 20,374 Total AFS investments $ 933,399 $ 1,829 $ (24,536 ) $ 910,692 HTM Investments (carried at amortized cost): Obligations of states and political subdivisions $ 1,307 $ 8 $ (24 ) $ 1,291 Total HTM investments $ 1,307 $ 8 $ (24 ) $ 1,291 The following table summarizes the cost and estimated fair values of the Company's investment in equity securities, FHLBB stock and FRBB stock as presented within other investments on the consolidated statements of condition, as of the dates indicated: Cost Unrealized Gains Unrealized Losses Fair Value / Carrying Value March 31, 2019 Equity securities - bank stock (carried at fair value) $ 544 $ 444 $ — $ 988 FHLBB (carried at cost) 4,880 — — 4,880 FRB (carried at cost) 5,374 — — 5,374 Total other investments $ 10,798 $ 444 $ — $ 11,242 December 31, 2018 Equity securities - bank stock (carried at fair value) $ 544 $ 202 $ — $ 746 FHLBB (carried at cost) 8,559 — — 8,559 FRB (carried at cost) 5,374 — — 5,374 Total other investments $ 14,477 $ 202 $ — $ 14,679
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 on AFS and HTM investments that were in a continuous loss position at March 31, 2019 and December 31, 2018 , by length of time that an individual security in each category has been in a continuous loss position: Less Than 12 Months 12 Months or More Total Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses March 31, 2019 AFS Investments: Obligations of states and political subdivisions $ 2,017 $ — $ 9,941 $ (105 ) $ 11,958 $ (105 ) Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 8,859 (46 ) 347,541 (6,403 ) 356,400 (6,449 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises — — 224,959 (7,215 ) 224,959 (7,215 ) Total AFS investments $ 10,876 $ (46 ) $ 582,441 $ (13,723 ) $ 593,317 $ (13,769 ) HTM Investments: Obligations of states and political subdivisions $ — $ — $ 426 $ (3 ) $ 426 $ (3 ) Total HTM investments $ — $ — $ 426 $ (3 ) $ 426 $ (3 ) December 31, 2018 AFS Investments: Obligations of states and political subdivisions $ 36,218 $ (281 ) $ 28,437 $ (613 ) $ 64,655 $ (894 ) Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 46,459 (252 ) 364,430 (13,272 ) 410,889 (13,524 ) Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 5,956 (40 ) 227,461 (10,031 ) 233,417 (10,071 ) Subordinated corporate bonds 11,378 (26 ) 966 (21 ) 12,344 (47 ) Total AFS investments $ 100,011 $ (599 ) $ 621,294 $ (23,937 ) $ 721,305 $ (24,536 ) HTM Investments: Obligations of states and political subdivisions $ 509 $ (5 ) $ 411 $ (19 ) $ 920 $ (24 ) Total HTM investments $ 509 $ (5 ) $ 411 $ (19 ) $ 920 $ (24 )
Schedule of Sale of AFS Investments
Amortized Cost and Estimated Fair Values of Debt Securities by Contractual Maturity	The amortized cost and estimated fair values of the Company's AFS and HTM investments by contractual maturity at March 31, 2019 , 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 Investments Due in one year or less $ 14,702 $ 14,669 Due after one year through five years 68,822 67,998 Due after five years through ten years 241,455 240,454 Due after ten years 608,156 601,190 $ 933,135 $ 924,311 HTM Investments Due in one year or less $ — $ — Due after one year through five years — — Due after five years through ten years 1,306 1,324 Due after ten years — — $ 1,306 $ 1,324

LOANS AND ALLOWANCE FOR LOAN _2

LOANS AND ALLOWANCE FOR LOAN LOSSES (Tables)	3 Months Ended
	Mar. 31, 2019
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, was as follows for the dates indicated: March 31, December 31, Residential real estate $ 1,017,442 $ 992,866 Commercial real estate 1,258,474 1,269,533 Commercial 390,982 381,780 Home equity 323,969 327,763 Consumer 20,733 20,624 HPFC 30,842 33,656 Total loans $ 3,042,442 $ 3,026,222
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 for the dates indicated: March 31, December 31, Net unamortized fair value mark discount on acquired loans $ 3,571 $ 3,936 Net unamortized loan origination costs (2,157 ) (1,865 ) Total $ 1,414 $ 2,071
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 periods indicated: Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Three Months Ended March 31, 2019 ALL for the three months ended: Beginning balance $ 6,071 $ 11,654 $ 3,620 $ 2,796 $ 234 $ 337 $ 24,712 Loans charged off (11 ) (65 ) (236 ) (10 ) (14 ) — (336 ) Recoveries 2 4 62 — 7 — 75 Provision (credit) (1) 91 245 170 241 32 (29 ) 750 Ending balance $ 6,153 $ 11,838 $ 3,616 $ 3,027 $ 259 $ 308 $ 25,201 ALL balance attributable to loans: Individually evaluated for impairment $ 553 $ 27 $ — $ 347 $ — $ — $ 927 Collectively evaluated for impairment 5,600 11,811 3,616 2,680 259 308 24,274 Total ending ALL $ 6,153 $ 11,838 $ 3,616 $ 3,027 $ 259 $ 308 $ 25,201 Loans: Individually evaluated for impairment $ 4,736 $ 410 $ 223 $ 895 $ — $ — $ 6,264 Collectively evaluated for impairment 1,012,706 1,258,064 390,759 323,074 20,733 30,842 3,036,178 Total ending loans balance $ 1,017,442 $ 1,258,474 $ 390,982 $ 323,969 $ 20,733 $ 30,842 $ 3,042,442 For The Three Months Ended March 31, 2018 ALL for the three months ended: Beginning balance $ 5,086 $ 11,863 $ 4,171 $ 2,367 $ 233 $ 451 $ 24,171 Loans charged off (31 ) (426 ) (171 ) (149 ) (26 ) — (803 ) Recoveries — 13 63 43 3 — 122 Provision (credit) (1) 442 (1,164 ) 63 166 20 (27 ) (500 ) Ending balance $ 5,497 $ 10,286 $ 4,126 $ 2,427 $ 230 $ 424 $ 22,990 ALL balance attributable to loans: Individually evaluated for impairment $ 553 $ 368 $ — $ 112 $ — $ — $ 1,033 Collectively evaluated for impairment 4,944 9,918 4,126 2,315 230 424 21,957 Total ending ALL $ 5,497 $ 10,286 $ 4,126 $ 2,427 $ 230 $ 424 $ 22,990 Loans: Individually evaluated for impairment $ 5,059 $ 3,961 $ 1,714 $ 491 $ — $ — $ 11,225 Collectively evaluated for impairment 855,474 1,165,572 376,301 320,151 18,011 42,414 2,777,923 Total ending loans balance $ 860,533 $ 1,169,533 $ 378,015 $ 320,642 $ 18,011 $ 42,414 $ 2,789,148 Residential Real Estate Commercial Real Estate Commercial Home Equity Consumer HPFC Total For The Year Ended December 31, 2018 ALL: Beginning balance $ 5,086 $ 11,863 $ 4,171 $ 2,367 $ 233 $ 451 $ 24,171 Loans charged off (173 ) (512 ) (736 ) (476 ) (96 ) (255 ) (2,248 ) Recoveries 90 28 1,770 44 11 1 1,944 Provision (credit) (1) 1,068 275 (1,585 ) 861 86 140 845 Ending balance $ 6,071 $ 11,654 $ 3,620 $ 2,796 $ 234 $ 337 $ 24,712 ALL balance attributable to loans: Individually evaluated for impairment $ 586 $ 23 $ 53 $ 162 $ — $ — $ 824 Collectively evaluated for impairment 5,485 11,631 3,567 2,634 234 337 23,888 Total ending ALL $ 6,071 $ 11,654 $ 3,620 $ 2,796 $ 234 $ 337 $ 24,712 Loans: Individually evaluated for impairment $ 4,762 $ 930 $ 786 $ 442 $ 6 $ — $ 6,926 Collectively evaluated for impairment 988,104 1,268,603 380,994 327,321 20,618 33,656 3,019,296 Total ending loans balance $ 992,866 $ 1,269,533 $ 381,780 $ 327,763 $ 20,624 $ 33,656 $ 3,026,222 (1) The provision (credit) for loan losses excludes any impact for the change in the reserve for unfunded commitments, which represents management's estimate of the amount required to reflect the probable inherent losses on outstanding letters of credit and unused lines of credit. The reserve for unfunded commitments is presented within accrued interest and other liabilities on the consolidated statements of condition. At March 31, 2019 and 2018, and December 31, 2018 , the reserve for unfunded commitments was $16,000 , $23,000 and $22,000 , respectively.
Schedule of Provision for Credit Losses	The following reconciles the provision for loan losses to the provision for credit losses as presented on the consolidated statements of income for the periods indicated: Three Months Ended Year Ended December 31, 2018 2019 2018 Provision (credit) for loan losses $ 750 $ (500 ) $ 845 Change in reserve for unfunded commitments (6 ) 3 2 Provision (credit) for credit losses $ 744 $ (497 ) $ 847
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 March 31, 2019 Pass (Grades 1-6) $ 1,007,775 $ 1,237,494 $ 385,081 $ — $ — $ 29,519 $ 2,659,869 Performing — — — 321,505 20,710 — 342,215 Special Mention (Grade 7) 878 5,114 2,146 — — 110 8,248 Substandard (Grade 8) 8,789 15,866 3,755 — — 1,213 29,623 Non-performing — — — 2,464 23 — 2,487 Total $ 1,017,442 $ 1,258,474 $ 390,982 $ 323,969 $ 20,733 $ 30,842 $ 3,042,442 December 31, 2018 Pass (Grades 1-6) $ 983,086 $ 1,247,190 $ 374,429 $ — $ — $ 32,261 $ 2,636,966 Performing — — — 325,917 20,595 — 346,512 Special Mention (Grade 7) 887 7,921 3,688 — — 123 12,619 Substandard (Grade 8) 8,893 14,422 3,663 — — 1,272 28,250 Non-performing — — — 1,846 29 — 1,875 Total $ 992,866 $ 1,269,533 $ 381,780 $ 327,763 $ 20,624 $ 33,656 $ 3,026,222
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 March 31, 2019 Residential real estate $ 2,135 $ 491 $ 4,269 $ 6,895 $ 1,010,547 $ 1,017,442 $ — $ 5,415 Commercial real estate 1,387 1,885 397 3,669 1,254,805 1,258,474 — 975 Commercial 1,196 470 324 1,990 388,992 390,982 — 802 Home equity 1,017 192 1,788 2,997 320,972 323,969 — 2,467 Consumer 43 362 23 428 20,305 20,733 14 9 HPFC 5 182 396 583 30,259 30,842 — 485 Total $ 5,783 $ 3,582 $ 7,197 $ 16,562 $ 3,025,880 $ 3,042,442 $ 14 $ 10,153 December 31, 2018 Residential real estate $ 3,300 $ 2,046 $ 4,520 $ 9,866 $ 983,000 $ 992,866 $ — $ 5,492 Commercial real estate 1,794 369 1,108 3,271 1,266,262 1,269,533 — 1,380 Commercial 150 19 799 968 380,812 381,780 — 1,279 Home equity 907 607 1,476 2,990 324,773 327,763 — 1,846 Consumer 67 15 29 111 20,513 20,624 14 15 HPFC — 183 423 606 33,050 33,656 — 518 Total $ 6,218 $ 3,239 $ 8,355 $ 17,812 $ 3,008,410 $ 3,026,222 $ 14 $ 10,530
Troubled Debt Restructuring and Specific Reserve Related to TDRs	The following is a summary of TDRs, by portfolio segment, and the associated specific reserve included within the ALL as of the periods indicated: Number of Contracts Recorded Investment Specific Reserve March 31, 2019 December 31, 2018 March 31, 2019 December 31, 2018 March 31, 2019 December 31, 2018 Residential real estate 25 25 $ 3,594 $ 3,614 $ 410 $ 443 Commercial real estate 2 2 347 347 27 23 Commercial 2 2 138 141 — — Home equity 2 2 301 304 162 162 Total 31 31 $ 4,380 $ 4,406 $ 599 $ 628
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 periods indicated: For the Three Months Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized March 31, 2019: With an allowance recorded: Residential real estate $ 3,454 $ 3,454 $ 553 $ 3,462 $ 30 Commercial real estate 131 131 27 131 1 Commercial — — — 278 — Home equity 828 828 347 573 — Consumer — — — — — HPFC — — — — — Ending balance 4,413 4,413 927 4,444 31 Without an allowance recorded: Residential real estate 1,282 1,406 — 1,286 10 Commercial real estate 279 455 — 539 3 Commercial 223 286 — 226 2 Home equity 67 265 — 96 — Consumer — — — — — HPFC — — — — — Ending balance 1,851 2,412 — 2,147 15 Total impaired loans $ 6,264 $ 6,825 $ 927 $ 6,591 $ 46 March 31, 2018: With an allowance recorded: Residential real estate $ 3,544 $ 3,544 $ 553 $ 3,745 $ 30 Commercial real estate 3,591 3,591 368 4,275 1 Commercial — — — — — Home equity 147 147 112 49 — Consumer — — — — — HPFC — — — — — Ending Balance 7,282 7,282 1,033 8,069 31 Without an allowance recorded: Residential real estate 1,515 1,791 — 1,350 7 Commercial real estate 370 677 — 637 3 Commercial 1,714 2,923 — 1,740 2 Home equity 344 468 — 396 2 Consumer — — — — — HPFC — — — — — Ending Balance 3,943 5,859 — 4,123 14 Total impaired loans $ 11,225 $ 13,141 $ 1,033 $ 12,192 $ 45 For the Year Ended Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized December 31, 2018: With an allowance recorded: Residential real estate $ 3,471 $ 3,471 $ 586 $ 3,591 $ 127 Commercial real estate 131 131 23 1,969 11 Commercial 556 556 53 111 — Home equity 318 318 162 250 — Consumer — — — — — HPFC — — — — — Ending Balance 4,476 4,476 824 5,921 138 Without an allowance recorded: Residential real estate 1,291 1,415 — 1,524 34 Commercial real estate 799 975 — 2,269 13 Commercial 230 293 — 1,379 8 Home equity 124 305 — 195 — Consumer 6 13 — 1 — HPFC — — — — — Ending Balance 2,450 3,001 — 5,368 55 Total impaired loans $ 6,926 $ 7,477 $ 824 $ 11,289 $ 193

