Allowance for Loan and Lease Losses (ALLL) | NOTE 6: ALLOWANCE FOR LOAN AND LEASE LOSSES (ALLL) The following tables summarize the Company's allowance for loan and lease losses for the periods indicated (dollars in thousands) : Three Months Ended March 31 2016 2015 Organic Loans Purchased Non-Credit Impaired Loans Purchased Credit Impaired Loans Total Organic Loans Purchased Non-Credit Impaired Loans Purchased Credit Impaired Loans Total Balance, beginning of period $ 21,224 $ 53 $ 7,798 $ 29,075 $ 18,392 $ — $ 10,246 $ 28,638 Charge-offs (240 ) (63 ) (1,516 ) (1,819 ) (76 ) (2 ) (3,229 ) (3,307 ) Recoveries 96 33 3,094 3,223 38 — 924 962 Net (charge-offs) recoveries (144 ) (30 ) 1,578 1,404 (38 ) (2 ) (2,305 ) (2,345 ) Provision for loan and lease losses before amount attributable to FDIC loss share agreements 1,546 143 (1,823 ) (134 ) 1,070 2 2,617 3,689 Amount attributable to FDIC loss share agreements — — — — — — (496 ) (496 ) Total provision for loan and lease losses charged to operations 1,546 143 (1,823 ) (134 ) 1,070 2 2,121 3,193 Provision for loan and lease losses recorded through the FDIC loss share receivable — — — — — — 496 496 Balance, end of period $ 22,626 $ 166 $ 7,553 $ 30,345 $ 19,424 $ — $ 10,558 $ 29,982 Activity in the allowance for loan and lease losses on organic loans is detailed as follows by portfolio segment for the periods indicated (dollars in thousands) : Organic Loans Commercial Real Estate Residential Real Estate Owner-Occupied Real Estate Commercial, Financial & Agricultural Leases Consumer Total Three Months Ended March 31, 2016 Beginning balance $ 13,607 $ 2,053 $ 1,920 $ 2,509 $ 865 $ 270 $ 21,224 Charge-offs — (28 ) — (87 ) (110 ) (15 ) (240 ) Recoveries — 1 — 95 — — 96 Provision 685 (59 ) 11 401 290 218 1,546 Ending balance $ 14,292 $ 1,967 $ 1,931 $ 2,918 $ 1,045 $ 473 $ 22,626 Three Months Ended March 31, 2015 Beginning balance $ 13,134 $ 1,190 $ 1,928 $ 1,770 $ 262 $ 108 $ 18,392 Charge-offs — — — (68 ) — (8 ) (76 ) Recoveries 1 1 — 32 — 4 38 Provision 702 283 143 (156 ) 77 21 1,070 Ending balance $ 13,837 $ 1,474 $ 2,071 $ 1,578 $ 339 $ 125 $ 19,424 The following table presents the balance of organic loans and the allowance for loan and lease losses based on the method of determining the allowance at the dates indicated (dollars in thousands) : Allowance for Loan and Lease Losses Loans Organic Loans Individually Evaluated for Impairment Collectively Evaluated for Impairment Total Allowance Individually Evaluated for Impairment Collectively Evaluated for Impairment Total Loans March 31, 2016 Commercial real estate $ 2,356 $ 11,936 $ 14,292 $ 7,654 $ 1,164,340 $ 1,171,994 Residential real estate 557 1,410 1,967 1,114 139,379 140,493 Owner-occupied real estate 123 1,808 1,931 246 222,101 222,347 Commercial, financial & agricultural 188 2,730 2,918 375 232,794 233,169 Leases — 1,045 1,045 — 93,490 93,490 Consumer 13 460 473 27 33,820 33,847 Total organic loans $ 3,237 $ 19,389 $ 22,626 $ 9,416 $ 1,885,924 $ 1,895,340 December 31, 2015 Commercial real estate $ 189 $ 13,418 $ 13,607 $ 3,557 $ 1,139,592 $ 1,143,149 Residential real estate 394 1,659 2,053 788 139,825 140,613 Owner-occupied real estate 123 1,797 1,920 246 219,390 219,636 Commercial, financial & agricultural 235 2,274 2,509 469 181,044 181,513 Leases — 865 865 — 71,539 71,539 Consumer 18 252 270 36 17,846 17,882 Total organic loans $ 959 $ 20,265 $ 21,224 $ 5,096 $ 1,769,236 $ 1,774,332 Activity in the allowance for loan and lease losses on purchased non-credit impaired loans is detailed as follows by portfolio segment for the periods indicated (dollars in thousands) : Purchased Non-Credit Impaired Loans Commercial Real Estate Residential Real Estate Owner-Occupied Real Estate Commercial, Financial & Agricultural Leases Consumer Total Three Months Ended March 31, 2016 Beginning