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
Mar. 31, 2017
Mar. 31, 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) (333) (915)
Total gains/losses for the period:    
Included in earnings 5,150 5,206
Included in OCI 0 0
Purchases/originations 0 0
Sales 0 0
Repayments 0 0
Issues 0 0
Settlements 0 0
Closing balance 2,694 10,347
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 5,150 5,306
MSRs    
Assets Level 3 Roll Forward:    
Opening balance 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 (440) (2,766)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Repayments 0 0
Issuances 0 0
Settlements 0 0
Closing balance 13,307 14,819
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 (440) (2,766)
Municipal securities    
Assets Level 3 Roll Forward:    
Opening balance 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 (1,386) 0
Included in OCI 20,475 11,840
Purchases 132,666 237,450
Sales 0 0
Repayments 0 0
Issuances 0 0
Settlements (82,147) (63,098)
Closing balance 2,867,652 2,281,743
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 20,269 0
Asset-backed Securities    
Assets Level 3 Roll Forward:    
Opening balance 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 28 0
Included in OCI 3,172 (5,168)
Purchases 0 0
Sales (19,133) 0
Repayments 0 0
Issuances 0 0
Settlements (578) (840)
Closing balance 59,492 94,329
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 1,212 0
Automobile    
Assets Level 3 Roll Forward:    
Opening balance 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 (63) 0
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Repayments (3,598) (532)
Issuances 0 0
Settlements 0 0
Closing balance 44,219 1,216
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