10-Q 1 a11-25794_110q.htm 10-Q

Table of Contents

 

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM 10-Q

 

(Mark One)

 

x

 

Quarterly report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

 

 

 

for the quarterly period ended September 30, 2011

 

 

 

o

 

Transition report pursuant to Section 13 or 15(d) of the Exchange Act

 

 

 

for the transition period from          to         

 

Commission File No. 000-28344

 

FIRST COMMUNITY CORPORATION

(Exact name of registrant as specified in its charter)

 

South Carolina

 

57-1010751

(State of Incorporation)

 

(I.R.S. Employer Identification)

 

5455 Sunset Boulevard, Lexington, South Carolina 29072

(Address of Principal Executive Offices)

 

(803) 951-2265

(Registrant’s Telephone Number, Including Area Code)

 

 

(Former Name, Former Address and Former Fiscal Year, if Changed Since Last Report)

 

Indicate by check mark whether the registrant: (1) has filed all reports required to be filed by Section 13 or 15 (d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes x  No o

 

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files). Yes x  No o

 

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company.  See the definitions of “large accelerated filer,” “accelerated filer,” and  “smaller reporting company” in Rule 12b-2 of the Exchange Act.

 

Large accelerated filer o

 

Accelerated filer o

 

 

 

Non-accelerated filer o

 

Smaller reporting company x

 

Indicate by check mark whether the registrant is shell company (as defined in Rule 12b-2 of the Exchange Act). Yes o  No x

 

Indicate the number of shares outstanding of each of the issuer’s classes of common equity, as of the latest practicable date:  On November 9, 2011, 3,303,519 shares of the issuer’s common stock, par value $1.00 per share, were issued and outstanding.

 

 

 



Table of Contents

 

TABLE OF CONTENTS

 

PART I - FINANCIAL INFORMATION

Item 1. Financial Statements.

Consolidated Balance Sheets

Consolidated Statements of Income

Consolidated Statements of Changes in Shareholders’ Equity and Comprehensive Income

Consolidated Statements of Cash Flows

Notes to Consolidated Financial Statements

Item 2. Managements Discussion and Analysis of Financial Condition and Results of Operations

Item 3. Quantitative and Qualitative Disclosures About Market Risk

Item 4. Controls and Procedures

 

PART II — OTHER INFORMATION

Item 1. Legal Proceedings

Item 1A. Risk Factors

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds

Item 3. Defaults Upon Senior Securities

Item 4. (Removed and Reserved)

Item 5. Other Information

Item 6. Exhibits

 

INDEX TO EXHIBITS

SIGNATURES

EX-31.1 RULE 13A-14(A) CERTIFICATION OF PRINCIPAL EXECUTIVE OFFICER

EX-31.2 RULE 13A-14(A) CERTIFICATION OF PRINCIPAL FINANCIAL OFFICER

EX-32 SECTION 1350 CERTIFICATIONS

 

2



Table of Contents

 

PART I. FINANCIAL INFORMATION

Item 1.  Financial Statements

 

FIRST COMMUNITY CORPORATION

CONSOLIDATED BALANCE SHEETS

 

 

 

September 30,

 

 

 

 

 

2011

 

December 31,

 

(Dollars in thousands, except par value)

 

(Unaudited)

 

2010

 

ASSETS

 

 

 

 

 

Cash and due from banks

 

$

9,465

 

$

7,114

 

Interest-bearing bank balances

 

8,217

 

19,102

 

Federal funds sold and securities purchased under agreements to resell

 

305

 

245

 

Investment securities - available for sale

 

208,900

 

189,309

 

Other investments, at cost

 

5,984

 

6,841

 

Loans held for sale

 

5,195

 

 

Loans

 

324,233

 

329,954

 

Less, allowance for loan losses

 

4,708

 

4,911

 

Net loans

 

319,525

 

325,043

 

Property, furniture and equipment - net

 

17,593

 

18,026

 

Bank owned life insurance

 

10,877

 

10,773

 

Other real estate owned

 

8,269

 

6,904

 

Intangible assets

 

793

 

881

 

Other assets

 

11,761

 

14,785

 

Total assets

 

$

606,884

 

$

599,023

 

LIABILITIES

 

 

 

 

 

Deposits:

 

 

 

 

 

Non-interest bearing demand

 

$

84,857

 

$

72,625

 

NOW and money market accounts

 

139,462

 

123,604

 

Savings

 

32,670

 

29,886

 

Time deposits less than $100,000

 

131,747

 

143,946

 

Time deposits $100,000 and over

 

84,424

 

85,283

 

Total deposits

 

473,160

 

455,344

 

Securities sold under agreements to repurchase

 

16,927

 

12,686

 

Federal Home Loan Bank advances

 

48,724

 

68,094

 

Junior subordinated debt

 

15,464

 

15,464

 

Other borrowed money

 

100

 

120

 

Other liabilities

 

5,809

 

5,518

 

Total liabilities

 

560,184

 

557,226

 

SHAREHOLDERS’ EQUITY

 

 

 

 

 

Preferred stock, par value $1.00 per share, 10,000,000 shares authorized; 11,350 issued and outstanding

 

11,111

 

11,035

 

Common stock, par value $1.00 per share; 10,000,000 shares authorized; issued and outstanding 3,303,519 at September 30, 2011, 3,270,135 at December 31, 2010

 

3,304

 

3,270

 

Common stock warrants issued

 

509

 

509

 

Nonvested restricted stock

 

(39

)

 

Additional paid in capital

 

49,146

 

48,956

 

Accumulated deficit (loss)

 

(18,374

)

(19,732

)

Accumulated other comprehensive income

 

1,043

 

(2,241

)

Total shareholders’ equity

 

46,700

 

41,797

 

Total liabilities and shareholders’ equity

 

$

606,884

 

$

599,023

 

 

See Notes to Consolidated Financial Statements

 

3



Table of Contents

 

FIRST COMMUNITY CORPORATION

CONSOLIDATED STATEMENTS OF INCOME

 

 

 

Nine

 

Nine

 

 

 

Months Ended

 

Months Ended

 

 

 

September 30,

 

September 30,

 

 

 

2011

 

2010

 

(Dollars in thousands, except per share data)

 

(Unaudited)

 

(Unaudited)

 

Interest income:

 

 

 

 

 

Loans, including fees

 

$

14,376

 

$

14,970

 

Taxable securities

 

4,803

 

5,632

 

Non taxable securities

 

51

 

168

 

Federal funds sold and securities purchased under resale agreements

 

28

 

44

 

Other

 

30

 

28

 

Total interest income

 

19,288

 

20,842

 

Interest expense:

 

 

 

 

 

Deposits

 

3,557

 

4,860

 

Federal funds sold and securities sold

 

 

 

 

 

under agreement to repurchase

 

29

 

50

 

Other borrowed money

 

2,001

 

2,277

 

Total interest expense

 

5,587

 

7,187

 

Net interest income

 

13,701

 

13,655

 

Provision for loan losses

 

1,110

 

1,365

 

Net interest income after provision for loan losses

 

12,591

 

12,290

 

Non-interest income:

 

 

 

 

 

Deposit service charges

 

1,376

 

1,421

 

Mortgage origination fees

 

1,152

 

691

 

Investment advisory fees and non-deposit commissions

 

531

 

416

 

Gain on sale of securities

 

274

 

324

 

Gain (loss) on sale of other assets

 

(109

)

18

 

Fair value (loss) adjustments

 

(185

)

(644

)

Other-than-temporary-impairment write-down on securities

 

(54

)

(799

)

Loss on early extinguishment of debt

 

(74

)

 

Other

 

1,480

 

1,247

 

Total non-interest income

 

4,391

 

2,674

 

Non-interest expense:

 

 

 

 

 

Salaries and employee benefits

 

7,002

 

6,610

 

Occupancy

 

953

 

918

 

Equipment

 

858

 

873

 

Marketing and public relations

 

361

 

301

 

FDIC assessments

 

681

 

735

 

Other real estate expense

 

638

 

536

 

Amortization of intangibles

 

466

 

466

 

Other

 

2,807

 

2,597

 

Total non-interest expense

 

13,766

 

13,036

 

Net income before tax

 

3,216

 

1,928

 

Income taxes

 

963

 

471

 

Net income

 

$

2,253

 

