Exhibit 25.1

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM T-1

STATEMENT OF ELIGIBILITY

UNDER THE TRUST INDENTURE ACT OF 1939

OF A CORPORATION DESIGNATED TO ACT AS TRUSTEE

☐ CHECK IF AN APPLICATION TO DETERMINE ELIGIBILITY OF A TRUSTEE PURSUANT TO SECTION 305(b)(2)

DEUTSCHE BANK TRUST COMPANY AMERICAS

(formerly BANKERS TRUST COMPANY)

(Exact name of trustee as specified in its charter)

NEW YORK	13-4941247
(Jurisdiction of Incorporation or organization if not a U.S. national bank)	(I.R.S. Employer Identification no.)
1 COLUMBUS CIRCLE NEW YORK, NEW YORK	10019
(Address of principal executive offices)	(Zip Code)

Deutsche Bank Trust Company Americas

1 Columbus Circle

New York, New York 10019

(212) 250 – 2500

(Name, address and telephone number of agent for service)

SANOFI

(Exact name of obligor as specified in its charter)

FRANCE	Not Applicable
(State or other jurisdiction of incorporation or organization)	(I.R.S. Employer Identification No.)
46, AVENUE DE LA GRANDE ARMÉE PARIS, FRANCE	75017
(Address of principal executive offices)	(Zip code)

DEBT SECURITIES

(Title of the Indenture securities)

Item 1. General Information.

Furnish the following information as to the trustee.

(a) Name and address of each examining or supervising authority to which it is subject.

Name	Address
Federal Reserve Bank (2nd District)	New York, NY
Federal Deposit Insurance Corporation	Washington, D.C.
New York State Banking Department	Albany, NY

(b) Whether it is authorized to exercise corporate trust powers.

Yes.

Item 2. Affiliations with Obligor.

If the obligor is an affiliate of the Trustee, describe each such affiliation.

Not Applicable

Item 3. -15. Not Applicable

Item 16. List of Exhibits.

Exhibit 1 -	Restated Organization Certificate of Bankers Trust Company dated August 31, 1998; Certificate of Amendment of the Organization Certificate of Bankers Trust Company dated September 25, 1998; Certificate of Amendment of the Organization Certificate of Bankers Trust Company dated December 18, 1998; Certificate of Amendment of the Organization Certificate of Bankers Trust Company dated September 3, 1999; and Certificate of Amendment of the Organization Certificate of Bankers Trust Company dated March 14, 2002, incorporated herein by reference to Exhibit 1 filed with Form T-1 Statement, Registration No. 333-201810.
Exhibit 2 -	Certificate of Authority to commence business, incorporated herein by reference to Exhibit 2 filed with Form T-1 Statement, Registration No. 333-201810.
Exhibit 3 -	Authorization of the Trustee to exercise corporate trust powers, incorporated herein by reference to Exhibit 3 filed with Form T-1 Statement, Registration No. 333-201810.
Exhibit 4 -	A copy of existing By-Laws of Deutsche Bank Trust Company Americas, dated March 2, 2023 (see attached).

Exhibit 5 -	Not applicable.
Exhibit 6 -	Consent of Bankers Trust Company required by Section 321(b) of the Act, incorporated herein by reference to Exhibit 6 filed with Form T-1 Statement, Registration No. 333-201810.
Exhibit 7 -	A copy of the latest report of condition of the trustee published pursuant to law or the requirements of its supervising or examining authority.
Exhibit 8 -	Not Applicable.
Exhibit 9 -	Not Applicable.

SIGNATURE

Pursuant to the requirements of the Trust Indenture Act of 1939, as amended, the trustee, Deutsche Bank Trust Company Americas, a corporation organized and existing under the laws of the State of New York, has duly caused this statement of eligibility to be signed on its behalf by the undersigned, thereunto duly authorized, all in The City of New York, and State of New York, on this fourth day of April, 2024.

DEUTSCHE BANK TRUST COMPANY AMERICAS
		/s/ Jacqueline Bartnick
	By:	Name:	Jacqueline Bartnick
		Title:	Director

AMENDED AND RESTATED BY-LAWS

OF

DEUTSCHE BANK TRUST COMPANY AMERICAS

ARTICLE I

STOCKHOLDERS

Section 1.01. Annual Meeting. The annual meeting of the stockholders of Deutsche Bank Trust Company Americas (the “Company”) shall be held in the City of New York within the State of New York within the first four months of the Company’s fiscal year, on such date and at such time and place as the board of directors of the Company (“Board of Directors” or “Board”) may designate in the call or in a waiver of notice thereof, for the purpose of electing directors and for the transaction of such other business as may properly be brought before the meeting.

Section 1.02. Special Meetings. Special meetings of the stockholders of the Company may be called by the Board of Directors or by the President, and shall be called by the President or by the Secretary upon the written request of the holders of record of at least twenty-five percent (25%) of the shares of stock of the Company issued and outstanding and entitled to vote, at such times. If for a period of thirteen months after the last annual meeting, there is a failure to elect a sufficient number of directors to conduct the business of the Company, the Board of Directors shall call a special meeting for the election of directors within two weeks after the expiration of such period; otherwise, holders of record of ten percent (10%) of the shares of stock of the Company entitled to vote in an election of directors may, in writing, demand the call of a special meeting at the office of the Company for the election of directors, specifying the date and month thereof, but not less than two nor more than three months from the date of such call. At any such special meeting called on demand of stockholders, the stockholders attending, in person or by proxy, and entitled to vote in an election of directors shall constitute a quorum for the purpose of electing directors, but not for the transaction of any other business.

Section 1.03. Notice of Meetings. Notice of the time, place and purpose of every meeting of stockholders shall be delivered personally or mailed not less than 10 nor more than 50 days before the date of such meeting (or any other action) to each stockholder of record entitled to vote, at his post office address appearing upon the records of the Company or at such other address as shall be furnished in writing by him to the Secretary of the Company for such purpose. Such further notice shall be given as may be required by law or by these By-Laws. Any meeting may be held without notice if all stockholders entitled to vote are present in person or by proxy, or if notice is waived in writing, either before or after the meeting, by those not present.

Section 1.04. Quorum. The holders of record of at least a majority of the shares of the stock of the Company issued and outstanding and entitled to vote, present in person or by proxy, shall, except as otherwise provided by law, by the Company’s Organization Certificate or by these By-Laws, constitute a quorum at all meetings of the stockholders; if there be no such quorum, the holders of a majority of such shares so present or represented may adjourn the meeting from time to time until a quorum shall have been obtained.

Section 1.05. Organization of Meetings. Meetings of the stockholders shall be presided over by the Chairman of the Board or, if he is not present, by the President or, if he is not present, by a chairman to be chosen at the meeting. The Secretary of the Company, or in his absence an Assistant Secretary, shall act as secretary of the meeting, if present.

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Section 1.06. Voting. At each meeting of stockholders, except as otherwise provided by statute, the Company’s Organization Certificate or these By-Laws, every holder of record of stock entitled to vote shall be entitled to one vote in person or by proxy for each share of such stock standing in his name on the records of the Company. Elections of directors shall be determined by a plurality of the votes cast thereat and, except as otherwise provided by statute, the Company’s Organization Certificate or these By-Laws, all other action shall be determined by a majority of the votes cast at such meeting.

At all elections of directors, the voting shall be by ballot or in such other manner as may be determined by the stockholders present in person or by proxy entitled to vote at such election.

Section 1.07. Action by Consent. Except as may otherwise be provided in the Company’s Organization Certificate, any action required or permitted to be taken at any meeting of stockholders may be taken without a meeting, without prior notice and without a vote if, prior to such action, a written consent or consents thereto, setting forth such action, is signed by all the holders of record of shares of the stock of the Company, issued and outstanding and entitled to vote thereon, having not less than the minimum number of votes that would be necessary to authorize or take such action at a meeting at which all shares entitled to vote thereon were present and voted.

ARTICLE II

DIRECTORS

Section 2.01. Chairman of the Board. Following the election of the Board of Directors at each annual meeting, the elected Board shall appoint one of its members as Chairman. The Chairman of the Board shall preside at all meetings of the Board of Directors and of the stockholders, and he shall perform such other duties and have such other powers as from time to time may be prescribed by the Board of Directors.

Section 2.02. Lead Independent Director. Following the election of the Board of Directors at each annual meeting, the elected Board may appoint one of its independent members as its Lead Independent Director. When the Chairman of the Board is not present at a meeting of the Board of Directors, the Lead Independent Director, if there be one, shall preside.

Section 2.03. Director Emeritus. The Board of Directors may from time to time elect one or more Directors Emeritus. Each Director Emeritus shall be elected for a term expiring on the date of the regular meeting of the Board of Directors following the next annual meeting. No Director Emeritus shall be considered a “director” for purposes of these By-Laws or for any other purpose.

Section 2.04. Powers, Number, Quorum, Term, Vacancies, Removal. The business and affairs of the Company shall be managed by or under the direction of the Board of Directors which may exercise all such powers of the Company and do all such lawful acts and things as are not by statute or by the Company’s Organization Certificate or by these By-Laws required to be exercised or done by the stockholders.

The number of directors may be changed by a resolution passed by a majority of the members of the Board of Directors or by a vote of the holders of record of at least a majority of the shares of stock of the Company issued and outstanding and entitled to vote, but at all times the Board of Directors must consist of not less than seven nor more than thirty directors. No more than one-third of the directors shall be active officers or employees of the Company. At least one-half of the directors must be citizens of the United States at the time of their election and during their continuance in office.

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Except as otherwise required by law, rule or regulation, or by the Company’s Organization Certificate, at all meetings of the Board of Directors or any committee thereof, a majority of the entire Board of Directors or a majority of the directors constituting such committee, as the case may be, shall constitute a quorum for the transaction of business and the act of a majority of the directors or committee members present at any meeting at which there is a quorum shall be the act of the Board of Directors, or such committee, as applicable. Any one or more members of the Board may participate in a meeting of the Board by means of a conference telephone or video, or other similar communications equipment allowing all persons participating in the meeting to hear each other at the same time. Participation by such means shall constitute presence in person at a meeting. Whether or not a quorum shall be present at any meeting of the Board of Directors or a committee thereof, a majority of the directors present thereat may adjourn the meeting from time to time; notice of the adjourned meeting shall be given to the directors who were not present at the time of the adjournment, but if the time and place of the adjourned meeting are announced, no additional notice shall be required to be given to the directors present at the time of adjournment.

Directors shall hold office until the next annual election and until their successors shall have been elected and shall have qualified. Director vacancies not exceeding one-third of the whole number of the Board of Directors may be filled by the affirmative vote of a majority of the directors then in office, and the directors so elected shall hold office for the balance of the unexpired term.

Any one or more of the directors of the Company may be removed either with or without cause at any time by a vote of the holders of record of at least a majority of the shares of stock of the Company, issued and outstanding and entitled to vote, and thereupon the term of the director or directors who shall have been so removed shall forthwith terminate and there shall be a vacancy or vacancies in the Board of Directors, to be filled by a vote of the stockholders as provided in these By-Laws.

Section 2.05. Meetings, Notice. Meetings of the Board of Directors shall be held at such place either within or without the State of New York, as may from time to time be fixed by resolution of the Board, or as may be specified in the call or in a waiver of notice thereof. Regular meetings of the Board of Directors and its Executive Committee shall be held as often as may be required under applicable law, and special meetings may be held at any time upon the call of two directors, the Chairman of the Board or the President, by oral, telegraphic or written notice duly served on or sent or mailed to each director not less than two days before such meeting. Any meeting may be held without notice, if all directors are present, or if notice is waived in writing, either before or after the meeting, by those not present.

Section 2.06. Compensation. The Board of Directors may determine, from time to time, the amount of compensation, which shall be paid to its members. The Board of Directors shall also have power, in its discretion, to allow a fixed sum and expenses for attendance at each regular or special meeting of the Board, or of any committee of the Board. The Board of Directors shall also have power, in its discretion, to provide for and pay to directors rendering services to the Company not ordinarily rendered by directors, as such, special compensation appropriate to the value of such services, as determined by the Board from time to time.

ARTICLE III

COMMITTEES

Section 3.01. Executive Committee. There shall be an Executive Committee of the Board who shall be appointed annually by resolution adopted by the majority of the entire Board of Directors. The Chairman of the Board shall preside at meetings of the Executive Committee. In his

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absence, the Chief Executive Officer or, in his absence, the President or any Co-President or, in their absence, such other member of the Executive Committee as the Executive Committee from time to time may designate shall preside at such meetings.

Section 3.02. Audit and Fiduciary Committee. There shall be an Audit and Fiduciary Committee appointed annually by resolution adopted by a majority of the entire Board of Directors which shall consist of such number of independent directors, as may from time to time be fixed by the Audit and Fiduciary Committee charter adopted by the Board of Directors.

Section 3.03. Other Committees. The Board of Directors shall have the power to appoint any other Committees as may seem necessary, and from time to time to suspend or continue the powers and duties of such Committees. Each Committee appointed pursuant to this Article shall serve at the pleasure of the Board of Directors.

Section 3.04. Limitations. No committee shall have the authority as to the following matters: (i) the submission to stockholders of any action that needs stockholders’ authorization under New York Banking Law; (ii) the filling of vacancies in the Board of Directors or in any such committee; (iii) the fixing of compensation of the directors for serving on the Board of Directors or on any committee; (iv) the amendment or repeal of these By-Laws, or the adoption of new by-laws; (v) the amendment or repeal of any resolution of the Board of Directors which by its terms shall not be so amendable or repealable; or (vi) the taking of action which is expressly required by any provision of New York Banking Law to be taken at a meeting of the Board of Directors or by a specified proportion of the directors.

ARTICLE IV

OFFICERS

Section 4.01. Titles and Election. The officers of the Company, who shall be chosen by the Board of Directors within twenty-five days after each annual meeting of stockholders, shall be a President, Chief Executive Officer, Chief Risk Officer, Chief Financial Officer, Treasurer, Secretary, and a General Auditor. The Board of Directors from time to time may elect one or more Managing Directors, Directors, Vice Presidents, Assistant Secretaries, Assistant Treasurers and such other officers and agents as it shall deem necessary, and may define their powers and duties. Any number of offices may be held by the same person, except the offices of President and Secretary.

Section 4.02. Terms of Office. Each officer shall hold office for the term for which he is elected or appointed, and until his successor has been elected or appointed and qualified.

Section 4.03. Removal. Any officer may be removed, either with or without cause, at any time, by the affirmative vote of a majority of the Board of Directors.

Section 4.04. Resignations. Any officer may resign at any time by giving written notice to the Board of Directors or to the Secretary. Such resignation shall take effect at the time specified therein and, unless otherwise specified therein, the acceptance of such resignation shall not be necessary to make it effective.

Section 4.05. Vacancies. If the office of any officer or agent becomes vacant by reason of death, resignation, retirement, disqualification, removal from office or otherwise, the Board of Directors may choose a successor, who shall hold office for the unexpired term in respect of which such vacancy occurred.

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Section 4.06. President. The President shall have general authority to exercise all the powers necessary for the President of the Company. In the absence of the Chairman and the Lead Independent Director, the President shall preside at all meetings of the Board of Directors and of the stockholders. The President shall have the power to execute bonds, mortgages and other contracts, agreements and instruments of the Company, and he shall perform such other duties and have such other powers as may be incident to the office of the president of a corporation and as from time to time may otherwise be prescribed by the Board of Directors.

Section 4.07. Chief Executive Officer. Unless otherwise determined by the Board of Directors, the President shall be the Chief Executive Officer of the Company. The Chief Executive Officer shall exercise the powers and perform the duties usual to the chief executive officer and, subject to the control of the Board of Directors, shall have general management and control of the affairs and business of the Company; he shall appoint and discharge employees and agents of the Company (other than officers elected by the Board of Directors); he shall see that all orders and resolutions of the Board of Directors are carried into effect; he shall have the power to execute bonds, mortgages and other contracts, agreements and instruments of the Company, and he shall perform such other duties and have such other powers as may be incident to the office of the chief executive officer of a corporation and as from time to time may otherwise be prescribed by the Board of Directors.

Section 4.08. Chief Risk Officer. The Chief Risk Officer shall have the responsibility for the risk management and monitoring of the Company. The Chief Risk Officer shall have the power to execute bonds, notes, mortgages and other contracts, agreements and instruments of the Company, and he shall perform such other duties and have such other powers as may be incident to his office and as from time to time may otherwise be prescribed by the Board of Directors.

Section 4.09. Chief Financial Officer. The Chief Financial Officer shall have the responsibility for reporting to the Board of Directors on the financial condition of the Company, preparing and submitting all financial reports required by applicable law, and preparing annual financial statements of the Company and coordinating with qualified third party auditors to ensure such financial statements are audited in accordance with applicable law.

Section 4.10. Treasurer. The Treasurer shall have the custody of the corporate funds and securities and shall keep full and accurate accounts of receipts and disbursements in books belonging to the Company and shall deposit all moneys, and other valuable effects in the name and to the credit of the Company, in such depositories as may be designated by the Board of Directors. He shall disburse the funds of the Company as may be ordered by the Board, taking proper vouchers for such disbursements, and shall render to the directors whenever they may require it an account of all his transactions as Treasurer and of the financial condition of the Company.

Section 4.11. Secretary. The Secretary shall attend all sessions of the Board of Directors and all meetings of the stockholders and record all votes and the minutes of proceedings in records or books to be kept for that purpose. He shall give, or cause to be given, notice of all meetings of the stockholders and of the Board of Directors and shall perform such other duties and have such other powers as may be incident to the office of the secretary of a corporation and as from time to time may otherwise be prescribed by the Board of Directors. The Secretary shall have and be the custodian of the stock records and all other books, records and papers of the Company (other than financial) and shall see that all books, reports, statements, certificates and other documents and records required by law are properly kept and filed.

Section 4.12. General Auditor. The General Auditor shall be responsible, through the Audit and Fiduciary Committee, to the Board of Directors for the determination of the program of the

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internal audit function and the evaluation of the adequacy of the system of internal controls. Subject to the Board of Directors, the General Auditor shall have and may exercise all the powers and shall perform all the duties usual to such office and shall have such other powers as may be prescribed or assigned to him from time to time by the Board of Directors or vested in him by law or by these By-Laws. He shall perform such other duties and shall make such investigations, examinations and reports as may be prescribed or required by the Audit and Fiduciary Committee. The General Auditor shall have unrestricted access to all records and premises of the Company and shall delegate such authority to his subordinates. He shall have the duty to report to the Audit and Fiduciary Committee on all matters concerning the internal audit program and the adequacy of the system of internal controls of the Company which he deems advisable or which the Audit and Fiduciary Committee may request.

Section 4.13. Managing Directors, Directors and Vice Presidents. If chosen, the Managing Directors, Directors and Vice Presidents, in the order of their seniority, shall, in the absence or disability of the President, exercise all of the powers and duties of the President. Such Managing Directors, Directors and Vice Presidents shall have the power to execute bonds, notes, mortgages and other contracts, agreements and instruments of the Company, and they shall perform such other duties and have such other powers as may be incident to their respective offices and as from time to time may be prescribed by the Board of Directors or the President.

Section 4.14. Duties of Officers may be Delegated. In case of the absence or disability of any officer of the Company, or for any other reason that the Board may deem sufficient, the Board may delegate, for the time being, the powers or duties, or any of them, of such officer to any other officer.

ARTICLE V

INDEMNIFICATION OF DIRECTORS, OFFICERS AND OTHERS

Section 5.01. Power to Indemnify in Actions, Suits or Proceedings other than Those by or in the Right of the Company. Subject to the other provisions of this Article V, and subject to applicable law, the Company shall indemnify any person made or threatened to be made a party to an action or proceeding (other than one by or in the right of the Company to procure a judgment in its favor), whether civil or criminal, including an action by or in the right of any other corporation of any type or kind, domestic or foreign, or any partnership, joint venture, trust, employee benefit plan or other enterprise, which any director or officer of the Company served in any capacity at the request of the Company, by reason of the fact that such person, his or her testator or intestate, was a director or officer of the Company, or served such other corporation, partnership, joint venture, trust, employee benefit plan or other enterprise in any capacity, against judgments, fines, amounts paid in settlement and reasonable expenses, including attorneys’ fees actually and necessarily incurred as a result of such action or proceeding, or any appeal therein, if such director or officer acted, in good faith, for a purpose which such person reasonably believed to be in, or, in the case of service for any other corporation or any partnership, joint venture, trust, employee benefit plan or other enterprise, not opposed to, the best interests of the Company, and had no reasonable cause to believe that such person’s conduct was unlawful.

Section 5.02. Power to Indemnify in Actions, Suits or Proceedings by or in the Right of the Company. Subject to the other provisions of this Article V, and subject to applicable law, the Company shall indemnify any person made, or threatened to be made, a party to an action by or in the right of the Company to procure a judgment in its favor by reason of the fact that such person, his or her testator or intestate, is or was a director or officer of the Company, or is or was serving at the request of the Company as a director or officer of any other corporation of any type or kind, domestic or foreign, of any partnership, joint venture, trust, employee benefit plan or other enterprise,

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against amounts paid in settlement and reasonable expenses, including attorneys’ fees, actually and necessarily incurred by such person in connection with the defense or settlement of such action, or in connection with an appeal therein, if such director or officer acted, in good faith, for a purpose which he reasonably believed to be in, or, in the case of service for any other corporation or any partnership, joint venture, trust, employee benefit plan or other enterprise, not opposed to, the best interests of the Company, except that no indemnification under this Section 5.02 shall be made in respect of (a) a threatened action, or a pending action which is settled or otherwise disposed of, or (b) any claim, issue or matter as to which such person shall have been adjudged to be liable to the Company, unless and only to the extent that the court in which the action was brought, or, if no action was brought, any court of competent jurisdiction, determines upon application that, in view of all the circumstances of the case, the person is fairly and reasonably entitled to indemnity for such portion of the settlement amount and expenses as the court deems proper.

Section 5.03. Authorization of Indemnification. Any indemnification under this Article V (unless ordered by a court) shall be made by the Company only if authorized in the specific case (i) by the Board acting by a quorum consisting of directors who are not parties to such action or proceeding upon a finding that the director or officer has met the standard of conduct set forth in Section 5.01 or Section 5.02, as the case may be; or (ii) if a quorum is not obtainable or, even if obtainable, a quorum of disinterested directors so directs, (x) by the Board upon the opinion in writing of independent legal counsel that indemnification is proper in the circumstances because the applicable standard of conduct set forth in Section 5.01 or Section 5.02, as the case may be, has been met by such director or officer; or (y) by the stockholders upon a finding that the director or officer has met the applicable standard of conduct set forth in Section 5.01 or Section 5.02, as the case may be. A person who has been successful on the merits or otherwise, in the defense of a civil or criminal action or proceeding of the character described in Sections 5.01 or 5.02, shall be entitled to indemnification as authorized in such section.

Section 5.04. Good Faith Defined. For purposes of any determination under Section 5.03, a person shall be deemed to have acted in good faith and in a manner such person reasonably believed to be in or not opposed to the best interests of the Company, or to have had no reasonable cause to believe such person’s conduct was unlawful, if such person’s action is based on the records or books of account of the Company or another enterprise, or on information supplied to such person by the officers of the Company or another enterprise in the course of their duties, or on the advice of legal counsel for the Company or another enterprise or on information or records given or reports made to the Company or another enterprise by an independent certified public accountant or by an appraiser or other expert selected with reasonable care by the Company or another enterprise. The provisions of this Section 5.04 shall not be deemed to be exclusive or to limit in any way the circumstances in which a person may be deemed to have met the applicable standard of conduct set forth in Section 5.01 or Section 5.02, as the case may be.

Section 5.05. Serving an Employee Benefit Plan on behalf of the Company. For the purpose of this Article V, the Company shall be deemed to have requested a person to serve an employee benefit plan where the performance by such person of his duties to the Company also imposes duties on, or otherwise involves services by, such person to the plan or participants or beneficiaries of the plan; excise taxes assessed on a person with respect to an employee benefit plan pursuant to applicable law shall be considered fines; and action taken or omitted by a person with respect to an employee benefit plan in the performance of such person’s duties for a purpose reasonably believed by such person to be in the interest of the participants and beneficiaries of the plan shall be deemed to be for a purpose which is not opposed to the best interests of the Company.

Section 5.06. Indemnification upon Application to a Court. Notwithstanding the failure of the Company to provide indemnification and despite any contrary resolution of the Board or stockholders under Section 5.03, or in the event that no determination has been made within ninety

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days after receipt of the Company of a written claim therefor, upon application to a court by a director or officer, indemnification shall be awarded by a court to the extent authorized in Section 5.01 or Section 5.02. Such application shall be upon notice to the Company. Neither a contrary determination in the specific case under Section 5.03 nor the absence of any determination thereunder shall be a defense to such application or create a presumption that the director or officer seeking indemnification has not met any applicable standard of conduct.