LEASES (Tables)

LEASES (Tables)	3 Months Ended
	Mar. 31, 2019
Leases [Abstract]
Components of Lease Expense	The following right-of-use assets and lease liabilities have been reported within other assets and other liabilities on the consolidated statements of condition for the period indicated: March 31, 2019 Balance Sheet Line Item Operating Leases Finance Leases Total Right-of-use assets Other Assets $ 11,599 $ 1,584 $ 13,183 Lease liabilities Other Liabilities 11,615 1,745 13,360 The components of lease expense for the period indicated was as follows: For the Three Months Ended March 31, 2019 Lease Cost: Operating lease cost (1) $ 348 Finance lease cost: Amortization of right-of-use assets 28 Interest on lease liabilities (2) 17 Total finance lease cost 45 Total Lease Cost $ 393 (1) Includes immaterial short-term and variable lease costs, but excludes common area maintenance costs. (2) Includes immaterial variable lease costs.
Supplemental Cash Flow and Balance Sheet Information	Supplemental cash flow information and non-cash activity related to leases was as follows for the period indicated: For the Three Months Ended March 31, 2019 Cash paid for amounts included in the measurement of lease liabilities: Operating cash flows from operating leases $ 309 Operating cash flows from finance leases 17 Financing cash flows from finance leases 26 Right-of-use assets obtained in exchange for lease obligations: Operating leases (1) $ 11,885 Finance leases (1) 1,612 (1) Represents right-of-use assets recorded for the period indicated, including $10.5 million of operating leases and $1.6 million of finance leases recorded upon adoption of ASU 2016-02, as of January 1, 2019. Supplemental balance sheet information related to leases was as follows for the period indicated: For the Three Months Ended March 31, 2019 Weighted average remaining lease term (years): Operating leases 15.5 years Finance leases 22.7 years Weighted average discount rate: Operating leases 3.69 % Finance leases 3.94 %
Maturities of Operating Lease Liabilities	The following summarizes the remaining scheduled future minimum lease payments for operating and finance leases as of March 31, 2019: Operating Leases Finance Leases 2019 $ 1,003 $ 131 2020 1,257 174 2021 1,174 174 2022 1,162 174 2023 1,124 174 Thereafter 9,837 2,095 Total minimum lease payments 15,557 2,922 Less: amount representing interest (1) 3,942 1,177 Present value of net minimum lease payments (2) $ 11,615 $ 1,745 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate. (2) Reflects the liability reported within other liabilities on the consolidated statements of condition.
Maturities of Finance Lease Liabilities	The following summarizes the remaining scheduled future minimum lease payments for operating and finance leases as of March 31, 2019: Operating Leases Finance Leases 2019 $ 1,003 $ 131 2020 1,257 174 2021 1,174 174 2022 1,162 174 2023 1,124 174 Thereafter 9,837 2,095 Total minimum lease payments 15,557 2,922 Less: amount representing interest (1) 3,942 1,177 Present value of net minimum lease payments (2) $ 11,615 $ 1,745 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate. (2) Reflects the liability reported within other liabilities on the consolidated statements of condition.
Schedule Of Future Minimum Lease Payments For Operating And Capital Leases [Table Text Block]	The following summarizes expected future minimum lease payments, in accordance with ASC 840, as of December 31, 2018: Operating Capital 2019 $ 1,420 $ 179 2020 941 179 2021 726 182 2022 539 184 2023 434 184 Thereafter 1,268 1,592 Total minimum lease payments $ 5,328 2,500 Less: amount representing interest (1) 920 Present value of net minimum lease payments (2) $ 1,580 (1) Amount necessary to reduce net minimum lease payments to present value calculated at the Company's incremental borrowing rate at lease inception. (2) Reflects the liability reported within long-term borrowings on the consolidated statements of condition at December 31, 2018.

BORROWINGS (Tables)

BORROWINGS (Tables)	3 Months Ended
	Mar. 31, 2019
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: March 31, December 31, 2018 Short-Term Borrowings: Customer repurchase agreements $ 256,181 $ 245,868 FHLBB borrowings — 25,000 Total short-term borrowings $ 256,181 $ 270,868 Long-Term Borrowings: FHLBB borrowings $ 10,000 $ 10,000 Capital lease obligation (1) — 1,580 Total long-term borrowings $ 10,000 $ 11,580 (1) Upon adoption of ASU 2016-02, effective January 1, 2019, lease liabilities are presented within other liabilities on the consolidated statements of condition. Refer to Notes 2 and 5 for further information.

REPURCHASE AGREEMENTS (Tables)

REPURCHASE AGREEMENTS (Tables)	3 Months Ended
	Mar. 31, 2019
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 for the periods indicated: March 31, 2019 December 31, 2018 Customer Repurchase Agreements (1)(2) : Obligations of states and political subdivisions $ 1,409 $ 1,455 Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 126,267 125,590 Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 128,505 118,823 Total $ 256,181 $ 245,868 (1) Presented within short-term borrowings on the consolidated statements of condition. (2) All customer repurchase agreements mature continuously or overnight for the dates indicated.

COMMITMENTS, CONTINGENCIES AN_2

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Tables)	3 Months Ended
	Mar. 31, 2019
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 off-balance sheet financial instruments: March 31, December 31, Lending-Related Instruments: Commitments to extend credit $ 669,193 $ 654,575 Standby letters of credit 5,938 3,063 Derivative Financial Instruments: Customer loan swaps $ 802,580 $ 833,030 Junior subordinated debt interest rate swaps 43,000 43,000 Fixed-rate mortgage interest rate lock commitments 22,840 12,077 Forward delivery commitments 8,711 4,315 FHLBB advance interest rate swaps — 25,000
Summary of Derivative Financial Instruments	The following table presents the total positions, notional and fair value of the Company's customer loans swaps with its commercial customers and the corresponding interest rate swap agreements with counterparty for the periods indicated: March 31, 2019 December 31, 2018 Presentation on Consolidated Statements of Condition Number of Positions Notional Amount Fair Value Number of Positions Notional Amount Fair Value Receive fixed, pay variable Accrued interest and other liabilities 36 $ 149,813 $ (3,320 ) 57 $ 297,624 $ (7,841 ) Receive fixed, pay variable Other assets 46 251,477 7,722 25 118,891 3,467 Pay fixed, receive variable (Accrued interest and other liabilities)/other assets 82 401,290 (4,402 ) 82 416,515 4,374 Total 164 $ 802,580 $ — 164 $ 833,030 $ — The Company's pipeline of mortgage loans with fixed-rate interest rate lock commitments for which it intends to sell the loan upon origination were as follows for the dates indicated: March 31, 2019 December 31, 2018 Presentation on Consolidated Statements of Condition Notional Amount Fair Value Notional Amount Fair Value Fixed-rate mortgage interest rate locks Other assets $ 18,465 $ 293 $ 8,239 $ 95 Fixed-rate mortgage interest rate locks Accrued interest and other liabilities 4,375 (45 ) 3,838 (28 ) Total $ 22,840 $ 248 $ 12,077 $ 67 The details of the junior subordinated debt interest rate swaps for the periods indicated were as follows: March 31, 2019 December 31, 2018 Trade Maturity Variable Index Fixed Rate Presentation on Consolidated Statements of Condition Notional Amount Fair Value Notional Amount Fair Value 3/18/2009 6/30/2021 3-Month USD LIBOR 5.09% Accrued interest and other liabilities $ 10,000 $ (303 ) $ 10,000 $ (272 ) 7/8/2009 6/30/2029 3-Month USD LIBOR 5.84% Accrued interest and other liabilities 10,000 (1,932 ) 10,000 (1,655 ) 5/6/2010 6/30/2030 3-Month USD LIBOR 5.71% Accrued interest and other liabilities 10,000 (1,938 ) 10,000 (1,636 ) 3/14/2011 3/30/2031 3-Month USD LIBOR 4.35% Accrued interest and other liabilities 5,000 (1,036 ) 5,000 (877 ) 5/4/2011 7/7/2031 3-Month USD LIBOR 4.14% Accrued interest and other liabilities 8,000 (1,502 ) 8,000 (1,242 ) $ 43,000 $ (6,711 ) $ 43,000 $ (5,682 )
Forward Delivery Commitments	The Company's forward delivery commitments on loans held for sale was as follows for the periods indicated: March 31, 2019 December 31, 2018 Balance Sheet Location Notional Fair Value Notional Fair Value Forward delivery commitments ("best effort") Other Assets $ 5,811 $ 129 $ 2,593 $ 32 Forward delivery commitments ("best effort") Accrued interest and other liabilities 2,900 (31 ) 1,722 (17 ) Total $ 8,711 $ 98 $ 4,315 $ 15
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)	The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated: For The Three Months Ended March 31, 2019 2018 Derivatives designated as cash flow hedges: Effective portion of unrealized (losses) gains recognized within OCI during the period, net of tax $ (925 ) $ 1,328 Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, gross $ 119 $ 64