$

1,457

 

Preferred stock dividends

 

502

 

497

 

Net income available to common shareholders

 

$

1,751

 

$

960

 

Basic earnings per common share

 

$

0.53

 

$

0.29

 

Diluted earnings per common share

 

$

0.53

 

$

0.29

 

 

See Notes to Consolidated Financial Statements

 

4



Table of Contents

 

FIRST COMMUNITY CORPORATION

CONSOLIDATED STATEMENTS OF INCOME

 

 

 

Three

 

Three

 

 

 

Months Ended

 

Months Ended

 

 

 

September 30,

 

September 30,

 

 

 

2011

 

2010

 

(Dollars in thousands, except per share data)

 

(Unaudited)

 

(Unaudited)

 

 

 

 

 

 

 

Interest income:

 

 

 

 

 

Loans, including fees

 

$

4,747

 

$

4,946

 

Taxable securities

 

1,600

 

1,755

 

Non taxable securities

 

18

 

91

 

Federal funds sold and securities purchased under resale agreements

 

7

 

17

 

Other

 

10

 

9

 

Total interest income

 

6,382

 

6,818

 

Interest expense:

 

 

 

 

 

Deposits

 

1,114

 

1,555

 

Federal funds sold and securities sold

 

 

 

 

 

under agreement to repurchase

 

11

 

13

 

Other borrowed money

 

629

 

767

 

Total interest expense

 

1,754

 

2,335

 

Net interest income

 

4,628

 

4,483

 

Provision for loan losses

 

360

 

235

 

Net interest income after provision for loan losses

 

4,268

 

4,248

 

Non-interest income:

 

 

 

 

 

Deposit service charges

 

440

 

459

 

Mortgage origination fees

 

698

 

342

 

Investment advisory fees and non-deposit commissions

 

218

 

82

 

Gain on sale of securities

 

133

 

218

 

(Loss) on sale of other assets

 

(18

)

(10

)

Fair value (loss) adjustments

 

(60

)

(201

)

Other-than-temporary-impairment write-down on securities

 

(50

)

(440

)

Loss on early extinguishment of debt

 

(74

)

 

Other

 

401

 

472

 

Total non-interest income

 

1,688

 

922

 

Non-interest expense:

 

 

 

 

 

Salaries and employee benefits

 

2,493

 

2,305

 

Occupancy

 

336

 

312

 

Equipment

 

287

 

290

 

Marketing and public relations

 

64

 

105

 

FDIC assessment

 

176

 

323

 

Other real estate expense

 

134

 

243

 

Amortization of intangibles

 

156

 

155

 

Other

 

912

 

911

 

Total non-interest expense

 

4,558

 

4,644

 

Net income before tax

 

1,398

 

526

 

Income taxes

 

441

 

132

 

Net income

 

$

957

 

$

394

 

Preferred stock dividends

 

167

 

166

 

Net income available to common shareholders

 

$

790

 

$

228

 

Basic earnings per common share

 

$

0.24

 

$

0.07

 

Diluted earnings per common share

 

$

0.24

 

$

0.07

 

 

See Notes to Consolidated Financial Statements

 

5



Table of Contents

 

FIRST COMMUNITY CORPORATION

Consolidated Statement of Changes in Shareholders’ Equity and Comprehensive Income (Loss)

Nine Months ended September 30, 2011 and September 30, 2010

(Unaudited)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 

Common

 

Additional

 

Nonvested

 

Retained

 

Comprehensive

 

 

 

 

 

Preferred

 

Shares

 

Common

 

Stock

 

Paid-in

 

Restricted

 

Earnings

 

Income

 

 

 

(Dollars in thousands)

 

Stock

 

Issued

 

Stock

 

Warrants

 

Capital

 

Stock

 

(Deficit)

 

(Loss)

 

Total

 

Balance, December 31, 2009

 

$

10,939

 

3,252

 

$

 3,252

 

$

 509

 

$

 48,873

 

$

 (79

)

$

(20,401

)

$

 (1,653

)

$

 41,440

 

Comprehensive income:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Net income

 

 

 

 

 

 

 

 

 

 

 

 

 

1,457

 

 

 

1,457

 

Other comprehensive income:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Unrealized gain during period on available-for-sale securities net of tax of $732

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1,341

 

 

 

Less: reclassification adjustment for gain included in net income, net of tax benefit $113

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(211

)

 

 

Reclassification adjustment for Other- than-temporary impairment included in income net of tax of $280

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

519

 

 

 

Other comprehensive income

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1,649

 

1,649

 

Comprehensive income:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3,106

 

Amortization of compensation on restricted stock

 

 

 

 

 

 

 

 

 

 

 

79

 

 

 

 

 

79

 

Dividends: Common ($0.12 per share)

 

 

 

 

 

 

 

 

 

 

 

 

 

(391

)

 

 

(391

)

Preferred

 

72

 

 

 

 

 

 

 

 

 

 

 

(497

)

 

 

(425

)

Dividend reinvestment plan

 

 

 

14

 

14

 

 

 

66

 

 

 

 

 

 

 

80

 

Balance, September 30, 2010

 

$

11,011

 

3,266

 

$

3,266

 

$

509

 

$

48,939

 

$

 

$

(19,832

)

$

(4

)

$

43,889

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance, December 31, 2010

 

$

11,035

 

3,270

 

$

3,270

 

$

509

 

$

48,956

 

$

 

$

(19,732

)

$

(2,241

)

$

41,797

 

Comprehensive income:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Net income

 

 

 

 

 

 

 

 

 

 

 

 

 

2,253

 

 

 

2,253

 

Other comprehensive income:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Unrealized gain during period on available-for-sale securities net of tax of $1,806

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3,427

 

 

 

Less: reclassification adjustment for gain included in net income, net of tax benefit of $96

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(178

)

 

 

Reclassification adjustment for Other- than-temporary impairment included in income net of tax of $19

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

35

 

 

 

Other comprehensive income

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3,284

 

3,284

 

Comprehensive income:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

5,537

 

Issuance of restricted stock

 

 

 

23

 

23

 

 

 

133

 

(65

)

 

 

 

 

91

 

Amortization of compensation on restricted stock

 

 

 

 

 

 

 

 

 

 

 

26

 

 

 

 

 

26

 

Dividends: Common ($0.12 per share)

 

 

 

 

 

 

 

 

 

 

 

 

 

(393

)

 

 

(393

)

Preferred

 

76

 

 

 

 

 

 

 

 

 

 

 

(502

)

 

 

(426

)

Dividend reinvestment plan

 

 

 

11

 

11

 

 

 

57

 

 

 

 

 

 

 

68

 

Balance, September 30, 2011

 

$

11,111

 

3,304

 

$

3,304

 

$

509

 

$

49,146

 

$

(39

)

$

(18,374

)

$

1,043

 

$

46,700

 

 

See Notes to Consolidated Financial Statements

 

6



Table of Contents

 

FIRST COMMUNITY CORPORATION

CONSOLIDATED STATEMENTS OF CASH FLOWS

(Unaudited)

 

 

 

Nine months ended September 30,

 

(Dollars in thousands)

 

2011

 

2010

 

Cash flows from operating activities:

 

 

 

 

 

Net income

 

$

2,253

 

$

1,457

 

Adjustments to reconcile net income to net cash provided in operating activities:

 

 

 

 

 

Depreciation

 

634

 

667

 

Premium amortization

 

1,355

 

943

 

Provision for loan losses

 

1,110

 

1,365

 

Writedowns of other real estate owned

 

243

 

274

 

(Gain)loss on sale of other real estate owned

 

109

 

(19

)

Amortization of intangibles

 

466

 

466

 

Gain on sale of securities

 

(274

)

(324

)

Loss on early extinguishment of debt

 

74

 

 

Other-than-temporary-impairment on securities

 

54

 

799

 

Net decrease in fair value option instruments and derivatives

 

185

 

644

 

(Increase) decrease in other assets

 

520

 

(591

)

Increase in other liabilities

 

292

 

574

 

Net cash provided in operating activities

 

7,021

 

6,255

 

Cash flows from investing activities:

 

 

 

 

 

Purchase of investment securities available-for-sale

 

(91,464

)

(100,532

)

Maturity of investment securities available-for-sale

 

28,919

 

30,933

 

Proceeds from sale of securities available-for-sale

 