balance $ — $ 53 $ — $ — $ — $ — $ 53 Charge-offs — (62 ) — — — (1 ) (63 ) Recoveries — 16 — — — 17 33 Provision — (7 ) — 166 — (16 ) 143 Ending balance $ — $ — $ — $ 166 $ — $ — $ 166 Three Months Ended March 31, 2015 Beginning balance $ — $ — $ — $ — $ — $ — $ — Charge-offs — — — — — (2 ) (2 ) Recoveries — — — — — — — Provision — — — — — 2 2 Ending balance $ — $ — $ — $ — $ — $ — $ — The following table presents the balance of purchased non-credit loans and the allowance for loan and lease losses based on the method of determining the allowance at the dates indicated (dollars in thousands) : Allowance for Loan and Lease Losses Loans Purchased Non-Credit Impaired Loans Individually Evaluated for Impairment Collectively Evaluated for Impairment Total Allowance Individually Evaluated for Impairment Collectively Evaluated for Impairment Total Loans March 31, 2016 Commercial real estate $ — $ — $ — $ — $ 84,403 $ 84,403 Residential real estate — — — 645 65,303 65,948 Owner-occupied real estate — — — 215 57,304 57,519 Commercial, financial & agricultural 166 — 166 1,767 11,548 13,315 Leases — — — — — — Consumer — — — 1 2,212 2,213 Total purchased non-credit impaired loans $ 166 $ — $ 166 $ 2,628 $ 220,770 $ 223,398 December 31, 2015 Commercial real estate $ — $ — $ — $ 24 $ 93,080 $ 93,104 Residential real estate 53 — 53 776 68,277 69,053 Owner-occupied real estate — — — 222 61,091 61,313 Commercial, financial & agricultural — — — 830 13,386 14,216 Leases — — — — — — Consumer — — — 5 2,619 2,624 Total purchased non-credit impaired loans $ 53 $ — $ 53 $ 1,857 $ 238,453 $ 240,310 Activity in the allowance for loan and lease losses on purchased credit impaired loans is detailed as follows by portfolio segment for the periods indicated (dollars in thousands) : Purchased Credit Impaired Loans Commercial Real Estate Residential Real Estate Owner-Occupied Real Estate Commercial, Financial & Agricultural Consumer Total Three Months Ended March 31, 2016 Beginning balance $ 3,388 $ 1,893 $ 2,449 $ 60 $ 8 $ 7,798 Charge-offs (508 ) (517 ) (211 ) (228 ) (52 ) (1,516 ) Recoveries 2,209 394 207 231 53 3,094 Provision (1,659 ) (127 ) (23 ) (13 ) (1 ) (1,823 ) Ending balance $ 3,430 $ 1,643 $ 2,422 $ 50 $ 8 $ 7,553 Three Months Ended March 31, 2015 Beginning balance $ 5,461 $ 2,298 $ 1,916 $ 567 $ 4 $ 10,246 Charge-offs (1,537 ) (132 ) (679 ) (775 ) (106 ) (3,229 ) Recoveries 478 129 47 196 74 924 Provision 415 276 1,327 563 36 2,617 Amount attributable to FDIC loss share agreements (78 ) (52 ) (253 ) (106 ) (7 ) (496 ) Provision charged to income 337 224 1,074 457 29 2,121 Provision recorded through the FDIC loss share receivable 78 52 253 106 7 496 Ending balance $ 4,817 $ 2,571 $ 2,611 $ 551 $ 8 $ 10,558 The following table presents the balance of purchased credit impaired loans and the allowance for loan and lease losses based on the method of determining the allowance at the dates indicated (dollars in thousands) : Allowance for Loan and Lease Losses Loans Purchased Credit Impaired Loans Individually Evaluated for Impairment Collectively Evaluated for Impairment Total Allowance Individually Evaluated for Impairment Collectively Evaluated for Impairment Total Loans March 31, 2016 Commercial real estate $ 1,640 $ 1,790 $ 3,430 $ 32,028 $ 21,336 $ 53,364 Residential real estate 813 830 1,643 3,022 57,557 60,579 Owner-occupied real estate 2,151 271 2,422 10,227 14,607 24,834 Commercial, financial & agricultural 2 48 50 285 586 871 Consumer — 8 8 4 143 147 Total purchased credit impaired loans $ 4,606 $ 2,947 $ 7,553 $ 45,566 $ 94,229 $ 139,795 December 31, 2015 Commercial real estate $ 1,512 $ 1,876 $ 3,388 $ 26,981 $ 28,013 $ 54,994 Residential real estate 850 1,043 1,893 3,793 60,218 64,011 Owner-occupied real estate 2,213 236 2,449 9,937 15,427 25,364 Commercial, financial & agricultural 6 