Section 5.07. Expenses Payable in Advance. Subject to the other provisions of this Article V, and subject to applicable law, expenses incurred in defending a civil or criminal action or proceeding may be paid by the Company in advance of the final disposition of such action or proceeding upon receipt of an undertaking by or on behalf of such director or officer to repay such amount (i) if it shall ultimately be determined that such person is not entitled to be indemnified by the Company as authorized in this Article V, (ii) where indemnification is granted, to the extent expenses so advanced by the Company or allowed by a court exceed the indemnification to which such person is entitled and (iii) upon such other terms and conditions, if any, as the Company deems appropriate. Any such advancement of expenses shall be made in the sole and absolute discretion of the Company only as authorized in the specific case upon a determination made, with respect to a person who is a director or officer at the time of such determination, (i) by the Board acting by a quorum consisting of directors who are not parties to such action or proceeding, or (ii) if a quorum is not obtainable or, even if obtainable, if a quorum of disinterested directors so directs, (x) by the Board upon the opinion in writing of independent legal counsel or (y) by the stockholders and, with respect to former directors and officers, by any person or persons having the authority to act on the matter on behalf of the Company. Without limiting the foregoing, the Company reserves the right in its sole and absolute discretion to revoke at any time any approval previously granted in respect of any such request for the advancement of expenses or to, in its sole and absolute discretion, impose limits or conditions in respect of any such approval.

Section 5.08. Nonexclusivity of Indemnification and Advancement of Expenses. The indemnification and advancement of expenses granted pursuant to, or provided by, this Article V shall not be deemed exclusive of any other rights to which a director or officer seeking indemnification or advancement of expenses may be entitled whether contained in the Company’s Organization Certificate, these By-Laws or, when authorized by the Organization Certificate or these By-Laws, (i) a resolution of stockholders, (ii) a resolution of directors, or (iii) an agreement providing for such indemnification, provided that no indemnification may be made to or on behalf of any director or officer if a judgment or other final adjudication adverse to the director or officer establishes that his acts were committed in bad faith or were the result of active and deliberate dishonesty and were material to the cause of action so adjudicated, or that he personally gained in fact a financial profit or other advantage to which he was not legally entitled. Nothing contained in this Article V shall affect any rights to indemnification to which corporate personnel other than directors and officers may be entitled by contract or otherwise under law.

Section 5.09. Insurance. Subject to the other provisions of this Article V, the Company may purchase and maintain insurance (in a single contract or supplement thereto, but not in a retrospective rated contract): (i) to indemnify the Company for any obligation which it incurs as a result of the indemnification of directors and officers under the provisions of this Article V, (ii) to indemnify directors and officers in instances in which they may be indemnified by the Company under the provisions of this Article V and applicable law, and (iii) to indemnify directors and officers in instances in which they may not otherwise be indemnified by the Company under the provisions of this Article V, provided the contract of insurance covering such directors and officers provides, in a manner acceptable to the New York Superintendent of Financial Services, for a retention amount and for co-insurance. Notwithstanding the foregoing, any such insurance shall be subject to the provisions of, and the Company shall comply with the requirements set forth in, Section 7023 of the New York State Banking Law.

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Section 5.10. Limitations on Indemnification and Insurance. All indemnification and insurance provisions contained in this Article V are subject to any limitations and prohibitions under applicable law, including but not limited to Section 7022 (with respect to indemnification, advancement or allowance) and Section 7023 (with respect to insurance) of the New York State Banking Law and the Federal Deposit Insurance Act (with respect to administrative proceedings or civil actions initiated by any federal banking agency). Notwithstanding anything contained in this Article V to the contrary, no indemnification, advancement or allowance shall be made (i) to or on behalf of any director or officer if a judgment or other final adjudication adverse to the director or officer establishes that his acts were committed in bad faith or were the result of active and deliberate dishonesty and were material to the cause of action so adjudicated, or that he personally gained in fact a financial profit or other advantage to which he was not legally entitled, or (ii) in any circumstance where it appears (a) that the indemnification would be inconsistent with a provision of the Company’s Organization Certificate, these By-Laws, a resolution of the Board or of the stockholders, an agreement or other proper corporate action, in effect at the time of the accrual of the alleged cause of action asserted in the threatened or pending action or proceeding in which the expenses were incurred or other amounts were paid, which prohibits or otherwise limits indemnification; or (b) if there has been a settlement approved by the court, that the indemnification would be inconsistent with any condition with respect to indemnification expressly imposed by the court in approving the settlement.

Notwithstanding anything contained in this Article V to the contrary, but subject to any requirements of applicable law, (i) except for proceedings to enforce rights to indemnification (which shall be governed by Section 5.06), the Company shall not be obligated to indemnify any director or officer (or his testators intestate) or advance expenses in connection with a proceeding (or part thereof) initiated by such person unless such proceeding (or part thereof) was authorized or consented to by the Board of Directors of the Company, (ii) with respect to indemnification or advancement of expenses relating to attorneys’ fees under this Article V, counsel for the present or former director or officer must be reasonably acceptable to the Company (and the Company may, in its sole and absolute discretion, establish a panel of approved law firms for such purpose, out of which the present or former director or officer could be required to select an approved law firm to represent him), (iii) indemnification in respect of amounts paid in settlement shall be subject to the prior consent of the Company (not to be unreasonably withheld), (iv) any and all obligations of the Corporation under this Article V shall be subject to applicable law, (v) in no event shall any payments pursuant to this Article V be made if duplicative of any indemnification or advancement of expenses or other reimbursement available to the applicable director or officer (other than for coverage maintained by such person in his individual capacity), and (vi) no indemnification or advancement of expenses shall be provided under these By-Laws to any person in respect of any expenses, judgments, fines or amounts paid in settlement to the extent incurred by such person in his capacity or position with another entity (including, without limitation, an entity that is a stockholder of the Company or any of the branches or affiliates of such stockholder), except as expressly provided in these By-Laws in respect of such person’s capacity and position as a director or officer of the Company or such person is a director or officer of the Company serving at the request of the Company as a director, officer, employee or agent of another corporation, partnership, joint venture, trust or other enterprise.

Section 5.11. Indemnification of Other Persons. The Company may, to the extent authorized from time to time by the Board of Directors, provide rights to indemnification and to the advancement of expenses (whether pursuant to an adoption of a policy or otherwise) to employees and agents of the Company (whether similar to those conferred in this Article V upon directors and officers of the Company or on other terms and conditions authorized from time to time by the Board of Directors), as well as to employees of direct and indirect subsidiaries of the Company and to other persons (or categories of persons) approved from time to time by the Board of Directors.

- 9 -

Section 5.12. Repeal. Any repeal or modification of this Article V shall not adversely affect any rights to indemnification and to the advancement of expenses of a director, officer, employee or agent of the Company existing at the time of such repeal or modification with respect to any acts or omissions occurring prior to such repeal or modification.

ARTICLE VI

CAPITAL STOCK

Section 6.01. Certificates. The interest of each stockholder of the Company shall be evidenced by certificates for shares of stock in such form as the Board of Directors may from time to time prescribe. The certificates of stock shall be signed by the Chairman of the Board or the President or a Managing Director or a Director or a Vice President and by the Secretary, or the Treasurer, or an Assistant Secretary, or an Assistant Treasurer, sealed with the seal of the Company or a facsimile thereof, and countersigned and registered in such manner, if any, as the Board of Directors may by resolution prescribe. Where any such certificate is countersigned by a transfer agent other than the Company or its employee, or registered by a registrar other than the Company or its employee, the signature of any such officer may be a facsimile signature. In case any officer or officers who shall have signed, or whose facsimile signature or signatures shall have been used on, any such certificate or certificates shall cease to be such officer or officers of the Company, whether because of death, resignation, retirement, disqualification, removal or otherwise, before such certificate or certificates shall have been delivered by the Company, such certificate or certificates may nevertheless be adopted by the Company and be issued and delivered as though the person or persons who signed such certificate or certificates or whose facsimile signature or signatures shall have been used thereon had not ceased to be such officer or officers of the Company.

Section 6.02. Transfer. The shares of stock of the Company shall be transferred only upon the books of the Company by the holder thereof in person or by his attorney, upon surrender for cancellation of certificates for the same number of shares, with an assignment and power of transfer endorsed thereon or attached thereto, duly executed, with such proof of the authenticity of the signature as the Company or its agents may reasonably require.

Section 6.03. Record Dates. The Board of Directors may fix in advance a date, not less than 10 nor more than 50 days preceding the date of any meeting of stockholders, or the date for the payment of any dividend, or the date for the distribution or allotment of any rights, or the date when any change, conversion or exchange of capital stock shall go into effect, as a record date for the determination of the stockholders entitled to notice of, and to vote at, any such meeting, or entitled to receive payment of any such dividend, or to receive any distribution or allotment of such rights, or to exercise the rights in respect of any such change, conversion or exchange of capital stock, and in such case only such stockholders as shall be stockholders of record on the date so fixed shall be entitled to such notice of, and to vote at, such meeting, or to receive payment of such dividend, or to receive such distribution or allotment or rights or to exercise such rights, as the case may be, notwithstanding any transfer of any stock on the books of the Company after any such record date fixed as aforesaid.

Section 6.04. Lost Certificates. In the event that any certificate of stock is lost, stolen, destroyed or mutilated, the Board of Directors may authorize the issuance of a new certificate of the same tenor and for the same number of shares in lieu thereof. The Board may in its discretion, before the issuance of such new certificate, require the owner of the lost, stolen, destroyed or mutilated certificate or the legal representative of the owner to make an affidavit or affirmation setting forth such facts as to the loss, destruction or mutilation as it deems necessary and to give the Company a bond in such reasonable sum as it directs to indemnify the Company.

- 10 -

ARTICLE VII

CHECKS, NOTES, ETC.

Section 7.01. Checks, Notes, Etc. All checks and drafts on the Company’s bank accounts and all bills of exchange and promissory notes, and all acceptances, obligations and other instruments for the payment of money, may be signed by the President or any Managing Director or any Director or any Vice President and may also be signed by such other officer or officers, agent or agents, as shall be thereunto authorized from time to time by the Board of Directors.

ARTICLE VIII

MISCELLANEOUS PROVISIONS

Section 8.01. Fiscal Year. The fiscal year of the Company shall be from January 1 to December 31, unless changed by the Board of Directors.

Section 8.02. Books. There shall be kept at such office of the Company as the Board of Directors shall determine, within or without the State of New York, correct books and records of account of all its business and transactions, minutes of the proceedings of its stockholders, Board of Directors and committees, and the stock book, containing the names and addresses of the stockholders, the number of shares held by them, respectively, and the dates when they respectively became the owners of record thereof, and in which the transfer of stock shall be registered, and such other books and records as the Board of Directors may from time to time determine.

Section 8.03. Voting of Stock. Unless otherwise specifically authorized by the Board of Directors, all stock owned by the Company, other than stock of the Company, shall be voted, in person or by proxy, by the President or any Managing Director or any Director or any Vice President of the Company on behalf of the Company.

ARTICLE IX

AMENDMENTS

Section 9.01. Amendments. The vote of the holders of at least a majority of the shares of stock of the Company issued and outstanding and entitled to vote shall be necessary at any meeting of stockholders to amend or repeal these By-Laws or to adopt new by-laws. These By-Laws may also be amended or repealed, or new by-laws adopted, at any meeting of the Board of Directors by the vote of at least a majority of the entire Board, provided that any by-law adopted by the Board may be amended or repealed by the stockholders in the manner set forth above.

Any proposal to amend or repeal these By-Laws or to adopt new by-laws shall be stated in the notice of the meeting of the Board of Directors or the stockholders or in the waiver of notice thereof, as the case may be, unless all of the directors or the holders of record of all of the shares of stock of the Company issued and outstanding and entitled to vote are present at such meeting.

- 11 -

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

Board of Governors of the Federal Reserve System	OMB Number 7100-0036
Federal Deposit Insurance Corporation	OMB Number 3064-0052
Office of the Comptroller of the Currency	OMB Number 1557-0081 Approval expires August 31, 2026 Page 1 of 86

Federal Financial Institutions Examination Council

Consolidated Reports of Condition and Income for a Bank with Domestic Offices Only—FFIEC 041

Report at the close of business December 31, 2023 This report is required by law: 12 U.S.C. § 324 (State member banks); 12 U.S.C. §1817 (State nonmember banks); 12 U.S.C. §161 (National banks); and 12 U.S.C. §1464 (Savings associations). Unless the context indicates otherwise, the term “bank” in this report form refers to both banks and savings associations.	20231231   (RCON 9999)  This report form is to be filed by banks with domestic offices only and total consolidated assets of less than $100 billion, except those banks that file the FFIEC 051, and those banks that are advanced approaches institutions for regulatory capital purposes that are required to file the FFIEC 031.
NOTE: Each bank’s board of directors and senior management are responsible for establishing and maintaining an effective system of internal control, including controls over the Reports of Condition and Income. The Reports of Condition and Income are to be prepared in accordance with federal regulatory authority instructions. The Reports of Condition and Income must be signed by the Chief Financial Officer (CFO) of the reporting bank (or by the individual performing an equivalent function) and attested to by not less than two directors (trustees) for state nonmember banks and three directors for state member banks, national banks, and savings associations. I, the undersigned CFO (or equivalent) of the named bank, attest that the Reports of Condition and Income (including the supporting Signature of Chief Financial Officer (or Equivalent) 01/30/2024 Date of Signature	schedules) for this report date have been prepared in conformance with the instructions issued by the appropriate Federal regulatory authority and are true and correct to the best of my knowledge and belief. We, the undersigned directors (trustees), attest to the correctness of the Reports of Condition and Income (including the supporting schedules) for this report date and declare that the Reports of Condition and Income have been examined by us and to the best of our knowledge and belief have been prepared in conformance with the instructions issued by the appropriate Federal regulatory authority and are true and correct. Director (Trustee) Director (Trustee)   Director (Trustee)
Submission of Reports Each bank must file its Reports of Condition and Income (Call Report) data by either: (a)   Using computer software to prepare its Call Report and then submitting the report data directly to the FFIEC’s Central Data Repository (CDR), an Internet-based system for data collection (https://cdr.ffiec.gov/cdr/), or (b)   Completing its Call Report in paper form and arranging with a software vendor or another party to convert the data into the electronic format that can be processed by the CDR. The software vendor or other party then must electronically submit the bank’s data file to the CDR. For technical assistance with submissions to the CDR, please contact the CDR Help Desk by telephone at (888) CDR-3111, by fax at (703) 774-3946, or by e-mail at cdr.help@cdr.ffiec.gov.	To fulfill the signature and attestation requirement for the Reports of Condition and Income for this report date, attach your bank’s completed signature page (or a photocopy or a computer generated version of this page) to the hard-copy record of the data file submitted to the CDR that your bank must place in its files. The appearance of your bank’s hard-copy record of the submitted data file need not match exactly the appearance of the FFIEC’s sample report forms, but should show at least the caption of each Call Report item and the reported amount. DEUTSCHE BANK TRUST COMPANY AMERICAS Legal Title of Bank (RSSD 9017) New York City (RSSD 9130)

FDIC Certificate Number	623	NY	10019
	(RSSD 9050)	State Abbreviation (RSSD 9200)	Zip Code (RSSD 9220)
		Legal Entity Identifier (LEI)
		8EWQ2UQKS07AKK8ANH81
		(Report only if your institution already has an LEI.) (RCON 9224)

The estimated average burden associated with this information collection is 54.60 hours per respondent and is expected to vary by institution, depending on individual circumstances. Burden estimates include the time for reviewing instructions, gathering and maintaining data in the required form, and completing the information collection, but exclude the time for compiling and maintaining business records in the normal course of a respondent’s activities. A Federal agency may not conduct or sponsor, and an organization (or a person) is not required to respond to a collection of information, unless it displays a currently valid OMB control number. Comments concerning the accuracy of this burden estimate and suggestions for reducing this burden should be directed to the Office of Information and Regulatory Affairs, Office of Management and Budget, Washington, DC 20503, and to one of the following: Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551; Legislative and Regulatory Analysis Division, Office of the Comptroller of the Currency, Washington, DC 20219; Assistant Executive Secretary, Federal Deposit Insurance Corporation, Washington, DC 20429.

12/2023    

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 2 of 86 

Consolidated Reports of Condition and Income for a Bank with Domestic Offices Only

Table of Contents

Signature Page	1
Contact Information	3, 4
Report of Income
Schedule RI—Income Statement	RI-1, 2, 3, 4
Schedule RI-A—Changes in Bank Equity Capital	RI-5
Schedule RI-B—Charge-offs and Recoveries on Loans and Leases and Changes in Allowances for Credit Losses
Part I. Charge-offs and Recoveries on Loans and Leases	RI-6, 7
Part II. Changes in Allowances for Credit Losses	RI-8
Schedule RI-C—Disaggregated Data on the Allowance for Loan and Lease Losses (to be completed only by selected banks)
Part I. Disaggregated Data on the Allowance for Loan and Lease Losses	RI-9
Part II. Disaggregated Data on the Allowances for Credit Losses	RI-10
Schedule RI-E—Explanations	RI-11, 12
Report of Condition
Schedule RC—Balance Sheet	RC-1, 2
Schedule RC-A—Cash and Balances Due from Depository Institutions (to be completed only by selected banks)	RC-3
Schedule RC-B—Securities	RC-3, 4, 5, 6, 7
Schedule RC-C—Loans and Lease Financing Receivables:
Part I. Loans and Leases	RC-8, 9, 10, 11, 12, 13
Part II. Loans to Small Businesses and Small Farms	RC-14,15
Schedule RC-D—Trading Assets and Liabilities (to be completed only by selected banks)	RC-16

Schedule RC-E—Deposit Liabilities	RC-17, 18, 19
Schedule RC-F—Other Assets	RC-20
Schedule RC-G—Other Liabilities	RC-20
Schedule RC-K—Quarterly Averages	RC-21, 22
Schedule RC-L—Derivatives and Off-Balance-Sheet Items	RC-23, 24, 25, 26
Schedule RC-M—Memoranda	RC-27, 28, 29
Schedule RC-N—Past Due and Nonaccrual Loans, Leases, and Other Assets	RC-30, 31, 32, 33, 34
Schedule RC-O—Other Data for Deposit Insurance Assessments	RC-35, 36, 37, 38, 39, 40
Schedule RC-P—1–4 Family Residential Mortgage Banking Activities (to be completed only by selected banks)	RC-41
Schedule RC-Q—Assets and Liabilities Measured at Fair Value on a Recurring Basis (to be completed only by selected banks)	RC-42, 43, 44
Schedule RC-R—Regulatory Capital:
Part I. Regulatory Capital Components and Ratios	RC-45, 46, 47, 48
Part II. Risk-Weighted Assets	RC-49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62
Schedule RC-S—Servicing, Securitization, and Asset Sale Activities	RC-63, 64
Schedule RC-T—Fiduciary and Related Services	RC-65, 66, 67, 68
Schedule RC-V—Variable Interest Entities	RC-69
Optional Narrative Statement Concerning the Amounts Reported in the Consolidated Reports of Condition and Income	RC-70

For information or assistance, national banks, state nonmember banks, and savings associations should contact the FDIC’s Data Collection and Analysis Section, 550 17th Street, NW, Washington, DC 20429, toll free on (800) 688-FDIC(3342), Monday through Friday between 8:00 a.m. and 5:00 p.m., Eastern Time. State member banks should contact their Federal Reserve District Bank.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 3 of 86 

Contact Information for the Reports of Condition and Income

To facilitate communication between the Agencies and the bank concerning the Reports of Condition and Income, please provide contact information for (1) the Chief Financial Officer (or equivalent) of the bank signing the reports for this quarter, and (2) the person at the bank —other than the Chief Financial Officer (or equivalent) — to whom questions about the reports should be directed. If the Chief Financial Officer (or equivalent) is the primary contact for questions about the reports, please provide contact information for another person at the bank who will serve as a secondary contact for communications between the Agencies and the bank concerning the Reports of Condition and Income. Enter “none” for the contact’s e-mail address or fax number if not available. Contact information for the Reports of Condition and Income is for the confidential use of the Agencies and will not be released to the public.

Chief Financial Officer (or Equivalent) Signing the Reports	Other Person to Whom Questions about the Reports Should be Directed
Mona Nag	Scott Iacono
Name (TEXT C490)	Name (TEXT C495)
CFO	Director
Title (TEXT C491)	Title (TEXT C496)
mona.nag@db.com	Scott.Iacono@db.com
E-mail Address (TEXT C492)	E-mail Address (TEXT 4086)
212-250-0302	212-250-8948
Area Code / Phone Number / Extension (TEXT C493)	Area Code / Phone Number / Extension (TEXT 8902)
212-797-5376	212-797-5376
Area Code / FAX Number (TEXT C494)	Area Code / FAX Number (TEXT 9116)

Chief Executive Officer Contact Information 

This information is being requested so the Agencies can distribute notifications about policy initiatives, deposit insurance assessments, and other matters directly to the Chief Executive Officers of reporting institutions. Notifications about other matters may include emergency notifications that may or may not also be sent to the institution’s emergency contacts listed below. Please provide contact information for the Chief Executive Officer of the reporting institution. Enter “none” for the Chief Executive Officer’s e-mail address or fax number if not available. Chief Executive Officer contact information is for the confidential use of the Agencies and will not be released to the public.

Chief Executive Officer
Arjun Nagarkatti	442075450031
Name (TEXT FT42)	Area Code / Phone Number / Extension (TEXT FT43)
arjun.nagarkatti@db.com	212-797-4932
E-mail Address (TEXT FT44)	Area Code / FAX Number (TEXT FT45)

Emergency Contact Information

This information is being requested so the Agencies can distribute critical, time-sensitive information to emergency contacts at banks. Please provide primary contact information for a senior official of the bank who has decision-making authority. Also provide information for a secondary contact if available. Enter “none” for the contact’s e-mail address or fax number if not available. Emergency contact information is for the confidential use of the Agencies and will not be released to the public. 

Primary Contact	Secondary Contact
Arjun Nagarkatti	Michael Connolly
Name (TEXT C366)	Name (TEXT C371)
Managing Director	Managing Director
Title (TEXT C367)	Title (TEXT C372)
Arjun.Nagarkatti@db.com	Michael.Connolly@db.com
E-mail Address (TEXT C368)	E-mail Address (TEXT C373)
442075450031	212-250-1483
Area Code / Phone Number / Extension (TEXT C369)	Area Code / Phone Number / Extension (TEXT C374)
212-797-4932	212-797-4932
Area Code / FAX Number (TEXT C370)	Area Code / FAX Number (TEXT C375)

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 4 of 86 

USA PATRIOT Act Section 314(a) Anti-Money Laundering Contact Information

This information is being requested to identify points-of-contact who are in charge of your bank’s USA PATRIOT Act Section 314(a) information requests. Bank personnel listed could be contacted by law enforcement officers or the Financial Crimes Enforcement Network (FinCEN) for additional information related to specific Section 314(a) search requests or other anti-terrorist financing and anti-money-laundering matters. Communications sent by FinCEN to the bank for purposes other than Section 314(a) notifications will state the intended purpose and should be directed to the appropriate bank personnel for review. Any disclosure of customer records to law enforcement officers or FinCEN must be done in compliance with applicable law, including the Right to Financial Privacy Act (12 U.S.C. 3401 et seq.).

Please provide information for a primary and secondary contact. Information for a third and fourth contact may be provided at the bank’s option. Enter “none” for the contact’s e-mail address if not available. This contact information is for the confidential use of the Agencies, FinCEN, and law enforcement officers and will not be released to the public.

Primary Contact	Secondary Contact
Paul Khareyn	Joe Evans
Name (TEXT C437)	Name (TEXT C442)
Director	Managing Director
Title (TEXT C438)	Title (TEXT C443)
Paul.Khareyn@db.com	Joe.Evans@db.com
E-mail Address (TEXT C439)	E-mail Address (TEXT C444)
212-250-6774	212-250-1213
Area Code / Phone Number / Extension (TEXT C440)	Area Code / Phone Number / Extension (TEXT C445)
Third Contact	Fourth Contact
Hatton Hillin	Cristian Ilut
Name (TEXT C870)	Name (TEXT C875)
Assistant Vice President	Assistant Vice President
Title (TEXT C871)	Title (TEXT C876)
Hatton.Hillin@db.com	Cristian.Ilut@db.com
E-mail Address (TEXT C872)	E-mail Address (TEXT C877)
904-520-5106	347-863-0715
Area Code / Phone Number / Extension (TEXT C873)	Area Code / Phone Number / Extension (TEXT C878)

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 5 of 86 

RI-1          

Consolidated Report of Income for the period January 1, 2023–December 31, 2023

Schedule RI—Income Statement

Dollar Amounts in Thousands				RIAD		Amount
1. Interest income:
a. Interest and fee income on loans:
(1) Loans secured by real estate:
(a) Loans secured by 1–4 family residential properties					4435		80,000	1.a.(1)(a)
(b) All other loans secured by real estate					4436		290,000	1.a.(1)(b)
(2) Commercial and industrial loans					4012		122,000	1.a.(2)
(3) Loans to individuals for household, family, and other personal expenditures:
(a) Credit cards					B485		0	1.a.(3)(a)
(b) Other (includes revolving credit plans other than credit cards, automobile loans, and other consumer loans)					B486		21,000	1.a.(3)(b)
(4) Not applicable
(5) All other loans (1)					4058		436,000	1.a.(5)
(6) Total interest and fee income on loans (sum of items 1.a.(1)(a) through 1.a.(5))					4010		949,000	1.a.(6)
b. Income from lease financing receivables					4065		0	1.b.
c. Interest income on balances due from depository institutions (2)					4115		712,000	1.c.
d. Interest and dividend income on securities:
(1) U.S. Treasury securities and U.S. Government agency obligations (excluding mortgage-backed securities)					B488		5,000	1.d.(1)
(2) Mortgage-backed securities					B489		0	1.d.(2)
(3) All other securities (includes securities issued by states and political subdivisions in the U.S.)					4060		0	1.d.(3)
e. Not applicable
f. Interest income on federal funds sold and securities purchased under agreements to resell					4020		306,000	1.f.
g. Other interest income					4518		5,000	1.g.
h. Total interest income (sum of items 1.a.(6) through 1.g)					4107		1,977,000	1.h.
2. Interest expense:
a. Interest on deposits:
(1) Transaction accounts (interest-bearing demand deposits, NOW accounts, ATS accounts, and telephone and preauthorized transfer accounts)					4508		545,000	2.a.(1)
(2) Nontransaction accounts:
(a) Savings deposits (includes MMDAs)					0093		82,000	2.a.(2)(a)
(b) Time deposits of $250,000 or less					HK03		0	2.a.(2)(b)
(c) Time deposits of more than $250,000					HK04		7,000	2.a.(2)(c)
b. Expense of federal funds purchased and securities sold under agreements to repurchase					4180		0	2.b.
c. Interest on trading liabilities and other borrowed money					4185		29,000	2.c.
d. Interest on subordinated notes and debentures					4200		0	2.d.
e. Total interest expense (sum of items 2.a through 2.d)					4073		663,000	2.e.
3. Net interest income (item 1.h minus 2.e)	4074	1,314,000						3.
4. Provision for loan and lease losses (3)	JJ33	(2,000	)					4.