47,792

 

56,504

 

Purchase of investment securities held-to-maturity

 

 

(10

)

Maturity of investment securities held-to-maturity

 

 

6,962

 

Decrease (increase) in loans

 

(4,535

)

7,428

 

Proceeds from sale of other real estate owned

 

2,141

 

1,866

 

Purchase of property and equipment

 

(211

)

(127

)

Proceeds from sale of land

 

9

 

 

Net cash provided (used) in investing activities

 

(17,349

)

3,024

 

Cash flows from financing activities:

 

 

 

 

 

Increase in deposit accounts

 

17,815

 

11,995

 

Increase (decrease) in securities sold under agreements to repurchase

 

4,241

 

(4,793

)

Decrease in other borrowings

 

(20

)

(44

)

Advances from the FHLB

 

1,500

 

 

Repayment of advances FHLB

 

(20,945

)

(4,620

)

Dividends paid: Common Stock

 

(393

)

(391

)

Preferred Stock

 

(502

)

(497

)

Dividend reinvestment plan

 

158

 

79

 

Net cash provided from financing activities

 

1,854

 

1,729

 

Net increase (decrease) in cash and cash equivalents

 

(8,474

)

11,008

 

Cash and cash equivalents at beginning of period

 

26,461

 

20,844

 

Cash and cash equivalents at end of period

 

$

17,987

 

$

31,852

 

Supplemental disclosure:

 

 

 

 

 

Cash paid during the period for:

 

 

 

 

 

Interest

 

$

5,967

 

$

6,939

 

Income taxes

 

$

 

$

 

Non-cash investing and financing activities:

 

 

 

 

 

Unrealized gain on securities

 

$

3,284

 

$

1,651

 

Transfer of loans to foreclosed property

 

$

3,694

 

$

6,339

 

Transfer of HTM securities with OTTI to AFS securities

 

$

 

$

5,800

 

 

See Notes to Consolidated Financial Statements

 

7



Table of Contents

 

First Community Corporation

Notes to Consolidated Financial Statements

 

Note 1   - Nature of Business and Basis of Presentation

 

First Community Corporation, a bank holding company registered under the Bank Holding Company Act of 1956, as amended (the “Company”), was incorporated under the laws of South Carolina in 1994 primarily to own and control all of the capital stock of First Community Bank, N.A. (the “Bank”), which commenced operations in August 1995. On October 1, 2004, the Company completed its acquisition of DutchFork Bancshares, Inc. and its wholly-owned subsidiary, Newberry Federal Savings Bank.  During the second quarter of 2006, the Company completed its acquisition of DeKalb Bankshares, Inc., the holding company for The Bank of Camden. On September 15, 2008, the Company completed the acquisition of two financial planning and investment advisory firms, EAH Financial Group and Pooled Resources, LLC. The Company engages in a commercial banking business from our main office in Lexington, South Carolina and our 11 full-service offices located in Lexington (two), Forest Acres, Irmo, Cayce-West Columbia, Gilbert, Chapin, Northeast Columbia, Prosperity, Newberry and Camden. The Company offers a wide-range of traditional banking products and services for professionals and small-to medium-sized businesses, including consumer and commercial, mortgage, brokerage and investment, and insurance services.  The Company also offers online banking to our customers. The Company’s stock trades on The NASDAQ Capital Market under the symbol FCCO.

 

The Bank expanded its residential mortgage business unit with the acquisition of the assets of Palmetto South Mortgage Corporation (“Palmetto South”), effective July 31, 2011.  Palmetto South, which operates as a division of the Bank, offers mortgage loan products for home purchase or refinance in the South Carolina market area.  The acquisition price will be paid during a three year earn out period with the actual amount calculated based on the achievement of certain profitability metrics.  The earn out terms over the three year period provide for contingent consideration which ranges from $0 to $1.2 million based upon annual net income. Management anticipates the amount will be approximately $600 thousand based upon recent past operating results. The purchase price of operating assets was $22 thousand.

 

In the opinion of management, the accompanying unaudited consolidated balance sheets, the consolidated statements of income, the consolidated statements of changes in shareholders’ equity and comprehensive income (loss), and the consolidated statements of cash flows of  the Company, present fairly in all material respects the Company’s financial position at September 30, 2011 and December 31, 2010, the Company’s results of operations for the nine and three months ended September 30, 2011 and 2010, and the Company’s cash flows for the nine months ended September 30, 2011 and 2010. The results of operations for the nine and three months ended September 30, 2011 are not necessarily indicative of the results that may be expected for the year ending December 31, 2011.

 

In the opinion of management, all adjustments necessary to fairly present the consolidated financial position and consolidated results of operations have been made. All such adjustments are of a normal, recurring nature.  All significant intercompany accounts and transactions have been eliminated in consolidation. The consolidated financial statements and notes thereto are presented in accordance with the instructions for Form 10-Q.  The information included in the Company’s 2010 Annual Report on Form 10-K should be referred to in connection with these unaudited interim financial statements.

 

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Table of Contents

 

Note 2 — Earnings Per Share

 

The following reconciles the numerator and denominator of the basic and diluted earnings per share computation:

 

 

 

Nine months

 

Three months

 

 

 

ended September 30,

 

ended September 30,

 

(In thousands, except price per share)

 

2011

 

2010

 

2011

 

2010

 

Numerator (Net income available to common shareholders)

 

$

1,751

 

$

960

 

$

790

 

$

228

 

Denominator

 

 

 

 

 

 

 

 

 

Weighted average common shares outstanding for:

 

 

 

 

 

 

 

 

 

Basic earnings per share

 

3,280

 

3,259

 

3,294

 

3,264

 

Dilutive securities:

 

 

 

 

 

 

 

 

 

Stock options — Treasury stock method

 

 

 

 

 

Diluted earnings per share

 

3,280

 

3,259

 

3,294

 

3,264

 

The average market price used in calculating assumed number of shares

 

$

6.45

 

$

6.02

 

$

6.19

 

$

5.55

 

 

At September 30, 2011, there were 77,450 outstanding options at an average exercise price of $19.07 and warrants for 196,000 shares at $8.69.  None of the options or warrants has an exercise price below the average market price of $6.45 and $6.19 for the nine and three-month periods ended September 30, 2011, respectively, and therefore are not

 

deemed to be dilutive.  At September 30, 2010 there were 190,256 outstanding options at an average exercise price of $13.28 and warrants for 196,000 shares at $8.69.  None of the options or warrants has an exercise price below the average market price of $6.02 and $5.55 for the nine and three-month periods ended September 30, 2010, respectively, and therefore are not deemed to be dilutive.

 

Note 3 —Assets and Liabilities Measured at Fair Value

 

In connection with the adoption of the Fair Value Option, the Company adopted the requirements of the FASB ASC Fair Value Measurement Topic which defines fair value, establishes a framework for measuring fair value, and expands disclosures about fair value measurements.  Fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. The Fair Value Measurement Topic also establishes a fair value hierarchy which requires an entity to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value. The standard describes three levels of inputs that may be used to measure fair value:

 

Level l

Quoted prices in active markets for identical assets or liabilities.

 

 

Level 2

Observable inputs other than Level 1 prices such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities.

 

 

Level 3

Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. Level 3 assets and liabilities include financial instruments whose value is determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation.

 

9



Table of Contents

 

Note 3 —Assets and Liabilities Measured at Fair Value-continued

 

The following is a description of valuation methodologies used for assets and liabilities recorded at fair value on a recurring basis:

 

Investment Securities Available for Sale: Measurement is on a recurring basis based upon quoted market prices, if available.  If quoted market prices are not available, fair values are measured using independent pricing models or other model-based valuation techniques such as the present value of future cash flows, adjusted for prepayment assumptions, projected credit losses, and liquidity.  Level 1 securities include those traded on an active exchange or by dealers or brokers in active over-the-counter markets.  Level 2 securities include mortgage-backed securities (“MBSs”) issued by government sponsored enterprises and private label MBSs.  Generally these fair values are priced from established pricing models.  Level 3 securities include corporate debt obligations and asset—backed securities that are less liquid or for which there is an inactive market.