54 60 300 750 1,050 Consumer — 8 8 6 150 156 Total purchased credit impaired loans $ 4,581 $ 3,217 $ 7,798 $ 41,017 $ 104,558 $ 145,575 For each period indicated, a portion of the Company's purchased credit impaired loans were past due, including many that were 90 days or more past due; however, such delinquencies were included in the Company's performance expectations in determining the fair values of purchased credit impaired loans at each acquisition and at subsequent valuation dates. All purchased credit impaired loan cash flows and the timing of such cash flows continue to be estimable and probable of collection and thus accretion income continues to be recognized on these assets. As such, the referenced purchased credit impaired loans are not considered nonperforming assets. Impaired organic and purchased non-credit impaired loans, segregated by class of loans, are presented in the following table (dollars in thousands) : March 31, 2016 December 31, 2015 Unpaid Principal Balance Recorded Investment (1) Related Allowance Unpaid Principal Balance Recorded Investment (1) Related Allowance Impaired Loans: Organic and Purchased Non-Credit Impaired With no related allowance recorded: Construction, land & land development $ 4,610 $ 3,109 $ — $ 4,652 $ 3,203 $ — Other commercial real estate — — — — — — Total commercial real estate 4,610 3,109 — 4,652 3,203 — Residential real estate 703 646 — 134 125 — Owner-occupied real estate 208 215 — 213 222 — Commercial, financial & agricultural 978 967 — 903 830 — Consumer 1 1 — 8 5 — Subtotal 6,500 4,938 — 5,910 4,385 — With related allowance recorded: Construction, land & land development 4,183 4,181 2,175 16 15 8 Other commercial real estate 395 363 181 395 363 181 Total commercial real estate 4,578 4,544 2,356 411 378 189 Residential real estate 1,181 1,114 557 1,506 1,439 447 Owner-occupied real estate 259 246 123 259 246 123 Commercial, financial & agricultural 1,215 1,175 354 489 469 235 Consumer 28 27 13 37 36 18 Subtotal 7,261 7,106 3,403 2,702 2,568 1,012 Total impaired loans $ 13,761 $ 12,044 $ 3,403 $ 8,612 $ 6,953 $ 1,012 (1) Includes loans with SBA guaranteed balances of $2.0 million and $1.2 million at March 31, 2016 and December 31, 2015 , respectively. The following table presents information related to the average recorded investment and interest income recognized on impaired organic and purchased non-credit impaired loans, for the periods presented (dollars in thousands) : March 31, 2016 March 31, 2015 Average Recorded Investment (1) Interest Income Recognized (2) Average Recorded Investment (1) Interest Income Recognized (2) Three Months Ended Construction, land & land development $ 7,336 $ — $ 3,421 $ 41 Other commercial real estate 363 — 672 9 Total commercial real estate 7,699 — 4,093 50 Residential real estate 1,909 5 402 3 Owner-occupied real estate 447 1 186 — Commercial, financial & agricultural 2,073 18 253 1 Consumer 41 — 22 — Total impaired loans $ 12,169 $ 24 $ 4,956 $ 54 (1) The average recorded investment for troubled debt restructurings was $4.0 million for the three months ended March 31, 2016 and was $3.4 million and for the three months ended March 31, 2015 . (2) The interest income recognized on troubled debt restructurings was $9,000 for the three months ended March 31, 2016 , and was $41,000 for the three months ended March 31, 2015 . The following table presents the recorded investment in nonaccrual loans by loan class at the dates indicated (dollars in thousands) : Nonaccrual Loans (1): March 31, 2016 December 31, 2015 Construction, land & land development $ 7,290 $ 3,218 Other commercial real estate 363 363 Total commercial real estate 7,653 3,581 Residential real estate 1,760 1,564 Owner-occupied real estate 461 468 Commercial, financial & agricultural 1,219 722 Consumer 28 41 Total nonaccrual