Table 36 : OREO and Foreclosed Assets
## Table 0 ##
Total OREO and foreclosed assets decreased $171 million during 2013 from $540 million at December 31, 2012, to $369 million at December 31, 2013 and is 11% of total nonperforming assets at December 31, 2013.
As of December 31, 2013 and December 31, 2012, 44% and 31%, respectively, of our OREO and foreclosed assets were comprised of 1-4 family residential properties.
The lower level of OREO and foreclosed assets was driven mainly by continued strong sales activity offset slightly by an increase in foreclosures.
Excluded from OREO at December 31, 2013 and December 31, 2012, respectively, was $245 million and $380 million of residential real estate that was acquired by us upon foreclosure of serviced loans because they are insured by the FHA or guaranteed by the VA.  Table 37: Change in Nonperforming Assets
## Table 1 ##
(a) New nonperforming assets include $560 million of loans added in the first quarter of 2013 due to the alignment with interagency supervisory guidance on practices for loans and lines of credit related to consumer lending.
(b) Charge-offs and valuation adjustments include $134 million of charge-offs added in the first quarter of 2013 due to the alignment with interagency supervisory guidance discussed in footnote (a) above.
The table above presents nonperforming asset activity during 2013 and 2012.
Nonperforming assets decreased $337 million from $3.8 billion at December 31, 2012, driven primarily by a decrease in commercial lending nonperforming loans, an increase in consumer loans returning to performing and principal activity within consumer, along with an increase in sales of OREO, partially offset by increases in consumer lending nonperforming loans due to alignment with interagency supervisory guidance in the first quarter of 2013.
Approximately 87% of total nonperforming loans are secured by collateral which would be expected to reduce credit losses and require less reserve in the event of default, and 27% of commercial lending nonperforming loans are contractually current as to both principal and interest obligations.
As of December 31, 2013, commercial lending nonperforming loans are carried at approximately 64% of their unpaid principal balance, due to charge-offs recorded to date, before consideration of the ALLL.
See Note 5 Asset Quality in the Notes To Consolidated Financial Statements in Item 8 of this Report for additional information on these loans.
Purchased impaired loans are considered performing, even if contractually past due (or if we do not expect to receive payment in full based on the original contractual terms), as we are currently accreting interest income over the expected life of the loans.
The accretable yield represents the excess of the expected cash flows on the loans at the measurement date over the carrying value.
Generally decreases, other than interest rate decreases for variable rate notes, in the net present value of expected cash flows of individual commercial or pooled purchased impaired loans would result in an impairment charge to the provision for loan losses in the period in which the change is deemed probable.
Generally increases in the net present value of expected cash flows of purchased impaired loans would first result in a recovery of previously recorded allowance for loan losses, to the extent applicable, and then an increase to accretable yield for the remaining life of the purchased impaired loans.
Total nonperforming loans and assets in the tables above are significantly lower than they would have been due to this accounting treatment for purchased impaired loans.
This treatment also results in a lower ratio of nonperforming loans to total loans and a higher ratio of ALLL to nonperforming loans.
See Note 6 Purchased Loans in the Notes To Consolidated Financial Statements in Item 8 of this Report for additional information on these loans.
LOAN DELINQUENCIES We regularly monitor the level of loan delinquencies and believe these levels may be a key indicator of loan portfolio asset quality.
Measurement of delinquency status is based on the contractual terms of each loan.
Loans that are 30 days or more past due in terms of payment are considered delinquent.
Loan delinquencies exclude loans held for sale and purchased impaired loans, but include government insured or guaranteed loans and loans accounted for under the fair value option.
Total early stage loan delinquencies (accruing loans past due 30 to 89 days) decreased from $1.4 billion at December 31, 2012, to $1.0 billion at December 31, 2013.
The reduction in consumer lending early stage delinquencies was mainly due to the alignment with interagency supervisory guidance in the first quarter of 2013 whereby such loans were classified as either nonperforming or, in the case of loans accounted for under the fair value option, nonaccruing, or charged off.