 

Loans: Loans that are considered impaired are recorded at fair value on a non-recurring basis.  Once a loan is considered impaired, measurement is based upon FASB ASC 310-10-35 “Loan Impairment”.  The fair value is estimated using one of several methods, including collateral liquidation value, market value of similar debt and discounted cash flows.  Those impaired loans not requiring a specific charge against the allowance represent loans for which the fair value of the expected repayments or collateral meet or exceed the recorded investment in the loan.  At September 30, 2011, substantially all of the total impaired loans were evaluated based on the fair value of the underlying collateral.  When the Company records the fair value based upon a current appraisal, the fair value measurement is considered a Level 2 measurement.  When a current appraisal is not available or there is estimated further impairment, the measurement is considered a Level 3 measurement.

 

Other Real Estate Owned (“OREO”): OREO is carried at the lower of carrying value or fair value on a non-recurring basis.  Fair value is based upon independent appraisals or management’s estimation of the collateral and is considered a Level 2 measurement.  When a current appraisal is not available or there is estimated further impairment, the measurement is considered a Level 3 measurement.

 

10



Table of Contents

 

Note 3 —Assets and Liabilities Measured at Fair Value - continued

 

Derivative Financial Instruments:  Interest rate swaps and interest rate caps are carried at fair value and measured on a recurring basis. The measurement is based on valuation techniques including discounted cash flows analysis for each derivative.  The analysis reflects the contractual remaining term of derivative, interest rates, volatility and expected cash payments.  The measurement of the interest rate swap and cap are considered to be a Level 3 measurement.

 

The following tables reflect the changes in fair values for the nine and three-month periods ended September 30, 2011 and 2010 and where these changes are included in the income statement:

 

(Dollars in thousands)

 

 

 

Nine months ended
September 30,

 

Three months ended
 September 30,

 

 

 

2011

 

2010

 

2011

 

2010

 

Description

 

Non-interest
income:
Fair value
adjustment
gain (loss)

 

Non-interest
income:
 Fair value
adjustment
gain (loss)

 

Non-interest
income:
 Fair value
adjustment
 gain (loss)

 

Non-interest
income:
 Fair value
adjustment
gain (loss)

 

Interest rate cap/swap

 

$

(185

)

$

(644

)

$

(60

)

$

(201

)

Total

 

$

(185

)

$

(644

)

$

(60

)

$

(201

)

 

The following table summarizes quantitative disclosures about the fair value for each category of assets carried at fair value as of September 30, 2011 and December 31, 2010 that are measured on a recurring basis.  There were no liabilities carried at fair value as of September 30, 2011 or December 31, 2010 that are measured on a recurring basis.

 

(Dollars in thousands)

 

Description

 

September 30,
2011

 

Quoted
Prices in
Active
Markets for
Identical
Assets
(Level 1)

 

Significant
Other
Observable
Inputs
(Level 2)

 

Significant
Unobservable
Inputs
(Level 3)

 

Available for sale securities

 

 

 

 

 

 

 

 

 

Government sponsored enterprises

 

$

2,289

 

$

 

$

2,289

 

$

 

Mortgage backed securities

 

144,601

 

 

144,601

 

 

Small Business Administration securities

 

38,059

 

 

38,059

 

 

State and local government

 

20,585

 

 

20,006

 

579

 

Corporate and other securities

 

3,366

 

925

 

2,441

 

 

 

 

208,900

 

925

 

207,396

 

579

 

 

 

 

 

 

 

 

 

 

 

Interest rate cap/swap

 

(708

)

 

 

(708

)

Total

 

$

208,192

 

$

925

 

$

207,396

 

$

(129

)

 

11



Table of Contents

 

Note 3 —Assets and Liabilities Measured at Fair Value — continued

 

(Dollars in thousands)

 

Description

 

December
31, 2010

 

Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)

 

Significant
Other
Observable
Inputs
(Level 2)

 

Significant
Unobservable
Inputs
(Level 3)

 

Available for sale securities

 

 

 

 

 

 

 

 

 

Government sponsored enterprises

 

$

13,738

 

$

 

$

13,738

 

$

 

Mortgage-backed securities

 

121,257

 

 

121,257

 

 

Small Business Administration securities

 

31,496

 

 

31,496

 

 

State and local government

 

19,055

 

 

18,430

 

625

 

Corporate and other securities

 

3,763

 

1,118

 

2,463

 

182

 

 

 

189,309

 

1,118

 

187,384

 

807

 

 

 

 

 

 

 

 

 

 

 

Interest rate cap/swap

 

(778

)

 

 

(778

)

Total

 

$

188,531

 

$

1,118

 

$

187,384

 

$

29

 

 

The following tables reconcile the changes in Level 3 financial instruments for the nine and three months ended September 30, 2011, that are measured on a recurring basis.

 

(Dollars in thousands)

 

State and local
government
securities

 

Corporate and other
securities

 

Interest rate
Cap/Floor/Swap

 

Beginning Balance December 31, 2010

 

$

625

 

$

182

 

$

(778

)

Total gains or losses (realized/unrealized)

 

 

 

 

 

 

 

Included in earnings

 

 

(103

)

(185

)

Included in other comprehensive income

 

 

(79

)

 

Purchases, issuances, and settlements

 

(46

)

 

255

 

Transfers in and/or out of Level 3

 

 

 

 

Ending Balance September 30, 2011

 

$

579

 

$

 

$

(708

)

 

(Dollars in thousands)

 

State and local
government
securities

 

Corporate and other
securities

 

Interest rate
Cap/Floor/Swap

 

Beginning Balance June 30, 2011

 

$

579

 

$

99

 

$

(733

)

Total gains or losses (realized/unrealized)

 

 

 

 

 

 

 

Included in earnings

 

 

(99

)

(60

)

Included in other comprehensive income

 

 

 

 

Purchases, issuances, and settlements

 

 

 

85

 

Transfers in and/or out of Level 3

 

 

 

 

Ending Balance September 30, 2011

 

$

579

 

$

 

$

(708

)

 

12



Table of Contents

 

Note 3 —Assets and Liabilities Measured at Fair Value — continued

 

The following tables summarize quantitative disclosures about the fair value for each category of assets carried at fair value as of September 30, 2011 and December 31, 2010 that are measured on a non-recurring basis.  Goodwill and other intangible assets are measured on a non-recurring basis at least annually.  The valuation is performed at September 30 of each year.  There were no liabilities carried at fair value as of September 30, 2011 or December 31, 2010 that are measured on a non-recurring basis.

 

(Dollars in thousands)

 

Description 

 

September 30,
2011

 

Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)

 

Significant
Other
Observable
Inputs
(Level 2)

 

Significant
Unobservable
Inputs
(Level 3)

 

Impaired loans:

 

 

 

 

 

 

 

 

 

Commercial & Industrial

 

$

87

 

$

 

$

87

 

$

 

Real estate:

 

 

 

 

 

 

 

 

 

Mortgage-residential

 

459

 

 

459

 

 

Mortgage-commercial

 

8,946

 

 

8,946

 

 

Consumer:

 

 

 

 

 

 

 

 

 

Home equity

 

7

 

 

7

 

 

Other

 

20

 

 

20

 

 

Total impaired

 

9,519

 

 

9,519

 

 

Other real estate owned:

 

 

 

 

 

 

 

 

 

Construction

 

2,207

 

 

2,207

 

 

Mortgage-residential

 

1,498

 

 

1,498

 

 

Mortgage-commercial

 

4,564

 

 

4,564

 

 

Total other real estate owned

 

8,269

 

 

8,269

 

 

Total

 

$

17,788

 

$

 

$

17,788

 

$

 

 

(Dollars in thousands)

 

Description

 

December 31,
2010

 

Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)

 

Significant
Other
Observable
Inputs
(Level 2)

 

Significant
Unobservable
Inputs
(Level 3)

 

Impaired loans:

 

 

 

 

 

 

 

 

 

Commercial & Industrial

 

$

96

 

$

 

$

96

 

$

 

Real estate:

 

 

 

 

 

 

 

 

 

Mortgage-residential

 

1,527

 

 

1,527

 

 

Mortgage-commercial

 

7,914

 

 

7,914

 

 

Consumer:

 

 

 

 

 

 

 

 

 

Home equity

 

38

 

 

38

 

 

Other

 

12

 

 

12

 

 

Total impaired

 

9,587

 

 

9,587

 

 

Other real estate owned:

 

 

 

 

 

 

 