1. Includes interest and fee income on “Loans to depository institutions and acceptances of other banks,” “Loans to finance agricultural production and other loans to farmers,” “Obligations (other than securities and leases) of states and political subdivisions in the U.S.,” and “Loans to nondepository financial institutions and other loans.”

2. Includes interest income on time certificates of deposit not held for trading.

3. Institutions that have adopted ASU 2016-13 should report in item 4 the provisions for credit losses on all financial assets and off-balance-sheet credit exposures that fall within the scope of the standard.

12/2023    

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 6 of 86 

RI-2     

Schedule RI—Continued

			Year-to-date
Dollar Amounts in Thousands			RIAD		Amount
5. Noninterest income:
a. Income from fiduciary activities (1)				4070		279,000	5.a.
b. Service charges on deposit accounts				4080		140,000	5.b.
c. Trading revenue				A220		0	5.c.
d. Income from securities-related and insurance activities:
(1) Fees and commissions from securities brokerage				C886		0	5.d.(1)
(2) Investment banking, advisory, and underwriting fees and commissions				C888		0	5.d.(2)
(3) Fees and commissions from annuity sales				C887		0	5.d.(3)
(4) Underwriting income from insurance and reinsurance activities				C386		0	5.d.(4)
(5) Income from other insurance activities				C387		0	5.d.(5)
e. Venture capital revenue				B491		0	5.e.
f. Net servicing fees				B492		0	5.f.
g. Net securitization income				B493		0	5.g.
h. Not applicable
i. Net gains (losses) on sales of loans and leases				5416		0	5.i.
j. Net gains (losses) on sales of other real estate owned				5415		0	5.j.
k. Net gains (losses) on sales of other assets (2)				B496		0	5.k.
l. Other noninterest income*				B497		139,000	5.l.
m. Total noninterest income (sum of items 5.a through 5.l)	4079	558,000					5.m.
6. a. Realized gains (losses) on held-to-maturity securities	3521	0					6.a.
b. Realized gains (losses) on available-for-sale debt securities	3196	0					6.b.
7. Noninterest expense:
a. Salaries and employee benefits				4135		122,000	7.a.
b. Expenses of premises and fixed assets (net of rental income)
(excluding salaries and employee benefits and mortgage interest)				4217		28,000	7.b.
c. (1)Goodwill impairment losses				C216		0	7.c.(1)
(2)Amortization expense and impairment losses for other intangible assets				C232		2,000	7.c.(2)
d. Other noninterest expense*				4092		873,000	7.d.
e. Total noninterest expense (sum of items 7.a through 7.d)	4093	1,025,000					7.e.
8. a. Income (loss) before change in net unrealized holding gains (losses) on equity securities not held for trading, applicable income taxes, and discontinued operations (item 3 plus or minus items 4, 5.m, 6.a, 6.b, and 7.e)
	HT69	849,000					8.a.
b. Change in net unrealized holding gains (losses) on equity securities not held for trading (3)	HT70	1,000					8.b
c. Income (loss) before applicable income taxes and discontinued operations (sum of items 8.a and 8.b)
	4301	850,000					8.c.
9. Applicable income taxes (on item 8.c)	4302	219,000					9.
10. Income (loss) before discontinued operations (item 8.c minus item 9)	4300	631,000					10.
11. Discontinued operations, net of applicable income taxes*	FT28	0					11.
12. Net income (loss) attributable to bank and noncontrolling (minority) interests (sum of items 10 and 11)
	G104	631,000					12.
13. LESS: Net income (loss) attributable to noncontrolling (minority) interests (if net income, report as a positive value; if net loss, report as a negative value)
	G103	0					13.
14. Net income (loss) attributable to bank (item 12 minus item 13)	4340	631,000					14.

* Describe on Schedule RI-E—Explanations.

1. For banks required to complete Schedule RC-T, items 14 through 22, income from fiduciary activities reported in Schedule RI, item 5.a, must equal the amount reported in Schedule RC-T, item 22.

2. Exclude net gains (losses) on sales of trading assets and held-to-maturity and available-for-sale debt securities.

3. Item 8.b is to be completed by all institutions. See the instructions for this item and the Glossary entry for “Securities Activities” for further detail on accounting for investments in equity securities.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

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RI-3     

Schedule RI—Continued

Memoranda	Year-to-date
Dollar Amounts in Thousands	RIAD		Amount
1. Interest expense incurred to carry tax-exempt securities, loans, and leases acquired after
August 7, 1986, that is not deductible for federal income tax purposes		4513		0			M.1.
Memorandum item 2 is to be completed by banks with $1 billion or more in total assets (1)
2. Income from the sale and servicing of mutual funds and annuities
(included in Schedule RI, item 8)		8431		0			M.2.
3. Income on tax-exempt loans and leases to states and political subdivisions in the U.S.
(included in Schedule RI, items 1.a and 1.b)		4313		0			M.3.
4. Income on tax-exempt securities issued by states and political subdivisions in the U.S.
(included in Schedule RI, item 1.d.(3))		4507		0			M.4.
5. Number of full-time equivalent employees at end of current period				Number
(round to nearest whole number)		4150		384			M.5.
Memorandum item 6 is to be completed by: (1)
•  banks with $300 million or more in total assets, and
•  banks with less than $300 million in total assets that have loans to finance agricultural production and other loans to farmers (Schedule RC-C, Part I, item 3) exceeding 5 percent of total loans
6. Interest and fee income on loans to finance agricultural production and other loans to farmers				Amount
(included in Schedule RI, item 1.a.(5))		4024		0			M.6.
7. If the reporting institution has applied push down accounting this calendar year, report the date		RIAD		Date
of the institution’s acquisition (see instructions) (2)		9106		00000000			M.7.
8. Not applicable
Memorandum items 9.a and 9.b are to be completed by banks with $10 billion or more in total assets. (1)
9. Net gains (losses) recognized in earnings on credit derivatives that economically hedge credit
exposures held outside the trading account:				Amount
a. Net gains (losses) on credit derivatives held for trading		C889		0			M.9.a.
b. Net gains (losses) on credit derivatives held for purposes other than trading		C890		0			M.9.b.
Memorandum item 10 is to be completed by banks with $300 million or more in total assets. (1)
10. Credit losses on derivatives (see instructions)		A251		0			M.10.
11. Does the reporting bank have a Subchapter S election in effect for federal income tax purposes		RIAD		Yes		No
for the current tax year?		A530				x	M.11.
12. Not applicable

1. The asset-size tests and the 5 percent of total loans test are based on the total assets and total loans reported on the June 30, 2022, Report of Condition.

2. Report the date in YYYYMMDD format. For example, a bank acquired on March 1, 2023, would report 20230301.

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RI-4     

Schedule RI—Continued

Memoranda—Continued

	Year-to-date
Dollar Amounts in Thousands	RIAD		Amount
Memorandum item 13 is to be completed by banks that have elected to account for assets and liabilities under a fair value option.
13. Net gains (losses) recognized in earnings on assets and liabilities that are reported at fair value under a fair value option:
a. Net gains (losses) on assets		F551		0	M.13.a.
(1) Estimated net gains (losses) on loans attributable to changes in instrument-specific credit risk		F552		0	M.13.a.(1)
b. Net gains (losses) on liabilities		F553		0	M.13.b.
(1) Estimated net gains (losses) on liabilities attributable to changes in instrument-specific credit risk		F554		0	M.13.b.(1)
14. Other-than-temporary impairment losses on held-to-maturity and available-for-sale debt securities recognized in earnings (included in Schedule RI, items 6.a and 6.b) (1)
		J321		NA	M.14.
Memorandum item 15 is to be completed by institutions with $1 billion or more in total assets (2) that answered “Yes” to Schedule RC-E, Memorandum item 5.
15. Components of service charges on deposit accounts (sum of Memorandum items 15.a through 15.d must equal Schedule RI, item 5.b):
a. Consumer overdraft-related service charges levied on those transaction account and nontransaction savings account deposit products intended primarily for individuals for personal, household, or family use
		H032		NA	M.15.a.
b. Consumer account periodic maintenance charges levied on those transaction account and nontransaction savings account deposit products intended primarily for individuals for personal, household, or family use
		H033		NA	M.15.b.
c. Consumer customer automated teller machine (ATM) fees levied on those transaction account and nontransaction savings account deposit products intended primarily for individuals for personal, household, or family use
		H034		NA	M.15.c.
d. All other service charges on deposit accounts		H035		NA	M.15.d.

1. Memorandum item 14 is to be completed only by institutions that have not adopted ASU 2016-13.

2. The $1 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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New York, NY 10019

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RI-5     

Schedule RI-A—Changes in Bank Equity Capital

Dollar Amounts in Thousands	RIAD	Amount
1. Total bank equity capital most recently reported for the December 31, 2022, Reports of Condition and Income (i.e., after adjustments from amended Reports of Income)
	3217	9,479,000		1.
2. Cumulative effect of changes in accounting principles and corrections of material accounting errors*
	B507	0		2.
3. Balance end of previous calendar year as restated (sum of items 1 and 2)	B508	9,479,000		3.
4. Net income (loss) attributable to bank (must equal Schedule RI, item 14)	4340	631,000		4.
5. Sale, conversion, acquisition, or retirement of capital stock, net
(excluding treasury stock transactions)	B509	(4,000	)	5.
6. Treasury stock transactions, net	B510	0		6.
7. Changes incident to business combinations, net	4356	0		7.
8. LESS: Cash dividends declared on preferred stock	4470	0		8.
9. LESS: Cash dividends declared on common stock	4460	456,000		9.
10. Other comprehensive income (1)	B511	15,000		10.
11. Other transactions with stockholders (including a parent holding company)*
(not included in items 5, 6, 8, or 9 above)	4415	0		11.
12. Total bank equity capital end of current period (sum of items 3 through 11)
(must equal Schedule RC, item 27.a)	3210	9,665,000		12.

* Describe on Schedule RI-E—Explanations.

1. Includes, but is not limited to, changes in net unrealized holding gains (losses) on available-for-sale debt securities, changes in accumulated net gains (losses) on cash flow hedges, and pension and other postretirement plan-related changes other than net periodic benefit cost.

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New York, NY 10019

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RI-6     

Schedule RI-B—Charge-offs and Recoveries on Loans and Leases and Changes in Allowances for Credit Losses

Part I. Charge-offs and Recoveries on Loans and Leases

Part I includes charge-offs and recoveries through the allocated transfer risk reserve.	(Column A) Charge-offs (1)			(Column B) Recoveries
	Calendar Year-to-date
Dollar Amounts in Thousands	RIAD	Amount		RIAD	Amount
1. Loans secured by real estate:
a. Construction, land development, and other land loans:
(1) 1–4 family residential construction loans	C891		0	C892	0	1.a.(1)
(2) Other construction loans and all land development and other land loans	C893		0	C894	0	1.a.(2)
b. Secured by farmland	3584		0	3585	0	1.b.
c. Secured by 1–4 family residential properties:
(1) Revolving, open-end loans secured by 1–4 family residential properties and extended under lines of credit	5411		0	5412	0	1.c.(1)
(2) Closed-end loans secured by 1–4 family residential properties:
(a) Secured by first liens	C234		0	C217	2,000	1.c.(2)(a)
(b) Secured by junior liens	C235		0	C218	0	1.c.(2)(b)
d. Secured by multifamily (5 or more) residential properties	3588		0	3589	0	1.d.
e. Secured by nonfarm nonresidential properties:
(1) Loans secured by owner-occupied nonfarm nonresidential properties	C895		0	C896	0	1.e.(1)
(2) Loans secured by other nonfarm nonresidential properties	C897		0	C898	0	1.e.(2)
2. and 3. Not applicable
4. Commercial and industrial loans	4638		0	4608	0	4.
5. Loans to individuals for household, family, and other personal expenditures:
a. Credit cards	B514		0	B515	0	5.a.
b. Automobile loans	K129		0	K133	0	5.b.
c. Other (includes revolving credit plans other than credit cards and other consumer loans)	K205		0	K206	0	5.c.
6. Not applicable
7. All other loans (2)	4644		0	4628	0	7.
8. Lease financing receivables	4266		0	4267	0	8.
9. Total (sum of items 1 through 8)	4635		0	4605	2,000	9.

1. Include write-downs arising from transfers of loans to a held-for-sale account.

2. Includes charge-offs and recoveries on ”Loans to depository institutions and acceptances of other banks,“ “Loans to finance agricultural production and other loans to farmers,” “Obligations (other than securities and leases) of states and political subdivisions in the U.S.,” and “Loans to nondepository financial institutions and other loans.”

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

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RI-7     

Schedule RI-B—Continued

Memoranda

	(Column A) Charge-offs (1)			(Column B) Recoveries
	Calendar Year-to-date
Dollar Amounts in Thousands	RIAD	Amount		RIAD	Amount
1. Loans to finance commercial real estate, construction, and land development activities (not secured by real estate) included in Schedule RI-B, Part I, items 4 and 7, above	5409		0	5410	0	M.1.
2. Memorandum items 2.a. through 2.d. are to be completed by banks with $300 million or more in total assets: (2)
a. Loans secured by real estate to non-U.S. addressees (domicile) (included in Schedule RI-B, Part I, item 1, above)	4652		0	4662	0	M.2.a.
b. Not applicable
c. Commercial and industrial loans to non-U.S. addressees (domicile) (included in Schedule RI-B, Part I, item 4 above)	4646		0	4618	0	M.2.c.
d. Leases to individuals for household, family, and other personal expenditures (included in Schedule RI-B, Part I, item 8, above)	F185		0	F187	0	M.2.d.
Memorandum item 3 is to be completed by: (2)
•  banks with $300 million or more in total assets, and
•  banks with less than $300 million in total assets that have loans to finance agricultural production and other loans to farmers (Schedule RC-C, Part I, item 3) exceeding 5 percent of total loans:
3. Loans to finance agricultural production and other loans to farmers (included in Schedule RI-B, Part I, item 7, above)	4655		0	4665	0	M.3.
Memorandum item 4 is to be completed by banks that (1) together with affiliated institutions, have outstanding credit card receivables (as defined in the instructions) that exceed $500 million as of the report date, or (2) are credit card specialty banks as defined for Uniform Bank Performance Report purposes.
				Calendar  Year-to-date
4. Uncollectible retail credit card fees and finance charges reversed against income				RIAD	Amount
(i.e., not included in charge-offs against the allowance for loan and lease losses) (3)				C388	NA	M.4.

1. Include write-downs arising from transfers of loans to a held-for-sale account.

2. The $300 million asset-size test and the 5 percent of total loans test are based on the total assets and total loans reported on the June 30, 2022, Report of Condition.

3. Institutions that have adopted ASU 2016-13 should report in Memorandum item 4 uncollectible retail credit card fees and finance charges reversed against income (i.e., not included in charge-offs against the allowance for credit losses on loans and leases).

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

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RI-8     

Schedule RI-B—Continued

Part II. Changes in Allowances for Credit Losses ⁽¹⁾

Dollar Amounts in Thousands	(Column A) Loans and Leases Held for Investment				(Column B) Held-to-Maturity Debt Securities (2)			(Column C) Available-for-Sale Debt Securities (2)
	RIAD	Amount			RIAD	Amount		RIAD	Amount
1. Balance most recently reported for the December 31, 2022, Reports of Condition and Income (i.e., after adjustments from amended Reports of Income)	B522		16,000		JH88		0	JH94		0	1.
2. Recoveries (column A must equal Part I, item 9, column B, above)	4605		2,000		JH89		0	JH95		0	2.
3. LESS: Charge-offs (column A must equal Part I, item 9, column A, above less Schedule RI-B, Part II, item 4, column A)	C079		0		JH92		0	JH98		0	3.
4. LESS: Write-downs arising from transfers of financial assets (3)	5523		0		JJ00		0	JJ01		0	4.
5. Provisions for credit losses (4, 5)	4230		(2,000	)	JH90		0	JH96		0	5.
6. Adjustments* (see instructions for this schedule)	C233		0		JH91		0	JH97		0	6.
7. Balance end of current period (sum of items 1, 2, 5, and 6, less items 3 and 4) (column A must equal Schedule RC, item 4.c)	3123		16,000		JH93		0	JH99		0	7.

* Describe on Schedule RI-E—Explanations.

1. Institutions that have not adopted ASU 2016-13 should report changes in the allowance for loan and lease losses in column A.

2. Columns B and C are to be completed only by institutions that have adopted ASU 2016-13.

3. Institutions that have not yet adopted ASU 2016-13 should report write-downs arising from transfers of loans to a held-for-sale account in item 4, column A.

4. Institutions that have not yet adopted ASU 2016-13 should report the provision for loan and lease losses in item 5, column A, and the amount reported must equal Schedule RI, item 4.

5. For institutions that have adopted ASU 2016-13, the sum of item 5, columns A through C, plus schedule RI-B, Part II, Memorandum items 5 and 7, below, must equal Schedule RI, item 4.

Memoranda

Dollar Amounts in Thousands	RIAD	Amount
1. Allocated transfer risk reserve included in Schedule RI-B, Part II, item 7, column A, above	C435		0	M.1.
Memorandum items 2 and 3 are to be completed by banks that (1) together with affiliated institutions, have outstanding credit card receivables (as defined in the instructions) that exceed $500 million as of the report date, or (2) are credit card specialty banks as defined for Uniform Bank Performance Report purposes.
2. Separate valuation allowance for uncollectible retail credit card fees and finance charges	C389		NA	M.2.
3. Amount of allowance for loan and lease losses attributable to retail credit card fees and finance charges (1)	C390		NA	M.3.
4. Amount of allowance for post-acquisition credit losses on purchased credit-impaired loans accounted for in accordance with FASB ASC 310-30 (former AICPA Statement of Position 03-3) (included in Schedule RI-B, Part II, item 7, column A , above) (2)	C781		NA	M.4.
5. Provisions for credit losses on other financial assets measured at amortized cost (not included in item 5, above) (3)	JJ02		0	M.5.
6. Allowance for credit losses on other financial assets measured at amortized cost (not included in item 7, above) (3)	RCON
	JJ03		0	M.6.
	RIAD
7. Provisions for credit losses on off-balance-sheet credit exposures (3)	MG93		0	M.7.
8. Estimated amount of expected recoveries of amounts previously written off included within the allowance for credit losses on loans and leases held for investment (included in item 7, column A, “Balance end of current period,” above) (3)	MG94		0	M.8.

1. Institutions that have adopted ASU 2016-13 should report in Memorandum item 3 the amount of allowance for credit losses on loans and leases attributable to retail credit card fees and finance changes.

2. Memorandum item 4 is to be completed only by institutions that have not yet adopted ASU 2016-13.

3. Memorandum items 5, 6, 7, and 8 are to be completed only by institutions that have adopted ASU 2016-13.

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00623

New York, NY 10019

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RI-9     

Schedule RI-C—Disaggregated Data on the Allowance for Loan and Lease Losses

Part I. Disaggregated Data on the Allowance for Loan and Lease Losses ⁽¹⁾

Schedule RI-C. Part I, is to be completed by institutions with $1 billion or more in total assets. ⁽²⁾

(Column A) Recorded Investment: Individually Evaluated for Impairment and Determined to be Impaired  (ASC 310-10-35)

(Column B) Allowance Balance: Individually Evaluated for Impairment and Determined to be Impaired  (ASC 310-10-35)

(Column C) Recorded Investment: Collectively Evaluated  for Impairment (ASC 450-20)

(Column D) Allowance Balance: Collectively Evaluated  for Impairment (ASC 450-20)

(Column E) Recorded Investment: Purchased Credit-Impaired Loans  (ASC 310-30)

(Column F) Allowance Balance: Purchased Credit-Impaired Loans  (ASC 310-30)

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

1. Real estate loans:

a. Construction loans

M708

NA

M709

NA

M710

NA

M711

NA

M712

NA

M713

NA

1.a.

b. Commercial real estate loans

M714

NA

M715

NA

M716

NA

M717

NA

M719

NA

M720

NA

1.b.

c. Residential real estate loans

M721

NA

M722

NA

M723

NA

M724

NA

M725

NA

M726

NA

1.c.

2. Commercial loans (3)

M727

NA

M728

NA

M729

NA

M730

NA

M731

NA

M732

NA

2.

3. Credit cards

M733

NA

M734

NA

M735

NA

M736

NA

M737

NA

M738

NA

3.

4. Other consumer loans

M739

NA

M740

NA

M741

NA

M742

NA

M743

NA

M744

NA

4.

5. Unallocated, if any

M745

NA

5.

6. Total (sum of items 1.a. through 5) (4)

M746

NA

M747

NA

M748

NA

M749

NA

M750

NA

M751

NA

6.

1. Only institutions that have not yet adopted ASU 2016-13 are to complete Schedule RI-C, Part I.

2. The $1 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

3. Include all loans and leases not reported as real estate loans, credit cards, or other consumer loans in items 1, 3, or 4 of Schedule RI-C.

4. The sum of item 6, columns B, D, and F, must equal Schedule RC, item 4.c. Item 6, column E, must equal Schedule RC-C, Part I, Memorandum item 7.b. Item 6, column F, must equal Schedule RI-B, Part II, Memorandum item 4.

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00623

New York, NY 10019

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RI-10     

Schedule RI-C—Continued

Part II. Disaggregated Data on the Allowances for Credit Losses ⁽¹⁾

Schedule RI-C, Part II, is to be completed by institutions with $1 billion or more in total assets. ⁽²⁾

	(Column A) Amortized Cost				(Column B) Allowance Balance
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount
Loans and Leases Held for Investment:
1. Real estate loans:
a. Construction loans		JJ04		77,000		JJ12		0	1.a.
b. Commercial real estate loans		JJ05		4,452,000		JJ13		3,000	1.b.
c. Residential real estate loans		JJ06		2,194,000		JJ14		4,000	1.c.
2. Commercial loans (3)		JJ07		9,317,000		JJ15		8,000	2.
3. Credit cards		JJ08		0		JJ16		0	3.
4. Other consumer loans		JJ09		307,000		JJ17		1,000	4.
5. Unallocated, if any						JJ18		0	5.
6. Total (sum of items 1.a. through 5) (4)		JJ11		16,347,000		JJ19		16,000	6.

	Allowance Balance
Dollar Amounts in Thousands	RCON		Amount
Held-to-Maturity Securities:
7. Securities issued by states and political subdivisions in the U.S		JJ20		0	7.
8. Mortgage-backed securities (MBS) (including CMOs, REMICs, and stripped MBS)		JJ21		0	8.
9. Asset-backed securities and structured financial products		JJ23		0	9.
10. Other debt securities		JJ24		0	10.
11. Total (sum of items 7 through 10) (5)		JJ25		0	11.

1. Only institutions that have adopted ASU 2016-13 are to complete Schedule RI-C, Part II.

2. The $1 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

3. Include all loans and leases not reported as real estate loans, credit cards, or other consumer loans in items 1, 3, or 4 of Schedule RI-C, Part II.

4. Item 6, column B, must equal Schedule RC, item 4.c.

5. Item 11 must equal Schedule RI-B, Part II, item 7, column B.

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RI-11    

Schedule RI-E—Explanations

Schedule RI-E is to be completed each quarter on a calendar year-to-date basis.

Detail all adjustments in Schedule RI-A and RI-B, all discontinued operations in Schedule RI, and all significant items of other noninterest income and other noninterest expense in Schedule RI. (See instructions for details.)

Year-to-date

Dollar Amounts in Thousands

RIAD

Amount

1. Other noninterest income (from Schedule RI, item 5.l) Itemize and describe amounts greater than $100,000 that exceed 7 percent of Schedule RI, item 5.l:

a. Income and fees from the printing and sale of checks

C013

0

1.a.

b. Earnings on/increase in value of cash surrender value of life insurance

C014

0

1.b.

c. Income and fees from automated teller machines (ATMs)

C016

0

1.c.

d. Rent and other income from other real estate owned

4042

0

1.d.

e. Safe deposit box rent

C015

0

1.e.

f. Bank card and credit card interchange fees

F555

0

1.f.

g. Income and fees from wire transfers not reportable as service charges on deposit accounts

T047

0

1.g.

h.

TEXT 4461

Revenue from Services rendered to affiliates

4461

165,000

1.h.

i.