BALANCE SHEET OFFSETTING (Table

BALANCE SHEET OFFSETTING (Tables)	3 Months Ended
	Mar. 31, 2019
Offsetting [Abstract]
Offsetting Assets [Table Text Block]	The following table presents the Company's derivative positions and repurchase agreements, and the potential effect of netting arrangements on its financial position, as of the dates indicated: Gross Amount Not Offset in the Consolidated Statements of Condition Gross Amount Recognized in the Consolidated Statements of Condition Gross Amount Offset in the Consolidated Statements of Condition Net Amount Presented in the Consolidated Statements of Condition Financial Instruments Pledged (Received) (1) Cash Collateral Pledged (Received) (1) Net Amount March 31, 2019 Derivative assets: Customer loan swaps - commercial customer $ 7,722 $ — $ 7,722 $ — $ — $ 7,722 Total $ 7,722 $ — $ 7,722 $ — $ — $ 7,722 Derivative liabilities: Junior subordinated debt interest rate swaps $ 6,711 $ — $ 6,711 $ — $ 6,711 $ — Customer loan swaps - dealer bank 4,402 — 4,402 — 4,402 — Customer loan swaps - commercial customer 3,320 — 3,320 — — 3,320 Total $ 14,433 $ — $ 14,433 $ — $ 11,113 $ 3,320 Customer repurchase agreements $ 256,181 $ — $ 256,181 $ 256,181 $ — $ — December 31, 2018 Derivative assets: Customer loan swaps - dealer bank $ 4,374 $ — $ 4,374 $ — $ (4,374 ) $ — Customer loan swaps - commercial customer 3,467 — 3,467 — — 3,467 FHLBB advance interest rate swaps 30 — 30 — (30 ) — Total $ 7,871 $ — $ 7,871 $ — $ (4,404 ) $ 3,467 Derivative liabilities: Junior subordinated debt interest rate swaps $ 5,682 $ — $ 5,682 $ — $ 5,682 $ — Customer loan swaps - commercial customer 7,841 — 7,841 — — 7,841 Total $ 13,523 $ — $ 13,523 $ — $ 5,682 $ 7,841 Customer repurchase agreements $ 245,868 $ — $ 245,868 $ 245,868 $ — $ — (1) The amount presented was the lesser of the amount pledged (received) or the net amount presented in the consolidated statements of condition.
Offsetting Liabilities [Table Text Block]	The following table presents the Company's derivative positions and repurchase agreements, and the potential effect of netting arrangements on its financial position, as of the dates indicated: Gross Amount Not Offset in the Consolidated Statements of Condition Gross Amount Recognized in the Consolidated Statements of Condition Gross Amount Offset in the Consolidated Statements of Condition Net Amount Presented in the Consolidated Statements of Condition Financial Instruments Pledged (Received) (1) Cash Collateral Pledged (Received) (1) Net Amount March 31, 2019 Derivative assets: Customer loan swaps - commercial customer $ 7,722 $ — $ 7,722 $ — $ — $ 7,722 Total $ 7,722 $ — $ 7,722 $ — $ — $ 7,722 Derivative liabilities: Junior subordinated debt interest rate swaps $ 6,711 $ — $ 6,711 $ — $ 6,711 $ — Customer loan swaps - dealer bank 4,402 — 4,402 — 4,402 — Customer loan swaps - commercial customer 3,320 — 3,320 — — 3,320 Total $ 14,433 $ — $ 14,433 $ — $ 11,113 $ 3,320 Customer repurchase agreements $ 256,181 $ — $ 256,181 $ 256,181 $ — $ — December 31, 2018 Derivative assets: Customer loan swaps - dealer bank $ 4,374 $ — $ 4,374 $ — $ (4,374 ) $ — Customer loan swaps - commercial customer 3,467 — 3,467 — — 3,467 FHLBB advance interest rate swaps 30 — 30 — (30 ) — Total $ 7,871 $ — $ 7,871 $ — $ (4,404 ) $ 3,467 Derivative liabilities: Junior subordinated debt interest rate swaps $ 5,682 $ — $ 5,682 $ — $ 5,682 $ — Customer loan swaps - commercial customer 7,841 — 7,841 — — 7,841 Total $ 13,523 $ — $ 13,523 $ — $ 5,682 $ 7,841 Customer repurchase agreements $ 245,868 $ — $ 245,868 $ 245,868 $ — $ — (1) The amount presented was the lesser of the amount pledged (received) or the net amount presented in the consolidated statements of condition.

REGULATORY CAPITAL REQUIREMEN_2

REGULATORY CAPITAL REQUIREMENTS (Tables)	3 Months Ended
	Mar. 31, 2019
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: March 31, Minimum Regulatory Capital Required for Capital Adequacy plus Capital Conservation Buffer Minimum Regulatory Provision To Be "Well Capitalized" Under Prompt Corrective Action Provisions December 31, Minimum Regulatory Capital Required for Capital Adequacy 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 $ 442,960 14.46 % 10.50 % N/A $ 434,331 14.36 % 9.875 % N/A Tier I risk-based capital ratio 402,743 13.14 % 8.50 % N/A 394,597 13.04 % 7.875 % N/A Common equity Tier I risk-based capital ratio 359,743 11.74 % 7.00 % N/A 351,597 11.62 % 6.375 % N/A Tier I leverage capital ratio 402,743 9.47 % 4.00 % N/A 394,597 9.53 % 4.00 % N/A Camden National Bank: Total risk-based capital ratio $ 407,658 13.31 % 10.50 % 10.00 % $ 398,773 13.18 % 9.875 % 10.00 % Tier I risk-based capital ratio 382,441 12.49 % 8.50 % 8.00 % 374,039 12.36 % 7.875 % 8.00 % Common equity Tier I risk-based capital ratio 382,441 12.49 % 7.00 % 6.50 % 374,039 12.36 % 6.375 % 6.50 % Tier I leverage capital ratio 382,441 9.02 % 4.00 % 5.00 % 374,039 9.06 % 4.00 % 5.00 %

EMPLOYEE BENEFIT PLANS (Tables)

EMPLOYEE BENEFIT PLANS (Tables)	3 Months Ended
	Mar. 31, 2019
Retirement Benefits [Abstract]
Components of Net Period Benefit Cost	The components of net periodic benefit cost for the periods ended March 31, 2019 and 2018 , were as follows: Supplemental Executive Retirement Plan: Three Months Ended Net periodic pension cost Income Statement Presentation 2019 2018 Service cost Salaries and employee benefits $ 99 $ 112 Interest cost Other expenses 131 122 Recognized net actuarial loss Other expenses 61 140 Total $ 291 $ 374 Other Postretirement Benefit Plan: Three Months Ended Net periodic postretirement benefit cost Income Statement Presentation 2019 2018 Service cost Salaries and employee benefits $ 12 $ 12 Interest cost Other expenses 37 33 Recognized net actuarial loss Other expenses 6 13 Amortization of prior service credit Other expenses (6 ) (6 ) Total $ 49 $ 52

EARNINGS PER SHARE (Tables)

EARNINGS PER SHARE (Tables)	3 Months Ended
	Mar. 31, 2019
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 2019 2018 Net income $ 14,273 $ 12,820 Dividends and undistributed earnings allocated to participating securities (1) (28 ) (40 ) Net income available to common shareholders $ 14,245 $ 12,780 Weighted-average common shares outstanding for basic EPS 15,592,141 15,541,975 Dilutive effect of stock-based awards (2) 41,985 61,405 Weighted-average common and potential common shares for diluted EPS 15,634,126 15,603,380 Earnings per common share: Basic EPS $ 0.91 $ 0.82 Diluted EPS $ 0.91 $ 0.82 Awards excluded from the calculation of diluted EPS (3) : Stock options 1,000 — (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 and vesting of restricted shares and restricted stock units utilizing the treasury stock method. Not included are the unvested LTIP awards, which are the Company's performance-based awards.

FAIR VALUE MEASUREMENT AND DI_2

FAIR VALUE MEASUREMENT AND DISCLOSURE (Tables)	3 Months Ended
	Mar. 31, 2019
Fair Value Disclosures [Abstract]
Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis	The following table summarizes financial assets and financial liabilities measured at fair value on a recurring basis as of March 31, 2019 and December 31, 2018 , segregated by the level of the valuation inputs within the fair value hierarchy utilized to measure fair value: Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) March 31, 2019 Financial assets: Loans held for sale $ 8,795 $ — $ 8,795 $ — AFS investments: Obligations of states and political subdivisions 93,020 — 93,020 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 448,821 — 448,821 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 361,400 — 361,400 — Subordinated corporate bonds 21,070 — 21,070 — Equity securities - bank stock 988 — 988 — Customer loan swaps 7,722 — 7,722 — Fixed-rate mortgage interest rate lock commitments 293 — 293 — Forward delivery commitments 129 — 129 — Financial liabilities: Junior subordinated debt interest rate swaps 6,711 — 6,711 — Customer loan swaps 7,722 — 7,722 — Fixed-rate mortgage interest rate lock commitments 45 — 45 — Forward delivery commitments 31 — 31 — December 31, 2018 Financial assets: Loans held for sale $ 4,403 $ — $ 4,403 $ — AFS investments: Obligations of states and political subdivisions 93,752 — 93,752 — Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises 453,672 — 453,672 — Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises 342,894 — 342,894 — Subordinated corporate bonds 20,374 — 20,374 — Equity securities - bank stock 746 — 746 — Customer loan swaps 7,841 — 7,841 — Fixed-rate mortgage interest rate lock commitments 95 — 95 — Forward delivery commitments 32 — 32 — FHLBB advance interest rate swaps 30 — 30 — Financial liabilities: Junior subordinated debt interest rate swaps 5,682 — 5,682 — Customer loan swaps 7,841 — 7,841 — Fixed-rate mortgage interest rate lock commitments 28 — 28 — Forward delivery commitments 17 — 17 —
Summary of Assets Measured at Fair Value on Non Recurring Basis	The table below highlights financial and non-financial assets measured and recorded at fair value on a non-recurring basis as of March 31, 2019 and December 31, 2018 : Fair Value Readily Available Market Prices (Level 1) Observable Market Data (Level 2) Company Determined Fair Value (Level 3) March 31, 2019 Financial assets: Collateral-dependent impaired loans $ 925 $ — $ — $ 925 Non-financial assets: OREO 130 — — 130 December 31, 2018 Financial assets: Collateral-dependent impaired loans $ 522 $ — $ — $ 522 Non-financial assets: OREO 130 — — 130
Valuation Methodology and Unobservable Inputs for Level Three Assets Measured at Fair Value on Non Recurring Basis	The following table presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at March 31, 2019 and December 31, 2018 : Fair Value Valuation Methodology Unobservable input Discount Range (Weighted-Average) March 31, 2019 Collateral-dependent impaired loans: Partially charged-off $ 44 Market approach appraisal of collateral Management adjustment of appraisal 0% (0%) Estimated selling costs 10% (10%) Specifically reserved $ 881 Market approach appraisal of collateral Management adjustment of appraisal 0-39% (16%) Estimated selling costs 10-13% (11%) OREO $ 130 Market approach appraisal of collateral Management adjustment of appraisal 19% (19%) Estimated selling cost 10% (10%) December 31, 2018 Collateral-dependent impaired loans: Partially charged-off $ 50 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 10% (10%) Specifically reserved $ 472 Market approach appraisal of collateral Management adjustment 0% (0%) Estimated selling costs 10% (10%) OREO $ 130 Market approach appraisal of collateral Management adjustment of appraisal 19% (19%) Estimated selling cost 10% (10%)
Carrying Amounts and Estimated Fair Value for Financial Instrument Assets and Liabilities	The estimated fair values and related carrying amounts for assets and liabilities for which fair value is only disclosed are shown below as of the periods indicated: Carrying Amount Fair Value Readily Available Market Prices (Level 1) Observable Market Prices (Level 2) Company Determined Market Prices (Level 3) March 31, 2019 Financial assets: HTM securities $ 1,306 $ 1,324 $ — $ 1,324 $ — Residential real estate loans (1) 1,011,289 990,279 — — 990,279 Commercial real estate loans (1) 1,246,636 1,226,222 — — 1,226,222 Commercial loans (1)(2) 417,900 411,935 — — 411,935 Home equity loans (1) 320,942 314,250 — — 314,250 Consumer loans (1) 20,474 18,918 — — 18,918 Servicing assets 772 1,540 — — 1,540 Financial liabilities: Time deposits $ 695,856 $ 691,689 $ — $ 691,689 $ — Short-term borrowings 256,181 255,899 — 255,899 — Long-term borrowings 10,000 9,926 — 9,926 — Subordinated debentures 58,978 49,578 — 49,578 — December 31, 2018 Financial assets: HTM securities $ 1,307 $ 1,291 $ — $ 1,291 $ — Residential real estate loans (1) 986,795 957,957 — — 957,957 Commercial real estate loans (1) 1,257,879 1,218,436 — — 1,218,436 Commercial loans (1)(2) 411,479 404,805 — — 404,805 Home equity loans (1) 324,967 317,359 — — 317,359 Consumer loans (1) 20,390 18,969 — — 18,969 Servicing assets 831 1,677 — — 1,677 Financial liabilities: Time deposits $ 661,281 $ 654,954 $ — $ 654,954 $ — Short-term borrowings 270,868 270,598 — 270,598 — Long-term borrowings 11,580 11,573 — 11,573 — Subordinated debentures 59,067 49,060 — 49,060 — (1) The presented carrying amount is net of the allocated ALL. (2) Includes the HPFC loan portfolio.