Construction

 

2,331

 

 

2,331

 

 

Mortgage-residential

 

1,267

 

 

1,267

 

 

Mortgage-commercial

 

3,306

 

 

3,306

 

 

Total other real estate owned

 

6,904

 

 

6,904

 

 

Total

 

$

16,491

 

$

 

$

16,491

 

$

 

 

13



Table of Contents

 

Note 4—Investment Securities

 

The amortized cost and estimated fair values of investment securities are summarized below:

 

AVAILABLE-FOR-SALE:

 

(Dollars in thousands)

 

Amortized
Cost

 

Gross
Unrealized
Gains

 

Gross
Unrealized
Losses

 

Fair Value

 

September 30, 2011:

 

 

 

 

 

 

 

 

 

Government sponsored enterprises

 

$

2,284

 

$

5

 

$

 

$

2,289

 

Mortgage-backed securities

 

144,690

 

2,640

 

2,729

 

144,601

 

Small Business Administration pools

 

37,459

 

618

 

18

 

38,059

 

State and local government

 

19,511

 

1,074

 

 

20,585

 

Corporate and other securities

 

3,429

 

53

 

116

 

3,366

 

 

 

$

207,373

 

$

4,390

 

$

2,863

 

$

208,900

 

December 31, 2010:

 

 

 

 

 

 

 

 

 

Government sponsored enterprises

 

$

13,793

 

$

44

 

$

99

 

$

13,738

 

Mortgage-backed securities

 

124,113

 

1,558

 

4,414

 

121,257

 

Small Business Administration pools

 

31,451

 

135

 

90

 

31,496

 

State and local government

 

19,128

 

217

 

290

 

19,055

 

Corporate and other securities

 

4,311

 

244

 

792

 

3,763

 

 

 

$

192,796

 

$

2,198

 

$

5,685

 

$

189,309

 

 

During the nine months ended September 30, 2011 and September 30, 2010, the Company received proceeds of $47.8 million and $56.5 million, respectively, from the sale of investment securities available-for-sale.  Gross realized gains amounted to $2.3 million and gross realized losses amounted to $2.0 million for the nine months ended September 30, 2011.  Gross realized gains amounted to $2.0 million and gross realized losses amounted to $1.7 million for the nine months ended September 30, 2010.

 

At September 30, 2011, corporate and other securities available-for-sale included the following at fair value: corporate bonds at $2.4 million, mutual funds at $898.6 thousand and Federal Home Loan Mortgage Corporation (the “FHLMC” or “Freddie Mac”) preferred stock of $26.2 thousand.  At December 31 2010, corporate and other securities available-for-sale included the following at fair value: corporate bonds at $2.6 million, mutual funds at $883.1 thousand and FHLMC preferred stock of $234.6 thousand.

 

14



Table of Contents

 

Note 4—Investment Securities - continued

 

During the nine and three months ended September 30, 2011 and 2010, the Company recorded OTTI losses on available-for-sale securities as follows:

 

 

 

Nine months ended
September 30, 2011

 

Three months ended
September 30, 2011

 

(Dollars in thousands)

 

Available-
for-sale
securities

 

Total

 

Available-
for-sale
securities

 

Total

 

Total OTTI charge realized and unrealized

 

$

262

 

$

262

 

$

191

 

$

191

 

OTTI recognized in other comprehensive income (non-credit component)

 

208

 

208

 

141

 

141

 

Net impairment losses recognized in earnings (credit component)

 

$

54

 

$

54

 

$

50

 

$

50

 

 

 

 

Nine months ended
September 30, 2010

 

Three months ended
September 30, 2010

 

(Dollars in thousands)

 

Available-
for-sale
securities

 

Total

 

Available-
for-sale
securities

 

Total

 

Total OTTI charge realized and unrealized

 

$

1,558

 

$

1,558

 

$

440

 

$

440

 

OTTI recognized in other comprehensive income (non-credit component)

 

759

 

759

 

 

 

Net impairment losses recognized in earnings (credit component)

 

$

799

 

$

799

 

$

440

 

$

440

 

 

15



Table of Contents

 

Note 4—Investment Securities — continued

 

During 2011 and 2010, OTTIs occurred for which only a portion is attributed to credit loss and recognized in earnings.  The remainder was reported in other comprehensive income.  The following is an analysis of amounts relating to credit losses on debt securities recognized in earnings during the nine months ended September 30, 2011 and 2010.

 

 

 

2011

 

2010

 

 

 

Available for

 

Available for

 

Held to

 

(Dollars in thousands)

 

Sale

 

Sale

 

Maturity

 

 

 

 

 

 

 

 

 

Balance at beginning of period

 

$

2,143

 

$

165

 

$

326

 

 

 

 

 

 

 

 

 

Other-than-temporary-impairment not previously recognized

 

50

 

146

 

98

 

 

 

 

 

 

 

 

 

Additional increase for which an other-than-temporary impairment was previously recognized related to credit losses

 

4

 

527

 

28

 

 

 

 

 

 

 

 

 

Other-than-temporary-impairment previously recognized on securities sold

 

(1,284

)

 

 

 

 

 

 

 

 

 

 

Realized losses during the period

 

(177

)

(73

)

 

Transfer to available-for-sale

 

 

452

 

(452

)

Balance related to credit losses on debt securities at end of period

 

$

736

 

$

1,217

 

$

 

 

For the nine months ended September 30, 2011, there was one trust preferred security and one non-agency mortgage backed security in which $54 thousand of OTTI representing the credit loss was recognized in earnings.  For the three months ended September 30, 2011, there was $50 thousand of OTTI recognized in earnings for one non-agency mortgage backed security.  During the third quarter of 2011, the trust preferred security was sold and an additional $455 thousand loss was recorded in earnings.  The Company uses a third party to obtain information about the structure in order to determine how the underlying cash flows will be distributed to each security. For the trust preferred security, cash flows were evaluated assuming no prepayments with continued defaults of 150 basis-points annually and no subsequent recoveries of previous or ongoing defaults.

 

In evaluating the non-agency MBSs, relevant assumptions such as prepayment rate, default rate and loss severity on a loan level basis are used in determining the expected recovery of the contractual cash flows. The assumptions are that all loans greater than 60 days delinquent will be resolved across a two-year period at loss severities based on location and category.  The weighted average loss severity for the loans greater than 60 days delinquent is 58.9%.  The balance of the underlying portfolio cash flows are evaluated using ongoing assumptions for loss severities, prepayment rates and default rates. The ongoing assumptions for average prepayment rate, default rate and severity used in the valuations were approximately 5.7%, 3.0%, and 49.8%, respectively. The underlying collateral on substantially all of these securities is fixed rate residential first mortgages located throughout the United States. The underlying collateral includes various percentages of owner-occupied, as well as investment related single-family, 2-4 family and condominium residential properties. The securities were purchased at various discounts to par value. Based on the assumptions used in valuing the securities, the Company believes the existing discount and remaining subordinated collateral provide coverage against future credit losses on the downgraded securities for which no OTTI has been recognized.

 

16



Table of Contents

 

Note 4—Investment Securities — continued

 

The following table shows gross unrealized losses and fair values, aggregated by investment category and length of time that individual securities have been in a continuous loss position at September 30, 2011and December 31, 2010.