TEXT 4462

Net gains (losses) on non-trading derivatives

4462

(59,000

)

1.i.

j.

TEXT 4463

Commissions and fees

4463

30,000

1.j.

2. Other noninterest expense (from Schedule RI, item 7.d) Itemize and describe amounts greater than $100,000 that exceed 7 percent of Schedule RI, item 7.d:

a. Data processing expenses

C017

0

2.a.

b. Advertising and marketing expenses

0497

0

2.b.

c. Directors’ fees

4136

0

2.c.

d. Printing, stationery, and supplies

C018

0

2.d.

e. Postage

8403

0

2.e.

f. Legal fees and expenses

4141

0

2.f.

g. FDIC deposit insurance assessments

4146

0

2.g.

h. Accounting and auditing expenses

F556

0

2.h.

i. Consulting and advisory expenses

F557

0

2.i.

j. Automated teller machine (ATM) and interchange expenses

F558

0

2.j.

k. Telecommunications expenses

F559

0

2.k.

l. Other real estate owned expenses

Y923

0

2.l.

m. Insurance expenses (not included in employee expenses, premises and fixed asset expenses, and other real estate owned expenses)

Y924

0

2.m.

n.

TEXT 4464

Services rendered by affiliates

4464

627,000

2.n.

o.

TEXT 4467

Litigation Expenses

4467

98,000

2.o.

p.

TEXT 4468

4468

0

2.p.

3. Discontinued operations and applicable income tax effect (from Schedule RI, item 11) (itemize and describe each discontinued operation):

a. (1)

TEXT FT29

FT29

0

3.a.

(1)

(2)

Applicable income tax effect

FT30

0

3.a.

(2)

b. (1)

TEXT FT31

FT31

0

3.b.

(1)

(2)

Applicable income tax effect

FT32

0

3.b.

(2)

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RI-12    

Schedule RI-E—Continued

			Year-to-date
Dollar Amounts in Thousands			RIAD		Amount
4. Cumulative effect of changes in accounting principles and corrections of material accounting errors (from Schedule RI-A, item 2) (itemize and describe all such effects):
a. Effect of adoption of current expected credit losses methodology - ASU 2016-13 (1, 2)				JJ26		NA			4.a.
b. Not applicable
c.	TEXT B526			B526		0			4.c.
d.	TEXT B527			B527		0			4.d.
5. Other transactions with stockholders (including a parent holding company) (from Schedule RI-A, item 11) (itemize and describe all such transactions):
a.	TEXT 4498			4498		0			5.a.
b.	TEXT 4499			4499		0			5.b.
6. Adjustments to allowances for credit losses (3) (from Schedule RI-B, Part II, item 6)
(itemize and describe all adjustments):
a. Initial allowances for credit losses recognized upon the acquisition of purchased credit-deteriorated assets on or after the effective date of ASU 2016-13 (1)				JJ27		NA			6.a.
b. Effect of adoption of current expected credit losses methodology on allowances for credit losses (1, 2)				JJ28		0			6.b.
c.	TEXT 4521			4521		0			6.c.
d.	TEXT 4522			4522		0			6.d.
7. Other explanations (the space below is provided for the bank to briefly describe, at its option, any other significant items affecting the Report of Income):				RIAD		Yes		No
Comments?				4769				x	7.
Other explanations (please type or print clearly; 750 character limit):
(TEXT 4769)

1. Only institutions that have adopted ASU 2016-13 should report amounts in items 4.a, 6.a, and 6.b, if applicable.

2. An institution should complete item 4.a and item 6.b in the quarter that it adopts ASU 2016-13 and in the quarter-end Call Reports for the remainder of that calendar year only.

3. Institutions that have not adopted ASU 2016-13 should report adjustments to the allowance for loan and lease losses in items 6.c and 6.d, if applicable.

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RC-1    

Consolidated Report of Condition for Insured Banks and Savings Associations for December 31, 2023

All schedules are to be reported in thousands of dollars. Unless otherwise indicated, report the amount outstanding as of the last business day of the quarter.

Schedule RC—Balance Sheet

Dollar Amounts in Thousands			RCON		Amount
Assets
1. Cash and balances due from depository institutions (from Schedule RC-A):
a. Noninterest-bearing balances and currency and coin (1)				0081		41,000	1.a.
b. Interest-bearing balances (2)				0071		13,556,000	1.b.
2. Securities:
a. Held-to-maturity securities (from Schedule RC-B, column A) (3)				JJ34		0	2.a.
b. Available-for-sale debt securities (from Schedule RC-B, column D)				1773		378,000	2.b.
c. Equity securities with readily determinable fair values not held for trading (4)				JA22		0	2.c.
3. Federal funds sold and securities purchased under agreements to resell:
a. Federal funds sold				B987		0	3.a.
b. Securities purchased under agreements to resell (5, 6)				B989		5,923,000	3.b.
4. Loans and lease financing receivables (from Schedule RC-C):
a. Loans and leases held for sale				5369		0	4.a.
b. Loans and leases held for investment	B528	16,347,000					4.b.
c. LESS: Allowance for loan and lease losses	3123	16,000					4.c.
d. Loans and leases held for investment, net of allowance (item 4.b minus 4.c) (7)				B529		16,331,000	4.d.
5. Trading assets (from Schedule RC-D)				3545		0	5.
6. Premises and fixed assets (including capitalized leases)				2145		0	6.
7. Other real estate owned (from Schedule RC-M)				2150		4,000	7.
8. Investments in unconsolidated subsidiaries and associated companies				2130		0	8.
9. Direct and indirect investments in real estate ventures				3656		0	9.
10. Intangible assets (from Schedule RC-M)				2143		2,000	10.
11. Other assets (from Schedule RC-F) (6)				2160		2,490,000	11.
12. Total assets (sum of items 1 through 11)				2170		38,725,000	12.
Liabilities
13. Deposits:
a. In domestic offices (sum of totals of columns A and C from Schedule RC-E)				2200		26,278,000	13.a.
(1) Noninterest-bearing (8)	6631	9,337,000					13.a.(1)
(2) Interest-bearing	6636	16,941,000					13.a.(2)
b. Not applicable
14. Federal funds purchased and securities sold under agreements to repurchase:
a. Federal funds purchased (9)				B993		0	14.a.
b. Securities sold under agreements to repurchase (10)				B995		0	14.b.
15. Trading liabilities (from Schedule RC-D)				3548		0	15.
16. Other borrowed money (includes mortgage indebtedness) (from Schedule RC-M)				3190		0	16.
17. and 18. Not applicable
19. Subordinated notes and debentures (11)				3200		0	19.

1. Includes cash items in process of collection and unposted debits.

2. Includes time certificates of deposit not held for trading.

3. Institutions that have adopted ASU 2016-13 should report in item 2.a amounts net of any applicable allowance for credit losses, and item 2.a should equal Schedule RC-B, item 8, column A, less Schedule RI-B, Part II, item 7, column B.

4. Item 2.c is to be completed by all institutions. See the instructions for this item and the Glossary entry for “Securities Activities” for further detail on accounting for investments in equity securities.

5. Includes all securities resale agreements, regardless of maturity.

6. Institutions that have adopted ASU 2016-13 should report in items 3.b and 11 amounts net of any applicable allowance for credit losses.

7. Institutions that have adopted ASU 2016-13 should report in item 4.c the allowance for credit losses on loans and leases.

8. Includes noninterest-bearing demand, time, and savings deposits.

9. Report overnight Federal Home Loan Bank advances in Schedule RC, item 16, “Other borrowed money.”

10. Includes all securities repurchase agreements, regardless of maturity.

11. Includes limited-life preferred stock and related surplus.

12/2023    

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RC-2    

Schedule RC—Continued

Dollar Amounts in Thousands	RCON		Amount
Liabilities—continued
20. Other liabilities (from Schedule RC-G)		2930		2,782,000		20.
21. Total liabilities (sum of items 13 through 20)		2948		29,060,000		21.
22. Not applicable
Equity Capital
Bank Equity Capital
23. Perpetual preferred stock and related surplus		3838		0		23.
24. Common stock		3230		2,127,000		24.
25. Surplus (exclude all surplus related to preferred stock)		3839		935,000		25.
26. a. Retained earnings		3632		6,637,000		26.a.
b. Accumulated other comprehensive income (1)		B530		(34,000	)	26.b.
c. Other equity capital components (2)		A130		0		26.c.
27. a. Total bank equity capital (sum of items 23 through 26.c)		3210		9,665,000		27.a.
b. Noncontrolling (minority) interests in consolidated subsidiaries		3000		0		27.b.
28. Total equity capital (sum of items 27.a and 27.b)		G105		9,665,000		28.
29. Total liabilities and equity capital (sum of items 21 and 28)		3300		38,725,000		29.

Memoranda

To be reported with the March Report of Condition.

1.  Indicate in the box at the right the number of the statement below that best describes the most comprehensive level of auditing work performed for the bank by independent external auditors as of any date during 2022	RCON	Number
	6724	NA	M.1.

1a = An integrated audit of the reporting institution’s financial statements and its internal control over financial reporting conducted in accordance with the standards of the American Institute of Certified Public Accountants (AICPA) or Public Company Accounting Oversight Board (PCAOB) by an independent public accountant that submits a report on the institution 1b = An audit of the reporting institution’s financial statements only conducted in accordance with the auditing standards of the AICPA or the PCAOB by an independent public accountant that submits a report on the institution 2a = An integrated audit of the reporting institution’s parent holding company’s consolidated financial statements and its internal control over financial reporting conducted in accordance with the standards of the AICPA or the PCAOB by an independent public accountant that submits a report on the consolidated holding company (but not on the institution separately) 2b = An audit of the reporting institution’s parent holding company’s consolidated financial statements only conducted in accordance with the auditing standards of the AICPA or the PCAOB by an independent public accountant that submits a report on the consolidated holding company (but not on the institution separately) 3 =  This number is not to be used 4 =  Directors’ examination of the bank conducted in accordance with generally accepted auditing standards by a certified public accounting firm (may be required by state-chartering authority) 5 =  Directors’ examination of the bank performed by other external auditors (may be required by state-chartering authority) 6 =  Review of the bank’s financial statements by external auditors 7 =  Compilation of the bank’s financial statements by external auditors 8 =  Other audit procedures (excluding tax preparation work) 9 =  No external audit work

To be reported with the March Report of Condition.	RCON	Date
2. Bank’s fiscal year-end date (report the date in MMDD format)	8678	NA	M.2.

1. Includes, but is not limited to, net unrealized holding gains (losses) on available-for-sale securities, accumulated net gains (losses) on cash flow hedges, and accumulated defined benefit pension and other postretirement plan adjustments.

2. Includes treasury stock and unearned Employee Stock Ownership Plan shares.

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RC-3    

Schedule RC-A—Cash and Balances Due from Depository Institutions

Schedule RC-A is to be completed only by banks with $300 million or more in total assets. ⁽¹⁾

Exclude assets held for trading.

Dollar Amounts in Thousands	RCON		Amount
1. Cash items in process of collection, unposted debits, and currency and coin:
a. Cash items in process of collection and unposted debits		0020		41,000	1.a.
b. Currency and coin		0080		0	1.b.
2. Balances due from depository institutions in the U.S		0082		3,000	2.
3. Balances due from banks in foreign countries and foreign central banks		0070		0	3.
4. Balances due from Federal Reserve Banks		0090		13,553,000	4.
5. Total (sum of items 1 through 4) (must equal Schedule RC, sum of items 1.a and 1.b)		0010		13,597,000	5.

1. The $300 million asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

Schedule RC-B—Securities

Exclude assets held for trading.

	Held-to-maturity								Available-for-sale
	(Column A) Amortized Cost				(Column B) Fair Value				(Column C) Amortized Cost				(Column D) Fair Value
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount		RCON		Amount		RCON		Amount
1. U.S. Treasury securities		0211		0		0213		0		1286		423,000		1287		378,000	1.
2. U.S. Government agency and sponsored agency obligations (exclude mortgage-backed securities) (1)		HT50		0		HT51		0		HT52		0		HT53		0	2.
3. Securities issued by states and political subdivisions in the U.S		8496		0		8497		0		8498		0		8499		0	3.

1. Includes Small Business Administration “Guaranteed Loan Pool Certificates”; U.S. Maritime Administration obligations; Export-Import Bank participation certificates; and obligations (other than mortgage-backed securities) issued by the Farm Credit System, the Federal Home Loan Bank System, the Federal Home Loan Mortgage Corporation, the Federal National Mortgage Association, the Resolution Funding Corporation, the Student Loan Marketing Association, and the Tennessee Valley Authority.

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RC-4    

Schedule RC-B—Continued

Held-to-maturity

Available-for-sale

(Column A) Amortized Cost

(Column B) Fair Value

(Column C) Amortized Cost

(Column D) Fair Value

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

4. Mortgage-backed securities (MBS):

a. Residential mortgage pass-through securities:

(1)  Guaranteed by GNMA

G300

0

G301

0

G302

0

G303

0

4.a.

(1)

(2)  Issued by FNMA and FHLMC

G304

0

G305

0

G306

0

G307

0

4.a.

(2)

(3)  Other pass-through securities

G308

0

G309

0

G310

0

G311

0

4.a.

(3)

b. Other residential mortgage-backed securities (include CMOs, REMICs, and stripped MBS):

(1)  Issued or guaranteed by U.S. Government agencies or sponsored agencies (1)

G312

0

G313

0

G314

0

G315

0

4.b.

(1)

(2)  Collateralized by MBS issued or guaranteed by U.S. Government agencies or sponsored agencies (1)

G316

0

G317

0

G318

0

G319

0

4.b.

(2)

(3)  All other residential MBS

G320

0

G321

0

G322

0

G323

0

4.b.

(3)

c. Commercial MBS

(1)  Commercial mortgage pass-through securities:

(a)  Issued or guaranteed by FNMA, FHLMC, or GNMA

K142

0

K143

0

K144

0

K145

0

4.c.

(1)(a)

(b)  Other pass-through securities

K146

0

K147

0

K148

0

K149

0

4.c.

(1)(b)

1. U.S. Government agencies include, but are not limited to, such agencies as the Government National Mortgage Association (GNMA), the Federal Deposit Insurance Corporation (FDIC), and the National Credit Union Administration (NCUA). U.S. Government-sponsored agencies include, but are not limited to, such agencies as the Federal Home Loan Mortgage Corporation (FHLMC) and the Federal National Mortgage Association (FNMA).

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RC-5    

Schedule RC-B—Continued

	Held-to-maturity								Available-for-sale
	(Column A) Amortized Cost				(Column B) Fair Value				(Column C) Amortized Cost				(Column D) Fair Value
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount		RCON		Amount		RCON		Amount
4. c. (2) Other commercial MBS:
(a)  Issued or guaranteed by U.S. Government agencies or sponsored agencies (1)		K150		0		K151		0		K152		0		K153		0	4.c.(2)(a)
(b)  All other commercial MBS		K154		0		K155		0		K156		0		K157		0	4.c.(2)(b)
5. Asset-backed securities and structured financial products:
a. Asset-backed securities (ABS)		C026		0		C988		0		C989		0		C027		0	5.a.
b. Structured financial products		HT58		0		HT59		0		HT60		0		HT61		0	5.b.
6. Other debt securities:
a. Other domestic debt securities		1737		0		1738		0		1739		0		1741		0	6.a.
b. Other foreign debt securities		1742		0		1743		0		1744		0		1746		0	6.b.
7. Unallocated portfolio layer fair value hedge basis adjustments (2)										MG95		NA					7.
8. Total (sum of items 1 through 7) (3)		1754		0		1771		0		1772		423,000		1773		378,000	8.

1. U.S. Government agencies include, but are not limited to, such agencies as the Government National Mortgage Association (GNMA), the Federal Deposit Insurance Corporation (FDIC), and the National Credit Union Administration (NCUA). U.S. Government-sponsored agencies include, but are not limited to, such agencies as the Federal Home Loan Mortgage Corporation (FHLMC) and the Federal National Mortgage Association (FNMA).

2. This item is to be completed by institutions that have adopted ASU 2022-01, as applicable.

3. For institutions that have adopted ASU 2016-13, the total reported in column A must equal Schedule RC, item 2.a, plus Schedule RI-B, Part II, item 7, column B. For institutions that have not adopted ASU 2016-13, the total reported in column A must equal Schedule RC, item 2.a. For all institutions, the total reported in column D must equal Schedule RC, item 2.b.

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RC-6    

Schedule RC-B—Continued

Memoranda
Dollar Amounts in Thousands	RCON		Amount
1. Pledged securities (1)		0416		0	M.1.
2. Maturity and repricing data for debt securities (excluding those in nonaccrual status):
a. Securities issued by the U.S. Treasury, U.S. Government agencies, and states and political subdivisions in the U.S.; other non-mortgage debt securities; and mortgage pass-through securities other than those backed by closed-end first lien 1–4 family residential mortgages with a remaining maturity or next repricing date of: (2), (3)
(1) Three months or less		A549		0	M.2.a.(1)
(2) Over three months through 12 months		A550		0	M.2.a.(2)
(3) Over one year through three years		A551		0	M.2.a.(3)
(4) Over three years through five years		A552		378,000	M.2.a.(4)
(5) Over five years through 15 years		A553		0	M.2.a.(5)
(6) Over 15 years		A554		0	M.2.a.(6)
b. Mortgage pass-through securities backed by closed-end first lien 1–4 family residential mortgages with a remaining maturity or next repricing date of: (2), (4)
(1) Three months or less		A555		0	M.2.b.(1)
(2) Over three months through 12 months		A556		0	M.2.b.(2)
(3) Over one year through three years		A557		0	M.2.b.(3)
(4) Over three years through five years		A558		0	M.2.b.(4)
(5) Over five years through 15 years		A559		0	M.2.b.(5)
(6) Over 15 years		A560		0	M.2.b.(6)
c. Other mortgage-backed securities (include CMOs, REMICs, and stripped MBS; exclude mortgage pass-through securities) with an expected average life of: (5)
(1) Three years or less		A561		0	M.2.c.(1)
(2) Over three years		A562		0	M.2.c.(2)
d. Debt securities with a REMAINING MATURITY of one year or less (included in Memorandum items 2. a through 2.c above)		A248		0	M.2.d.
Memorandum item 3 is to be completed semiannually in the June and December reports only.
3. Amortized cost of held-to-maturity securities sold or transferred to available-for-sale or trading securities during the calendar year-to-date (report the amortized cost at date of sale or transfer)		1778		0	M.3.
4. Structured notes (included in the held-to-maturity and available-for-sale accounts in Schedule RC-B, items 2, 3, 5, and 6):
a. Amortized cost		8782		0	M.4.a.
b. Fair value		8783		0	M.4.b.

1. Includes held-to-maturity securities at amortized cost, available-for-sale debt securities at fair value, and equity securities with readily determinable fair values not held for trading (reported in Schedule RC, item 2.c) at fair value.

2. Report fixed-rate debt securities by remaining maturity and floating-rate debt securities by next repricing date.

3. Sum of Memorandum items 2.a.(1) through 2.a.(6) plus any nonaccrual debt securities in the categories of debt securities reported in Memorandum item 2.a that are included in Schedule RC-N, item 10, column C, must equal Schedule RC-B, sum of items 1, 2, 3, 4.c.(1), 5, and 6, columns A and D, plus residential mortgage pass-through securities other than those backed by closed-end first lien 1–4 family residential mortgages included in Schedule RC-B, item 4.a, columns A and D.

4. Sum of Memorandum items 2.b.(1) through 2.b.(6) plus any nonaccrual mortgage pass-through securities backed by closed-end first lien 1–4 family residential mortgages included in Schedule RC-N, item 10, column C, must equal Schedule RC-B, item 4.a, sum of columns A and D, less the amount of residential mortgage pass-through securities other than those backed by closed-end first lien 1–4 family residential mortgages included in Schedule RC-B, item 4.a, columns A and D.

5. Sum of Memorandum items 2.c.(1) and 2.c.(2) plus any nonaccrual “Other mortgage-backed securities” included in Schedule RC-N, item 10, column C, must equal Schedule RC-B, sum of items 4.b and 4.c.(2), columns A and D.

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RC-7    

Schedule RC-B—Continued

Memoranda—Continued

Held-to-maturity

Available-for-sale

(Column A) Amortized Cost

(Column B) Fair Value

(Column C) Amortized Cost

(Column D) Fair Value

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

Memorandum items 5.a through 5.f and 6.a through 6.g are to be completed by banks with $10 billion or more in total assets. (1)

5. Asset-backed securities (ABS) (for each column, sum of Memorandum items 5.a through 5.f must equal Schedule RC-B, item 5.a):

a. Credit card receivables

B838

0

B839

0

B840

0

B841

0

M.5.a.

b. Home equity lines

B842

0

B843

0

B844

0

B845

0

M.5.b.

c. Automobile loans

B846

0

B847

0

B848

0

B849

0

M.5.c.

d. Other consumer loans

B850

0

B851

0

B852

0

B853

0

M.5.d.

e. Commercial and industrial loans

B854

0

B855

0

B856

0

B857

0

M.5.e.

f. Other

B858

0

B859

0

B860

0

B861

0

M.5.f.

6. Structured financial products by underlying collateral or reference assets (for each column, sum of Memorandum items 6.a through 6.g must equal Schedule RC-B, item 5.b:

a. Trust preferred securities issued by financial institutions

G348

0

G349

0

G350

0

G351

0

M.6.a.

b. Trust preferred securities issued by real estate investment trusts

G352

0

G353

0

G354

0

G355

0

M.6.b.

c. Corporate and similar loans

G356

0

G357

0

G358

0

G359

0

M.6.c.

d. 1-4 family residential MBS issued or guaranteed by U.S. Government-sponsored enterprises (GSEs)

G360

0

G361

0

G362

0

G363

0

M.6.d.

e. 1-4 family residential MBS not issued or guaranteed by GSEs

G364

0

G365

0

G366

0

G367

0

M.6.e.

f. Diversified (mixed) pools of structured financial products

G368

0

G369

0

G370

0

G371

0

M.6.f.

g. Other collateral or reference assets

G372

0

G373

0

G374

0

G375

0

M.6.g.

1. The $10 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-8    

Schedule RC-C—Loans and Lease Financing Receivables

Part I. Loans and Leases

Do not deduct the allowance for loan and lease losses or the allocated transfer risk reserve from amounts reported in this schedule. ⁽¹⁾ Report (1) loans and leases held for sale at the lower of cost or fair value, (2) loans and leases held for investment, net of unearned income, and (3) loans and leases accounted for at fair value under a fair value option. Exclude assets held for trading and commercial paper.

	(Column A) To Be Completed by Banks with $300 Million or More in Total Assets (2)				(Column B) To Be Completed by All Banks
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount
1. Loans secured by real estate:
a. Construction, land development, and other land loans:
(1) 1–4 family residential construction loans						F158		0	1.a.(1)
(2) Other construction loans and all land development and other land loans						F159		77,000	1.a.(2)
b. Secured by farmland (including farm residential and other improvements)						1420		0	1.b.
c. Secured by 1–4 family residential properties:
(1) Revolving, open-end loans secured by 1–4 family residential properties and extended under lines of credit						1797		264,000	1.c.(1)
(2) Closed-end loans secured by 1–4 family residential properties:
(a) Secured by first liens						5367		1,898,000	1.c.(2)(a)
(b) Secured by junior liens						5368		32,000	1.c.(2)(b)
d. Secured by multifamily (5 or more) residential properties						1460		2,100,000	1.d.
e. Secured by nonfarm nonresidential properties:
(1) Loans secured by owner-occupied nonfarm nonresidential properties						F160		0	1.e.(1)
(2) Loans secured by other nonfarm nonresidential properties						F161		2,352,000	1.e.(2)
2. Loans to depository institutions and acceptances of other banks						1288		1,065,000	2.
a. To commercial banks in the U.S.		B531		1,000					2.a.
b. To other depository institutions in the U.S		B534		0					2.b.
c. To banks in foreign countries		B535		1,064,000					2.c.
3. Loans to finance agricultural production and other loans to farmers						1590		0	3.
4. Commercial and industrial loans						1766		3,016,000	4.
a. To U.S. addressees (domicile)		1763		2,819,000					4.a.
b. To non-U.S. addressees (domicile)		1764		197,000					4.b.
5. Not applicable
6. Loans to individuals for household, family, and other personal expenditures (i.e., consumer loans) (includes purchased paper):
a. Credit cards						B538		0	6.a.
b. Other revolving credit plans						B539		0	6.b.
c. Automobile loans						K137		0	6.c.
d. Other consumer loans (includes single payment and installment, loans other than automobile loans, and all student loans)						K207		307,000	6.d.
7. Not applicable
8. Obligations (other than securities and leases) of states and political subdivisions in the U.S						2107		0	8.

1. Institutions that have adopted ASU 2016-13 should not deduct the allowance for credit losses on loans and leases or the allocated transfer risk reserve from amounts reported on this schedule.

2. The $300 million asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-9    

Schedule RC-C—Continued

Part I—Continued

	(Column A) To Be Completed by Banks with $300 Million or More in Total Assets (1)				(Column B) To Be Completed by All Banks
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount
9. Loans to nondepository financial institutions and other loans:
a. Loans to nondepository financial institutions						J454		58,000	9.a.
b. Other loans						J464		5,178,000	9.b.
(1) Loans for purchasing or carrying securities (secured and unsecured)		1545		2,302,000					9.b.(1)
(2) All other loans (exclude consumer loans)		J451		2,876,000					9.b.(2)
10. Lease financing receivables (net of unearned income)						2165		0	10.
a. Leases to individuals for household, family, and other personal expenditures (i.e., consumer leases)		F162		0					10.a.
b. All other leases		F163		0					10.b.
11. LESS: Any unearned income on loans reflected in items 1-9 above						2123		0	11.
12. Total loans and leases held for investment and held for sale (sum of items 1 through 10 minus item 11) (must equal Schedule RC, sum of items 4.a and 4.b)						2122		16,347,000	12.

