Question-and-Answer Session
Operator
(Operator Instructions) Your first question comes from Cary Morris - Scott & Stringfellow.
Cary Morris - Scott & Stringfellow
Tom could you all talk about your charge-off expectations going forward. I may have missed it if you had talked about it before, but just charge-offs in general or what you’re expectations are or what you’re planning for in this very difficult market? I appreciate it.
Tom Hood
Sure. Well, we really didn’t have a real significant increase in charge-offs and quite frankly, we are trying to work to avoid actual charge-offs; obviously, everyone else is too; but as delinquencies lengthen, as some of these categories continue to worsen in terms of the delinquencies in those categories, our expectation is that we may have higher levels of actual charge-offs in the future.
Obviously, despite this very large addition to our loan loss provision, we have every expectation that we’re going to follow this; I think very defined model that we’re utilizing and if additional changes in our provision are required, we’re going to promptly do that and we’ve had a large group of very experienced folks, working on and trying to move some of these problem assets off the balance sheet. So we’re very hopeful that we’ll see some progress in that regard in the near term.
Operator
(Operator Instructions) Your next question comes from Matt Hodgson - SunTrust Robinson Humphrey.
Matt Hodgson - SunTrust Robinson Humphrey
If you wouldn’t mind, could you go over the delinquency numbers again that you listed in your prepared remarks; kind of by category?
Tom Hood
Yes sure, you want the dollar amounts that we gave? These are 30 days or more delinquent; real estate one-to-four was $18.5 million, home equities were $8.4 million, manufactured housing was $5.5 million, marine was $1.6 million, commercial real estate was $21.8 million, land was $4.1 million and real estate construction one-to-four was $9.0 million.
Matt Hodgson - SunTrust Robinson Humphrey
Okay great and also I was curious. I think you mentioned a third party loan review firm that you all engaged in the quarter and I was curious how much of their input led to the big reserve build or the change in non-accruals.
Tom Hood
I’d say most of it. Our model takes a lot of factors into place. We use a three-year loss rate on all portfolios. We also use risk ratings to help us determine and higher risk ratings get a set loan loss reserve factor. The review that we had done changed some of those risk ratings that impacted that ratio, so that piece of it did go into helping us, but the fact that we had a number of loans deteriorating, moving in automatically and moving into categories that our model automatically allocated a higher reserve level, also had a big impact.
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