 

 

 

Less than 12 months

 

12 months or more

 

Total

 

(Dollars in thousands)
September  30, 2011

 

Fair Value

 

Unrealized
Loss

 

Fair Value

 

Unrealized
Loss

 

Fair Value

 

Unrealized
Loss

 

Available-for-sale securities:

 

 

 

 

 

 

 

 

 

 

 

 

 

US Treasury and Government sponsored enterprises

 

$

 

$

 

$

 

$

 

$

 

$

 

Government Sponsored Enterprise mortgage-backed securities

 

27,771

 

257

 

3,011

 

38

 

30,782

 

295

 

Small Business Administration pools

 

7,079

 

18

 

 

 

7,079

 

18

 

Non-agency mortgage-backed securities

 

1,114

 

18

 

13,596

 

2,416

 

14,710

 

2,434

 

Corporate bonds and other

 

1,011

 

40

 

1,421

 

76

 

2,432

 

116

 

State and local government

 

 

 

 

 

 

 

Total

 

$

36,975

 

$

333

 

$

18,028

 

$

2,530

 

$

55,003

 

$

2,863

 

 

 

 

Less than 12 months

 

12 months or more

 

Total

 

(Dollars in thousands)
December 31, 2010

 

Fair Value

 

Unrealized
Loss

 

Fair Value

 

Unrealized
Loss

 

Fair Value

 

Unrealized
Loss

 

Available-for-sale securities:

 

 

 

 

 

 

 

 

 

 

 

 

 

US Treasury and Government sponsored enterprises

 

$

5,652

 

$

99

 

$

 

$

 

$

5,652

 

$

99

 

Government Sponsored Enterprise mortgage-backed securities

 

32,416

 

402

 

780

 

1

 

33,196

 

403

 

Small Business Administration pools

 

5,355

 

90

 

 

 

5,355

 

90

 

Non-agency mortgage-backed securities

 

1,081

 

29

 

36,065

 

3,982

 

37,146

 

4,011

 

Corporate bonds and other

 

59

 

1

 

1,585

 

791

 

1,644

 

792

 

State and local government

 

8,909

 

290

 

 

 

8,909

 

290

 

Total

 

$

53,472

 

$

911

 

$

38,430

 

$

4,774

 

$

91,902

 

$

5,685

 

 

Government Sponsored Enterprise, Mortgage-Backed Securities: Beginning in 2008 and continuing through the first nine months of 2011, the bond markets and many institutional holders of bonds have come under a great deal of stress partially as a result of increasing delinquencies in the sub-prime mortgage lending market. At September 30, 2011, the Bank owns MBSs issued by government sponsored entities (GSEs) including collateralized mortgage obligations (CMOs) with a book value of $127.0 million and approximate fair value of $129.3 million. Current economic conditions have impacted MBSs issued by GSEs such as the FHLMC and the Federal National Mortgage Association (the “FNMA” or “Fannie Mae”). These entities have experienced increasing delinquencies in the underlying loans that make up the MBSs and CMOs. As of September 30, 2011 and December 31, 2010, all of the MBSs issued by GSEs are classified as “Available for Sale”. As of September 30, 2011 and December 31, 2010, unrealized losses amounted to $295 thousand and $403 thousand, respectively.  The contractual cash flows of the investments are guaranteed by the GSE. Accordingly, it is expected that the securities would not be settled at a price less than the amortized cost of the Company’s investment. Because the Company has the ability and intent to hold these investments until a recovery of fair value, which may be maturity, the Company does not consider the investments to be OTTI at September 30, 2011.

 

17



Table of Contents

 

Note 4—Investment Securities - continued

 

Non-agency mortgage —backed securities: The Company also holds private label mortgage-backed securities (PLMBSs), including CMOs, at September 30, 2011 with an amortized cost of $17.7 million and approximate fair value of $15.3 million. Although these are not classified as sub-prime obligations or considered the “high risk” tranches, the majority of “structured” investments within all credit markets have been impacted by volatility and credit concerns and economic stresses beginning in 2008 and continuing through the first nine months of 2011. The result has been that the market for these investments is less liquid and the spread as compared to alternative investments has widened dramatically. During the second quarter of 2008, the Company implemented a leverage strategy whereby we acquired approximately $63.2 million in certain non-agency MBSs and CMOs. All of the mortgage assets acquired in this transaction were classified as prime or ALT-A securities and represented the senior or super-senior tranches of the securities. The assets acquired as part of this strategy were classified as held-to-maturity in the investment portfolio. Due to the significant spreads on these securities, they were all purchased at discounts. A detailed analysis of each of the CMO pools included in this leverage transaction, as well as privately held CMOs held previously in the available-for-sale portfolio, have been analyzed by reviewing underlying loan delinquencies, collateral value and resulting credit support. These securities have continued to experience increasing delinquencies in the underlying loans that make up the MBSs and CMOs. Management monitors each of these pools on a quarterly basis to identify any deterioration in the credit quality, collateral values and credit support underlying the investments.

 

For the three and nine months ended September 30, 2011, $50 thousand and $54 thousand in OTTI charges were recorded in earnings for the PLMBS portfolio, respectively.  For the three and nine months ended September 30, 2010, $440 thousand and $799 thousand in OTTI charges were recorded in earnings, respectively.  As prescribed by FASB ASC 320-10-65, the Company has recognized impairment charges in earnings for the amounts related to credit losses and amounts related to non-credit losses have been recognized in other comprehensive income. The credit losses were estimated by projecting the expected cash flows estimating prepayment speeds, increasing defaults and collateral loss severities.  The credit loss portion of the impairment charge represents the difference between the present value of the expected cash flows and the amortized cost basis of the securities.

 

The following table summarizes as of September 30, 2011 the number of CUSIPs, par value, carrying value and fair value of the non-agency mortgage-backed/CMOs securities by credit rating. The credit rating reflects the lowest credit rating by any major rating agency.

 

(Dollars in thousands)

 

Credit
Rating

 

Number
of
CUSIPs

 

Par
Value

 

Amortized
Cost

 

Fair
Value

 

AAA

 

8

 

$

2,359

 

$

2,359

 

$

2,227

 

AA

 

1

 

384

 

384

 

384

 

Aa2

 

1

 

90

 

90

 

89

 

Aa3

 

1

 

500

 

500

 

485

 

A

 

1

 

362

 

362

 

361

 

Below Investment Grade

 

11

 

16,195

 

13,998

 

11,726

 

Total

 

23

 

$

19,890

 

$

17,693

 

$

15,272

 

 

During the nine months ended September 30, 2011, the Company sold 14 non-agency MBSs with a total book value of approximately $29.8 million.  Ten of these securities in the total amount of $21.3 million were rated below investment grade by the rating agencies with the other four being rated above investment grade.  Four of these securities with a book value of approximately $3.8 million, with $3.6 million below investment grade, were sold in the second quarter of 2011, and seven securities with a book value of approximately $26.0 million, with $17.7 million rated below investment grade, were sold in the first quarter of 2011. The sales of these non-agency MBSs have served to significantly reduce the level of securities on the Company’s balance sheet that are rated below investment grade.

 

18



Table of Contents

 

Note 4—Investment Securities — continued

 

Corporate Bonds: During the nine months ended September 30, 2011 and 2010, the Company recorded $4.0 thousand and $1.1 million in OTTI charges on a preferred term security, respectively.   During the third quarter of 2011, the Company sold this security and recorded an additional realized loss of $455 thousand. This loss was offset by the sale of two municipal bonds with a recorded gain of $488 thousand.  The Company’s unrealized loss on investments in corporate bonds relates to bonds with three different issuers. The economic conditions beginning in 2008 and continuing into the first nine months of 2011 have had a significant impact on all corporate debt obligations. As a result, the spreads on all of the securities have widened dramatically and the liquidity of many of these investments has been negatively impacted.  One of these bonds is rated Aa2 by Moody (investment grade) and another bond is rated A2 by Moody (investment grade).  The third bond is below investment grade and rated Ba1 by Moody and BBB- by Fitch with a carrying value of $998 thousand and a fair value of $946 thousand and matures in July 2014.  All of the corporate bonds held by the Company are reviewed on a quarterly basis to identify downgrades by rating agencies as well as deterioration of the underlying collateral or the issuer’s ability to service the debt obligation. The Company does not consider these investments to be OTTI at September 30, 2011.

 

Small Business Administration Pools: These pools are guaranteed pass-thru with the full faith and credit of the United States government.  Because the Company has the ability and intent to hold these investments until a recovery of fair value, which may be maturity, the Company does not consider the investments to be OTTI at September 30, 2011.

 

State and Local Governments and Other: Unrealized losses on these investments are attributable to increases in interest rates, rather than credit quality. As of September 30, 2011, there were no investments in this category with unrealized losses.

 

The amortized cost and fair value of investment securities at September 30, 2011, by contractual maturity, are as follows. Expected maturities differ from contractual maturities because borrowers may have the right to call or prepay the obligations with or without prepayment penalties.  MBSs are based on average life at estimated prepayment speeds.