RECENT ACCOUNTING PRONOUNCEME_2

RECENT ACCOUNTING PRONOUNCEMENTS NEW ACCOUNTING PRONOUNCEMENTS (Narrative) (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Jan. 01, 2019	Mar. 31, 2018
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Operating lease assets		$ 11,599
Finance lease assets		1,584
Operating lease liabilities		11,615
ASU 2016-02
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Operating lease assets			$ 12,100
Finance lease assets			12,100
Operating lease liabilities			$ 12,300
Cumulative effect adjustment	[1]	254
ASU 2016-02 | Retained Earnings
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect adjustment	[1]	$ 254
ASU 2016-01 | Retained Earnings
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect adjustment	[2]			$ 198
[1]	(3) Effective January 1, 2019, the Company adopted ASU 2016-02, Leases, on a modified-retrospective basis. Refer to Note 2 for further details.
[2]	(1)Effective January 1, 2018, the Company adopted ASU 2016-01, Income Statement - Financial Instruments. As a result of the adoption, the Company reclassified its unrealized gain on equity investments from accumulated other comprehensive loss to retained earnings.

INVESTMENTS (Summary of Amortiz

INVESTMENTS (Summary of Amortized Costs and Estimated Fair Values of Available-For-Sale Securities) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
AFS Investments (carried at fair value):
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	$ 924,311	$ 910,692
HTM Investments (carried at amortized cost):
Amortized Cost	1,306	1,307
Unrealized Gains	21	8
Unrealized Losses	(3)	(24)
Fair Value	1,324	1,291
Obligations of states and political subdivisions
AFS Investments (carried at fair value):
Amortized Cost	92,030	94,430
Unrealized Gains	1,095	216
Unrealized Losses	(105)	(894)
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	93,020	93,752
HTM Investments (carried at amortized cost):
Amortized Cost	1,306	1,307
Unrealized Gains	21	8
Unrealized Losses	(3)	(24)
Fair Value	1,324	1,291
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
AFS Investments (carried at fair value):
Amortized Cost	453,980	466,613
Unrealized Gains	1,290	583
Unrealized Losses	(6,449)	(13,524)
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	448,821	453,672
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
AFS Investments (carried at fair value):
Amortized Cost	366,727	351,958
Unrealized Gains	1,888	1,007
Unrealized Losses	(7,215)	(10,071)
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	361,400	342,894
Subordinated corporate bonds
AFS Investments (carried at fair value):
Amortized Cost	20,398	20,398
Unrealized Gains	672	23
Unrealized Losses	0	(47)
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	21,070	20,374
Total AFS investments
AFS Investments (carried at fair value):
Amortized Cost	933,135	933,399
Unrealized Gains	4,945	1,829
Unrealized Losses	(13,769)	(24,536)
Available-for-sale securities, at fair value (book value of $933,135 and $933,399, respectively)	$ 924,311	$ 910,692

INVESTMENTS (Schedule of Unreal

INVESTMENTS (Schedule of Unrealized Gross Losses and Estimated Fair values of Investment Securities) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	$ 10,876	$ 100,011
Unrealized Losses - Less Than 12 Months	(46)	(599)
Fair Value - 12 Months of More	582,441	621,294
Unrealized Losses - 12 Months or More	(13,723)	(23,937)
Fair Value	593,317	721,305
Unrealized losses	(13,769)	(24,536)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0	509
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	(5)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	426	411
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(3)	(19)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	426	920
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	(3)	(24)
Obligations of states and political subdivisions
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months	2,017	36,218
Unrealized Losses - Less Than 12 Months	0	(281)
Fair Value - 12 Months of More	9,941	28,437
Unrealized Losses - 12 Months or More	(105)	(613)
Fair Value	11,958	64,655
Unrealized losses	(105)	(894)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0	509
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	(5)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	426	411
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(3)	(19)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	426	920
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	(3)	(24)
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	8,859	46,459
Unrealized Losses - Less Than 12 Months	(46)	(252)
Fair Value - 12 Months of More	347,541	364,430
Unrealized Losses - 12 Months or More	(6,403)	(13,272)
Fair Value	356,400	410,889
Unrealized losses	(6,449)	(13,524)
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	0	5,956
Unrealized Losses - Less Than 12 Months	0	(40)
Fair Value - 12 Months of More	224,959	227,461
Unrealized Losses - 12 Months or More	(7,215)	(10,031)
Fair Value	224,959	233,417
Unrealized losses	$ (7,215)	(10,071)
Subordinated corporate bonds
Schedule of Available-for-sale Securities [Line Items]
Fair Value - Less Than 12 Months		11,378
Unrealized Losses - Less Than 12 Months		(26)
Fair Value - 12 Months of More		966
Unrealized Losses - 12 Months or More		(21)
Fair Value		12,344
Unrealized losses		$ (47)

INVESTMENTS (Schedule of Amorti

INVESTMENTS (Schedule of Amortized Cost and Estimated Fair Values of Debt Securities by Contractual Maturity) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Available-for-sale, Amortized Cost
Due in one year or less	$ 14,702
Due after one year through five years	68,822
Due after five years through ten years	241,455
Due after ten years	608,156
Amortized cost, total	933,135
Available-for-sale, Fair Value
Due in one year or less	14,669
Due after one year through five years	67,998
Due after five years through ten years	240,454
Due after ten years	601,190
Fair value, total	924,311
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]
Due in one year or less	0
Due after one year through five years	0
Due after five years through ten years	1,306
Due after ten years	0
Amortized Cost	1,306	$ 1,307
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value [Abstract]
Due in one year or less	0
Due after one year through five years	0
Due after five years through ten years	1,324
Due after ten years	0
Held-to-maturity Securities, Fair Value	$ 1,324	$ 1,291

INVESTMENTS (Narrative) (Detail

INVESTMENTS (Narrative) (Detail)	3 Months Ended
	Mar. 31, 2019USD ($)security	Mar. 31, 2018USD ($)	Dec. 31, 2018USD ($)security
Schedule of Investments [Line Items]
Net unrealized gains (losses) on available-for-sale securities, net of tax	$ (6,927,000)		$ (17,826,000)
Deferred tax assets, unrealized losses on available for sale securities	1,900,000		$ 4,900,000
Payments to acquire investments	$ 26,700,000	$ 50,100,000
AFS securities in unrealized loss positions, number of positions | security	192		302
AFS and HTM securities in Continuous Unrealized Loss Position	$ 593,700,000		$ 722,200,000
AFS and HTM Securities Unrealized Loss Accumulated in Investments	13,800,000		24,600,000
Fair Value - 12 Months of More	$ 582,441,000		$ 621,294,000
Unrealized Loss as a Percent of Fair Value	2.30%		3.40%
Security pledged as collateral, amortized cost	$ 679,000,000		$ 734,100,000
Security pledged as collateral, fair value	671,600,000		714,400,000
Unrealized loss, change in fair value of bank stock equity securities	242,000	(35,000)
Gain on sale of other investment		195,000
Dividend Income, Operating	230,000	286,000
Mortgage Backed Securities and Collateralized Mortgage Obligations
Schedule of Investments [Line Items]
AFS and HTM Securities Unrealized Loss Accumulated in Investments	13,600,000		23,300,000
Fair Value - 12 Months of More	572,500,000		591,900,000
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	347,541,000		364,430,000
Collateralized Mortgage Obligations
Schedule of Investments [Line Items]
Fair Value - 12 Months of More	224,959,000		$ 227,461,000
Available-for-sale Securities [Member]
Schedule of Investments [Line Items]
Gain (Loss) on Sale of Securities, Net	$ 0
Net gain on sale of securities		$ 0

INVESTMENTS (Schedule of Amor_2

INVESTMENTS (Schedule of Amortized Cost and Fair Value of Other Investments) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Equity securities - bank stock, Amortized Cost	$ 544		$ 544
Equity securities - bank stock, Unrealized Gains	444	$ 202
Equity securities - bank stock, Unrealized Losses	0	0
Equity securities - bank stock, Fair Value	988		746
FHLBB (carried at cost)	4,880		8,559
FRB (carried at cost)	5,374		5,374
Other Investments, Amortized Cost	10,798		14,477
Other Investments, Unrealized Gain	444	202
Other Investments, Unrealized Loss	0	$ 0
Other Investments, Fair Value	$ 11,242		$ 14,679

LOANS AND ALLOWANCE FOR LOAN _3

LOANS AND ALLOWANCE FOR LOAN LOSSES (Composition of Loan Portfolio) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 3,042,442	$ 3,026,222	$ 2,789,148
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	1,017,442	992,866
Loans	1,017,442	992,866	860,533
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	1,258,474	1,269,533
Loans	1,258,474	1,269,533	1,169,533
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	390,982	381,780
Loans	390,982	381,780	378,015
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	323,969	327,763
Loans	323,969	327,763	320,642
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	20,733	20,624
Loans	20,733	20,624	18,011
HPFC Portfolio Segment
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gross loans	30,842	33,656
Loans	$ 30,842	$ 33,656	$ 42,414

