notes to consolidated financial statements 161 fifth third bancorp as of december 31 , 2012 ( $ in millions ) significant unobservable ranges of financial instrument fair value valuation technique inputs inputs weighted-average commercial loans held for sale $ 9 appraised value appraised value nm nm cost to sell nm 10.0% ( 10.0 % ) commercial and industrial loans 83 appraised value default rates 100% ( 100 % ) nm collateral value nm nm commercial mortgage loans 46 appraised value default rates 100% ( 100 % ) nm collateral value nm nm commercial construction loans 4 appraised value default rates 100% ( 100 % ) nm collateral value nm nm msrs 697 discounted cash flow prepayment speed 0 - 100% ( 100 % ) ( fixed ) 16.1% ( 16.1 % ) ( adjustable ) 26.9% ( 26.9 % ) discount rates 9.4 - 18.0% ( 18.0 % ) ( fixed ) 10.5% ( 10.5 % ) ( adjustable ) 11.7% ( 11.7 % ) .
[['financial instrument', 'fair value', 'valuation technique', 'significant unobservableinputs', 'ranges ofinputs', 'weighted-average'], ['commercial loans held for sale', '$ 9', 'appraised value', 'appraised valuecost to sell', 'nmnm', 'nm10.0% ( nm10.0 % )'], ['commercial and industrial loans', '83', 'appraised value', 'default ratescollateral value', '100%nm', 'nmnm'], ['commercial mortgage loans', '46', 'appraised value', 'default ratescollateral value', '100%nm', 'nmnm'], ['commercial construction loans', '4', 'appraised value', 'default ratescollateral value', '100%nm', 'nmnm'], ['msrs', '697', 'discounted cash flow', 'prepayment speeddiscount rates', '0 - 100%9.4 - 18.0% ( 18.0 % )', '( fixed ) 16.1% ( 16.1 % ) ( adjustable ) 26.9% ( 26.9 % ) ( fixed ) 10.5% ( 10.5 % ) ( adjustable ) 11.7% ( 11.7 % )'], ['oreo', '165', 'appraised value', 'appraised value', 'nm', 'nm']]
commercial loans held for sale during 2013 and 2012 , the bancorp transferred $ 5 million and $ 16 million , respectively , of commercial loans from the portfolio to loans held for sale that upon transfer were measured at fair value using significant unobservable inputs .these loans had fair value adjustments in 2013 and 2012 totaling $ 4 million and $ 1 million , respectively , and were generally based on appraisals of the underlying collateral and were therefore , classified within level 3 of the valuation hierarchy .additionally , during 2013 and 2012 there were fair value adjustments on existing commercial loans held for sale of $ 3 million and $ 12 million , respectively .the fair value adjustments were also based on appraisals of the underlying collateral and were therefore classified within level 3 of the valuation hierarchy .an adverse change in the fair value of the underlying collateral would result in a decrease in the fair value measurement .the accounting department determines the procedures for valuation of commercial hfs loans which may include a comparison to recently executed transactions of similar type loans .a monthly review of the portfolio is performed for reasonableness .quarterly , appraisals approaching a year old are updated and the real estate valuation group , which reports to the chief risk and credit officer , in conjunction with the commercial line of business review the third party appraisals for reasonableness .additionally , the commercial line of business finance department , which reports to the bancorp chief financial officer , in conjunction with accounting review all loan appraisal values , carrying values and vintages .commercial loans held for investment during 2013 and 2012 , the bancorp recorded nonrecurring impairment adjustments to certain commercial and industrial , commercial mortgage and commercial construction loans held for investment .larger commercial loans included within aggregate borrower relationship balances exceeding $ 1 million that exhibit probable or observed credit weaknesses are subject to individual review for impairment .the bancorp considers the current value of collateral , credit quality of any guarantees , the guarantor 2019s liquidity and willingness to cooperate , the loan structure and other factors when evaluating whether an individual loan is impaired .when the loan is collateral dependent , the fair value of the loan is generally based on the fair value of the underlying collateral supporting the loan and therefore these loans were classified within level 3 of the valuation hierarchy .in cases where the carrying value exceeds the fair value , an impairment loss is recognized .an adverse change in the fair value of the underlying collateral would result in a decrease in the fair value measurement .the fair values and recognized impairment losses are reflected in the previous table .commercial credit risk , which reports to the chief risk and credit officer , is responsible for preparing and reviewing the fair value estimates for commercial loans held for investment .mortgage interest rates increased during the year ended december 31 , 2013 and the bancorp recognized a recovery of temporary impairment on servicing rights .the bancorp recognized temporary impairments in certain classes of the msr portfolio during the year ended december 31 , 2012 and the carrying value was adjusted to the fair value .msrs do not trade in an active , open market with readily observable prices .while sales of msrs do occur , the precise terms and conditions typically are not readily available .accordingly , the bancorp estimates the fair value of msrs using internal discounted cash flow models with certain unobservable inputs , primarily prepayment speed assumptions , discount rates and weighted average lives , resulting in a classification within level 3 of the valuation hierarchy .refer to note 11 for further information on the assumptions used in the valuation of the bancorp 2019s msrs .the secondary marketing department and treasury department are responsible for determining the valuation methodology for msrs .representatives from secondary marketing , treasury , accounting and risk management are responsible for reviewing key assumptions used in the internal discounted cash flow model .two external valuations of the msr portfolio are obtained from third parties that use valuation models in order to assess the reasonableness of the internal discounted cash flow model .additionally , the bancorp participates in peer surveys that provide additional confirmation of the reasonableness of key assumptions utilized in the msr valuation process and the resulting msr prices .during 2013 and 2012 , the bancorp recorded nonrecurring adjustments to certain commercial and residential real estate properties classified as oreo and measured at the lower of carrying amount or fair value .these nonrecurring losses are primarily due to declines in real estate values of the properties recorded in oreo .for the years ended december 31 , 2013 and 2012 , these losses include $ 19 million and $ 17 million , respectively , recorded as charge-offs , on new oreo properties transferred from loans during the respective periods and $ 26 million and $ 57 million , respectively , recorded as negative fair value adjustments on oreo in other noninterest income subsequent to their transfer from loans .as discussed in the following paragraphs , the fair value amounts are generally based on appraisals of the property values , resulting in a .

Question: during 2013 , what were total losses in millions for charge-offs on new oreo properties and negative fair value adjustments on existing oreo properties?
Answer: 45