Commercial lending early stage delinquencies declined due to improving credit quality.
See Note 1 Accounting Policies in the Notes To Consolidated Financial Statements in Item 8 of this Report for additional information regarding our nonperforming loan and nonaccrual policies.
Table 56: Commercial Lending Asset Quality Indicators (a)(b)
## Table 2 ##
(a) Based upon PDs and LGDs.
We apply a split rating classification to certain loans meeting threshold criteria.
By assigning a split classification, a loan’s exposure amount may be split into more than one classification category in the above table.
(b) Loans are included above based on the Regulatory Classification definitions of “Pass”, “Special Mention”, “Substandard” and “Doubtful”.
(c) Special Mention rated loans have a potential weakness that deserves management’s close attention.
If left uncorrected, these potential weaknesses may result in deterioration of repayment prospects at some future date.
These loans do not expose us to sufficient risk to warrant a more adverse classification at this time.
(d) Substandard rated loans have a well-defined weakness or weaknesses that jeopardize the collection or liquidation of debt.
They are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected.
(e) Doubtful rated loans possess all the inherent weaknesses of a Substandard loan with the additional characteristics that the weakness makes collection or liquidation in full improbable due to existing facts, conditions, and values.
Consumer Lending Asset Classes Home Equity and Residential Real Estate Loan Classes We use several credit quality indicators, including delinquency information, nonperforming loan information, updated credit scores, originated and updated LTV ratios, and geography, to monitor and manage credit risk within the home equity and residential real estate loan classes.
We evaluate mortgage loan performance by source originators and loan servicers.
A summary of asset quality indicators follows: Delinquency/Delinquency Rates: We monitor trending of delinquency/delinquency rates for home equity and residential real estate loans.
See the Asset Quality section of this Note 3 for additional information.
Nonperforming Loans: We monitor trending of nonperforming loans for home equity and residential real estate loans.
See the Asset Quality section of this Note 3 for additional information.
Credit Scores: We use a national third-party provider to update FICO credit scores for home equity loans and lines of credit and residential real estate loans at least quarterly.
The updated scores are incorporated into a series of credit management reports, which are utilized to monitor the risk in the loan classes.
LTV (inclusive of combined loan-to-value (CLTV) for first and subordinate lien positions): At least annually, we update the property values of real estate collateral and calculate an updated LTV ratio.
For open-end credit lines secured by real estate in regions experiencing significant declines in property values, more frequent valuations may occur.
We examine LTV migration and stratify LTV into categories to monitor the risk in the loan classes.
Historically, we used, and we continue to use, a combination of original LTV and updated LTV for internal risk management and reporting purposes (e. g. , line management, loss mitigation strategies).
In addition to the fact that estimated property values by their nature are estimates, given certain data limitations it is important to note that updated LTVs may be based upon management’s assumptions (e. g. , if an updated LTV is not provided by the third-party service provider, home price index (HPI) changes will be incorporated in arriving at management’s estimate of updated LTV).
Geography: Geographic concentrations are monitored to evaluate and manage exposures.
Loan purchase programs are sensitive to, and focused within, certain regions to manage geographic exposures and associated risks.
A combination of updated FICO scores, originated and updated LTV ratios and geographic location assigned to home equity loans and lines of credit and residential real estate loans is used to monitor the risk in the loan classes.
Loans with higher FICO scores and lower LTVs tend to have a lower level of risk.
Conversely, loans with lower FICO scores, higher LTVs, and in certain geographic locations tend to have a higher level of risk.
During 2015, $82 million of provision recapture was recorded for purchased impaired loans compared to $91 million of provision recapture during 2014.
Charge-offs (which were specifically for commercial loans greater than a defined threshold) during 2015 were $12 million compared to $42 million during 2014.
At December 31, 2015 and December 31, 2014, the ALLL on total purchased impaired loans was $.3 billion and $.9 billion, respectively.