LOANS AND ALLOWANCE FOR LOAN _4

LOANS AND ALLOWANCE FOR LOAN LOSSES (Narrative) (Details)	3 Months Ended		12 Months Ended
	Mar. 31, 2019USD ($)loan	Mar. 31, 2018USD ($)loan	Dec. 31, 2018USD ($)	Jun. 30, 2018USD ($)	Dec. 31, 2017USD ($)	Jun. 30, 2017USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Related Parties, Description	At March 31, 2019 and 2018, outstanding loans to certain officers, directors and their associated companies was less than 5% of the Company's shareholders' equity.	At March 31, 2019 and 2018, outstanding loans to certain officers, directors and their associated companies was less than 5% of the Company's shareholders' equity.
Non-Accrual Loans	$ 10,153,000		$ 10,530,000
Other industry exposures	0
Interest lost on nonaccrual loans	$ 109,000	$ 162,000
Number of TDRs | loan	0	0
Loans modified | loan	0	0
Financing Receivable, Individually Evaluated for Impairment	$ 6,264,000	$ 11,225,000	6,926,000
Proceeds from the sale of mortgage loans	28,834,000	46,426,000
Gain on sale of mortgage loans	826,000	1,220,000
Loans held for sale, at fair value (book value of $8,711 and $4,314, respectively)	8,795,000		4,403,000
Financing Receivable, Allowance for Credit Losses	25,201,000	22,990,000	24,712,000	$ 24,712,000	$ 24,171,000	$ 24,171,000
FHLB advances, general debt obligations, pledged collateral	1,300,000,000		1,100,000,000
Derivative, Fair Value, Net	98,000		15,000
Unrealized Gain (Loss) on Derivatives	(181,000)	(12,000)
Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans restructured due to credit difficulties that are now performing	3,800,000		3,900,000
Financing receivables impaired TDR non-performing	600,000		500,000
Residential Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	5,415,000		5,492,000
Financing Receivable, Individually Evaluated for Impairment	4,736,000	5,059,000	4,762,000
Mortgage Loans in Process of Foreclosure, Amount	2,700,000		2,300,000
Financing Receivable, Allowance for Credit Losses	6,153,000	5,497,000	6,071,000	6,071,000	5,086,000	5,086,000
Commercial Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	975,000		1,380,000
Financing Receivable, Individually Evaluated for Impairment	410,000	3,961,000	930,000
Financing Receivable, Allowance for Credit Losses	11,838,000	10,286,000	11,654,000	11,654,000	11,863,000	11,863,000
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	802,000		1,279,000
Financing Receivable, Individually Evaluated for Impairment	223,000	1,714,000	786,000
Financing Receivable, Allowance for Credit Losses	3,616,000	4,126,000	3,620,000	3,620,000	4,171,000	4,171,000
Home Equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	2,467,000		1,846,000
Financing Receivable, Individually Evaluated for Impairment	895,000	491,000	442,000
Financing Receivable, Allowance for Credit Losses	3,027,000	2,427,000	2,796,000	2,796,000	2,367,000	2,367,000
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	9,000		15,000
Financing Receivable, Individually Evaluated for Impairment	0	0	6,000
Financing Receivable, Allowance for Credit Losses	259,000	230,000	234,000	234,000	233,000	233,000
HPFC Portfolio Segment
Accounts, Notes, Loans and Financing Receivable [Line Items]
Non-Accrual Loans	485,000		518,000
Financing Receivable, Individually Evaluated for Impairment	0	0
Financing Receivable, Allowance for Credit Losses	308,000	424,000	337,000	$ 337,000	$ 451,000	$ 451,000
Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Proceeds from the sale of mortgage loans	28,000,000	45,200,000
Gain on sale of mortgage loans	800,000	1,200,000
Loans held for sale, at fair value (book value of $8,711 and $4,314, respectively)	8,700,000		4,300,000
Nonoperating Income (Expense) | Fixed Rate Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Gain on sale of mortgage loans	(4,000)	9,000
Unrealized gain (loss) on loans held for sale	$ 84,000		89,000
Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of Months	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
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
Forward Contracts [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Derivative, Fair Value, Net	98,000		$ 15,000
Unrealized Gain (Loss) on Derivatives	$ 83,000	$ 19,000

LOANS AND ALLOWANCE FOR LOAN _5

LOANS AND ALLOWANCE FOR LOAN LOSSES (Activity in Allowance for Loan Losses by Portfolio Segment) (Details) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Financing Receivable, Allowance for Credit Losses [Line Items]
Reserve for unfunded commitments	$ 16,000	$ 23,000	$ 22,000
Activity in ALL:
Beginning balance	24,712,000	24,171,000	24,171,000
Loans charged off	(336,000)	(803,000)	(2,248,000)
Recoveries	75,000	122,000	1,944,000
Provision (credit)(1)	750,000	(500,000)	845,000
Ending balance	25,201,000	22,990,000	24,712,000
Ending Balance: Individually evaluated for impairment	927,000	1,033,000	824,000
Ending Balance: Collectively evaluated for impairment	24,274,000	21,957,000	23,888,000
Ending Balance: Individually evaluated for impairment	6,264,000	11,225,000	6,926,000
Ending Balance: Collectively evaluated for impairment	3,036,178,000	2,777,923,000	3,019,296,000
Total Loans Outstanding	3,042,442,000	2,789,148,000	3,026,222,000
Residential Real Estate
Activity in ALL:
Beginning balance	6,071,000	5,086,000	5,086,000
Loans charged off	(11,000)	(31,000)	(173,000)
Recoveries	2,000	0	90,000
Provision (credit)(1)	91,000	442,000	1,068,000
Ending balance	6,153,000	5,497,000	6,071,000
Ending Balance: Individually evaluated for impairment	553,000	553,000	586,000
Ending Balance: Collectively evaluated for impairment	5,600,000	4,944,000	5,485,000
Ending Balance: Individually evaluated for impairment	4,736,000	5,059,000	4,762,000
Ending Balance: Collectively evaluated for impairment	1,012,706,000	855,474,000	988,104,000
Total Loans Outstanding	1,017,442,000	860,533,000	992,866,000
Commercial Real Estate
Activity in ALL:
Beginning balance	11,654,000	11,863,000	11,863,000
Loans charged off	(65,000)	(426,000)	(512,000)
Recoveries	4,000	13,000	28,000
Provision (credit)(1)	245,000	(1,164,000)	275,000
Ending balance	11,838,000	10,286,000	11,654,000
Ending Balance: Individually evaluated for impairment	27,000	368,000	23,000
Ending Balance: Collectively evaluated for impairment	11,811,000	9,918,000	11,631,000
Ending Balance: Individually evaluated for impairment	410,000	3,961,000	930,000
Ending Balance: Collectively evaluated for impairment	1,258,064,000	1,165,572,000	1,268,603,000
Total Loans Outstanding	1,258,474,000	1,169,533,000	1,269,533,000
Commercial
Activity in ALL:
Beginning balance	3,620,000	4,171,000	4,171,000
Loans charged off	(236,000)	(171,000)	(736,000)
Recoveries	62,000	63,000	1,770,000
Provision (credit)(1)	170,000	63,000	(1,585,000)
Ending balance	3,616,000	4,126,000	3,620,000
Ending Balance: Individually evaluated for impairment	0	0	53,000
Ending Balance: Collectively evaluated for impairment	3,616,000	4,126,000	3,567,000
Ending Balance: Individually evaluated for impairment	223,000	1,714,000	786,000
Ending Balance: Collectively evaluated for impairment	390,759,000	376,301,000	380,994,000
Total Loans Outstanding	390,982,000	378,015,000	381,780,000
Home Equity
Activity in ALL:
Beginning balance	2,796,000	2,367,000	2,367,000
Loans charged off	(10,000)	(149,000)	(476,000)
Recoveries	0	43,000	44,000
Provision (credit)(1)	241,000	166,000	861,000
Ending balance	3,027,000	2,427,000	2,796,000
Ending Balance: Individually evaluated for impairment	347,000	112,000	162,000
Ending Balance: Collectively evaluated for impairment	2,680,000	2,315,000	2,634,000
Ending Balance: Individually evaluated for impairment	895,000	491,000	442,000
Ending Balance: Collectively evaluated for impairment	323,074,000	320,151,000	327,321,000
Total Loans Outstanding	323,969,000	320,642,000	327,763,000
Consumer
Activity in ALL:
Beginning balance	234,000	233,000	233,000
Loans charged off	(14,000)	(26,000)	(96,000)
Recoveries	7,000	3,000	11,000
Provision (credit)(1)	32,000	20,000	86,000
Ending balance	259,000	230,000	234,000
Ending Balance: Individually evaluated for impairment	0	0
Ending Balance: Collectively evaluated for impairment	259,000	230,000	234,000
Ending Balance: Individually evaluated for impairment	0	0	6,000
Ending Balance: Collectively evaluated for impairment	20,733,000	18,011,000	20,618,000
Total Loans Outstanding	20,733,000	18,011,000	20,624,000
HPFC Portfolio Segment
Activity in ALL:
Beginning balance	337,000	451,000	451,000
Loans charged off	0	0	(255,000)
Recoveries	0	0	1,000
Provision (credit)(1)	(29,000)	(27,000)	140,000
Ending balance	308,000	424,000	337,000
Ending Balance: Individually evaluated for impairment	0	0
Ending Balance: Collectively evaluated for impairment	308,000	424,000	337,000
Ending Balance: Individually evaluated for impairment	0	0
Ending Balance: Collectively evaluated for impairment	30,842,000	42,414,000	33,656,000
Total Loans Outstanding	$ 30,842,000	$ 42,414,000	$ 33,656,000

LOANS AND ALLOWANCE FOR LOAN _6

LOANS AND ALLOWANCE FOR LOAN LOSSES (Schedule of Provision for Credit Losses) (Details) - USD ($) $ in Thousands	3 Months Ended		12 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
LOANS AND ALLOWANCE FOR LOAN LOSSES [Abstract]
Provision (credit)(1)	$ 750	$ (500)	$ 845
Change in reserve for unfunded commitments	(6)	3	2
Provision (credit) for credit losses	$ 744	$ (497)	$ 847

LOANS AND ALLOWANCE FOR LOAN L

LOANS AND ALLOWANCE FOR LOAN LOSSES (Unamortized fair value mark and costs) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Receivables [Abstract]
Net Unamortized fair Value Mark (Discount) on Loans	$ 3,571	$ 3,936
Loans and Leases Receivable, Deferred Income	(2,157)	(1,865)
Unamortized Loan Commitment and Origination Fees and Unamortized Discounts or Premiums	$ 1,414	$ 2,071

LOANS AND ALLOWANCE FOR LOAN _7

LOANS AND ALLOWANCE FOR LOAN LOSSES (Credit Risk Exposure Indicators by Portfolio Segment) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 3,042,442	$ 3,026,222	$ 2,789,148
Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	2,659,869	2,636,966
Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	342,215	346,512
Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	8,248	12,619
Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	29,623	28,250
Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	2,487	1,875
Residential Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	1,017,442	992,866	860,533
Residential Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	1,007,775	983,086
Residential Real Estate | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	878	887
Residential Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	8,789	8,893
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans	1,258,474	1,269,533	1,169,533
Commercial Real Estate | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	1,237,494	1,247,190
Commercial Real Estate | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	5,114	7,921
Commercial Real Estate | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	15,866	14,422
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans	390,982	381,780	378,015
Commercial | Pass (Grades 1-6)
Financing Receivable, Recorded Investment [Line Items]
Loans	385,081	374,429
Commercial | Special Mention (Grade 7)
Financing Receivable, Recorded Investment [Line Items]
Loans	2,146	3,688
Commercial | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	3,755	3,663
Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans	323,969	327,763	320,642
Home Equity | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	321,505	325,917
Home Equity | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	2,464	1,846
Consumer
Financing Receivable, Recorded Investment [Line Items]
Loans	20,733	20,624	18,011
Consumer | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	20,710	20,595
Consumer | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	23	29
HPFC Portfolio Segment
Financing Receivable, Recorded Investment [Line Items]
Loans	30,842	33,656	$ 42,414
HPFC Portfolio Segment | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans	29,519	32,261
HPFC Portfolio Segment | Substandard (Grade 8)
Financing Receivable, Recorded Investment [Line Items]
Loans	110	123
HPFC Portfolio Segment | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans	$ 1,213	$ 1,272

LOANS AND ALLOWANCE FOR LOAN _8

LOANS AND ALLOWANCE FOR LOAN LOSSES (Loan Aging Analysis by Portfolio Segment) (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)loan	Mar. 31, 2018USD ($)loan	Dec. 31, 2018USD ($)
Financing Receivable, Recorded Investment, Past Due [Line Items]
Number of TDRs | loan	0	0
Total Past Due	$ 16,562		$ 17,812
Current	3,025,880		3,008,410
Total Loans Outstanding	3,042,442	$ 2,789,148	3,026,222
Loans 90 Days Past Due and Accruing	14		14
Non-Accrual Loans	10,153		10,530
Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	6,895		9,866
Current	1,010,547		983,000
Total Loans Outstanding	1,017,442	860,533	992,866
Loans 90 Days Past Due and Accruing	0		0
Non-Accrual Loans	5,415		5,492
Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	3,669		3,271
Current	1,254,805		1,266,262
Total Loans Outstanding	1,258,474	1,169,533	1,269,533
Loans 90 Days Past Due and Accruing	0		0
Non-Accrual Loans	975		1,380
Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,990		968
Current	388,992		380,812
Total Loans Outstanding	390,982	378,015	381,780
Loans 90 Days Past Due and Accruing	0		0
Non-Accrual Loans	802		1,279
Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,997		2,990
Current	320,972		324,773
Total Loans Outstanding	323,969	320,642	327,763
Loans 90 Days Past Due and Accruing	0		0
Non-Accrual Loans	2,467		1,846
Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	428		111
Current	20,305		20,513
Total Loans Outstanding	20,733	18,011	20,624
Loans 90 Days Past Due and Accruing	14		14
Non-Accrual Loans	9		15
HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	583		606
Current	30,259		33,050
Total Loans Outstanding	30,842	$ 42,414	33,656
Loans 90 Days Past Due and Accruing	0		0
Non-Accrual Loans	485		518
30-59 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,783		6,218
30-59 Days Past Due | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,135		3,300
30-59 Days Past Due | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,387		1,794
30-59 Days Past Due | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,196		150
30-59 Days Past Due | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,017		907
30-59 Days Past Due | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	43		67
30-59 Days Past Due | HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5		0
60-89 Days Past Due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	3,582		3,239
60-89 Days Past Due | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	491		2,046
60-89 Days Past Due | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,885		369
60-89 Days Past Due | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	470		19
60-89 Days Past Due | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	192		607
60-89 Days Past Due | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	362		15
60-89 Days Past Due | HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	182		183
Greater than 90 Days
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	7,197		8,355
Greater than 90 Days | Residential Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	4,269		4,520
Greater than 90 Days | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	397		1,108
Greater than 90 Days | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	324		799
Greater than 90 Days | Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,788		1,476
Greater than 90 Days | Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	23		29
Greater than 90 Days | HPFC Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 396		$ 423

