Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUES OF ASSETS AND LIABILITIES - Level 3 Roll Forward (Details)

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FAIR VALUES OF ASSETS AND LIABILITIES - Level 3 Roll Forward (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Net Derivative Instruments Level 3 Roll Forward:        
Opening balance     $ (2,123) $ 6,056
Transfers into Level 3     0 0
Transfers out of Level 3 (1)     (2,457) (3,423)
Total gains/losses for the period:        
Included in earnings     7,758 10,118
Included in OCI     0 0
Purchases/originations     0 0
Sales     0 0
Repayments     0 0
Issues     0 0
Settlements     0 0
Closing balance $ 3,178 $ 12,751 3,178 12,751
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date     7,758 10,218
MSRs        
Assets Level 3 Roll Forward:        
Opening balance 13,307 14,819 13,747 17,585
Transfers into Level 3     0 0
Transfers out of Level 3 (1)     0 0
Total gains/losses for the period:        
Included in earnings (779) (1,714) (1,219) (4,480)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Repayments 0 0 0 0
Issuances 0 0 0 0
Settlements 0 0 0 0
Closing balance 12,528 13,105 12,528 13,105
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date (779) (1,714) (1,219) (4,480)
Net Derivative Instruments Level 3 Roll Forward:        
Transfers into Level 3 0 0    
Transfers out of Level 3 (1) 0 0    
Derivative Instruments        
Assets Level 3 Roll Forward:        
Opening balance 2,694 10,347    
Total gains/losses for the period:        
Included in earnings 2,608 4,912    
Included in OCI 0 0    
Purchases 0 0    
Sales 0 0    
Repayments 0 0    
Issuances 0 0    
Settlements 0 0    
Closing balance 3,178 12,751 3,178 12,751
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date 2,608 4,912    
Net Derivative Instruments Level 3 Roll Forward:        
Transfers into Level 3 0 0    
Transfers out of Level 3 (1) 2,124 2,508    
Municipal securities        
Assets Level 3 Roll Forward:        
Opening balance 2,867,652 2,281,743 2,798,044 2,095,551
Transfers into Level 3     0 0
Transfers out of Level 3 (1)     0 0
Total gains/losses for the period:        
Included in earnings (1,180) 0 (2,975) 0
Included in OCI 12,419 7,486 32,894 19,326
Purchases 114,944 46,457 247,609 283,907
Sales 0 (36,657) 0 (36,657)
Repayments 0 0 0 0
Issuances 0 0 0 0
Settlements (121,828) (61,054) (203,565) (124,152)
Closing balance 2,872,007 2,237,975 2,872,007 2,237,975
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date 12,419 0 32,894 0
Net Derivative Instruments Level 3 Roll Forward:        
Transfers into Level 3 0 0    
Transfers out of Level 3 (1) 0 0    
Asset-backed Securities        
Assets Level 3 Roll Forward:        
Opening balance 59,492 94,329 76,003 100,337
Transfers into Level 3     0 0
Transfers out of Level 3 (1)     0 0
Total gains/losses for the period:        
Included in earnings (3,557) 2 (3,528) 2
Included in OCI 5,598 5,842 8,769 674
Purchases 0 0 0 0
Sales (18,594) (27,794) (37,728) (27,794)
Repayments 0 0 0 0
Issuances 0 0 0 0
Settlements (364) (1,000) (941) (1,840)
Closing balance 42,575 71,379 42,575 71,379
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date 5,598 2 8,769 2
Net Derivative Instruments Level 3 Roll Forward:        
Transfers into Level 3 0 0    
Transfers out of Level 3 (1) 0 0    
Automobile        
Assets Level 3 Roll Forward:        
Opening balance 44,219 1,216 47,880 1,748
Transfers into Level 3     0 0
Transfers out of Level 3 (1)     0 0
Total gains/losses for the period:        
Included in earnings 1,493 0 1,430 0
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Repayments (1,857) (291) (5,455) (823)
Issuances 0 0 0 0
Settlements 0 0 0 0
Closing balance 43,855 925 43,855 925
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date 0 0 $ 0 $ 0
Net Derivative Instruments Level 3 Roll Forward:        
Transfers into Level 3 0 0    
Transfers out of Level 3 (1) $ 0 $ 0