The decline in ALLL was primarily due to the change in our derecognition policy.
For purchased impaired loan pools where an allowance has been recognized, subsequent increases in the net present value of cash flows will result in a provision recapture of any previously recorded ALLL to the extent applicable, and/or a reclassification from non-accretable difference to accretable yield, which will be recognized prospectively.
Individual loan transactions where final dispositions have occurred (as noted above) result in removal of the loans from their applicable pools for cash flow estimation purposes.
The cash flow reestimation process is completed quarterly to evaluate the appropriateness of the ALLL associated with the purchased impaired loans.
Activity for the accretable yield during 2015 and 2014 follows: Table 66: Purchased Impaired Loans – Accretable Yield

<table><tr><td>In millions</td><td>December 312013</td><td>December 312012</td></tr><tr><td>Other real estate owned (OREO):</td><td></td><td></td></tr><tr><td>Residential properties</td><td>$164</td><td>$167</td></tr><tr><td>Residential development properties</td><td>74</td><td>135</td></tr><tr><td>Commercial properties</td><td>122</td><td>205</td></tr><tr><td>Total OREO</td><td>360</td><td>507</td></tr><tr><td>Foreclosed and other assets</td><td>9</td><td>33</td></tr><tr><td>Total OREO and foreclosed assets</td><td>$369</td><td>$540</td></tr></table>
<table><tr><td>In millions</td><td>2013</td><td>2012</td></tr><tr><td>January 1</td><td>$3,794</td><td>$4,156</td></tr><tr><td>New nonperforming assets (a)</td><td>3,343</td><td>3,648</td></tr><tr><td>Charge-offs and valuation adjustments (b)</td><td>-1,002</td><td>-1,218</td></tr><tr><td>Principal activity, including paydowns and payoffs</td><td>-1,016</td><td>-1,812</td></tr><tr><td>Asset sales and transfers to loans held for sale</td><td>-492</td><td>-610</td></tr><tr><td>Returned to performing status</td><td>-1,170</td><td>-370</td></tr><tr><td>December 31</td><td>$3,457</td><td>$3,794</td></tr></table>
<table><tr><td></td><td></td><td colspan="3">Criticized Commercial Loans</td><td></td></tr><tr><td>In millions</td><td>Pass Rated</td><td>SpecialMention (c)</td><td>Substandard (d)</td><td>Doubtful (e)</td><td>Total Loans</td></tr><tr><td>December 31, 2015</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Commercial</td><td>$93,364</td><td>$2,029</td><td>$3,089</td><td>$90</td><td>$98,572</td></tr><tr><td>Commercial real estate</td><td>26,729</td><td>120</td><td>481</td><td>5</td><td>27,335</td></tr><tr><td>Equipment lease financing</td><td>7,230</td><td>87</td><td>150</td><td>1</td><td>7,468</td></tr><tr><td>Purchased impaired loans</td><td></td><td>6</td><td>157</td><td>6</td><td>169</td></tr><tr><td>Total commercial lending</td><td>$127,323</td><td>$2,242</td><td>$3,877</td><td>$102</td><td>$133,544</td></tr><tr><td>December 31, 2014</td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Commercial</td><td>$92,884</td><td>$1,984</td><td>$2,424</td><td>$55</td><td>$97,347</td></tr><tr><td>Commercial real estate</td><td>22,066</td><td>285</td><td>639</td><td>35</td><td>23,025</td></tr><tr><td>Equipment lease financing</td><td>7,518</td><td>73</td><td>93</td><td>2</td><td>7,686</td></tr><tr><td>Purchased impaired loans</td><td></td><td>4</td><td>280</td><td>26</td><td>310</td></tr><tr><td>Total commercial lending</td><td>$122,468</td><td>$2,346</td><td>$3,436</td><td>$118</td><td>$128,368</td></tr></table>

Question: How many commercial lending exceed the average of total commercial lending in 2015 for total loans?
Answer: 33386.0