LOANS AND ALLOWANCE FOR LOAN _9

LOANS AND ALLOWANCE FOR LOAN LOSSES (Troubled Debt Restructuring Loans) (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)loan	Mar. 31, 2018loan	Dec. 31, 2018USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	31		31
Recorded Investment	$ 4,380		$ 4,406
Specific Reserve	$ 599		$ 628
Number of Contracts | loan	0	0
Residential Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	25		25
Recorded Investment	$ 3,594		$ 3,614
Specific Reserve	$ 410		$ 443
Commercial Real Estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	2		2
Recorded Investment	$ 347		$ 347
Specific Reserve	$ 27		$ 23
Commercial
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	2		2
Recorded Investment	$ 138		$ 141
Specific Reserve	$ 0		$ 0
Consumer
Financing Receivable, Modifications [Line Items]
Number of Contracts | loan	2		2
Recorded Investment	$ 301		$ 304
Specific Reserve	$ 162		$ 162

LOANS AND ALLOWANCE FOR LOAN_10

LOANS AND ALLOWANCE FOR LOAN LOSSES, Troubled Debt Restructuring by Portfolio Segment (Details) - loan	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	0

LOANS AND ALLOWANCE FOR LOAN_11

LOANS AND ALLOWANCE FOR LOAN LOSSES (Summary of Impaired Loan Balances and Associated Allowance by Portfolio Segment) (Details) - USD ($) $ in Thousands	3 Months Ended		12 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	$ 4,413	$ 7,282	$ 4,476
Unpaid Principal Balance - with an allowance recorded	4,413	7,282	4,476
Related Allowance	927	1,033	824
Average Recorded Investment - with an allowance recorded	4,444	8,069	5,921
Interest Income Recognized - with an allowance recorded	31	31	138
Recorded Investment - without allowance recorded	1,851	3,943	2,450
Unpaid Principal Balance - without allowance recorded	2,412	5,859	3,001
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	2,147	4,123	5,368
Interest Income Recognized - without allowance recorded	15	14	55
Impaired Financing Receivable, Recorded Investment	6,264	11,225	6,926
Impaired financing receivable, unpaid principal balance	6,825	13,141	7,477
Impaired Financing Receivable, Average Recorded Investment	6,591	12,192	11,289
Impaired Financing Receivable, Interest Income, Accrual Method	46	45	193
Residential Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	3,454	3,544	3,471
Unpaid Principal Balance - with an allowance recorded	3,454	3,544	3,471
Related Allowance	553	553	586
Average Recorded Investment - with an allowance recorded	3,462	3,745	3,591
Interest Income Recognized - with an allowance recorded	30	30	127
Recorded Investment - without allowance recorded	1,282	1,515	1,291
Unpaid Principal Balance - without allowance recorded	1,406	1,791	1,415
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	1,286	1,350	1,524
Interest Income Recognized - without allowance recorded	10	7	34
Commercial Real Estate
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	131	3,591	131
Unpaid Principal Balance - with an allowance recorded	131	3,591	131
Related Allowance	27	368	23
Average Recorded Investment - with an allowance recorded	131	4,275	1,969
Interest Income Recognized - with an allowance recorded	1	1	11
Recorded Investment - without allowance recorded	279	370	799
Unpaid Principal Balance - without allowance recorded	455	677	975
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	539	637	2,269
Interest Income Recognized - without allowance recorded	3	3	13
Commercial
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	0	556
Unpaid Principal Balance - with an allowance recorded	0	0	556
Related Allowance	0	0	53
Average Recorded Investment - with an allowance recorded	278		111
Recorded Investment - without allowance recorded	223	1,714	230
Unpaid Principal Balance - without allowance recorded	286	2,923	293
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	226	1,740	1,379
Interest Income Recognized - without allowance recorded	2	2	8
Home Equity
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	828	147	318
Unpaid Principal Balance - with an allowance recorded	828	147	318
Related Allowance	347	112	162
Average Recorded Investment - with an allowance recorded	573	49	250
Recorded Investment - without allowance recorded	67	344	124
Unpaid Principal Balance - without allowance recorded	265	468	305
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded	96	396	195
Interest Income Recognized - without allowance recorded		2
Consumer
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	0	0
Unpaid Principal Balance - with an allowance recorded	0	0	0
Related Allowance	0	0	0
Average Recorded Investment - with an allowance recorded			0
Recorded Investment - without allowance recorded	0	0	6
Unpaid Principal Balance - without allowance recorded	0	0	13
Impaired Financing Receivable With No Related Allowance Related Allowance	0	0
Average Recorded Investment - without allowance recorded			1
HPFC Portfolio Segment
Financing Receivable, Impaired [Line Items]
Recorded Investment - with an allowance recorded	0	0	0
Unpaid Principal Balance - with an allowance recorded	0	0	0
Related Allowance	0	0	0
Average Recorded Investment - with an allowance recorded			0
Recorded Investment - without allowance recorded	0	0	0
Unpaid Principal Balance - without allowance recorded	0	0	0
Impaired Financing Receivable With No Related Allowance Related Allowance	$ 0	$ 0
Average Recorded Investment - without allowance recorded			$ 0

LEASES - Components of Lease Ex

LEASES - Components of Lease Expense (Details)	3 Months Ended
	Mar. 31, 2019USD ($)
Leases [Abstract]
Operating lease assets	$ 11,599,000
Finance lease assets	1,584,000
Total leased assets	13,183,000
Operating lease liabilities	11,615,000
Finance lease liabilities	1,745,000
Lease liabilities	13,360,000
Operating lease cost	348,000
Amortization of right-of-use assets	28,000
Interest on lease liabilities	17,000
Total finance lease cost	45,000
Total Lease Cost	$ 393,000

LEASES - Supplemental Cash Flow

LEASES - Supplemental Cash Flow and Balance Sheet Information (Details) - USD ($)	Jan. 01, 2019	Mar. 31, 2019	Mar. 31, 2018
Cash paid for amounts included in the measurement of lease liabilities:
Operating cash flows from operating leases		$ 309,000
Operating cash flows from finance leases		17,000
Financing cash flows from finance leases		26,000	$ 0
Right-of-use assets obtained in exchange for lease obligations:
Operating leases		11,885,000
Finance leases		$ 1,612,000
Weighted average remaining lease term (years):
Operating leases		15 years 6 months
Finance leases		22 years 8 months 12 days
Weighted average discount rate:
Operating leases		3.69%
Finance leases		3.94%
ASU 2016-02
Right-of-use assets obtained in exchange for lease obligations:
Operating leases	$ 10,500,000
Finance leases	$ 1,600,000

LEASES - Maturities of Operatin

LEASES - Maturities of Operating and Finance Lease Liabilities (Details) $ in Thousands	Mar. 31, 2019USD ($)
Operating Leases
2019	$ 1,003
2020	1,257
2021	1,174
2022	1,162
2023	1,124
Thereafter	9,837
Total minimum lease payments	15,557
Less: amount representing interest	3,942
Present value of net minimum lease payments	11,615
Finance Leases
2019	131
2020	174
2021	174
2022	174
2023	174
Thereafter	2,095
Total minimum lease payments	2,922
Less: amount representing interest	1,177
Present value of net minimum lease payments	$ 1,745

LEASES - Future Minimum Lease P

LEASES - Future Minimum Lease Payments ASC 840 (Details) $ in Thousands	Dec. 31, 2018USD ($)
Operating Leases, Future Minimum Payments Due, Fiscal Year Maturity [Abstract]
2019	$ 1,420
2020	941
2021	726
2022	539
2023	434
Thereafter	1,268
Total minimum lease payments	5,328
Capital Leases, Future Minimum Payments Due, Fiscal Year Maturity [Abstract]
2019	179
2020	179
2021	182
2022	184
2023	184
Thereafter	1,592
Total minimum lease payments	2,500
Less: amount representing interest	920
Present value of net minimum lease payments	$ 1,580

LEASES - Narrative (Details)

LEASES - Narrative (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2018USD ($)
Leases [Abstract]
Rent expense	$ 344

BORROWINGS (Details)

BORROWINGS (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Debt Instrument [Line Items]
Repurchase Agreements		$ 256,181	$ 245,868
Total short-term borrowings		256,181	270,868
Long-term Federal Home Loan Bank Advances		10,000	10,000
Total long-term borrowings		10,000	11,580
Short-term Debt [Member]
Debt Instrument [Line Items]
Repurchase Agreements		256,181	245,868
FHLBB advances less than 90 days		0	25,000
Long-term Debt [Member]
Debt Instrument [Line Items]
Capital lease obligation	[1]	$ 0	$ 1,580
[1]	(1)Upon adoption of ASU 2016-02, effective January 1, 2019, lease liabilities are presented within other liabilities on the consolidated statements of condition. Refer to Notes 2 and 5 for further information.

REPURCHASE AGREEMENTS (Details)

REPURCHASE AGREEMENTS (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements		$ 256,181	$ 245,868
Retail Customers | March 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	[1],[2]	256,181	245,868
Retail Customers | Obligations of states and political subdivisions | March 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	[1],[2]	1,409	1,455
Retail Customers | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises | March 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	[1],[2]	126,267	125,590
Retail Customers | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises | March 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	[1],[2]	128,505	118,823
Collateral Pledged [Member] | March 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Certificates of Deposit, at Carrying Value		$ 1,000	$ 923
[1]	(1)Presented within short-term borrowings on the consolidated statements of condition.
[2]	(2)All customer repurchase agreements mature continuously or overnight for the dates indicated.