Memoranda

Dollar Amounts in Thousands			RCON		Amount
1. Loans restructured in troubled debt restructurings that are in compliance with their modified terms (included in Schedule RC-C, Part I, and not reported as past due or nonaccrual in Schedule RC-N, Memorandum item 1):
a. Construction, land development, and other land loans:
(1) 1—4 family residential construction loans				K158		0	M.1.a.(1)
(2) Other construction loans and all land development and other land loans				K159		0	M.1.a.(2)
b. Loans secured by 1—4 family residential properties				F576		0	M.1.b.
c. Secured by multifamily (5 or more) residential properties				K160		0	M.1.c.
d. Secured by nonfarm nonresidential properties:
(1) Loans secured by owner-occupied nonfarm nonresidential properties				K161		0	M.1.d.(1)
(2) Loans secured by other nonfarm nonresidential properties				K162		0	M.1.d.(2)
e. Commercial and industrial loans				K256		0	M.1.e.
Memorandum items 1.e.(1) and (2) are to be completed by banks with $300 million or more in total assets (1) (sum of Memorandum items 1.e(1) and (2) must equal Memorandum item 1.e):
(1) To U.S. addressees (domicile)	K163	0					M.1.e.(1)
(2) To non-U.S. addressees (domicile)	K164	0					M.1.e.(2)
f. All other loans ( include loans to individuals for household, family, and other personal expenditures)				K165		0	M.1.f.
Itemize loan categories included in Memorandum item 1.f, above that exceed 10 percent of total loans restructured in troubled debt restructurings that are in compliance with their modified terms (sum of Memorandum items 1.a through 1.e plus 1.f):
(1) Loans secured by farmland	K166	0					M.1.f.(1)
(2) and (3) Not applicable

1. The $300 million asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-10

Schedule RC-C—Continued

Part I—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON	Amount		RCON		Amount
1. f. (4) Loans to individuals for household, family, and other personal expenditures:
(a) Credit cards	K098		0					M.1.f.(4)(a)
(b) Automobile loans	K203		0					M.1.f.(4)(b)
(c) Other (includes revolving credit plans other than credit cards and other consumer loans)
	K204		0					M.1.f.(4)(c)
Memorandum item 1.f.(5) is to be completed by: (1)
•  Banks with $300 million or more in total assets
•  Banks with less than $300 million in total assets that have loans to finance agricultural production and other loans to farmers (Schedule RC-C, Part I, item 3) exceeding 5 percent of total loans
(5) Loans to finance agricultural production and other loans to farmers included in Schedule RC-C, Part I, Memorandum item 1.f, above	K168		0					M.1.f.(5)
g. Total loans restructured in troubled debt restructurings that are in compliance with their modified terms (sum of Memorandum items 1.a.(1) through 1.e plus 1.f)					HK25		0	M.1.g.
2. Maturity and repricing data for loans and leases (excluding those in nonaccrual status):
a. Closed-end loans secured by first liens on 1–4 family residential properties (reported in Schedule RC-C, Part I, item 1.c.(2)(a), column B) with a remaining maturity or next repricing date of: (2), (3)
(1) Three months or less					A564		56,000	M.2.a.(1)
(2) Over three months through 12 months					A565		222,000	M.2.a.(2)
(3) Over one year through three years					A566		222,000	M.2.a.(3)
(4) Over three years through five years					A567		184,000	M.2.a.(4)
(5) Over five years through 15 years					A568		876,000	M.2.a.(5)
(6) Over 15 years					A569		316,000	M.2.a.(6)
b. All loans and leases (reported in Schedule RC-C, Part I, items 1 through 10, column B above) EXCLUDING closed-end loans secured by first liens on 1–4 family residential properties (reported in Schedule RC-C, Part I, item 1.c.(2)(a), column B, above) with a remaining maturity or next repricing date of: (2) , (4)
(1) Three months or less					A570		13,412,000	M.2.b.(1)
(2) Over three months through 12 months					A571		742,000	M.2.b.(2)
(3) Over one year through three years					A572		5,000	M.2.b.(3)
(4) Over three years through five years					A573		11,000	M.2.b.(4)
(5) Over five years through 15 years					A574		13,000	M.2.b.(5)
(6) Over 15 years					A575		262,000	M.2.b.(6)
c. Loans and leases (reported in Schedule RC-C, Part I, items 1 through 10, column B, above) with a REMAINING MATURITY of one year or less (excluding those in nonaccrual status)
					A247		14,137,000	M.2.c.

1. The $300 million asset-size test and the 5 percent of total loans test are based on the total assets and total loans reported on the June 30, 2022, Report of Condition.

2. Report fixed-rate loans and leases by remaining maturity and floating rate loans by next repricing date.

3. Sum of Memorandum items 2.a.(1) through 2.a.(6) plus total nonaccrual closed-end loans secured by first liens on 1–4 family residential properties included in Schedule RC-N, item 1.c.(2)(a), column C, must equal total closed-end loans secured by first liens on 1–4 family residential properties from Schedule RC-C, Part I, item 1.c.(2)(a), column B.

4. Sum of Memorandum items 2.b.(1) through 2.b.(6), plus total nonaccrual loans and leases from Schedule RC-N, item 9, column C, minus nonaccrual closed-end loans secured by first liens on 1–4 family residential properties included in Schedule RC-N, item 1.c.(2)(a), column C, must equal total loans and leases from Schedule RC-C, Part I, sum of items 1 through 10, column B, minus total closed-end loans secured by first liens on 1–4 family residential properties from Schedule RC-C, Part I, item 1.c.(2)(a), column B.

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RC-11

Schedule RC-C—Continued

Part I—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON	Amount
3. Loans to finance commercial real estate, construction, and land development activities (not secured by real estate) included in Schedule RC-C, Part I, items 4 and 9, column B (1)
	2746		52,000	M.3.
4. Adjustable-rate closed-end loans secured by first liens on 1–4 family residential properties (included in Schedule RC-C, Part I, item 1.c.(2)(a), column B)
	5370		1,887,000	M.4.
5. To be completed by banks with $300 million or more in total assets: (2)
Loans secured by real estate to non-U.S. addressees (domicile)
(included in Schedule RC-C, Part I, items 1.a through 1.e, column B)	B837		108,000	M.5.
Memorandum item 6 is to be completed by banks that (1) together with affiliated institutions, have outstanding credit card receivables (as defined in the instructions) that exceed $500 million as of the report date or (2) are credit card specialty banks as defined for Uniform Bank Performance Report purposes.
6. Outstanding credit card fees and finance charges included in Schedule RC-C, Part I, item 6.a.	C391		NA	M.6.
Memorandum items 7.a, 7.b, and 8.a are to be completed by all banks semiannually in the June and December reports only. (3)
7. Purchased credit-impaired loans held for investment accounted for in accordance with FASB ASC 310-30 (former AICPA Statement of Position 03-3) (exclude loans held for sale):
a. Outstanding balance	C779		NA	M.7.a.
b. Amount included in Schedule RC-C, Part I, items 1 through 9	C780		NA	M.7.b.
8. Closed-end loans with negative amortization features secured by 1–4 family residential properties:
a. Total amount of closed-end loans with negative amortization features secured by 1–4 family residential properties (included in Schedule RC-C, Part I, items 1.c.(2)(a) and (b))	F230		0	M.8.a.
Memorandum items 8.b and 8.c are to be completed semiannually in the June and December reports only by banks that had closed-end loans with negative amortization features secured by 1– 4 family residential properties (as reported in Schedule RC-C, Part I, Memorandum item 8.a) as of the preceding December 31 report date, that exceeded the lesser of $100 million or 5 percent of total loans and leases held for investment and held for sale (as reported in Schedule RC-C, Part I, item 12, column B).
b. Total maximum remaining amount of negative amortization contractually permitted on closed-end loans secured by 1–4 family residential properties	F231		NA	M.8.b.
c. Total amount of negative amortization on closed-end loans secured by 1–4 family residential properties included in the amount reported in Memorandum item 8.a above
	F232		NA	M.8.c
9. Loans secured by 1–4 family residential properties in process of foreclosure (included in Schedule RC-C, Part I, items 1.c.(1), 1.c.(2)(a), and 1.c.(2)(b))
	F577		0	M.9.
10. and 11. Not applicable

1. Exclude loans secured by real estate that are included in Schedule RC-C, Part I, items 1.a through 1.e, column B.

2. The $300 million asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

3. Memorandum item 7 is to be completed only by institutions that have not yet adopted ASU 2016-13.

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RC-12    

Schedule RC-C—Continued

Part I—Continued

Memoranda—Continued

	(Column A) Fair Value of Acquired Loans and Leases at Acquisition Date			(Column B) Gross Contractual Amounts Receivable at Acquisition Date			(Column C) Best Estimate at Acquisition Date of Contractual Cash Flows Not Expected to be Collected
Dollar Amounts in Thousands	RCON	Amount		RCON	Amount		RCON	Amount
Memorandum items 12.a, 12.b, 12.c, and 12.d are to be completed semiannually in the June and December reports only.
12. Loans (not subject to the requirements of FASB ASC 310-30 (former AICPA Statement of Position 03-3)) and leases held for investment that were acquired in business combinations with acquisition dates in the current calendar year: (1)
a. Loans secured by real estate	G091		0	G092		0	G093		0	M.12.a.
b. Commercial and industrial loans	G094		0	G095		0	G096		0	M.12.b.
c. Loans to individuals for household, family, and other personal expenditures
	G097		0	G098		0	G099		0	M.12.c.
d. All other loans and all leases	G100		0	G101		0	G102		0	M.12.d.
Dollar Amounts in Thousands							RCON	Amount
Memorandum item 13 is to be completed by banks that had construction, land development, and other land loans (as reported in Schedule RC-C, Part I, item 1.a, column B) that exceeded the sum of tier 1 capital (as reported in Schedule RC-R, Part I, item 26) plus the allowance for loan and lease losses or the allowance for credit losses on loans and leases, as applicable (as reported in Schedule RC, item 4.c) as of the preceding December 31 report date.
13. Construction, land development, and other land loans with interest reserves:
a. Amount of loans that provide for the use of interest reserves (included in Schedule RC-C, Part I, item 1.a, column B)							G376		0	M.13.a.
b. Amount of interest capitalized from interest reserves on construction, land development, and other land loans that is included in interest and fee income on loans during the quarter (included in Schedule RI, item 1.a.(1)(b))
							RIAD
							G377		0	M.13.b.
Memorandum item 14 is to be completed by all banks.							RCON
14. Pledged loans and leases							G378		297,000	M.14.
Memorandum item 15 is to be completed for the December report only.
15. Reverse mortgages:
a. Reverse mortgages outstanding that are held for investment (included in Schedule RC-C, item 1.c, above)							PR04		0	M.15.a.
b. Estimated number of reverse mortgage loan referrals to other lenders during the year from whom compensation has been received for services performed in connection with the origination of the reverse mortgages
									Number
							PR05		0	M.15.b.
							RCON		Amount
c. Principal amount of reverse mortgage originations that have been sold during the year							PR06		0	M.15.c.

1. Institutions that have adopted ASU 2016-13 should report only loans held for investment not considered purchased credit-deteriorated in Memorandum item 12.

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Schedule RC-C—Continued

Part I—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON		Amount
Memorandum item 16 is to be completed by all banks.
16. Revolving, open-end loans secured by 1–4 family residential properties and extended under lines of credit that have converted to non-revolving closed-end status (included in item 1.c.(1) above)		LE75		0	M.16.
Amounts reported in Memorandum items 17.a and 17.b will not be made available to the public on an individual institution basis.
17. Eligible loan modifications under Section 4013,Temporary Relief from Troubled Debt Restructurings, of the 2020 Coronavirus Aid, Relief, and Economic Security Act:				Number
a. Number of Section 4013 loans outstanding		LG24		0	M.17.a.
			Amount
b. Outstanding balance of Section 4013 loans		LG25		0	M.17.b.

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Schedule RC-C—Continued

Part II. Loans to Small Businesses and Small Farms

Report the number and amount currently outstanding as of the report date of business loans with “original amounts” of $1,000,000 or less and farm loans with “original amounts” of $500,000 or less. The following guidelines should be used to determine the “original amount” of a loan:

(1) For loans drawn down under lines of credit or loan commitments, the “original amount” of the loan is the size of the line of credit or loan commitment when the line of credit or loan commitment was most recently approved, extended, or renewed prior to the report date. However, if the amount currently outstanding as of the report date exceeds this size, the “original amount” is the amount currently outstanding on the report date.

(2) For loan participations and syndications, the “original amount” of the loan participation or syndication is the entire amount of the credit originated by the lead lender.

(3) For all other loans, the “original amount” is the total amount of the loan at origination or the amount currently outstanding as of the report date, whichever is larger. 

Loans to Small Businesses

1.  Indicate in the appropriate box at the right whether all or substantially all of the dollar volume of your bank’s “Loans secured by nonfarm nonresidential properties” reported in Schedule RC-C, Part I, items 1.e.(1) and 1.e.(2), and all or substantially all of the dollar volume of your bank’s “Commercial and industrial loans” reported in Schedule RC-C, Part I, item 4, (1) have original amounts of $100,000 or less (If your bank has no loans outstanding in both of these two loan categories, place an “X” in the box marked “NO.”)	RCON	Yes		No
	6999			x	1.

If YES, complete items 2.a and 2.b below, skip items 3 and 4, and go to item 5.

If NO and your bank has loans outstanding in either loan category, skip items 2.a and 2.b, complete items 3 and 4 below, and go to item 5.

If NO and your bank has no loans outstanding in both loan categories, skip items 2 through 4, and go to item 5.

2.  Report the total number of loans currently outstanding for each of the following Schedule RC-C, Part I, loan categories:	Number of Loans
a.   “Loans secured by nonfarm nonresidential properties” reported in Schedule RC-C, Part I, items 1.e.(1) and 1.e.(2) (Note: Sum of items 1.e.(1) and 1.e.(2) divided by the number of loans should NOT exceed $100,000.)	RCON	Number
	5562	NA	2.a.
b.  “Commercial and industrial loans” reported in Schedule RC-C, Part I, item 4 (1)
(Note: Item 4, (1) divided by the number of loans should NOT exceed $100,000.)	5563	NA	2.b.

Dollar Amounts in Thousands	(Column A) Number of Loans		(Column B) Amount Currently Outstanding
3. Number and amount currently outstanding of “Loans secured by nonfarm nonresidential	RCON	Number	RCON	Amount
properties” reported in Schedule RC-C, Part I, items 1.e.(1) and 1.e.(2) (sum of items 3.a through 3.c must be less than or equal to Schedule RC-C, Part I, sum of items 1.e.(1) and 1.e.(2)):
a. With original amounts of $100,000 or less	5564	0	5565	0	3.a.
b. With original amounts of more than $100,000 through $250,000	5566	0	5567	0	3.b.
c. With original amounts of more than $250,000 through $1,000,000	5568	0	5569	0	3.c.
4. Number and amount currently outstanding of “Commercial and industrial loans” reported in Schedule RC-C, Part I, item 4 (1)
(sum of items 4.a through 4.c must be less than or equal to Schedule RC-C, Part I, item 4 (1)):
a. With original amounts of $100,000 or less	5570	0	5571	0	4.a.
b. With original amounts of more than $100,000 through $250,000	5572	1	5573	0	4.b.
c. With original amounts of more than $250,000 through $1,000,000	5574	0	5575	0	4.c.

1. Banks with $300 million or more in total assets should provide the requested information for “Commercial and industrial loans” based on the loans reported in Schedule RC-C, Part I, item 4.a, column A, “Commercial and industrial loans to U.S. addressees.”

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Schedule RC-C—Continued

Part II—Continued

Agricultural Loans to Small Farms

5.  Indicate in the appropriate box at the right whether all or substantially all of the dollar volume of your bank’s “Loans secured by farmland (including farm residential and other improvements)” reported in Schedule
RC-C, Part I, item 1.b, and all or substantially all of the dollar volume of your bank’s “Loans to finance agricultural production and other loans to farmers” in reported in Schedule RC-C, Part I, item 3, have
original amounts of $100,000 or less (If your bank has no loans outstanding in both of these two loan categories, place an “X” in the box marked “NO.”)	RCON	Yes		No
	6860			x	5.

If YES, complete items 6.a and 6.b below, and do not complete items 7 and 8.

If NO and your bank has loans outstanding in either loan category, skip items 6.a and 6.b and complete items 7 and 8 below.

If NO and your bank has no loans outstanding in both loan categories, do not complete items 6 through 8.

6.  Report the total number of loans currently outstanding for each of the following Schedule RC-C, Part I, loan categories:	Number of Loans
	RCON	Number
a.   “Loans secured by farmland (including farm residential and other improvements)” reported in Schedule RC-C, Part I, item 1.b (Note: Item 1.b, divided by the number of loans should NOT exceed $100,000.)
	5576	NA	6.a.
b.  “Loans to finance agricultural production and other loans to farmers” in reported in Schedule RC-C, Part I, item 3 (Note: Item 3 divided by the number of loans should NOT exceed $100,000.)
	5577	NA	6.b.

Dollar Amounts in Thousands	(Column A) Number of Loans		(Column B) Amount Currently Outstanding
7. Number and amount currently outstanding of “Loans secured by farmland (including farm	RCON	Number	RCON	Amount
residential and other improvements)” reported in Schedule RC-C, Part I, item 1.b (sum of items 7.a through 7.c must be less than or equal to Schedule RC-C, Part I, item 1.b):
a. With original amounts of $100,000 or less	5578	NA	5579	NA	7.a.
b. With original amounts of more than $100,000 through $250,000	5580	NA	5581	NA	7.b.
c. With original amounts of more than $250,000 through $500,000	5582	NA	5583	NA	7.c.
8. Number and amount currently outstanding of “Loans to finance agricultural production and other loans to farmers” reported in Schedule RC-C, Part I, item 3 (sum of items 8.a through 8.c must be less than or equal to Schedule RC-C, Part I, item 3):
a. With original amounts of $100,000 or less	5584	NA	5585	NA	8.a.
b. With original amounts of more than $100,000 through $250,000	5586	NA	5587	NA	8.b.
c. With original amounts of more than $250,000 through $500,000	5588	NA	5589	NA	8.c.

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RC-16    

Schedule RC-D—Trading Assets and Liabilities

Schedule RC-D is to be completed by banks that (1) reported total trading assets of $10 million or more in any of the four preceding calendar quarters, or (2) meet the FDIC’s definition of a large or highly complex institution for deposit insurance assessment purposes.

Dollar Amounts in Thousands	RCON		Amount
Assets
1. U.S. Treasury securities		3531		0	1.
2. U.S. Government agency obligations (exclude mortgage-backed securities)		3532		0	2.
3. Securities issued by states and political subdivisions in the U.S.		3533		0	3.
4. Mortgage-backed securities (MBS):
a. Residential mortgage pass-through securities issued or guaranteed by FNMA, FHLMC, or GNMA		G379		0	4.a.
b. Other residential MBS issued or guaranteed by U.S. Government agencies or sponsored agencies (1) (include CMOs, REMICs, and stripped MBS)		G380		0	4.b.
c. All other residential MBS		G381		0	4.c.
d. Commercial MBS issued or guaranteed by U.S. Government agencies or sponsored agencies (1)		K197		0	4.d.
e. All other commercial MBS		K198		0	4.e.
5. Other debt securities:
a. Structured financial products		HT62		0	5.a.
b. All other debt securities		G386		0	5.b.
6. Loans:
a. Loans secured by real estate:
(1) Loans secured by 1-4 family residential properties		HT63		0	6.a.(1)
(2) All other loans secured by real estate		HT64		0	6.a.(2)
b. Commercial and industrial loans		F614		0	6.b.
c. Loans to individuals for household, family, and other personal expenditures (i.e., consumer loans) (includes purchased paper)		HT65		0	6.c.
d. Other loans		F618		0	6.d.
7. and 8. Not applicable
9. Other trading assets		3541		0	9.
10. Not applicable
11. Derivatives with a positive fair value		3543		0	11.
12. Total trading assets (sum of items 1 through 11) (must equal Schedule RC, item 5)		3545		0	12.
Liabilities
13. a. Liability for short positions		3546		0	13.a.
b. Other trading liabilities		F624		0	13.b.
14. Derivatives with a negative fair value		3547		0	14.
15. Total trading liabilities (sum of items 13.a through 14) (must equal Schedule RC, item 15)		3548		0	15.

1. U.S. Government agencies include, but are not limited to, such agencies as the Government National Mortgage Association (GNMA), the Federal Deposit Insurance Corporation (FDIC), and the National Credit Union Administration (NCUA). U.S. Government-sponsored agencies include, but are not limited to, such agencies as the Federal Home Loan Mortgage Corporation (FHLMC) and the Federal National Mortgage Association (FNMA).

Memoranda

Dollar Amounts in Thousands	RCON		Amount
1. Unpaid principal balance of loans measured at fair value (reported in Schedule RC-D, items 6.a through 6.d):
a. Loans secured by real estate:
(1) Loans secured by 1-4 family residential properties		HT66		0	M.1.a.(1)
(2) All other loans secured by real estate		HT67		0	M.1.a.(2)
b. Commercial and industrial loans		F632		0	M.1.b.
c. Loans to individuals for household, family, and other personal expenditures (i.e., consumer loans) (includes purchased paper)		HT68		0	M.1.c.
d. Other loans		F636		0	M.1.d.

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RC-17    

Schedule RC-E—Deposit Liabilities

	Transaction Accounts								Nontransaction Accounts
	(Column A) Total Transaction Accounts (Including Total Demand Deposits)				(Column B) Memo: Total Demand Deposits (1) (Included in Column A)				(Column C) Total Nontransaction Accounts (Including MMDAs)
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount		RCON		Amount
Deposits of:
1. Individuals, partnerships, and corporations		B549		14,670,000						B550		2,832,000	1.
2. U.S. Government		2202		0						2520		0	2.
3. States and political subdivisions in the U.S.		2203		68,000						2530		0	3.
4. Commercial banks and other depository institutions in the U.S.		B551		340,000						B552		190,000	4.
5. Banks in foreign countries		2213		7,778,000						2236		117,000	5.
6. Foreign governments and official institutions (including foreign central banks)		2216		283,000						2377		0	6.
7. Total (sum of items 1 through 6) (sum of columns A and C must equal Schedule RC, item 13.a)		2215		23,139,000		2210		23,137,000		2385		3,139,000	7.
Memoranda
Dollar Amounts in Thousands									RCON		Amount
1. Selected components of total deposits (i.e., sum of item 7, columns A and C):
a. Total Individual Retirement Accounts (IRAs) and Keogh Plan accounts										6835		48,000	M.1.a.
b. Total brokered deposits										2365		319,000	M.1.b.
c. Brokered deposits of $250,000 or less (fully insured brokered deposits) (2)										HK05		312,000	M.1.c.
d. Maturity data for brokered deposits:
(1) Brokered deposits of $250,000 or less with a remaining maturity of one year or less (included in Memorandum item 1.c above)										HK06		312,000	M.1.d.(1)
(2) Not applicable
(3) Brokered deposits of more than $250,000 with a remaining maturity of one year or less (included in Memorandum item 1.b above)										K220		7,000	M.1.d.(3)
e. Preferred deposits (uninsured deposits of states and political subdivisions in the U.S. reported in item 3 above which are secured or collateralized as required under state law) (to be completed for the December report only)										5590		0	M.1.e.
f. Estimated amount of deposits obtained through the use of deposit listing services that are not brokered deposits										K223		0	M.1.f.
g. Total reciprocal deposits										JH83		0	M.1.g.
h. Sweep deposits:
(1) Fully insured, affiliate sweep deposits										MT87		110,000	M.1.h.(1)
(2) Not fully insured, affiliate sweep deposits										MT89		462,000	M.1.h.(2)
(3) Fully insured, non-affiliate sweep deposits										MT91		0	M.1.h.(3)
(4) Not fully insured, non-affiliate sweep deposits										MT93		0	M.1.h.(4)
i. Total sweep deposits that are not brokered deposits										MT95		536,000	M.1.i.

1. Includes interest-bearing and noninterest-bearing demand deposits.

2. The dollar amount used as the basis for reporting in Memorandum item 1.c reflects the deposit insurance limits in effect on the report date.