loans $ 11,121 $ 6,376 (1) Includes both organic and purchased non-credit impaired nonaccrual loans. Purchased non-credit impaired nonaccrual loans totaled $1.7 million at March 31, 2016 and $1.3 million at December 31, 2015 . The following table presents an analysis of past due organic loans, by class of loans, at the dates indicated (dollars in thousands) : Organic Loans 30 - 89 Days Past Due 90 Days or Greater Past Due Total Past Due Current Total Loans Loans > 90 Days and Accruing March 31, 2016 Construction, land & land development $ 4,235 $ 14 $ 4,249 $ 448,405 $ 452,654 $ — Other commercial real estate — 363 363 718,977 719,340 — Total commercial real estate 4,235 377 4,612 1,167,382 1,171,994 — Residential real estate 455 510 965 139,528 140,493 — Owner-occupied real estate 2,676 246 2,922 219,425 222,347 — Commercial, financial & agricultural 399 11 410 232,759 233,169 — Leases — — — 93,490 93,490 — Consumer 42 12 54 33,793 33,847 — Total organic loans $ 7,807 $ 1,156 $ 8,963 $ 1,886,377 $ 1,895,340 $ — December 31, 2015 Construction, land & land development $ 235 $ — $ 235 $ 481,852 $ 482,087 $ — Other commercial real estate — 19 19 661,043 661,062 — Total commercial real estate 235 19 254 1,142,895 1,143,149 — Residential real estate 656 417 1,073 139,540 140,613 — Owner-occupied real estate 127 — 127 219,509 219,636 — Commercial, financial & agricultural 261 18 279 181,234 181,513 — Leases — — — 71,539 71,539 — Consumer 56 20 76 17,806 17,882 — Total organic loans $ 1,335 $ 474 $ 1,809 $ 1,772,523 $ 1,774,332 $ — The following table presents an analysis of past due purchased non-credit impaired loans, by class of loans, at the dates indicated (dollars in thousands) : Purchased Non-Credit Impaired Loans 30 - 89 Days Past Due 90 Days or Greater Past Due Total Past Due Current Total Loans Loans > 90 Days and Accruing March 31, 2016 Construction, land & land development $ — $ — $ — $ 13,959 $ 13,959 $ — Other commercial real estate — — — 70,444 70,444 — Total commercial real estate — — — 84,403 84,403 — Residential real estate 60 606 666 65,282 65,948 — Owner-occupied real estate — — — 57,519 57,519 — Commercial, financial & agricultural 2 — 2 13,313 13,315 — Consumer 12 — 12 2,201 2,213 — Total purchased non-credit impaired loans $ 74 $ 606 $ 680 $ 222,718 $ 223,398 $ — December 31, 2015 Construction, land & land development $ 17 $ 24 $ 41 $ 18,557 $ 18,598 $ — Other commercial real estate — — — 74,506 74,506 — Total commercial real estate 17 24 41 93,063 93,104 — Residential real estate 846 38 884 68,169 69,053 — Owner-occupied real estate — — — 61,313 61,313 — Commercial, financial & agricultural — — — 14,216 14,216 — Consumer 23 — 23 2,601 2,624 — Total purchased non-credit impaired loans $ 886 $ 62 $ 948 $ 239,362 $ 240,310 $ — The following table presents an analysis of past due purchased credit impaired loans, by class of loans, at the dates indicated (dollars in thousands) : Purchased Credit Impaired Loans 30 - 89 Days Past Due 90 Days or Greater Past Due Total Past Due Current Total Loans March 31, 2016 Construction, land & land development $ 739 $ 2,107 $ 2,846 $ 10,399 $ 13,245 Other commercial real estate 1,033 6,165 7,198 32,921 40,119 Total commercial real estate 1,772 8,272 10,044 43,320 53,364 Residential real estate 2,337 3,920 6,257 54,322 60,579 Owner-occupied real estate 5,255 3,468 8,723 16,111 24,834 Commercial, financial & agricultural — — — 871 871 Consumer — 4 4 143 147 Total purchased credit impaired loans $ 9,364 $ 15,664 $ 25,028 $ 114,767 $ 139,795 December 31, 2015 Construction, land & land development $ 27 $ 3,154 $ 3,181 $ 11,071 $ 14,252 Other commercial real estate 857 5,510 6,367 34,375 40,742 Total commercial real estate 884 8,664 9,548 45,446 54,994 Residential real estate 2,724 6,453 9,177 54,834 64,011 Owner-occupied real estate 