COMMITMENTS, CONTINGENCIES AN_3

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Narrative) (Details)	3 Months Ended		12 Months Ended
	Mar. 31, 2019USD ($)derivativeswap	Mar. 31, 2018USD ($)	Dec. 31, 2018USD ($)derivative
Other Commitments [Line Items]
Loss Contingency Accrual	$ 0		$ 0
Loss on Cash Flow Hedge Ineffectiveness	0		0
Unrealized Gain (Loss) on Derivatives	$ (181,000)	$ (12,000)
Derivative, Number of Interest Rate Swap Agreements | swap	2
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred	$ 715,000
Customer Loan Swaps
Other Commitments [Line Items]
Notional amount of derivative	802,580,000		833,030,000
Cash held as collateral	6,200,000
Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative	43,000,000		43,000,000
Cash held as collateral	7,100,000
Derivative Instrument Payment Of Interest Rate Swaps Designated As Cash Flow Hedges	152,000	275,000
Forward-Starting Interest Rate Swap
Other Commitments [Line Items]
Notional amount of derivative	0		25,000,000
Derivative Instrument Payment Of Interest Rate Swaps Designated As Cash Flow Hedges	32,000	(9,000)
Forward Contracts [Member]
Other Commitments [Line Items]
Notional amount of derivative	8,711,000		4,315,000
Unrealized Gain (Loss) on Derivatives	83,000	$ 19,000
Cancellable Commitment
Other Commitments [Line Items]
Contractual Amounts Of Financial Instrument	274,500,000		270,800,000
Federal home loan bank 30-day | Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative	$ 251,477,000		$ 118,891,000
Derivative, Number of Instruments Held | derivative	46		25
Commercial and Industrial Sector [Member] | Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative	$ 401,290,000		$ 416,515,000
Derivative, Number of Instruments Held | derivative	82		82
Contract Two [Member] | Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative	$ 10,000,000		$ 10,000,000
Contract Two [Member] | Forward-Starting Interest Rate Swap
Other Commitments [Line Items]
Notional amount of derivative	0		25,000,000
Contract One [Member] | Interest rate swaps
Other Commitments [Line Items]
Notional amount of derivative	$ 10,000,000		$ 10,000,000

COMMITMENTS, CONTINGENCIES AN_4

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Summary of Contractual and Notional Amounts of Financial Instruments) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Customer Loan Swaps
Financial Instruments [Line Items]
Notional amount of derivative	$ 802,580	$ 833,030
Forward-Starting Interest Rate Swap
Financial Instruments [Line Items]
Notional amount of derivative	0	25,000
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	22,840	12,077
Forward Contracts [Member]
Financial Instruments [Line Items]
Notional amount of derivative	8,711	4,315
Standby Letters of Credit [Member]
Financial Instruments [Line Items]
Contractual Amounts Of Financial Instrument	5,938	3,063
Commitments to Extend Credit [Member]
Financial Instruments [Line Items]
Contractual Amounts Of Financial Instrument	$ 669,193	$ 654,575

COMMITMENTS, CONTINGENCIES AN_5

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of Swapped Variable Cost for Fixed Cost and Terms of Interest Rate Swap Agreements) (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Derivative, fair value	$ 98,000	$ 15,000
Loss on Cash Flow Hedge Ineffectiveness	0	0
Interest rate swaps
Derivative [Line Items]
Notional Amount	43,000,000	43,000,000
Derivative, fair value	(6,711,000)	(5,682,000)
Interest rate swaps | Contract, One
Derivative [Line Items]
Notional Amount	$ 10,000,000	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	$ (303,000)	(272,000)
Interest rate swaps | Contract, Two
Derivative [Line Items]
Notional Amount	$ 10,000,000	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	$ (1,932,000)	(1,655,000)
Interest rate swaps | Contract, Three
Derivative [Line Items]
Notional Amount	$ 10,000,000	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	$ (1,938,000)	(1,636,000)
Interest rate swaps | Contract, Four
Derivative [Line Items]
Notional Amount	$ 5,000,000	5,000,000
Trade Date	Mar. 14, 2011
Maturity Date	Mar. 30, 2031
Variable Index Received	3 months
Fixed Rate Paid	4.35%
Derivative, fair value	$ (1,036,000)	(877,000)
Interest rate swaps | Contract, Five
Derivative [Line Items]
Notional Amount	$ 8,000,000	8,000,000
Trade Date	May 4, 2011
Maturity Date	Jul. 7, 2031
Variable Index Received	3 months
Fixed Rate Paid	4.14%
Derivative, fair value	$ (1,502,000)	(1,242,000)
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional Amount	$ 0	25,000,000
Forward-Starting Interest Rate Swap | Contract, One
Derivative [Line Items]
Variable Index Received	1 month
Forward-Starting Interest Rate Swap | Contract, Two
Derivative [Line Items]
Notional Amount	$ 0	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	$ 0	$ 30,000

COMMITMENTS, CONTINGENCIES AN_6

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of customer loan swaps) (Details) $ in Thousands	Mar. 31, 2019USD ($)derivative	Dec. 31, 2018USD ($)derivative
Derivative [Line Items]
Derivative, fair value	$ 98	$ 15
Interest rate swaps
Derivative [Line Items]
Notional amount of derivative	43,000	43,000
Derivative, fair value	$ (6,711)	$ (5,682)
Interest rate swaps | Federal home loan bank 30-day
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative	46	25
Notional amount of derivative	$ 251,477	$ 118,891
Derivative, fair value	7,722	3,467
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional amount of derivative	$ 0	$ 25,000
Commercial and Industrial Sector [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative	82	82
Notional amount of derivative	$ 401,290	$ 416,515
Derivative, fair value	$ (4,402)	$ 4,374
Loans [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Number of Instruments Held | derivative	164	164
Notional amount of derivative	$ 802,580	$ 833,030
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	36	57
Notional amount of derivative	$ 149,813	$ 297,624
Derivative, fair value	$ (3,320)	$ (7,841)

COMMITMENTS, CONTINGENCIES AN_7

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of interest rate lock commitments) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Other Commitments [Line Items]
Unrealized Gain (Loss) on Derivatives	$ (181)	$ (12)
Derivative, Fair Value, Net	98		$ 15
Interest Rate Lock Commitments
Other Commitments [Line Items]
Notional amount of derivative	22,840		12,077
Derivative Asset, Fair Value, Gross Asset	248		67
Other Assets [Member] | Interest Rate Lock Commitments
Other Commitments [Line Items]
Notional amount of derivative	18,465		8,239
Derivative Asset, Fair Value, Gross Asset	293		95
Other Liabilities [Member] | Interest Rate Lock Commitments
Other Commitments [Line Items]
Notional amount of derivative	4,375		3,838
Derivative Asset, Fair Value, Gross Asset	$ (45)		$ (28)

COMMITMENTS, CONTINGENCIES AN_8

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of Derivatives Effects on OCI) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Net reclassification adjustment for effective portion of cash flow hedges included in interest expense, gross	$ 119	$ 64

COMMITMENTS, CONTINGENCIES AN_9

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of forward loan sale commitments) (Details) - USD ($)	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Other Commitments [Line Items]
Unrealized Gain (Loss) on Derivatives	$ (181,000)	$ (12,000)
Derivative, Fair Value, Net	98,000		$ 15,000
Forward Contracts [Member]
Other Commitments [Line Items]
Unrealized Gain (Loss) on Derivatives	83,000	$ 19,000
Notional amount of derivative	8,711,000		4,315,000
Derivative Asset, Fair Value, Gross Asset	129,000		32,000
Derivative Liability, Fair Value, Gross Liability	(31,000)		(17,000)
Derivative, Fair Value, Net	98,000		15,000
Forward Contracts [Member] | Other Assets [Member]
Other Commitments [Line Items]
Notional amount of derivative	5,811,000		2,593,000
Forward Contracts [Member] | Other Liabilities [Member]
Other Commitments [Line Items]
Notional amount of derivative	2,900,000		1,722,000
Interest Rate Lock Commitments [Member]
Other Commitments [Line Items]
Notional amount of derivative	22,840,000		12,077,000
Derivative Asset, Fair Value, Gross Asset	248,000		67,000
Interest Rate Lock Commitments [Member] | Other Assets [Member]
Other Commitments [Line Items]
Notional amount of derivative	18,465,000		8,239,000
Derivative Asset, Fair Value, Gross Asset	293,000		95,000
Interest Rate Lock Commitments [Member] | Other Liabilities [Member]
Other Commitments [Line Items]
Notional amount of derivative	4,375,000		3,838,000
Derivative Asset, Fair Value, Gross Asset	$ (45,000)		$ (28,000)

COMMITMENTS, CONTINGENCIES A_10

COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of Derivatives Effect on OCI and Current Earnings) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	$ (925)	$ 1,328
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	$ 119	$ 64

BALANCE SHEET OFFSETTING (Detai

BALANCE SHEET OFFSETTING (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Offsetting Assets [Line Items]
Derivative Asset, Not Offset, Policy Election Deduction	$ 0	$ 0
Derivative Asset, Securities Purchased under Agreements to Resell, Securities Borrowed, Gross	7,722	7,871
Derivative Asset, Securities Purchased under Agreements to Resell, Securities Borrowed, Liability	0	0
Derivative Asset, Securities Purchased under Agreements to Resell, Securities Borrowed	7,722	7,871
Derivative Asset, Securities Purchased under Agreements to Resell, Securities Borrowed, Not Offset, Policy Election Deduction	0	0
Derivative Asset, Securities Purchased under Agreements to Resell, Securities Borrowed, Collateral, Obligation to Return Cash	0	(4,404)
Derivative Asset, Securities Purchased under Agreements to Resell, Securities Borrowed, Amount Offset Against Collateral	7,722	3,467
Derivative Liability, Not Offset, Policy Election Deduction	0	0
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned, Gross	14,433	13,523
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned, Asset	0	0
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned	14,433	13,523
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned, Not Offset, Policy Election Deduction	0	0
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned, Collateral, Right to Reclaim Cash	11,113	5,682
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned, Amount Offset Against Collateral	3,320	7,841
Securities Sold under Agreements to Repurchase, Gross	256,181	245,868
Securities Sold under Agreements to Repurchase, Asset	0	0
Securities Sold under Agreements to Repurchase	256,181	245,868
Derivative Liability, Securities Sold under Agreements to Repurchase, Securities Loaned, Collateral, Right to Reclaim Securities	256,181	245,868
Securities Sold under Agreements to Repurchase, Collateral, Right to Reclaim Cash	0	0
Securities Sold under Agreements to Repurchase, Amount Offset Against Collateral	0	0
Customer Loan Swap Dealer Bank [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset		4,374
Derivative Asset, Fair Value, Gross Liability		0
Derivative Asset		4,374
Derivative, Collateral, Obligation to Return Cash		(4,374)
Derivative Asset, Fair Value, Amount Offset Against Collateral		0
Derivative Liability, Fair Value, Gross Liability	4,402
Derivative Liability, Fair Value, Gross Asset	0
Derivative Liability	4,402
Derivative Liability, Not Offset, Policy Election Deduction	0
Derivative, Collateral, Right to Reclaim Cash	4,402
Derivative Liability, Fair Value, Amount Offset Against Collateral	0
Customer Loan Swaps Commercial Customer [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	7,722	3,467
Derivative Asset, Fair Value, Gross Liability	0	0
Derivative Asset	7,722	3,467
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	7,722	3,467
Derivative Liability, Fair Value, Gross Liability	3,320	7,841
Derivative Liability, Fair Value, Gross Asset	0	0
Derivative Liability	3,320	7,841
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	3,320	7,841
FHLBB Advance Interest Rate Swap [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset		30
Derivative Asset, Fair Value, Gross Liability		0
Derivative Asset		30
Derivative, Collateral, Obligation to Return Cash		(30)
Derivative Asset, Fair Value, Amount Offset Against Collateral		0
Junior Subordinated Debt Interest Rate Swap [Member]
Offsetting Assets [Line Items]
Derivative Liability, Fair Value, Gross Liability	6,711	5,682
Derivative Liability, Fair Value, Gross Asset	0	0
Derivative Liability	6,711	5,682
Derivative, Collateral, Right to Reclaim Cash	6,711	5,682
Derivative Liability, Fair Value, Amount Offset Against Collateral	$ 0	$ 0