 

 

 

Available-for-sale

 

(Dollars in thousands)

 

Amortized
Cost

 

Fair
Value

 

Due in one year or less

 

$

5,432

 

$

4,958

 

Due after one year through five years

 

101,111

 

101,462

 

Due after five years through ten years

 

81,894

 

82,536

 

Due after ten years

 

18,936

 

19,944

 

 

 

$

207,373

 

$

208,900

 

 

Note 5—Loans

 

Loans summarized by category as of September 30, 2011 and December 31, 2010 are as follows:

 

 

 

September 30,

 

December 31,

 

(Dollars in thousands)

 

2011

 

2010

 

Commercial, financial and agricultural

 

$

20,077

 

$

20,555

 

Real estate:

 

 

 

 

 

Construction

 

9,045

 

10,540

 

Mortgage-residential

 

40,146

 

46,684

 

Mortgage-commercial

 

221,365

 

218,298

 

Consumer:

 

 

 

 

 

Home equity

 

27,958

 

27,747

 

Other

 

5,642

 

6,130

 

Total

 

$

324,233

 

$

329,954

 

 

19



Table of Contents

 

Note 5—Loans-continued

 

At September 30, 2011, there were $5.2 million of residential mortgage loans held for sale at fair value.  These loans are originated with firm purchase commitments from various investors at the time the loans are closed.  Generally, funds are received and the loans are transferred to the investors within three to seven business days.

 

Activity in the allowance for loan losses for the nine months and three months ended September 30, 2011 and 2010 was as follows:

 

 

 

Nine months ended

 

 

 

September 30,

 

September 30,

 

(Dollars in thousands)

 

2011

 

2010

 

Balance at the beginning of period

 

$

4,911

 

$

4,854

 

Provision for loan losses

 

1,110

 

1,365

 

Charged off loans

 

(1,368

)

(1,481

)

Recoveries

 

55

 

103

 

Balance at end of period

 

$

4,708

 

$

4,841

 

 

 

 

Three months ended

 

 

 

September 30,

 

September 30,

 

(Dollars in thousands)

 

2011

 

2010

 

Balance at the beginning of period

 

$

4,716

 

$

4,838

 

Provision for loan losses

 

360

 

235

 

Charged off loans

 

(388

)

(282

)

Recoveries

 

20

 

50

 

Balance at end of period

 

$

4,708

 

$

4,841

 

 

20



Table of Contents

 

Note 5—Loans-continued

 

The detailed activity in the allowance for loan losses and the recorded investment in loans receivable as of and for the three months ended September 30, 2011 and the year ended December 31, 2010 is as follows:

 

 

 

 

 

 

 

Real estate

 

Real estate

 

 

 

 

 

 

 

 

 

 

 

 

 

Real estate

 

Mortgage

 

Mortgage

 

Consumer

 

Consumer

 

 

 

 

 

(Dollars in thousands)

 

Commercial

 

Construction

 

Residential

 

Commercial

 

Home equity

 

Other

 

Unallocated

 

Total

 

2011

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Allowance for loan losses:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Beginning balance December 31, 2010

 

$

681

 

$

905

 

$

465

 

$

1,404

 

$

325

 

$

88

 

$

1,043

 

$

4,911

 

Charge-offs

 

239

 

 

142

 

683

 

247

 

57

 

 

1,368

 

Recoveries

 

27

 

 

4

 

 

4

 

20

 

 

55

 

Provisions

 

(153

)

(521

)

127

 

862

 

409

 

(3

)

389

 

1,110

 

Ending balance September 30, 2011

 

$

316

 

$

384

 

$

454

 

$

1,583

 

$

491

 

$

48

 

$

1,432

 

$

4,708

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Ending balances:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Individually evaluated for impairment

 

$

 

$

 

$

 

$

 

$

 

$

 

$

 

$

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Collectively evaluated for impairment

 

316

 

384

 

454

 

1,583

 

491

 

48

 

1,432

 

4,708

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Loans receivable:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Ending balance-total

 

$

20,077

 

9,045

 

$

40,146

 

$

221,365

 

$

27,958

 

$

5,642

 

 

$

324,233

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Ending balances:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Individually evaluated for impairment

 

87

 

 

459

 

8,946

 

7

 

20

 

 

9,519

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Collectively evaluated for impairment

 

$

19,990

 

$

9,045

 

$

39,687

 

$

212,419

 

$

27,951

 

$

5,622

 

$

 

$

314,714

 

 

21



Table of Contents

 

Note 5—Loans-continued

 

 

 

 

 

 

 

Real estate

 

Real estate

 

 

 

 

 

 

 

 

 

 

 

 

 

Real estate

 

Mortgage

 

Mortgage

 

Consumer

 

Consumer

 

 

 

 

 

(Dollars in thousands)

 

Commercial

 

Construction

 

Residential

 

Commercial

 

Home equity

 

Other

 

Unallocated

 

Total

 

2010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Allowance for loan losses:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Beginning balance December 31, 2009

 

$

634

 

$

1,331

 

$

138

 

$

1,522

 

$

105

 

$

127

 

$

997

 

$

4,854

 

Charge-offs

 

125

 

 

512

 

984

 

186

 

141

 

 

1,948

 

Recoveries

 

31

 

 

7

 

38

 

9

 

42

 

 

127

 

Provisions

 

141

 

(426

)

832

 

828

 

397

 

60

 

46

 

1,878

 

Ending balance December 31, 2010

 

$

681

 

$

905

 

$

465

 

$

1,404

 

$

325

 

$

88

 

$

1043

 

$

4,911

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Ending balances:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Individually evaluated for impairment

 

$

 

$

 

$

 

$

96

 

$

 

$

 

$

 

$

96

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Collectively evaluated for impairment

 

681

 

905

 

465

 

1,308

 

325

 

88

 

1,043

 

4,815

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Loans receivable:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Ending balance-total

 

$

20,555

 

$

10,540

 

$

46,684

 

$

218,298

 

$

27,747

 

$

6,130

 

$

 

$

329,954

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Ending balances:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Individually evaluated for impairment

 

96

 

 

1,527

 

7,914

 

38

 

12

 

 

9,587

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Collectively evaluated for impairment

 

$

20,459

 

$

10,540

 

$

45,157

 

$

210,384

 

$

27,709

 

$

6,118

 

$

 

$

320,367

 

 

Loans outstanding to bank directors, executive officers and their related business interests amounted to $10.4 million and $10.9 million at September 30, 2011 and September 30, 2010, respectively. Repayments on these loans during the nine months ended September 30, 2011 were $1.3 million and loans made amounted to $808 thousand. Repayments on these loans during the nine months ended September 30, 2010 were $1.7 million and loans made amounted to $5.6 million. Related party loans are made on substantially the same terms, including interest rates and collateral, as those prevailing at the time for comparable transactions with unrelated persons and generally do not involve more than the normal risk of collectability.

 

22



Table of Contents

 

Note 5—Loans-continued

 

The following table presents at September 30, 2011 and December 31, 2010 loans individually evaluated and considered impaired under FAS ASC 310 “Accounting by Creditors for Impairment of a Loan.” Impairment includes performing troubled debt restructurings.

 

 

 

September 30,

 

December 31,

 

(Dollars in thousands)

 

2011

 

2010

 

Total loans considered impaired

 

$

9,519

 

$

9,587

 

Loans considered impaired for which there is a related allowance for loan loss:

 

 

 

 

 

Outstanding loan balance

 

 

378

 

Related allowance

 

 

96

 

Loans considered impaired and previously written down to fair value

 

9,519

 

9,209

 

Average impaired loans

 

9,894

 

10,576

 

 

The following tables, by loan category, present at September 30, 2011 and December 31, 2010 loans individually evaluated and considered impaired under FAS ASC 310 “Accounting by Creditors for Impairment of a Loan.” Impairment includes performing troubled debt restructurings.