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RC-18    

Schedule RC-E—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON		Amount
2. Components of total nontransaction accounts
(sum of Memorandum items 2.a through 2.d must equal item 7, column C above):
a. Savings deposits:
(1) Money market deposit accounts (MMDAs)		6810		2,922,000		M.2.a.(1)
(2) Other savings deposits (excludes MMDAs)		0352		0		M.2.a.(2)
b. Total time deposits of less than $100,000		6648		0		M.2.b.
c. Total time deposits of $100,000 through $250,000		J473		0		M.2.c.
d. Total time deposits of more than $250,000		J474		217,000		M.2.d.
e. Individual Retirement Accounts (IRAs) and Keogh Plan accounts of $100,000 or more included in Memorandum items 2.c and 2.d above
		F233		0		M.2.e.
3. Maturity and repricing data for time deposits of $250,000 or less:
a. Time deposits of $250,000 or less with a remaining maturity or next repricing date of: (1), (2)
(1) Three months or less		HK07		0		M.3.a.(1)
(2) Over three months through 12 months		HK08		0		M.3.a.(2)
(3) Over one year through three years		HK09		0		M.3.a.(3)
(4) Over three years		HK10		0		M.3.a.(4)
b. Time deposits of $250,000 or less with a REMAINING MATURITY of one year or less
(included in Memorandum items 3.a.(1) and 3.a.(2) above) (3)		HK11		0		M.3.b.
4. Maturity and repricing data for time deposits of more than $250,000:
a. Time deposits of more than $250,000 with a remaining maturity or next repricing date of: (1), (4)
(1) Three months or less		HK12		217,000		M.4.a.(1)
(2) Over three months through 12 months		HK13		0		M.4.a.(2)
(3) Over one year through three years		HK14		0		M.4.a.(3)
(4) Over three years		HK15		0		M.4.a.(4)
b. Time deposits of more than $250,000 with a REMAINING MATURITY of one year or less
(included in Memorandum items 4.a.(1) and 4.a.(2) above) (3)		K222		217,000		M.4.b.
5. Does your institution offer one or more consumer deposit account products, i.e., transaction account or nontransaction savings account deposit products intended primarily for individuals for personal, household, or family use?
		RCON		Yes	No
		P752			x	M.5.
Memorandum items 6 and 7 are to be completed by institutions with $1 billion or more in total assets (5) that answered “Yes” to Memorandum item 5 above.
Dollar Amounts in Thousands	RCON		Amount
6. Components of total transaction account deposits of individuals, partnerships, and corporations (sum of Memorandum items 6.a and 6.b must be less than or equal to item 1, column A above):
a. Total deposits in those noninterest-bearing transaction account deposit products intended primarily for individuals for personal, household, or family use		P753		NA		M.6.a.
b. Total deposits in those interest-bearing transaction account deposit products intended primarily for individuals for personal, household, or family use
		P754		NA		M.6.b.

1. Report fixed-rate time deposits by remaining maturity and floating rate time deposits by next repricing date.

2. Sum of Memorandum items 3.a.(1) through 3.a.(4) must equal Schedule RC-E, sum of Memorandum items 2.b and 2.c.

3. Report both fixed- and floating-rate time deposits by remaining maturity. Exclude floating-rate time deposits with a next repricing date of one year or less that have a remaining maturity of over one year.

4. Sum of Memorandum items 4.a.(1) through 4.a.(4) must equal Schedule RC-E, Memorandum item 2.d. 

5. The $1 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-19    

Schedule RC-E—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON		Amount
7. Components of total nontransaction account deposits of individuals, partnerships, and corporations (sum of Memorandum items 7.a.(1), 7.a.(2), 7.b.(1), and 7.b.(2) plus all time deposits of individuals, partnerships, and corporations must equal item 1, column C, above):
a. Money market deposit accounts (MMDAs) of individuals, partnerships, and corporations (sum of Memorandum items 7.a.(1) and 7.a.(2) must be less than or equal to Memorandum item 2.a.(1) above):
(1) Total deposits in those MMDA deposit products intended primarily for individuals for personal, household, or family use		P756		NA	M.7.a.(1)
(2) Deposits in all other MMDAs of individuals, partnerships, and corporations		P757		NA	M.7.a.(2)
b. Other savings deposit accounts of individuals, partnerships, and corporations (sum of Memorandum items 7.b.(1) and 7.b.(2) must be less than or equal to Memorandum item 2.a.(2) above):
(1) Total deposits in those other savings deposit account deposit products intended primarily for individuals for personal, household, or family use		P758		NA	M.7.b.(1)
(2) Deposits in all other savings deposit accounts of individuals, partnerships, and corporations		P759		NA	M.7.b.(2)

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RC-20     

Schedule RC-F—Other Assets ⁽¹⁾

Dollar Amounts in Thousands					RCON		Amount
1.	Accrued interest receivable (2)					B556		112,000	1.
2.	Net deferred tax assets (3)					2148		456,000	2.
3.	Interest-only strips receivable (not in the form of a security) (4)					HT80		0	3.
4.	Equity investments without readily determinable fair values (5)					1752		97,000	4.
5.	Life insurance assets:
	a.	General account life insurance assets				K201		0	5.a.
	b.	Separate account life insurance assets				K202		0	5.b.
	c.	Hybrid account life insurance assets				K270		0	5.c.
6.	All other assets
	(itemize and describe amounts greater than $100,000 that exceed 25 percent of this item)					2168		1,825,000	6.
	a.	Prepaid expenses	2166	0					6.a.
	b.	Repossessed personal property (including vehicles)	1578	0					6.b.
	c.	Derivatives with a positive fair value held for purposes other than trading	C010	0					6.c.
	d.	Not applicable
	e.	Computer software	FT33	0					6.e.
	f.	Accounts receivable	FT34	1,353,000					6.f.
	g.	Receivables from foreclosed government-guaranteed mortgage loans	FT35	0					6.g.
	h.	TEXT 3549	3549	0					6.h.
	i.	TEXT 3550	3550	0					6.i.
	j.	TEXT 3551	3551	0					6.j.
7.	Total (sum of items 1 through 6) (must equal Schedule RC, item 11)					2160		2,490,000	7.

1. Institutions that have adopted ASU 2016-13 should report asset amounts in Schedule RC-F net of any applicable allowance for credit losses.

2. Include accrued interest receivable on loans, leases, debt securities, and other interest-bearing assets. Exclude accrued interest receivable on interest-bearing assets that is reported elsewhere on the balance sheet.

3. See discussion of deferred income taxes in Glossary entry on “income taxes.”

4. Report interest-only strips receivable in the form of a security as available-for-sale securities in Schedule RC, item 2.b, or as trading assets in Schedule RC, item 5, as appropriate.

5. Include Federal Reserve stock, Federal Home Loan Bank stock, and bankers’ bank stock.

Schedule RC-G—Other Liabilities

Dollar Amounts in Thousands					RCON		Amount
1.	a.	Interest accrued and unpaid on deposits (1)				3645		51,000	1.a.
	b.	Other expenses accrued and unpaid (includes accrued income taxes payable)				3646		650,000	1.b.
2.	Net deferred tax liabilities (2)					3049		0	2.
3.	Allowance for credit losses on off-balance-sheet credit exposures (3)					B557		2,000	3.
4.	All other liabilities
	(itemize and describe amounts greater than $100,000 that exceed 25 percent of this item)					2938		2,079,000	4.
	a.	Accounts payable	3066	989,000					4.a.
	b.	Deferred compensation liabilities	C011	0					4.b.
	c.	Dividends declared but not yet payable	2932	0					4.c.
	d.	Derivatives with a negative fair value held for purposes other than trading	C012	0					4.d.
	e.	Operating lease liabilities	LB56	0					4.e.
	f.	TEXT 3552	3552	0					4.f.
	g.	TEXT 3553	3553	0					4.g.
	h.	TEXT 3554	3554	0					4.h.
5.	Total (sum of items 1 through 4) (must equal Schedule RC, item 20)					2930		2,782,000	5.

1. For savings banks, include “dividends” accrued and unpaid on deposits.

2. See discussion of deferred income taxes in Glossary entry on “income taxes.”

3. Institutions that have adopted ASU 2016-13 should report in item 3 the allowance for credit losses on those off-balance sheet credit exposures that fall within the scope of the standard.

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RC-21    

Schedule RC-K—Quarterly Averages ⁽¹⁾

Dollar Amounts in Thousands	RCON		Amount
Assets
1. Interest-bearing balances due from depository institutions		3381		12,551,000	1.
2. U.S. Treasury securities and U.S. Government agency obligations (2) (excluding mortgage-backed securities)		B558		368,000	2.
3. Mortgage-backed securities (2)		B559		0	3.
4. All other debt securities (2) and equity securities with readily determinable fair values not held for trading (3)		B560		0	4.
5. Federal funds sold and securities purchased under agreements to resell		3365		5,920,000	5.
6. Loans:
a. Total loans		3360		15,014,000	6.a.
b. Loans secured by real estate:
(1) Loans secured by 1–4 family residential properties		3465		2,197,000	6.b.(1)
(2) All other loans secured by real estate		3466		4,045,000	6.b.(2)
c. Commercial and industrial loans		3387		2,054,000	6.c.
d. Loans to individuals for household, family, and other personal expenditures:
(1) Credit cards		B561		0	6.d.(1)
(2) Other (includes revolving credit plans other than credit cards, automobile loans, and other consumer loans)		B562		298,000	6.d.(2)
Item 7 is to be completed by (1) banks that reported total trading assets of $10 million or more in any of the four preceding calendar quarters and (2) all banks meeting the FDIC’s definition of a large or highly complex institution for deposit insurance assessment purposes.
7. Trading assets		3401		0	7.
8. Lease financing receivables (net of unearned income)		3484		0	8.
9. Total assets (4)		3368		36,263,000	9.
Liabilities
10. Interest-bearing transaction accounts (interest-bearing demand deposits, NOW accounts, ATS accounts, and telephone and preauthorized transfer accounts)		3485		6,621,000	10.
11. Nontransaction accounts:
a. Savings deposits (includes MMDAs)		B563		3,204,000	11.a.
b. Time deposits of $250,000 or less		HK16		.0	11.b.
c. Time deposits of more than $250,000		HK17		177,000	11.c.
12. Federal funds purchased and securities sold under agreements to repurchase		3353		0	12.
13. To be completed by banks with $100 million or more in total assets: (5) Other borrowed money (includes mortgage indebtedness)		3355		90,000	13.

1. For all items, banks have the option of reporting either (1) an average of DAILY figures for the quarter, or (2) an average of WEEKLY figures (i.e., the Wednesday of each week of the quarter).

2. Quarterly averages for all debt securities should be based on amortized cost.

3. Quarterly averages for equity securities with readily determinable fair values should be based on fair value.

4. The quarterly average for total assets should reflect securities not held for trading as follows:

a) Debt securities at amortized cost.

b) Equity securities with readily determinable fair values at fair value.

c) Equity investments without readily determinable fair values at their balance sheet carrying values (i.e., fair value or, if elected, cost minus impairment, if any, plus or minus changes resulting from observable price changes).

5. The $100 million asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-22    

Schedule RC-K—Quarterly Averages ⁽¹⁾ —Continued

Memorandum

Dollar Amounts in Thousands	RCON		Amount
Memorandum item 1 is to be completed by: (2) •  banks with $300 million or more in total assets, and •  banks with less than $300 million in total assets that have loans to finance agricultural production and other loans to farmers (Schedule RC-C, Part 1, item 3) exceeding 5 percent of total loans.
1. Loans to finance agricultural production and other loans to farmers		3386		0	M.1.

1. For all items, banks have the option of reporting either (1) an average of DAILY figures for the quarter, or (2) an average of WEEKLY figures (i.e., the Wednesday of each week of the quarter).

2. The $300 million asset-size test and the 5 percent of total loans test are based on the total assets and total loans reported on the June 30, 2022, Report of Condition.

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RC-23     

Schedule RC-L—Derivatives and Off-Balance-Sheet Items

Please read carefully the instructions for the preparation of Schedule RC-L. Some of the amounts reported in Schedule RC-L are regarded as volume indicators and not necessarily as measures of risk.

Dollar Amounts in Thousands							RCON		Amount
1. Unused commitments:
a. Revolving, open-end lines secured by 1-4 family residential properties, e.g., home equity lines								3814		170,000	1.a.
Item 1.a.(1) is to be completed for the December report only.
(1) Unused commitments for reverse mortgages outstanding that are held for investment (included in item 1.a. above)								HT72		0	1.a.(1)
b. Credit card lines								3815		0	1.b.
Items 1.b.(1) and 1.b.(2) are to be completed semiannually in the June and December reports only by banks with either $300 million or more in total assets or $300 million or more in credit card lines (1) (sum of items 1.b.(1) and 1.b.(2) must equal item 1.b).
(1) Unused consumer credit card lines								J455		0	1.b.(1)
(2) Other unused credit card lines								J456		0	1.b.(2)
c. Commitments to fund commercial real estate, construction, and land development loans:
(1) Secured by real estate:
(a) 1-4 family residential construction loan commitments								F164		0	1.c.(1)(a)
(b) Commercial real estate, other construction loan, and land development loan commitments								F165		254,000	1.c.(1)(b)
(2) NOT secured by real estate								6550		0	1.c.(2)
d. Securities underwriting								3817		0	1.d.
e. Other unused commitments:
(1) Commercial and industrial loans								J457		282,000	1.e.(1)
(2) Loans to financial institutions								J458		308,000	1.e.(2)
(3) All other unused commitments								J459		6,867,000	1.e.(3)
2. Financial standby letters of credit								3819		241,000	2.
Item 2.a is to be completed by banks with $1 billion or more in total assets. (1)
a. Amount of financial standby letters of credit conveyed to others					3820	0					2.a.
3. Performance standby letters of credit								3821		104,000	3.
Item 3.a is to be completed by banks with $1 billion or more in total assets. (1)
a. Amount of performance standby letters of credit conveyed to others					3822	0					3.a.
4. Commercial and similar letters of credit								3411		0	4.
5. Not applicable
6. Securities lent and borrowed:
a. Securities lent (including customers’ securities lent where the customer is indemnified against loss by the reporting bank)								3433		0	6.a.
b. Securities borrowed								3432		0	6.b.
	(Column A) Sold Protection			(Column B) Purchased Protection
7. Credit derivatives:		RCON	Amount		RCON	Amount
a. Notional amounts:
(1) Credit default swaps		C968	0		C969	0					7.a.(1)
(2) Total return swaps		C970	0		C971	0					7.a.(2)
(3) Credit options		C972	0		C973	0					7.a.(3)
(4) Other credit derivatives		C974	0		C975	0					7.a.(4)

1. The asset-size tests and the $300 million credit card lines test are based on the total assets and credit card lines reported on the June 30, 2022, Report of Condition.

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RC-24     

Schedule RC-L — Continued

	(Column A) Sold Protection				(Column B) Purchased Protection
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount
7. b. Gross fair values:
(1) Gross positive fair value		C219		0		C221		0			7.b.(1)
(2) Gross negative fair value		C220		0		C222		0			7.b.(2)
7. c. Notional amounts by regulatory capital treatment:(1)									RCON	Amount
(1) Positions covered under the Market Risk Rule:
(a) Sold protection									G401	0	7.c.(1)(a)
(b) Purchased protection									G402	0	7.c.(1)(b)
(2) All other positions:
(a) Sold protection									G403	0	7.c.(2)(a)
(b) Purchased protection that is recognized as a guarantee for regulatory capital purposes									G404	0	7.c.(2)(b)
(c) Purchased protection that is not recognized as a guarantee for regulatory capital purposes									G405	0	7.c.(2)(c)

Remaining Maturity of:

(Column A) One Year or Less

(Column B) Over One Year Through Five Years

(Column C) Over Five Years

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

7. d. Notional amounts by remaining maturity:

(1) Sold credit protection:(2)

(a) Investment grade

G406

0

G407

0

G408

0

7.d.(1)(a)

(b) Subinvestment grade

G409

0

G410

0

G411

0

7.d.(1)(b)

(2) Purchased credit protection:(3)

(a) Investment grade

G412

0

G413

0

G414

0

7.d.(2)(a)

(b) Subinvestment grade

G415

0

G416

0

G417

0

7.d.(2)(b)

						RCON		Amount
8.	Not applicable
9.	All other off-balance-sheet liabilities (exclude derivatives) (itemize and describe each component of this item over 25 percent of Schedule RC, item 27.a, “Total bank equity capital”)						3430		0	9.
	a.	Not applicable
	b.	Commitments to purchase when-issued securities	3434		0					9.b.
	c.	Standby letters of credit issued by another party (e.g., a Federal Home Loan Bank) on the bank’s behalf	C978		0					9.c.
	d.	TEXT 3555	3555		0					9.d.
	e.	TEXT 3556	3556		0					9.e.
	f.	TEXT 3557	3557		0					9.f.
10.	All other off-balance-sheet assets (exclude derivatives) (itemize and describe each component of this item over 25 percent of Schedule RC, item 27.a, “Total bank equity capital”):						5591		0	10.
	a.	Commitments to sell when-issued securities	3435		0					10.a.
	b.	TEXT 5592	5592		0					10.b.
	c.	TEXT 5593	5593		0					10.c.
	d.	TEXT 5594	5594		0					10.d.
	e.	TEXT 5595	5595		0					10.e.

1. Sum of items 7.c.(1)(a) and 7.c.(2)(a), must equal sum of items 7.a.(1) through (4), column A. Sum of items 7.c.(1)(b), 7.c.(2)(b), and 7.c.(2)(c) must equal sum of items 7.a.(1) through (4), column B.

2. Sum of items 7.d.(1)(a) and (b), columns A through C, must equal sum of items 7.a.(1) through (4), column A.

3. Sum of items 7.d.(2)(a) and (b), columns A through C, must equal sum of items 7.a.(1) through (4), column B.

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RC-25    

Schedule RC-L—Continued

Dollar Amounts in Thousands	RCON	Amount
Items 11.a and 11.b are to be completed semiannually in the June and December reports only.
11. Year-to-date merchant credit card sales volume:
a. Sales for which the reporting bank is the acquiring bank	C223		0	11.a.
b. Sales for which the reporting bank is the agent bank with risk	C224		0	11.b.

Dollar Amounts in Thousands	(Column A)   Interest Rate   Contracts		(Column B)   Foreign Exchange   Contracts		(Column C)   Equity Derivative   Contracts		(Column D)   Commodity and Other   Contracts
Derivatives Position Indicators		Amount		Amount		Amount		Amount
12.  Gross amounts (e.g., notional amounts) (for each column, sum of items 12.a through 12.e must equal sum of items 13 and 14):
		RCON 8693		RCON 8694		RCON 8695		RCON 8696
a.   Futures contracts		0		0		0		0	12.a.
		RCON 8697		RCON 8698		RCON 8699		RCON 8700
b.  Forward contracts		0		0		0		0	12.b.
c.   Exchange-traded option contracts:
		RCON 8701		RCON 8702		RCON 8703		RCON 8704
(1)   Written options		0		0		0		0	12.c.(1)
		RCON 8705		RCON 8706		RCON 8707		RCON 8708
(2)   Purchased options		24,000		0		0		0	12.c.(2)
d.  Over-the-counter option contracts:
		RCON 8709		RCON 8710		RCON 8711		RCON8712
(1)   Written options		0		0		0		0	12.d.(1)
		RCON 8713		RCON 8714		RCON 8715		RCON 8716
(2)   Purchased options		0		0		0		0	12.d.(2)
		RCON 3450		RCON 3826		RCON 8719		RCON 8720
e.   Swaps		22,744,000		0		0		0	12.e.
13.  Total gross notional amount of derivative contracts held for trading
		RCON A126		RCON A127		RCON 8723		RCON 8724
		0		.0		0		0	13.
14.  Total gross notional amount of derivative contracts held for purposes other than trading
		RCON 8725		RCON 8726		RCON 8727		RCON 8728
		22,768,000		0		0		0	14.
a.   Interest rate swaps where the bank has agreed to pay a fixed rate
		RCON A589
		0							14.a.

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RC-26    

Schedule RC-L—Continued

Dollar Amounts in Thousands

(Column A) Interest Rate Contracts

(Column B) Foreign Exchange Contracts

(Column C) Equity Derivative Contracts

(Column D) Commodity and Other Contracts

Derivatives Position Indicators

Amount

Amount

Amount

Amount

15. Gross fair values of derivative contracts:

a. Contracts held for trading:

(1) Gross positive fair

RCON 8733

RCON 8734

RCON 8735

RCON 8736

value

0

0

0

0

15.a.(1)

(2) Gross negative fair

RCON 8737

RCON 8738

RCON 8739

RCON 8740

value

0

0

0

0

15.a.(2)

b. Contracts held for

purposes other than

trading:

(1) Gross positive fair

RCON 8741

RCON 8742

RCON 8743

RCON 8744

value

392,000

0

0

0

15.b.(1)

(2) Gross negative fair

RCON 8745

RCON 8746

RCON 8747

RCON 8748

value

460,000

0

0

0

15.b.(2)

(Column A) Banks and Securities Firms

(Columns B-D) Not applicable

(Column E) Corporations and All Other Counterparties

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

Item 16 is to be completed only by banks with total assets of $10 billion or more. (1)

16. Over-the-counter derivatives:

a. Net current credit exposure

G418

12,000

G422

375,000

16.a.

b. Fair value of collateral:

(1) Cash—U.S. dollar

G423

13,000

G427

0

16.b.(1)

(2) Cash—Other currencies

G428

0

G432

0

16.b.(2)

(3) U.S. Treasury securities

G433

0

G437

0

16.b.(3)

(4) through (6) Not Applicable

(7) All other collateral

G453

0

G457

0

16.b.(7)

(8) Total fair value of collateral

(sum of items 16.b.(1) through (7))

G458

13,000

G462

0

16.b.(8)

1. The $10 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-27    

Schedule RC-M—Memoranda

Dollar Amounts in Thousands			RCON		Amount
1. Extensions of credit by the reporting bank to its executive officers, directors, principal shareholders, and their related interests as of the report date:
a. Aggregate amount of all extensions of credit to all executive officers, directors, principal shareholders, and their related interests				6164		0	1.a.
b. Number of executive officers, directors, and principal shareholders to whom
the amount of all extensions of credit by the reporting bank (including extensions of
credit to related interests) equals or exceeds the lesser of $500,000 or 5		Number
percent of total capital as defined for this purpose in agency regulations	6165	0					1.b.
2. Intangible assets:
a. Mortgage servicing assets				3164		0	2.a.
(1) Estimated fair value of mortgage servicing assets	A590	0					2.a.(1)
b. Goodwill				3163		0	2.b.
c. All other intangible assets				JF76		2,000	2.c.
d. Total (sum of items 2.a, 2.b, and 2.c) (must equal Schedule RC, item 10)				2143		2,000	2.d.
3. Other real estate owned:
a. Construction, land development, and other land				5508		0	3.a.
b. Farmland				5509		0	3.b.
c. 1–4 family residential properties				5510		4,000	3.c.
d. Multifamily (5 or more) residential properties				5511		0	3.d.
e. Nonfarm nonresidential properties				5512		0	3.e.
f. Total (sum of items 3.a through 3.e) (must equal Schedule RC, item 7)				2150		4,000	3.f.
4. Cost of equity securities with readily determinable fair values not held for trading (the fair value of which is reported in Schedule RC, item 2.c) (1)
				JA29		0	4.
5. Other borrowed money:
a. Federal Home Loan Bank advances:
(1) Advances with a remaining maturity or next repricing date of: (2)
(a) One year or less				F055		0	5.a.(1)(a)
(b) Over one year through three years				F056		0	5.a.(1)(b)
(c) Over three years through five years				F057		0	5.a.(1)(c)
(d) Over five years				F058		0	5.a.(1)(d)
(2) Advances with a REMAINING MATURITY of one year or less (included in item 5.a.(1)(a) above) (3)
				2651		0	5.a.(2)
(3) Structured advances (included in items 5.a.(1)(a)–(d) above)				F059		0	5.a.(3)
b. Other borrowings:
(1) Other borrowings with a remaining maturity or next repricing date of: (4)
(a) One year or less				F060		0	5.b.(1)(a)
(b) Over one year through three years				F061		0	5.b.(1)(b)
(c) Over three years through five years				F062		0	5.b.(1)(c)
(d) Over five years				F063		0	5.b.(1)(d)
(2) Other borrowings with a REMAINING MATURITY of one year or less (included in item 5.b.(1)(a) above) (5)
				B571		0	5.b.(2)
c. Total
(sum of items 5.a.(1)(a)–(d) and items 5.b.(1)(a)–(d)) (must equal Schedule RC, item 16)				3190		0	5.c.

1. Item 4 is to be completed only by insured state banks that have been approved by the FDIC to hold grandfathered equity investments. See instructions for this item and the Glossary entry for “Securities Activities” for further detail on accounting for investments in equity securities.

2. Report fixed-rate advances by remaining maturity and floating-rate advances by next repricing date.

3. Report both fixed- and floating-rate advances by remaining maturity. Exclude floating-rate advances with a next repricing date of one year or less that have a remaining maturity of over one year.

4. Report fixed-rate other borrowings by remaining maturity and floating-rate other borrowings by next repricing date.

5. Report both fixed- and floating-rate other borrowings by remaining maturity. Exclude floating-rate other borrowings with a next repricing date of one year or less that have a remaining maturity of over one year.