2,664 2,823 5,487 19,877 25,364 Commercial, financial & agricultural — 9 9 1,041 1,050 Consumer 4 — 4 152 156 Total purchased credit impaired loans $ 6,276 $ 17,949 $ 24,225 $ 121,350 $ 145,575 Asset Quality Grades: The Company assigns loans into risk categories based on relevant information about the ability of borrowers to pay their debts, such as current financial information, historical payment experience, credit documentation, public information and current economic trends, among other factors. A loan's risk grade is assigned at inception based upon the strength of the repayment sources and reassessed periodically throughout the year. Loans over certain dollar thresholds identified as having weaknesses are subject to more frequent review. In addition, the Company's internal loan review department provides an ongoing, comprehensive and independent assessment of credit risk within the Company. Loans are graded on a scale of 1 to 8. Pass grades are from 1 to 4. Descriptions of the general characteristics of grades 5 and above are as follows: Watch (Grade 5) —Loans graded Watch are pass credits that have not met performance expectations or that have higher inherent risk characteristics warranting continued supervision and attention. OAEM (Grade 6) —Loans graded OAEM (other assets especially mentioned) have potential weaknesses that deserve management's close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects for the loan or in the Company's credit position at some future date. OAEM loans are not adversely classified and do not expose the institution to sufficient risk to warrant adverse classification. Substandard (Grade 7) —Loans classified as substandard are inadequately protected by the current sound worth and payment capacity of the obligor or of the collateral pledged, if any. Loans so classified have a well-defined weakness, or weaknesses, that jeopardize the liquidation of the debt. They are characterized by the distinct possibility that the institution will sustain some loss if the deficiencies are not corrected. Doubtful (Grade 8) —Loans classified as doubtful have all the weaknesses inherent in those classified as substandard, with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently existing facts, conditions, and values, highly questionable and improbable. The following table presents the risk grades of the organic loan portfolio, by class of loans, at the dates indicated (dollars in thousands) : Organic Loans Pass Watch OAEM Substandard Doubtful Total March 31, 2016 Construction, land & land development $ 428,741 $ 15,771 $ 851 $ 7,291 $ — $ 452,654 Other commercial real estate 693,093 24,644 855 748 — 719,340 Total commercial real estate 1,121,834 40,415 1,706 8,039 — 1,171,994 Residential real estate 135,775 2,277 745 1,686 10 140,493 Owner-occupied real estate 199,681 18,287 4,110 269 — 222,347 Commercial, financial & agricultural 230,331 2,372 — 466 — 233,169 Leases 93,490 — — — — 93,490 Consumer 33,677 111 — 57 2 33,847 Total organic loans $ 1,814,788 $ 63,462 $ 6,561 $ 10,517 $ 12 $ 1,895,340 December 31, 2015 Construction, land & land development $ 460,661 $ 15,124 $ 3,108 $ 3,194 $ — $ 482,087 Other commercial real estate 637,336 20,660 2,310 756 — 661,062 Total commercial real estate 1,097,997 35,784 5,418 3,950 — 1,143,149 Residential real estate 135,588 2,964 684 1,361 16 140,613 Owner-occupied real estate 204,528 13,932 906 270 — 219,636 Commercial, financial & agricultural 178,069 1,619 1,241 584 — 181,513 Leases 71,539 — — — — 71,539 Consumer 17,590 219 — 71 2 17,882 Total organic loans $ 1,705,311 $ 54,518 $ 8,249 $ 6,236 $ 18 $ 1,774,332 The following table presents the risk grades of the purchased non-credit impaired loan portfolio, by class of loans, at the dates indicated (dollars in thousands) : Purchased Non-Credit Impaired Loans