 

 

 

 

 

Unpaid

 

 

 

Average

 

Interest

 

(Dollars in thousands)

 

Recorded

 

Principal

 

Related

 

Recorded

 

Income

 

September 30, 2011

 

Investment

 

Balance

 

Allowance

 

Investment

 

Recognized

 

With no allowance recorded:

 

 

 

 

 

 

 

 

 

 

 

Commercial

 

$

87

 

$

94

 

$

 

$

96

 

$

2

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

 

 

 

 

 

Mortgage-residential

 

459

 

474

 

 

479

 

3

 

Mortgage-commercial

 

8,946

 

9,196

 

 

9,279

 

297

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

7

 

7

 

 

10

 

 

Other

 

20

 

20

 

 

30

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

With an allowance recorded:

 

 

 

 

 

 

 

 

 

 

 

Commercial

 

 

 

 

 

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

 

 

 

 

 

Mortgage-residential

 

 

 

 

 

 

Mortgage-commercial

 

 

 

 

 

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total:

 

 

 

 

 

 

 

 

 

 

 

Commercial

 

$

87

 

$

94

 

$

 

$

96

 

$

2

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

 

 

 

 

 

Mortgage-residential

 

459

 

474

 

 

479

 

3

 

Mortgage-commercial

 

8,946

 

9,196

 

 

9,279

 

297

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

7

 

7

 

 

10

 

 

Other

 

20

 

20

 

 

30

 

1

 

 

 

$

9,519

 

$

9,791

 

$

 

$

9,894

 

$

303

 

 

The Company determined that all specific reserves for impaired loans were confirmed losses and were charged-off against outstanding loan balances during the nine months ended September 30, 2011.

 

23



Table of Contents

 

Note 5—Loans-continued

 

 

 

 

 

Unpaid

 

 

 

Average

 

Interest

 

(Dollars in thousands)

 

Recorded

 

Principal

 

Related

 

Recorded

 

Income

 

December 31, 2010

 

Investment

 

Balance

 

Allowance

 

Investment

 

Recognized

 

With no allowance recorded:

 

 

 

 

 

 

 

 

 

 

 

Commercial

 

$

96

 

$

96

 

$

 

$

108

 

$

4

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

 

 

 

 

 

Mortgage-residential

 

1,527

 

1,835

 

 

1,853

 

20

 

Mortgage-commercial

 

7,536

 

8,077

 

 

8,180

 

272

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

38

 

38

 

 

40

 

 

Other

 

12

 

12

 

 

14

 

 

 

 

 

 

 

 

 

 

 

 

 

 

With an allowance recorded:

 

 

 

 

 

 

 

 

 

 

 

Commercial

 

 

 

 

 

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

 

 

 

 

 

Mortgage-residential

 

 

 

 

 

 

Mortgage-commercial

 

378

 

378

 

96

 

381

 

27

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total:

 

 

 

 

 

 

 

 

 

 

 

Commercial

 

96

 

96

 

 

108

 

4

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

 

 

 

 

 

Mortgage-residential

 

1,527

 

1,835

 

 

1,853

 

20

 

Mortgage-commercial

 

7,914

 

8,455

 

96

 

8,561

 

299

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

38

 

38

 

 

40

 

 

Other

 

12

 

12

 

 

14

 

 

 

 

$

9,587

 

$

10,436

 

$

96

 

$

10,576

 

$

323

 

 

The Company categorizes loans into risk categories based on relevant information about the ability of borrowers to service their debt, including: current financial information, historical payment experience, credit documentation, public information, and current economic trends, among other factors.  The Company analyzes loans individually by classifying the loans as to credit risk.  This analysis is performed on a monthly basis.  The Company uses the following definitions for risk ratings:

 

Special Mention.  Loans classified as special mention have a potential weakness that deserves management’s close attention.  If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects for the loan or of the institution’s credit position at some future date.  Special mention assets are not adversely classified and do not expose an institution to sufficient risk to warrant adverse classification.

 

Substandard.  Loans classified as substandard are inadequately protected by the current net worth and paying 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.  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.

 

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Table of Contents

 

Note 5—Loans-continued

 

Loans not meeting the criteria above that are analyzed individually as part of the above described process are considered to be pass rated loans.  As of September 30, 2011 and December 31, 2010, and based on the most recent analysis performed, the risk category of loans by class of loans is shown in the table below.  As of September 30, 2011 and December 31, 2010, no loans were classified as doubtful.

 

(Dollars in thousands)

 

 

 

Special

 

 

 

 

 

 

 

September 30, 2011

 

Pass

 

Mention

 

Substandard

 

Doubtful

 

Total

 

Commercial, financial & agricultural

 

$

19,177

 

$

551

 

$

349

 

$

 

$

20,077

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

3,961

 

 

5,084

 

 

9,045

 

Mortgage — residential

 

39,123

 

213

 

810

 

 

40,146

 

Mortgage — commercial

 

199,554

 

10,426

 

11,385

 

 

221,365

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

27,649

 

40

 

269

 

 

27,958

 

Other

 

5,572

 

48

 

22

 

 

5,642

 

Total

 

$

295,036

 

$

11,278

 

$

17,919

 

$

 

$

324,233

 

 

(Dollars in thousands)

 

Special

 

 

 

 

 

 

 

 

 

December 31, 2010

 

Pass

 

Mention

 

Substandard

 

Doubtful

 

Total

 

Commercial, financial & agricultural

 

$

19,722

 

$

232

 

$

602

 

$

 

$

20,556

 

Real estate:

 

 

 

 

 

 

 

 

 

 

 

Construction

 

5,111

 

 

5,429

 

 

10,540

 

Mortgage — residential

 

44,815

 

 

1,869

 

 

46,684

 

Mortgage — commercial

 

196,153

 

8,270

 

13,874

 

 

218,297

 

Consumer:

 

 

 

 

 

 

 

 

 

 

 

Home Equity

 

27,501

 

100

 

146

 

 

27,747

 

Other

 

6,124

 

6

 

 

 

6,130

 

Total

 

$

299,426

 

$

8,608

 

$

21,920

 

$

 

$

329,954

 

 

A delinquent loan is generally placed in nonaccrual status when it becomes 90 days or more past due.  At the time a loan is placed in nonaccrual status, all interest, which has been accrued on the loan but remains unpaid is reversed and deducted from earnings as a reduction of reported interest income.  No additional interest is accrued on the loan balance until the collection of both principal and interest becomes reasonably certain.  At September 30, 2011 and December 31, 2010, nonaccrual loans totaled $3.4 million and $5.9 million, respectively.

 

Troubled debt restructurings (“TDRs”) are loans which have been restructured from their original contractual terms and include concessions that would not otherwise have been granted outside of the financial difficulty of the borrower.  Concessions can relate to the contractual interest rate, maturity date, or payment structure of the note.  As part of our workout plan for individual loan relationships, we may restructure loan terms to assist borrowers facing challenges in the current economic environment.  The purpose of a TDR is to facilitate ultimate repayment of the loan.  TDRs included in impaired loans at September 30, 2011 and December 31, 2010 amounted to $7.9 million and $4.4 million, respectively.

 

Our policy with respect to accrual of interest on loans restructured in a TDR follows relevant supervisory guidance.  That is, if a borrower has demonstrated performance under the previous loan terms and shows capacity to perform under the restructured loan terms; continued accrual of interest at the restructured interest rate is likely.  If a borrower was materially delinquent on payments prior to the restructuring but shows capacity to meet the restructured loan terms, the loan will likely continue as nonaccrual going forward.  Lastly, if the borrower does not perform under the restructured terms, the loan is placed on nonaccrual status.  TDRs in nonaccrual status at September 30, 2011 and December 31, 2010 amounted to $1.8 million and $696 thousand, respectively.

 

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Table of Contents

 

Note 5—Loans-continued

 

We will continue to closely monitor these loans and will cease accruing interest on them if management believes that the borrowers may not continue performing based on the restructured note terms.  If, after previously being classified as a TDR, a loan is restructured a second time, then that loan is automatically placed on nonaccrual status.  Our policy with respect to nonperforming loans requires the borrower to make a minimum of six consecutive payments in accordance with the loan terms before that loan can be placed back on accrual status.  Further, the borrower must show capacity to continue performing into the future prior to restoration of accrual status.  To date, we have not restored any nonaccrual loan classified as a TDR to accrual status.  We believe that all of our modified loans meet the definition of a TDR.

 

There were no loans greater than ninety days delinquent and still accruing interest at September 30, 2011.  Loans greater than ninety days delinquent and still accruing interest at December 31, 2010 amounted to $373 thousand.

 

The following tables, by loan category, present loans past due and in non-accrual status as of September 30, 2011 and December 31, 2010:

 

(Dollars in thousands)
September 30, 2011

 

30-59
Days
Past Due

 

60-89
Days Past
Due

 

Greater
than 90
Days and
Accruing

 

Nonaccrual

 

Total
Past Due

 

Current

 

Total
Loans

 

Commercial

 

$

128