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RC-28    

Schedule RC-M—Continued

Dollar Amounts in Thousands	RCON		Yes		No
6. Does the reporting bank sell private label or third-party mutual funds and annuities?		B569				x	6.
	RCON		Amount
7. Assets under the reporting bank’s management in proprietary mutual funds and annuities		B570				0	7.
8. Internet website addresses and physical office trade names:
a. Uniform Resource Locator (URL) of the reporting institution’s primary Internet website (home page), if any
(Example: www.examplebank.com):

TEXT 4087 http:// http://www.db.com                                           8.a.

b. URLs of all other public-facing Internet websites that the reporting institution uses to accept or solicit deposits from the public, if any (Example: www.examplebank.biz): ⁽¹⁾

	TE01
(1)	N528	http://	8.b.(1)
	TE02
(2)	N528	http://	8.b.(2)
	TE03
(3)	N528	http://	8.b.(3)
	TE04
(4)	N528	http://	8.b.(4)
	TE05
(5)	N528	http://	8.b.(5)
	TE06
(6)	N528	http://	8.b.(6)
	TE07
(7)	N528	http://	8.b.(7)
	TE08
(8)	N528	http://	8.b.(8)
	TE09
(9)	N528	http://	8.b.(9)
	TE10
(10)	N528	http://	8.b.(10)
c. Trade names other than the reporting institution’s legal title used to identify one or more of the institution’s physical offices at which deposits are accepted or solicited from the public, if any:
(1)	TE01 N529		8.c.(1)
(2)	TE02 N529		8.c.(2)
(3)	TE03 N529		8.c.(3)
(4)	TE04 N529		8.c.(4)
(5)	TE05 N529		8.c.(5)
(6)	TE06 N529		8.c.(6)

Item 9 is to be completed annually in the December report only.
9. Do any of the bank’s Internet websites have transactional capability, i.e., allow the	RCON	Yes		No
bank’s customers to execute transactions on their accounts through the website?	4088	x			9.
10. Secured liabilities:
a. Amount of “Federal funds purchased” that are secured	RCON	Amount
(included in Schedule RC, item 14.a)	F064			0	10.a.
b. Amount of “Other borrowings” that are secured
(included in Schedule RC-M, items 5.b.(1)(a)–(d))	F065			0	10.b.
11. Does the bank act as trustee or custodian for Individual Retirement Accounts, Health	RCON	Yes		No
Savings Accounts, and other similar accounts?	G463	x			11.
12. Does the bank provide custody, safekeeping, or other services involving the acceptance
of orders for the sale or purchase of securities?	G464	x			12.

1. Report only highest level URLs (for example, report www.examplebank.biz, but do not also report www.examplebank.biz/checking). Report each top level domain name used (for example, report both www.examplebank.biz and www.examplebank.net).

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RC-29    

Schedule RC-M—Continued

Dollar Amounts in Thousands	RCON		Amount
13. Portion of covered other real estate owned that is protected by FDIC loss-sharing agreements (included in Schedule RC, item 7)		K192				0	13.
Items 14.a and 14.b are to be completed annually in the December report only.
14. Captive insurance and reinsurance subsidiaries:
a. Total assets of captive insurance subsidiaries (1)		K193				0	14.a.
b. Total assets of captive reinsurance subsidiaries (1)		K194				0	14.b.
Item 15 is to be completed by institutions that are required or have elected to be treated as a Qualified Thrift Lender.
15. Qualified Thrift Lender (QTL) test:
a. Does the institution use the Home Owners’ Loan Act (HOLA) QTL test or the Internal Revenue Service Domestic Building and Loan Association (IRS DBLA) test to determine its QTL compliance? (for the
		RCON		Number
HOLA QTL test, enter 1; for the IRS DBLA test, enter 2)		L133				NA	15.a.
b. Has the institution been in compliance with the HOLA QTL test as of each month end				Yes		No
during the quarter or the IRS DBLA test for its most recent taxable year, as applicable?		L135					15.b.
Item 16.a and, if appropriate, items 16.b.(1) through 16.b.(3) are to be completed annually in the December report only.
16. International remittance transfers offered to consumers: (2)
a. Estimated number of international remittance transfers provided by your institution during the calendar year ending on the report date		N523				1,469	16.a.
Items 16.b.(1) through 16.b.(3) are to be completed by institutions that reported 501 or more international remittance transfers in item 16.a in either or both of the current report or the most recent prior report in which item 16.a was required to be completed.
b. Estimated dollar value of remittance transfers provided by your institution and usage of regulatory exceptions during the calendar year ending on the report date:				Amount
(1) Estimated dollar value of international remittance transfers		N524				130,000	16.b.(1)
(2) Estimated number of international remittance transfers for which your institution applied the				Number
permanent exchange rate exception		MM07				0	16.b.(2)
(3) Estimated number of international remittance transfers for which your institution applied the permanent covered third-party fee exception		MQ52				0	16.b.(3)
17. U.S. Small Business Administration Paycheck Protection Program (PPP) loans (3) and the Federal Reserve PPP Liquidity Facility (PPPLF):
a. Number of PPP loans outstanding		LG26				0	17.a.
				Amount
b. Outstanding balance of PPP loans		LG27				0	17.b.
c. Outstanding balance of PPP loans pledged to the PPPLF		LG28				0	17.c.
d. Outstanding balance of borrowings from Federal Reserve Banks under the PPPLF with a remaining maturity of:
(1) One year or less		LL59				0	17.d.(1)
(2) More than one year		LL60				0	17.d.(2)
e. Quarterly average amount of PPP loans pledged to the PPPLF and excluded from “Total assets for the leverage ratio” reported in Schedule RC-R, Part I, item 30		LL57				0	17.e.

1. Report total assets before eliminating intercompany transactions between the consolidated insurance or reinsurance subsidiary and other offices or consolidated subsidiaries of the reporting bank.

2. Report information about international electronic transfers of funds offered to consumers in the United States that:

(a) are “remittance transfers” as defined by subpart B of Regulation E (12 CFR § 1005.30(e)), or

(b) would qualify as “remittance transfers” under subpart B of Regulation E (12 CFR § 1005.30(e)) but are excluded from that definition only because the provider is not providing those transfers in the normal course of its business. See 12 CFR § 1005.30(f).

  For purposes of this item 16, such transfers are referred to as international remittance transfers.

  Exclude transfers sent by your institution as a correspondent bank for other providers. Report information only about transfers for which the reporting institution is the provider.

3. Paycheck Protection Program (PPP) covered loans as defined in sections 7(a)(36) and 7(a)(37) of the Small Business Act (15 U.S.C. 636(a)(36) and (37)).

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RC-30    

Schedule RC-N—Past Due and Nonaccrual Loans, Leases, and Other Assets

	(Column A) Past due 30 through 89 days and still accruing				(Column B) Past due 90 days or more and still accruing				(Column C) Nonaccrual
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount		RCON		Amount
1. Loans secured by real estate:
a. Construction, land development, and other land loans:
(1) 1–4 family residential construction loans		F172		0		F174		0		F176		0	1.a.(1)
(2)  Other construction loans and all land development and other land loans		F173		0		F175		0		F177		0	1.a.(2)
b. Secured by farmland		3493		0		3494		0		3495		0	1.b.
c. Secured by 1– 4 family residential properties:
(1)  Revolving, open-end loans secured by 1– 4 family residential properties and extended under lines of credit		5398		1,000		5399		0		5400		3,000	1.c.(1)
(2)  Closed-end loans secured by 1-4 family residential properties:
(a) Secured by first liens		C236		10,000		C237		2,000		C229		22,000	1.c.(2)(a)
(b) Secured by junior liens		C238		0		C239		0		C230		0	1.c.(2)(b)
d. Secured by multifamily (5 or more) residential properties		3499		0		3500		0		3501		0	1.d.
e. Secured by nonfarm nonresidential properties:
(1)  Loans secured by owner-occupied nonfarm nonresidential properties		F178		0		F180		0		F182		0	1.e.(1)
(2)  Loans secured by other nonfarm nonresidential properties		F179		0		F181		0		F183		0	1.e.(2)
2. Loans to depository institutions and acceptances of other banks		B834		0		B835		0		B836		0	2.
3. Not applicable
4. Commercial and industrial loans		1606		0		1607		0		1608		0	4.
5. Loans to individuals for household, family, and other personal expenditures:
a. Credit cards		B575		0		B576		0		B577		0	5.a.
b. Automobile loans		K213		0		K214		0		K215		0	5.b.
c. Other (includes revolving credit plans other than credit cards and other consumer loans)		K216		0		K217		0		K218		0	5.c.
6. Not applicable
7. All other loans (1)		5459		0		5460		0		5461		1,000	7.
8. Lease financing receivables		1226		0		1227		0		1228		0	8.
9. Total loans and leases (sum of items 1 through 8)		1406		11,000		1407		2,000		1403		26,000	9.
10. Debt securities and other assets (exclude other real estate owned and other repossessed assets)		3505		0		3506		0		3507		0	10.

1. Includes past due and nonaccrual “Loans to finance agricultural productions and other loans to farmers,” “Obligations (other than securities and leases) of states and political subdivisions in the U.S.,” and “Loans to nondepository financial institutions and other loans.”

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RC-31      

Schedule RC-N—Continued

Amounts reported by loan and lease category in Schedule RC-N, items 1 through 8, include guaranteed and unguaranteed portions of past due and nonaccrual loans and leases. Report in items 11 and 12 below certain guaranteed loans and leases that have already been included in the amounts reported in items 1 through 8.

	(Column A) Past due 30 through 89 days and still accruing			(Column B) Past due 90 days or more and still accruing			(Column C) Nonaccrual
Dollar Amounts in Thousands	RCON	Amount		RCON	Amount		RCON	Amount
11. Loans and leases reported in items 1 through 8 above that are wholly or partially guaranteed by the U.S. Government, excluding loans and leases covered by loss-sharing agreements with the FDIC
	K036		0	K037		0	K038		0	11.
a.   Guaranteed portion of loans and leases included in item 11 above, excluding rebooked “GNMA loans”
	K039		0	K040		0	K041		0	11.a.
b.  Rebooked “GNMA loans” that have been repurchased or are eligible for repurchase included in item 11 above
	K042		0	K043		0	K044		0	11.b.
12. Portion of covered loans and leases reported in item 9 above that is protected by FDIC loss-sharing agreements
	K102		0	K103		0	K104		0	12.

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RC-32      

Schedule RC-N—Continued

Memoranda

(Column A) Past due 30 through 89 days and still accruing

(Column B) Past due 90 days or more and still accruing

(Column C) Nonaccrual

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

1.  Loans restructured in troubled debt restructurings included in Schedule RC-N, items 1 through 7, above (and not reported in Schedule RC-C, Part I, Memorandum item 1):

a.   Construction, land development, and other land loans:

(1)  1–4 family residential construction loans

K105

0

K106

0

K107

0

M.1.a.(1)

(2)  Other construction loans and all land development and other land loans

K108

0

K109

0

K110

0

M.1.a.(2)

b.  Loans secured by 1–4 family residential properties

F661

0

F662

0

F663

2,000

M.1.b.

c.   Secured by multifamily (5 or more) residential properties

K111

0

K112

0

K113

0

M.1.c.

d.  Secured by nonfarm nonresidential properties:

(1)  Loans secured by owner-occupied nonfarm nonresidential properties

K114

0

K115

0

K116

0

M.1.d.(1)

(2)  Loans secured by other nonfarm nonresidential properties

K117

0

K118

0

K119

0

M.1.d.(2)

e.   Commercial and industrial loans

K257

0

K258

0

K259

0

M.1.e.

Memorandum items 1.e.(1) and (2) are to be completed by banks with $300 million or more in total assets (sum of Memorandum items 1.e.(1) and (2) must equal ‘Memorandum item 1.e): (1)

(1)  To U.S. addressees (domicile)

K120

0

K121

0

K122

0

M.1.e.(1)

(2)  To non-U.S. addressees (domicile)

K123

0

K124

0

K125

0

M.1.e.(2)

f.   All other loans (include loans to individuals for household, family, and other personal expenditures)

K126

0

K127

0

K128

0

M.1.f.

Itemize loan categories included in Memorandum item 1.f, above that exceed 10 percent of total loans restructured in troubled debt restructurings that are past due 30 days or more or in nonaccrual status (sum of Memorandum items 1.a through 1.e plus 1.f, columns A through C):

(1)  Loans secured by farmland

K130

0

K131

0

K132

0

M.1.f.(1)

(2)  and (3) Not applicable

1. The $300 million asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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RC-33    

Schedule RC-N—Continued

Memoranda—Continued
	(Column A) Past due 30 through 89 days and still accruing				(Column B) Past due 90 days or more and still accruing				(Column C) Nonaccrual
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount		RCON		Amount
1. f. (4) Loans to individuals for household, family, and other personal expenditures:
(a)  Credit cards		K274		0		K275		0		K276		0	M.1.f.(4)(a)
(b)  Automobile loans		K277		0		K278		0		K279		0	M.1.f.(4)(b)
(c)  Other (includes revolving credit plans other than credit cards and other consumer loans)		K280		0		K281		0		K282		0	M.1.f.(4)(c)
Memorandum item1.f.(5) is to be completed by: (1)
• Banks with $300 million or more in total assets
• Banks with less than $300 million in total assets that have loans to finance agricultural production and other loans to farmers (Schedule RC-C, Part I, item 3) exceeding 5 percent of total loans
(5)   Loans to finance agricultural production and other loans to farmers included in Schedule RC-N, Memorandum item 1.f, above		K138		0		K139		0		K140		0	M.1.f.(5)
1. g. Total loans restructured in troubled debt restructurings included in Schedule RC-N, items 1 through 7, above (sum of Memorandum items 1.a(1) through 1.e plus 1.f) (2)		HK26		0		HK27		0		HK28		2,000	M.1.g.
2. Loans to finance commercial real estate, construction, and land development activities (not secured by real estate) included in Schedule RC-N, items 4 and 7, above		6558		0		6559		0		6560		0	M.2.
3. Memorandum items 3.a through 3.d are to be completed by banks with $300 million or more in total assets: (1)
a.  Loans secured by real estate to non-U.S. addressees (domicile) (included in Schedule RC-N, item 1, above)		1248		0		1249		0		1250		0	M.3.a.
b. Loans to and acceptances of foreign banks (included in Schedule RC-N, item 2, above)		5380		0		5381		0		5382		0	M.3.b.
c.  Commercial and industrial loans to non-U.S. addressees (domicile) included in Schedule RC-N, item 4, above		1254		0		1255		0		1256		0	M.3.c.

1. The $300 million asset-size test and the 5 percent of total loans test are based on the total assets and total loans reported on the June 30, 2022, Report of Condition.

2. Exclude amounts reported in Memorandum items 1.e.(1), 1.e.(2), and 1.f.(1) through 1.f.(5) when calculating the total in Memorandum item 1.g.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

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New York, NY 10019

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RC-34    

Schedule RC-N—Continued

Memoranda—Continued

(Column A) Past due 30 through 89 days and still accruing

(Column B) Past due 90 days or more and still accruing

(Column C) Nonaccrual

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

3. d. Leases to individuals for household, family, and other personal expenditures (included in Schedule RC-N, item 8, above)

F166

0

F167

0

F168

0

M.3.d.

Memorandum item 4 is to be completed by: (1)

• banks with $300 million or more in total assets

• banks with less than $300 million in total assets that have loans to finance agricultural production and other loans to farmers (Schedule RC-C, Part I, item 3) exceeding 5 percent of total loans:

4. Loans to finance agricultural production and other loans to farmers (included in Schedule RC-N, item 7, above)

1594

0

1597

0

1583

0

M.4.

5. Loans and leases held for sale (included in Schedule RC-N, items 1 through 8, above)

C240

0

C241

0

C226

0

M.5.

RCON

Amount

6. Not applicable

Memorandum items 7, 8, 9.a, and 9.b are to be completed semiannually in the June and December reports only.

7. Additions to nonaccrual assets during the previous six months

C410

0

M.7.

8. Nonaccrual assets sold during the previous six months

C411

0

M.8.

(Column A) Past due 30 through 89 days and still accruing

(Column B) Past due 90 days or more and still accruing

(Column C) Nonaccrual

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

9. Purchased credit-impaired loans accounted for in accordance with FASB ASC 310-30 (former AICPA Statement of Position 03-3): (2)

a.   Outstanding balance

L183

NA

L184

NA

L185

NA

M.9.a.

b.  Amount included in Schedule RC-N, items 1 through 7, above

L186

NA

L187

NA

L188

NA

M.9.b.

1. The $300 million asset-size test and the 5 percent of total loans test are based on the total assets and total loans reported on the June 30, 2022, Report of Condition.

2. Memorandum items 9.a and 9.b should be completed only by institutions that have not yet adopted ASU 2016-13.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 51 of 86

RC-35    

Schedule RC-O—Other Data for Deposit Insurance Assessments

All FDIC-insured depository institutions must complete items 1 and 2, 4 through 9,10, and 11, Memorandum item 1, and, if applicable, item 9.a, Memorandum items 2, 3, and 5 through 18 each quarter. Unless otherwise indicated, complete items 1 through 11 and Memorandum items 1 through 3 on an “unconsolidated single FDIC certificate number basis” (see instructions) and complete Memorandum items 5 through 18 on a fully consolidated basis.

Dollar Amounts in Thousands				RCON				Amount
1. Total deposit liabilities before exclusions (gross) as defined in Section 3(l) of the Federal Deposit Insurance Act and FDIC regulations					F236				26,567,000	1.
2. Total allowable exclusions, including interest accrued and unpaid on allowable exclusions					F237				0	2.
3. Not applicable
4. Average consolidated total assets for the calendar quarter					K652				36,263,000	4.
a. Averaging method used			Number
(for daily averaging, enter 1, for weekly averaging, enter 2)	K653	1								4.a.
									Amount
5. Average tangible equity for the calendar quarter (1)					K654				9,542,000	5.
6. Holdings of long-term unsecured debt issued by other FDIC-insured depository institutions					K655				0	6.
7. Unsecured “Other borrowings” with a remaining maturity of (sum of items 7.a through 7.d must be less than or equal to Schedule RC-M, items 5.b.(1)(a)–(d) minus item 10.b):
a. One year or less					G465				0	7.a.
b. Over one year through three years					G466				0	7.b.
c. Over three years through five years					G467				0	7.c.
d. Over five years					G468				0	7.d.
8. Subordinated notes and debentures with a remaining maturity of (sum of items 8.a. through 8.d. must equal Schedule RC, item 19):
a. One year or less					G469				0	8.a.
b. Over one year through three years					G470				0	8.b.
c. Over three years through five years					G471				0	8.c.
d. Over five years					G472				0	8.d.
9. Brokered reciprocal deposits (included in Schedule RC-E, Memorandum item 1.b)					G803				0	9.
Item 9.a is to be completed on a fully consolidated basis by all institutions that own another insured depository institution.
a. Fully consolidated brokered reciprocal deposits					L190				NA	9.a.
10. Banker’s bank certification:
							Yes		No
Does the reporting institution meet both the statutory definition of a banker’s bank and the business conduct test set forth in FDIC regulations?					K656				x	10.
If the answer to item 10 is “YES,” complete items 10.a and 10.b.								Amount
a. Banker’s bank deduction					K657				NA	10.a.
b. Banker’s bank deduction limit					K658				NA	10.b.
11. Custodial bank certification:
							Yes		No
Does the reporting institution meet the definition of a custodial bank set forth in FDIC regulations?				K659		x				11.
If the answer to item 11 is “YES,” complete items 11.a and 11.b. (2)								Amount
a. Custodial bank deduction					K660				12,934,000	11.a.
b. Custodial bank deduction limit					K661				6,471,000	11.b.

1. See instructions for averaging methods. For deposit insurance assessment purposes, tangible equity is defined as Tier 1 capital as set forth in the banking agencies’ regulatory capital standards and reported in Schedule RC-R, Part I, item 26, except as described in the instructions.

2. If the amount reported in item 11.b is zero, item 11.a may be left blank.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 52 of 86

RC-36    

Schedule RC-O—Continued

Memoranda

Dollar Amounts in Thousands			RCON		Amount
1. Total deposit liabilities of the bank, including related interest accrued and unpaid, less allowable exclusions, including related interest accrued and unpaid (sum of Memorandum items 1.a.(1), 1.b.(1), 1.c.(1), and 1.d.(1) must equal Schedule RC-O, item 1 less item 2):
a.  Deposit accounts (excluding retirement accounts) of $250,000 or less: (1)
(1) Amount of deposit accounts (excluding retirement accounts) of $250,000 or less				F049		134,000	M.1.a.(1)
		Number
(2) Number of deposit accounts (excluding retirement accounts) of $250,000 or less	F050	5,836					M.1.a.(2)
b. Deposit accounts (excluding retirement accounts) of more than $250,000: (1)
(1) Amount of deposit accounts (excluding retirement accounts) of more than $250,000				F051		26,385,000	M.1.b.(1)
		Number
(2) Number of deposit accounts (excluding retirement accounts) of more than $250,000	F052	3,294					M.1.b.(2)
c.  Retirement deposit accounts of $250,000 or less: (1)
(1) Amount of retirement deposit accounts of $250,000 or less				F045		47,000	M.1.c.(1)
		Number
(2) Number of retirement deposit accounts of $250,000 or less	F046	143					M.1.c.(2)
d. Retirement deposit accounts of more than $250,000: (1)
(1) Amount of retirement deposit accounts of more than $250,000				F047		1,000	M.1.d.(1)
		Number
(2) Number of retirement deposit accounts of more than $250,000	F048	2					M.1.d.(2)
Memorandum item 2 is to be completed by banks with $1 billion or more in total assets. (2)
2. Estimated amount of uninsured deposits including related interest accrued and unpaid (see instructions) (3)				5597		25,562,000	M.2.
3. Has the reporting institution been consolidated with a parent bank or savings association in that parent bank’s or parent savings association’s Call Report?
If so, report the legal title and FDIC Certificate Number of the parent bank or parent savings association:
TEXT				RCON		FDIC Cert. No.
A545				A545		0	M.3.

4. Not applicable

1. The dollar amounts used as the basis for reporting in Memorandum items 1.a through 1.d reflect the deposit insurance limits in effect on the report date.

2. The $1 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

3. Uninsured deposits should be estimated based on the deposit insurance limits set forth in Memorandum items 1.a through 1.d.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 53 of 86

RC-37    

Schedule RC-O—Continued

Amounts reported in Memorandum items 6 through 9, 14, and 15 will not be made available to the public on an individual institution basis.

Memoranda—Continued

Dollar Amounts in Thousands	RCON		Amount
Memorandum items 5 through 12 are to be completed by “large institutions” and “highly complex institutions” as defined in FDIC regulations.
5. Applicable portion of the CECL transitional amount or modified CECL transitional amount that has been added to retained earnings for regulatory capital purposes as of the current report date and is attributable to loans and leases held for investment		MW53		0	M.5.
6. Criticized and classified items:
a. Special mention		K663		1,850,000	M.6.a.
b. Substandard		K664		172,000	M.6.b.
c. Doubtful		K665		5,000	M.6.c.
d. Loss		K666		0	M.6.d.
7. “Nontraditional 1–4 family residential mortgage loans” as defined for assessment purposes only in FDIC regulations:
a. Nontraditional 1-4 family residential mortgage loans		N025		1,705,000	M.7.a.
b. Securitizations of nontraditional 1-4 family residential mortgage loans		N026		0	M.7.b.
8. “Higher-risk consumer loans” as defined for assessment purposes only in FDIC regulations:
a. Higher-risk consumer loans		N027		35,000	M.8.a.
b. Securitizations of higher-risk consumer loans		N028		0	M.8.b.
9. “Higher-risk commercial and industrial loans and securities” as defined for assessment purposes only in FDIC regulations:
a. Higher-risk commercial and industrial loans and securities		N029		0	M.9.a.
b. Securitizations of higher-risk commercial and industrial loans and securities		N030		0	M.9.b.
10. Commitments to fund construction, land development, and other land loans secured by real estate:
a. Total unfunded commitments		K676		254,000	M.10.a.
b. Portion of unfunded commitments guaranteed or insured by the U.S. government (including the FDIC)		K677		0	M.10.b.
11. Amount of other real estate owned recoverable from the U.S. government under guarantee or insurance provisions (excluding FDIC loss-sharing agreements)		K669		0	M.11.
12. Nonbrokered time deposits of more than $250,000 in domestic offices (included in Schedule RC-E, Part I, Memorandum item 2.d)		K678		217,000	M.12.
Memorandum item 13.a is to be completed by “large institutions” and “highly complex institutions“ as defined in FDIC regulations. Memorandum items 13.b through 13.h are to be completed by “large institutions” only.
13. Portion of funded loans and securities guaranteed or insured by the U.S. government (including FDIC loss-sharing agreements):
a. Construction, land development, and other land loans secured by real estate		N177		0	M.13.a.
b. Loans secured by multifamily residential and nonfarm nonresidential properties		N178		0	M.13.b.
c. Closed-end loans secured by first liens on 1–4 family residential properties		N179		0	M.13.c.
d. Closed-end loans secured by junior liens on 1–4 family residential properties and revolving, open-end loans secured by 1–4 family residential properties and extended under lines of credit		N180		0	M.13.d.
e. Commercial and industrial loans		N181		0	M.13.e.
f. Credit card loans to individuals for household, family, and other personal expenditures		N182		0	M.13.f.
g. All other loans to individuals for household, family, and other personal expenditures		N183		0	M.13.g.
h. Non-agency residential mortgage-backed securities		M963		0	M.13.h.
Memorandum items 14 and 15 are to be completed by “highly complex institutions” as defined in FDIC regulations.
14. Amount of the institution’s largest counterparty exposure		K673		NA	M.14.
15. Total amount of the institution’s 20 largest counterparty exposures		K674		NA	M.15.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 54 of 86

RC-38    

Schedule RC-O—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON		Amount
Memorandum item 16 is to be completed by “large institutions” and “highly complex institutions“ as defined in FDIC regulations.
16. Portion of loans restructured in troubled debt restructurings that are in compliance with their modified terms and are guaranteed or insured by the U.S. government (including the FDIC) (included in Schedule RC-C, Part I, Memorandum item 1)		L189		0	M.16.
Memorandum item 17 is to be completed on a fully consolidated basis by those “large institutions“ and “highly complex institutions” as defined in FDIC regulations that own another insured depository institution.
17. Selected fully consolidated data for deposit insurance assessment purposes:
a. Total deposit liabilities before exclusions (gross) as defined in Section 3(I) of the Federal Deposit Insurance Act and FDIC regulations		L194		NA	M.17.a.
b. Total allowable exclusions, including interest accrued and unpaid on allowable exclusions		L195		NA	M.17.b.
c. Unsecured “Other borrowings” with a remaining maturity of one year or less		L196		NA	M.17.c.
d. Estimated amount of uninsured deposits, including related interest accrued and unpaid		L197		NA	M.17.d.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041    

Page 55 of 86

RC-39     

Schedule RC-O—Continued

Memorandum item 18 is to be completed by “large institutions” and “highly complex institutions” as defined in FDIC regulations.