REGULATORY CAPITAL REQUIREMEN_3

REGULATORY CAPITAL REQUIREMENTS (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Oct. 08, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated debentures	$ 58,978	$ 59,067	$ 15,000
Capital	$ 442,960	$ 434,331
Capital to Risk Weighted Assets	14.46%	14.36%
Capital Required for Capital Adequacy to Risk Weighted Assets	10.50%	9.875%
Tier One Risk Based Capital	$ 402,743	$ 394,597
Tier One Risk Based Capital to Risk Weighted Assets	13.14%	13.04%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	8.50%	7.875%
Common equity tier I capital	$ 359,743	$ 351,597
Common Equity Tier I Risk Based Capital Ratio	11.74%	11.62%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.00%	6.375%
Tier One Leverage Capital	$ 402,743	$ 394,597
Excess Tier One Leverage Capital to Average Assets	9.47%	9.53%
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	$ 407,658	$ 398,773
Capital to Risk Weighted Assets	13.31%	13.18%
Capital Required for Capital Adequacy to Risk Weighted Assets	10.50%	9.875%
Tier One Risk Based Capital	$ 382,441	$ 374,039
Capital Required to be Well Capitalized to Risk Weighted Assets	10.00%	10.00%
Tier One Risk Based Capital to Risk Weighted Assets	12.49%	12.36%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	8.50%	7.875%
Common equity tier I capital	$ 382,441	$ 374,039
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	12.49%	12.36%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.00%	6.375%
Tier One Leverage Capital	$ 382,441	$ 374,039
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	9.02%	9.06%
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 REQUIREMEN_4

REGULATORY CAPITAL REQUIREMENTS Regulatory Capital Requirements (Narrative) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Oct. 08, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital Required for Capital Adequacy to Risk Weighted Assets	10.50%	9.875%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	8.50%	7.875%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.00%	6.375%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Value Of Trust Preferred Securities Included In Tier One Capital	$ 43,000	$ 43,000
Subordinated Debt	$ 58,978	59,067	$ 15,000
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	2.50%
Tier II Capital [Domain]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Subordinated Debt	$ 15,000	$ 15,000

EMPLOYEE BENEFIT PLANS (Details

EMPLOYEE BENEFIT PLANS (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Supplemental Employee Retirement Plan [Member]
Net periodic pension cost
Service cost	$ 99	$ 112
Interest cost	131	122
Recognized net actuarial loss	61	140
Net period benefit cost	291	374
Other Postretirement Benefit Plan
Net periodic pension cost
Service cost	12	12
Interest cost	37	33
Recognized net actuarial loss	6	13
Amortization of prior service credit	(6)	(6)
Net period benefit cost	$ 49	$ 52

EARNINGS PER SHARE (Computation

EARNINGS PER SHARE (Computation of Basic and Diluted Earnings Per Share) (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Earnings Per Share [Abstract]
Net income	$ 14,273	$ 12,820
Dividends and undistributed earnings allocated to participating securities	(28)	(40)
Net income available to common shareholders	$ 14,245	$ 12,780
Weighted-average common shares outstanding for basic EPS	15,592,141	15,541,975
Dilutive effect of stock-based awards (shares)	41,985	61,405
Weighted-average common and potential common shares for diluted EPS (shares)	15,634,126	15,603,380
Basic EPS (in dollars per share)	$ 0.91	$ 0.82
Diluted EPS (in dollars per share)	$ 0.91	$ 0.82
Antidilutive Stock options (shares)	1,000	0

FAIR VALUE MEASUREMENT AND DI_3

FAIR VALUE MEASUREMENT AND DISCLOSURE (Summary of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financial assets:
Loans held for sale	$ 8,711	$ 4,314
Available-for-sale Securities	924,311	910,692
Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	93,020	93,752
Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	448,821	453,672
Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	361,400	342,894
Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	8,795	4,403
Customer loan swaps	7,722
Financial liabilities:
Junior subordinated debt interest rate swaps		5,682
Customer loan swaps	31
Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	93,020	93,752
Fair Value, Measurements, Recurring | Mortgage-backed securities issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	448,821	453,672
Fair Value, Measurements, Recurring | Collateralized mortgage obligations issued or guaranteed by U.S. government-sponsored enterprises
Financial assets:
Available-for-sale Securities	361,400	342,894
Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	21,070	20,374
Fair Value, Measurements, Recurring | Equity investments
Financial assets:
Available-for-sale Securities	988	746
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 investments
Financial assets:
Available-for-sale Securities	0	0
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Loans held for sale	8,795	4,403
Customer loan swaps	7,722
Financial liabilities:
Junior subordinated debt interest rate swaps		5,682
Customer loan swaps	31
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Obligations of states and political subdivisions
Financial assets:
Available-for-sale Securities	93,020	93,752
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	448,821	453,672
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	361,400	342,894
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Corporate Bond Securities [Member]
Financial assets:
Available-for-sale Securities	21,070	20,374
Observable Market Data (Level 2) | Fair Value, Measurements, Recurring | Equity investments
Financial assets:
Available-for-sale Securities	988	746
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 investments
Financial assets:
Available-for-sale Securities	0	0
Interest Rate Lock Commitments [Member] | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	293	95
Financial liabilities:
Customer loan swaps	45	28
Interest Rate Lock Commitments [Member] | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	293	95
Financial liabilities:
Customer loan swaps	45	28
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] | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	129	32
Financial liabilities:
Customer loan swaps		17
Forward Contracts [Member] | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps	129	32
Financial liabilities:
Customer loan swaps		17
Interest rate swaps | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps		7,841
Financial liabilities:
Junior subordinated debt interest rate swaps	6,711
Customer loan swaps		7,841
Interest rate swaps | Observable Market Data (Level 2) | Fair Value, Measurements, Recurring
Financial assets:
Customer loan swaps		7,841
Financial liabilities:
Junior subordinated debt interest rate swaps	6,711
Customer loan swaps		7,841
Forward-Starting Interest Rate Swap | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps		30
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) | Fair Value, Measurements, Recurring
Financial liabilities:
Junior subordinated debt interest rate swaps		$ 30
Customer Loan Swaps | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	7,722
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) | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	7,722
Customer Loan Swaps | Company Determined Fair Value (Level 3) | Fair Value, Measurements, Recurring
Financial liabilities:
Customer loan swaps	$ 0

FAIR VALUE MEASUREMENT AND DI_4

FAIR VALUE MEASUREMENT AND DISCLOSURE (Summary of Assets Measured at Fair Value on Non Recurring Basis) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Collateral-dependent impaired loans | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	$ 925	$ 522
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	925	522
Other real estate owned | Company Determined Fair Value (Level 3)
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	130	130
Other real estate owned | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis [Line Items]
Fair Value	130
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	$ 130	$ 130

FAIR VALUE MEASUREMENT AND DI_5

FAIR VALUE MEASUREMENT AND DISCLOSURE (Schedule of Valuation Methodology and Unobservable Inputs) (Details) - Fair Value, Inputs, Level 3 [Member] - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2019	Dec. 31, 2018
Impaired Loans Partially Charged Off
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 44	$ 50
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%	10.00%
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%	10.00%
Impaired Loans Specifically Reserved
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 881	$ 472
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	39.00%	0.00%
Estimated selling cost	13.00%	10.00%
Impaired Loans Specifically Reserved | Market Approach Valuation Technique | Weighted Average
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	16.00%	0.00%
Estimated selling cost	11.00%	10.00%
Other real estate owned
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value	$ 130	$ 130
Other real estate owned | Market Approach Valuation Technique | Minimum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	19.00%	19.00%
Estimated selling cost	10.00%	10.00%
Other real estate owned | Market Approach Valuation Technique | Maximum
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Management adjustment of appraisal	19.00%	19.00%
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	19.00%	19.00%
Estimated selling cost	10.00%	10.00%

FAIR VALUE MEASUREMENT AND DI_6

FAIR VALUE MEASUREMENT AND DISCLOSURE (Schedule of Carrying Amounts and Estimated Fair Value for Financial Instrument Assets and Liabilities) (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Financial assets:
Available-for-sale Securities		$ 924,311	$ 910,692
Held-to-maturity securities, at amortized cost		1,306	1,307
Held-to-maturity Securities, Fair Value		1,324	1,291
Loans held for sale		8,711	4,314
Mortgage servicing rights		1,540	1,677
Financial liabilities:
Time deposits		691,689	654,954
Short-term Debt, Fair Value		255,899	270,598
Long-term Debt, Fair Value		9,926	11,573
Subordinated debentures		49,578	49,060
Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[1]	990,279	957,957
Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[1]	1,226,222	1,218,436
Commercial
Financial assets:
Loans receivable, net of allowance	[1],[2]	411,935	404,805
Home Equity
Financial assets:
Loans receivable, net of allowance	[1]	314,250	317,359
Consumer
Financial assets:
Loans receivable, net of allowance	[1]	18,918	18,969
Readily Available Market Prices (Level 1)
Financial assets:
Held-to-maturity Securities, Fair Value		0	0
Mortgage servicing rights		0	0
Financial liabilities:
Time deposits		0	0
Short-term Debt, Fair Value		0	0
Long-term Debt, Fair Value		0	0
Subordinated debentures		0	0
Readily Available Market Prices (Level 1) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance		0	0
Readily Available Market Prices (Level 1) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance		0	0
Readily Available Market Prices (Level 1) | Commercial
Financial assets:
Loans receivable, net of allowance		0	0
Readily Available Market Prices (Level 1) | Home Equity
Financial assets:
Loans receivable, net of allowance		0	0
Readily Available Market Prices (Level 1) | Consumer
Financial assets:
Loans receivable, net of allowance		0	0
Observable Market Data (Level 2)
Financial assets:
Held-to-maturity Securities, Fair Value		1,324	1,291
Mortgage servicing rights		0	0
Financial liabilities:
Time deposits		691,689	654,954
Short-term Debt, Fair Value		255,899	270,598
Long-term Debt, Fair Value		9,926	11,573
Subordinated debentures		49,578	49,060
Observable Market Data (Level 2) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance		0	0
Observable Market Data (Level 2) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance		0	0
Observable Market Data (Level 2) | Commercial
Financial assets:
Loans receivable, net of allowance		0	0
Observable Market Data (Level 2) | Home Equity
Financial assets:
Loans receivable, net of allowance		0	0
Observable Market Data (Level 2) | Consumer
Financial assets:
Loans receivable, net of allowance		0	0
Company Determined Fair Value (Level 3)
Financial assets:
Held-to-maturity Securities, Fair Value		0	0
Mortgage servicing rights		1,540	1,677
Financial liabilities:
Time deposits		0	0
Short-term Debt, Fair Value		0	0
Long-term Debt, Fair Value		0	0
Subordinated debentures		0	0
Company Determined Fair Value (Level 3) | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[1]	990,279	957,957
Company Determined Fair Value (Level 3) | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[1]	1,226,222	1,218,436
Company Determined Fair Value (Level 3) | Commercial
Financial assets:
Loans receivable, net of allowance	[1],[2]	411,935	404,805
Company Determined Fair Value (Level 3) | Home Equity
Financial assets:
Loans receivable, net of allowance	[1]	314,250	317,359
Company Determined Fair Value (Level 3) | Consumer
Financial assets:
Loans receivable, net of allowance	[1]	18,918	18,969
Carrying Amount
Financial assets:
Held-to-maturity securities, at amortized cost		1,306	1,307
Mortgage servicing rights		772	831
Financial liabilities:
Time deposits		695,856	661,281
Short-term Debt, Fair Value		256,181	270,868
Long-term Debt, Fair Value		10,000	11,580
Subordinated debentures		58,978	59,067
Carrying Amount | Residential Real Estate
Financial assets:
Loans receivable, net of allowance	[1]	1,011,289	986,795
Carrying Amount | Commercial Real Estate
Financial assets:
Loans receivable, net of allowance	[1]	1,246,636	1,257,879
Carrying Amount | Commercial
Financial assets:
Loans receivable, net of allowance	[1],[2]	417,900	411,479
Carrying Amount | Home Equity
Financial assets:
Loans receivable, net of allowance	[1]	320,942	324,967
Carrying Amount | Consumer
Financial assets:
Loans receivable, net of allowance	[1]	$ 20,474	$ 20,390
[1]	(1)The presented carrying amount is net of the allocated ALL.
[2]	(2)Includes the HPFC loan portfolio.

FAIR VALUE MEASUREMENT AND DI_7

FAIR VALUE MEASUREMENT AND DISCLOSURE (Narrative) (Details) - USD ($)	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 6,264,000	$ 6,926,000	$ 11,225,000
Substandard [Member] | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Financing Receivable, Individually Evaluated for Impairment	$ 500,000