Pass Watch OAEM Substandard Doubtful Total March 31, 2016 Construction, land & land development $ 13,959 $ — $ — $ — $ — $ 13,959 Other commercial real estate 66,633 2,221 1,590 — — 70,444 Total commercial real estate 80,592 2,221 1,590 — — 84,403 Residential real estate 61,991 2,971 325 661 — 65,948 Owner-occupied real estate 49,282 7,702 — 535 — 57,519 Commercial, financial & agricultural 11,165 383 — 1,767 — 13,315 Consumer 2,204 8 — 1 — 2,213 Total purchased non-credit impaired loans $ 205,234 $ 13,285 $ 1,915 $ 2,964 $ — $ 223,398 December 31, 2015 Construction, land & land development $ 18,347 $ 227 $ — $ 24 $ — $ 18,598 Other commercial real estate 68,462 4,454 1,590 — — 74,506 Total commercial real estate 86,809 4,681 1,590 24 — 93,104 Residential real estate 64,709 3,240 329 775 — 69,053 Owner-occupied real estate 52,323 8,436 — 554 — 61,313 Commercial, financial & agricultural 12,935 451 — 830 — 14,216 Consumer 2,609 10 — 5 — 2,624 Total purchased non-credit impaired loans $ 219,385 $ 16,818 $ 1,919 $ 2,188 $ — $ 240,310 Classifications on purchased credit impaired loans are based upon the borrower's ability to pay the current unpaid principal balance without regard to the net carrying value of the loan on the Company's balance sheet. Because the values shown in the table below are based on each loan's estimated cash flows, any expected losses should be covered by a combination of the specific reserves established in the allowance for loan and lease losses on purchased credit impaired loans plus the discounts to the unpaid principal balances reflected in the recorded investment of each loan. The following table presents the risk grades of the purchased credit impaired loan portfolio, by class of loans (dollars in thousands) : Purchased Credit Impaired Loans Pass Watch OAEM Substandard Doubtful Total March 31, 2016 Construction, land & land development $ 3,981 $ 1,927 $ 765 $ 6,572 $ — $ 13,245 Other commercial real estate 10,598 13,847 3,402 12,272 — 40,119 Total commercial real estate 14,579 15,774 4,167 18,844 — 53,364 Residential real estate 34,494 8,742 4,447 11,726 1,170 60,579 Owner-occupied real estate 8,187 4,121 957 11,569 — 24,834 Commercial, financial & agricultural 214 354 130 173 — 871 Consumer 78 49 1 19 — 147 Total purchased credit impaired loans $ 57,552 $ 29,040 $ 9,702 $ 42,331 $ 1,170 $ 139,795 December 31, 2015 Construction, land & land development $ 3,915 $ 1,961 $ 722 $ 7,023 $ 631 $ 14,252 Other commercial real estate 10,716 14,960 3,576 10,727 763 40,742 Total commercial real estate 14,631 16,921 4,298 17,750 1,394 54,994 Residential real estate 34,618 8,707 4,008 12,438 4,240 64,011 Owner-occupied real estate 8,657 3,793 1,244 11,319 351 25,364 Commercial, financial & agricultural 328 392 131 192 7 1,050 Consumer 91 48 1 16 — 156 Total purchased credit impaired loans $ 58,325 $ 29,861 $ 9,682 $ 41,715 $ 5,992 $ 145,575 Troubled Debt Restructurings (TDRs) Total organic and purchased non-credit impaired troubled debt restructurings (TDRs) were $4.0 million and $3.8 million at March 31, 2016 and December 31, 2015 , respectively, with no related allowance for loans losses for the same periods. At March 31, 2016 and December 31, 2015 there was one commitment totaling $335,000 and $620,000 , respectively, to extend credit to a borrower with an existing troubled debt restructuring. Purchased credit impaired loans modified post-acquisition are not removed from their accounting pools and accounted for as TDRs, even if those loans would otherwise be deemed TDRs. During the three months ended March 31, 2016 and 2015 , there were no organic or PNCI loans modified under the terms of a TDR. During the three months ended March 31, 2016 and 2015 , there were no organic or PNCI TDRs that subsequently defaulted within twelve months of their modification dates. |