Amounts reported in Memorandum item 18 will not be made available to the public on an individual institution basis.

Two-Year Probability of Default (PD)

(Column A)

(Column B)

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

< 1%

1.01–4%

4.01–7%

7.01–10%

10.01–14%

14.01–16%

16.01–18%

18.01–20%

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

18. Outstanding balance of 1-4 family residential mortgage loans, consumer loans, and consumer leases by two-year probability of default:

a. “Nontraditional 1-4 family residential mortgage loans” as defined for assessment purposes only in FDIC regulations

RCON M964

RCON M965

RCON M966

RCON M967

RCON M968

RCON M969

RCON M970

RCON M971

400,000

616,000

351,000

179,000

54,000

4,000

0

3,000

M.18.a.

b. Closed-end loans secured by first liens on 1-4 family residential properties

RCON M979

RCON M980

RCON M981

RCON M982

RCON M983

RCON M984

RCON M985

RCON M986

44,000

86,000

40,000

3,000

5,000

0

0

0

M.18.b.

c. Closed-end loans secured by junior liens on 1-4 family residential properties

RCON M994

RCON M995

RCON M996

RCON M997

RCON M998

RCON M999

RCON N001

RCON N002

6,000

13,000

2,000

1,000

10,000

0

0

0

M.18.c.

d. Revolving, open-end loans secured by 1-4 family residential properties and extended under lines of credit

RCON N010

RCON N011

RCON N012

RCON N013

RCON N014

RCON N015

RCON N016

RCON N017

27,000

75,000

95,000

10,000

7,000

0

3,000

0

M.18.d.

RCON N040

RCON N041

RCON N042

RCON N043

RCON N044

RCON N045

RCON N046

RCON N047

e. Credit cards

0

0

0

0

0

0

0

0

M.18.e.

RCON N055

RCON N056

RCON N057

RCON N058

RCON N059

RCON N060

RCON N061

RCON N062

f. Automobile loans

0

0

0

0

0

0

0

0

M.18.f.

RCON N070

RCON N071

RCON N072

RCON N073

RCON N074

RCON N075

RCON N076

RCON N077

g. Student loans

0

0

0

0

0

0

0

0

M.18.g.

h. Other consumer loans and revolving credit plans other than credit cards

RCON N085

RCON N086

RCON N087

RCON N088

RCON N089

RCON N090

RCON N091

RCON N092

112,000

112,000

67,000

1,000

0

0

0

0

M.18.h.

RCON N100

RCON N101

RCON N102

RCON N103

RCON N104

RCON N105

RCON N106

RCON N107

i. Consumer leases

0

0

0

0

0

0

0

0

M.18.i.

RCON N115

RCON N116

RCON N117

RCON N118

RCON N119

RCON N120

RCON N121

RCON N122

j. Total

589,000

902,000

555,000

194,000

76,000

4,000

3,000

3,000

M.18.j.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041    

Page 56 of 86

RC-40     

Schedule RC-O—Continued

Memorandum item 18 is to be completed by “large institutions” and “highly complex institutions” as defined in FDIC regulations.

Amounts reported in Memorandum item 18 will not be made available to the public on an individual institution basis.

Two-Year Probability of Default (PD)

(Column O) PDs Were Derived Using (1)

(Column I)

(Column J)

(Column K)

(Column L)

(Column M)

(Column N)

20.01–22%

22.01–26%

26.01–30%

> 30%

Unscoreable

Total

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Number

18. Outstanding balance of 1-4 family residential mortgage loans, consumer loans, and consumer leases by two-year probability of default:

a.   “Nontraditional 1-4 family residential mortgage loans” as defined for assessment purposes only in FDIC regulations

RCON M972

RCON M973

RCON M974

RCON M975

RCON M976

RCON M977

RCON M978

5,000

2,000

2,000

0

89,000

1,705,000

1

M.18.a.

b.  Closed-end loans secured by first liens on 1-4 family residential properties

RCON M987

RCON M988

RCON M989

RCON M990

RCON M991

RCON M992

RCON M993

0

0

0

0

11,000

189,000

1

M.18.b.

c.   Closed-end loans secured by junior liens on 1-4 family residential properties

RCON N003

RCON N004

RCON N005

RCON N006

RCON N007

RCON N008

RCON N009

0

0

0

0

0

32,000

1

M.18.c.

d.  Revolving, open-end loans secured by 1-4 family residential properties and extended under lines of credit

RCON N018

RCON N019

RCON N020

RCON N021

RCON N022

RCON N023

RCON N024

0

0

0

0

47,000

264,000

1

M.18.d.

RCON N048

RCON N049

RCON N050

RCON N051

RCON N052

RCON N053

RCON N054

e.   Credit cards

0

0

0

0

0

0

0

M.18.e.

RCON N063

RCON N064

RCON N065

RCON N066

RCON N067

RCON N068

RCON N069

f.   Automobile loans

0

0

0

0

0

0

0

M.18.f.

RCON N078

RCON N079

RCON N080

RCON N081

RCON N082

RCON N083

RCON N084

g.  Student loans

0

0

0

0

0

0

0

M.18.g.

h.  Other consumer loans and revolving credit plans other than credit cards

RCON N093

RCON N094

RCON N095

RCON N096

RCON N097

RCON N098

RCON N099

0

0

0

0

15,000

307,000

1

M.18.h.

RCON N108

RCON N109

RCON N110

RCON N111

RCON N112

RCON N113

RCON N114

i.   Consumer leases

0

0

0

0

0

0

0

M.18.i.

RCON N123

RCON N124

RCON N125

RCON N126

RCON N127

RCON N128

j.   Total

5,000

2,000

2,000

0

162,000

2,497,000

M.18.j.

1. For PDs derived using scores and default rate mappings provided by a third-party vendor, enter 1; for PDs derived using an internal approach, enter 2; for PDs derived using third-party vendor mappings for some loans within a product type and an internal approach for other loans within the same product type, enter 3. If the total reported in Column N for a product type is zero, enter 0.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041    

Page 57 of 86

RC-41     

Schedule RC-P—1–4 Family Residential Mortgage Banking Activities

Schedule RC-P is to be completed by banks at which either 1–4 family residential mortgage loan originations and purchases for resale (1) from all sources, loan sales, or quarter-end loans held for sale or trading exceed $10 million for two consecutive quarters.

Dollar Amounts in Thousands	RCON	Amount
1.  Retail originations during the quarter of 1–4 family residential mortgage loans for sale (1)	HT81		0	1.
2.  Wholesale originations and purchases during the quarter of 1–4 family residential mortgage loans for sale (1)	HT82		0	2.
3.  1–4 family residential mortgage loans sold during the quarter	FT04		0	3.
4.  1–4 family residential mortgage loans held for sale or trading at quarter-end (included in Schedule RC, items 4.a and 5)	FT05		0	4.
5.  Noninterest income for the quarter from the sale, securitization, and servicing of 1–4 family residential mortgage loans	RIAD
(included in Schedule RI, items 5.c, 5.f, 5.g, and 5.i)	HT85		0	5.
	RCON
6.  Repurchases and indemnifications of 1–4 family residential mortgage loans during the quarter	HT86		0	6.
7.  Representation and warranty reserves for 1–4 family residential mortgage loans sold:
a.   For representations and warranties made to U.S. government agencies and government-sponsored agencies	L191		0	7.a.
b.  For representations and warranties made to other parties	L192		0	7.b.
c.   Total representation and warranty reserves (sum of items 7.a and 7.b)	M288		0	7.c.

1. Exclude originations and purchases of 1–4 family residential mortgage loans that are held for investment.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041   

Page 58 of 86

RC-42     

Schedule RC-Q—Assets and Liabilities Measured at Fair Value on a Recurring Basis

Schedule RC-Q is to be completed by banks that:

(1) Have elected to report financial instruments or servicing assets and liabilities at fair value under a fair value option with changes in fair value recognized in earnings, or (2) Are required to complete Schedule RC-D, Trading Assets and Liabilities.

	(Column A) Total Fair Value Reported on Schedule RC				(Column B) LESS: Amounts Netted in the Determination of Total Fair Value				(Column C) Level 1 Fair Value Measurements				(Column D) Level 2 Fair Value Measurements				(Column E) Level 3 Fair Value Measurements
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount		RCON		Amount		RCON		Amount		RCON		Amount
Assets
1.  Available-for-sale debt securities and equity securities with readily determinable fair values not held for trading (1)		JA36		378,000		G474		0		G475		378,000		G476		0		G477		0	1.
2.  Not applicable
3.  Loans and leases held for sale		G483		0		G484		0		G485		0		G486		0		G487		0	3.
4.  Loans and leases held for investment		G488		0		G489		0		G490		0		G491		0		G492		0	4.
5.  Trading assets:
a.   Derivative assets		3543		0		G493		0		G494		0		G495		0		G496		0	5.a.
b.  Other trading assets		G497		0		G498		0		G499		0		G500		0		G501		0	5.b.
(1)  Nontrading securities at fair value with changes in fair value reported in current earnings (included in Schedule RC-Q, item 5.b above)		F240		0		F684		0		F692		0		F241		0		F242		0	5.b.(1)
6.  All other assets		G391		393,000		G392		4,000		G395		0		G396		397,000		G804		0	6.
7.  Total assets measured at fair value on a recurring basis (sum of items 1 through 5.b plus item 6)		G502		771,000		G503		4,000		G504		378,000		G505		397,000		G506		0	7.
Liabilities
8.  Deposits		F252		0		F686		0		F694		0		F253		0		F254		0	8.
9.  Not applicable
10. Trading liabilities:
a.   Derivative liabilities		3547		0		G512		0		G513		0		G514		0		G515		0	10.a.
b.  Other trading liabilities		G516		0		G517		0		G518		0		G519		0		G520		0	10.b.
11. and 12. Not applicable
13. All other liabilities		G805		457,000		G806		4,000		G807		0		G808		461,000		G809		0	13.
14. Total liabilities measured at fair value on a recurring basis (sum of items 8 through 13)		G531		457,000		G532		4,000		G533		0		G534		461,000		G535		0	14.

1. The amount reported in item 1, column A, must equal the sum of Schedule RC, items 2.b and 2.c.

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RC-43    

Schedule RC-Q—Continued

(Column A) Total Fair Value Reported on Schedule RC

(Column B) LESS: Amounts Netted in the Determination of Total Fair Value

(Column C) Level 1 Fair Value Measurements

(Column D) Level 2 Fair Value Measurements

(Column E) Level 3 Fair Value Measurements

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

RCON

Amount

Memoranda

1. All other assets (itemize and describe amounts included in Schedule RC-Q, item 6, that are greater than $100,000 and exceed 25 percent of item 6):

a.   Mortgage servicing assets

G536

0

G537

0

G538

0

G539

0

G540

0

M.1.a.

b.  Nontrading derivative assets

G541

388,000

G542

4,000

G543

0

G544

392,000

G545

0

M.1.b.

c.

TEXT G546

G546

0

G547

0

G548

0

G549

0

G550

0

M.1.c.

d.

TEXT G551

G551

0

G552

0

G553

0

G554

0

G555

0

M.1.d.

e.

TEXT G556

G556

0

G557

0

G558

0

G559

0

G560

0

M.1.e.

f.

TEXT G561

G561

0

G562

0

G563

0

G564

0

G565

0

M.1.f.

2. All other liabilities (itemize and describe amounts included in Schedule RC-Q, item 13, that are greater than $100,000 and exceed 25 percent of item 13):

a.   Loan commitments (not accounted for as derivatives)

F261

0

F689

0

F697

0

F262

0

F263

0

M.2.a.

b.  Nontrading derivative liabilities

G566

457,000

G567

4,000

G568

0

G569

461,000

G570

0

M.2.b.

c.

TEXT G571

G571

0

G572

0

G573

0

G574

0

G575

0

M.2.c.

d.

TEXT G576

G576

0

G577

0

G578

0

G579

0

G580

0

M.2.d.

e.

TEXT G581

G581

0

G582

0

G583

0

G584

0

G585

0

M.2.e.

f.

TEXT G586

G586

0

G587

0

G588

0

G589

0

G590

0

M.2.f.

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RC-44    

Schedule RC-Q—Continued

Memoranda—Continued

Dollar Amounts in Thousands	RCON		Amount
3. Loans measured at fair value (included in Schedule RC-C, Part I, items 1 through 9):
a.   Loans secured by real estate:
(1) Secured by 1–4 family residential properties		HT87		0	M.3.a.	(1)
(2) All other loans secured by real estate		HT88		0	M.3.a.	(2)
b.  Commercial and industrial loans		F585		0	M.3.b.
c.   Loans to individuals for household, family, and other personal expenditures
(i.e., consumer loans) (includes purchased paper)		HT89		0	M.3.c.
d.  Other loans		F589		0	M.3.d.
4. Unpaid principal balance of loans measured at fair value (reported in Schedule RC-Q, Memorandum item 3):
a.   Loans secured by real estate:
(1) Secured by 1–4 family residential properties		HT91		0	M.4.a.	(1)
(2) All other loans secured by real estate		HT92		0	M.4.a.	(2)
b.  Commercial and industrial loans		F597		0	M.4.b.
c.   Loans to individuals for household, family, and other personal expenditures
(i.e., consumer loans) (includes purchased paper)		HT93		0	M.4.c.
d.  Other loans		F601		0	M.4.d.

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	FFIEC 041 Page 61 of 86 RC-45

Schedule RC-R—Regulatory Capital

Part I. Regulatory Capital Components and Ratios

Part I is to be completed on a consolidated basis.

Dollar Amounts in Thousands	RCOA	Amount
Common Equity Tier 1 Capital
1. Common stock plus related surplus, net of treasury stock and unearned employee stock ownership plan (ESOP) shares	P742	3,063,000			1.
2. Retained earnings (1)	KW00	6,637,000			2.
a. To be completed only by institutions that have adopted ASU 2016-13:
Does your institution have a CECL transition election in effect as of the quarter-end report date?
(enter “0” for No; enter “1” for Yes with a 3-year CECL transition election;			RCOA
enter “2” for Yes with a 5-year 2020 CECL transition election.)			JJ29	0	2.a.
	RCOA	Amount
3. Accumulated other comprehensive income (AOCI)	B530	(34,000)			3.
		0=No	RCOA
a. AOCI opt-out election (enter “1” for Yes; enter “0” for No.)		1=Yes	P838	0	3.a.
	RCOA	Amount
4. Common equity tier 1 minority interest includable in common equity tier 1 capital	P839	0			4.
5. Common equity tier 1 capital before adjustments and deductions (sum of items 1 through 4)	P840	9,666,000			5.
Common Equity Tier 1 Capital: Adjustments and Deductions
6. LESS: Goodwill net of associated deferred tax liabilities (DTLs)	P841	0			6.
7. LESS: Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs	P842	2,000			7.
8. LESS: Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs	P843	1,000			8.
9. AOCI-related adjustments (if entered “1” for Yes in item 3.a, complete only items 9.a through 9.e; if entered “0” for No in item 3.a, complete only item 9.f):
a. LESS: Net unrealized gains (losses) on available-for-sale debt securities (if a gain, report as a positive value; if a loss, report as a negative value)	P844	NA			9.a.
b. Not applicable
c. LESS: Accumulated net gains (losses) on cash flow hedges (if a gain, report as a positive value; if a loss, report as a negative value)	P846	NA			9.c.
d. LESS: Amounts recorded in AOCI attributed to defined benefit postretirement plans resulting from the initial and subsequent application of the relevant GAAP standards that pertain to such plans (if a gain, report as a positive value; if a loss, report as a negative value)	P847	NA			9.d.
e. LESS: Net unrealized gains (losses) on held-to-maturity securities that are included in AOCI (if a gain, report as a positive value; if a loss, report as a negative value)	P848	NA			9.e.
f. To be completed only by institutions that entered “0” for No in item 3.a: LESS: Accumulated net gain (loss) on cash flow hedges included in AOCI, net of applicable income taxes, that relates to the hedging of items that are not recognized at fair value on the balance sheet (if a gain, report as a positive value; if a loss, report as a negative value)	P849	0			9.f.

1. Institutions that have adopted ASU 2016-13 and have elected to apply the 3-year or the 5-year 2020 CECL transition provision should include the applicable portion of the CECL transitional amount or the modified CECL transitional amount, respectively, in this item.

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	FFIEC 041 Page 62 of 86 RC-45

Schedule RC-R—Continued

Part I—Continued

Dollar Amounts in Thousands	RCOA	Amount
10. Other deductions from (additions to) common equity tier 1 capital before threshold-based deductions:
a. LESS: Unrealized net gain (loss) related to changes in the fair value of liabilities that are due to changes in own credit risk (if a gain, report as a positive value; if a loss, report as a negative value)	Q258		0	10.a.
b. LESS: All other deductions from (additions to) common equity tier 1 capital before threshold-based deductions	P850		0	10.b.
11.  Not applicable
12.  Subtotal (item 5 minus items 6 through 10.b)	P852		9,663,000	12.
13.  LESS: Investments in the capital of unconsolidated financial institutions, net of associated DTLs, that exceed 25 percent of item 12	LB58		0	13.
14.  LESS: MSAs, net of associated DTLs, that exceed 25 percent of item 12	LB59		0	14.
15.  LESS: DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs, that exceed 25 percent of item 12	LB60		0	15.
16.  Not applicable
17.  LESS: Deductions applied to common equity tier 1 capital due to insufficient amounts of additional tier 1 capital and tier 2 capital (1) to cover deductions	P857		0	17.
18.  Total adjustments and deductions for common equity tier 1 capital (sum of items 13 through 17)	P858		0	18.
19.  Common equity tier 1 capital (item 12 minus item 18)	P859		9,663,000	19.
Additional Tier 1 Capital
20. Additional tier 1 capital instruments plus related surplus	P860		0	20.
21. Non-qualifying capital instruments subject to phase-out from additional tier 1 capital	P861		0	21.
22. Tier 1 minority interest not included in common equity tier 1 capital	P862		0	22.
23. Additional tier 1 capital before deductions (sum of items 20, 21, and 22)	P863		0	23.
24. LESS: Additional tier 1 capital deductions	P864		0	24.
25. Additional tier 1 capital (greater of item 23 minus item 24, or zero)	P865		0	25.
Tier 1 Capital
26. Tier 1 capital (sum of items 19 and 25)	8274		9,663,000	26.
Total Assets for the Leverage Ratio
27. Average total consolidated assets (2)	KW03		36,263,000	27.
28. LESS: Deductions from common equity tier 1 capital and additional tier 1 capital (sum of items 6, 7, 8, 10.b, 13 through 15, 17, and certain elements of item 24—see instructions)	P875		3,000	28.
29. LESS: Other deductions from (additions to) assets for leverage ratio purposes	B596		0	29.
30. Total assets for the leverage ratio (item 27 minus items 28 and 29)	A224		36,260,000	30.

1. An institution that has a CBLR framework election in effect as of the quarter-end report date is neither required to calculate tier 2 capital nor make any deductions that would have been taken from tier 2 capital as of the report date.

2. Institutions that have adopted ASU 2016-13 and have elected to apply the 3-year or the 5-year 2020 CECL transition provision should include the applicable portion of the CECL transitional amount or the modified CECL transitional amount, respectively, in item 27.

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RC-47    

Schedule RC-R—Continued

Part I—Continued

Leverage Ratio*	RCOA		Percentage
31.  Leverage ratio (item 26 divided by item 30)	7204			26.6492%		31.
a.   Does your institution have a community bank leverage ratio (CBLR) framework election in effect as of the quarter-end report date? (enter “1” for Yes; enter “0” for No)		0=No		RCOA
		1=Yes		LE74	0	31.a.

  If your institution entered “1” for Yes in item 31.a:

• Complete items 32 through 37 and, if applicable, items 38.a through 38.c,

• Do not complete items 39 through 55.b, and

• Do not complete Part II of Schedule RC-R.

  If your institution entered “0” for No in item 31.a:

• Skip (do not complete) items 32 through 38.c,

• Complete items 39 through 55.b, as applicable, and

• Complete Part II of Schedule RC-R.

Item 31.b is to be completed only by non-advanced approaches institutions that elect to use the Standardized Approach for Counterparty Credit Risk (SA-CCR) for purposes of the standardized approach and supplementary leverage ratio.

b.  Standardized Approach for Counterparty Credit Risk opt-in election (enter “1” for Yes; leave blank for No)			RCOA
		1=Yes	NC99		31.b.

Qualifying Criteria and Other Information for CBLR Institutions*

	Column A				Column B
Dollar Amounts in Thousands	RCOA		Amount		RCOA		Percentage
32.  Total assets (Schedule RC, item 12); (must be less than $10 billion)		2170		NA					32.
33.  Trading assets and trading liabilities (Schedule RC, sum of items 5 and 15). Report as a dollar amount in column A and as a percentage of total assets (5% limit) in column B
		KX77		NA		KX78		NA	33.
34.  Off-balance sheet exposures:
a.   Unused portion of conditionally cancellable commitments		KX79		NA					34.a.
b.  Securities lent and borrowed (Schedule RC-L, sum of items 6.a and 6.b)		KX80		NA					34.b.
c.   Other off-balance sheet exposures		KX81		NA					34.c.
d.  Total off-balance sheet exposures (sum of items 34.a through 34.c). Report as a dollar amount in column A and as a percentage of total assets (25% limit) in column B		KX82		NA		KX83		NA	34.d
Dollar Amounts in Thousands					RCOA		Amount
35.  Unconditionally cancellable commitments						S540		NA	35.
36.  Investments in the tier 2 capital of unconsolidated financial institutions						LB61		NA	36.
37.  Allocated transfer risk reserve						3128		NA	37
38.  Amount of allowances for credit losses on purchased credit-deteriorated assets: (1)
a.   Loans and leases held for investment						JJ30		NA	38.a.
b.  Held-to-maturity debt securities						JJ31		NA	38.b.
c.   Other financial assets measured at amortized cost						JJ32		NA	38.c.

* Report each ratio as a percentage, rounded to four decimal places, e.g., 12.3456.

1. Items 38.a through 38.c should be completed only by institutions that have adopted ASU 2016-13.

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RC-48    

Schedule RC-R—Balance Sheet

Part I—Continued

If your institution entered “0” for No in item 31.a, complete items 39 through 55.b, as applicable, and Part II of Schedule RC-R.

If your institution entered “1” for Yes in item 31.a, do not complete items 39 through 55.b or Part II of Schedule RC-R.

Dollar Amounts in Thousands	RCOA		Amount
Tier 2 Capital (1)
39. Tier 2 capital instruments plus related surplus		P866		0	39.
40. Non-qualifying capital instruments subject to phase-out from tier 2 capital		P867		0	40.
41. Total capital minority interest that is not included in tier 1 capital		P868		0	41.
42. Allowance for loan and lease losses includable in tier 2 capital (2, 3)		5310		18,000	42.
43. Not applicable
44. Tier 2 capital before deductions (sum of items 39 through 42)		P870		18,000	44.
45. LESS: Tier 2 capital deductions		P872		0	45.
46. Tier 2 capital (greater of item 44 minus item 45, or zero)		5311		18,000	46.
Total Capital
47. Total capital (sum of items 26 and 46)		3792		9,681,000	47.
Total Risk-Weighted Assets
48. Total risk-weighted assets (from Schedule RC-R, Part II, item 31)		A223		18,490,000	48.
Risk-Based Capital Ratios *		RCOA		Percentage
49. Common equity tier 1 capital ratio (item 19 divided by item 48)		P793		52.2607%	49.
50. Tier 1 capital ratio (item 26 divided by item 48)		7206		52.2607%	50.
51. Total capital ratio (item 47 divided by item 48)		7205		52.3580%	51.
Capital Buffer*
52. Institution-specific capital buffer necessary to avoid limitations on distributions and discretionary bonus payments:
a. Capital conservation buffer		H311		44.3580%	52.a.
		RCOW
b. Institutions subject to Category III capital standards only: Total applicable capital buffer		H312		2.5000%	52.b.
		RCOA		Amount
53. Eligible retained income (4)		H313		NA	53.
54. Distributions and discretionary bonus payments during the quarter (5)		H314		NA	54.
Supplementary Leverage Ratio*
55. Institutions subject to Category III capital standards only: Supplementary leverage ratio information:
a. Total leverage exposure (6)		H015		38,942,000	55.a.
				Percentage
b. Supplementary leverage ratio		H036		24.8138%	55.b.

* Report each ratio as a percentage, rounded to four decimal places, e.g., 12.3456.

1. An institution that has a CBLR framework election in effect as of the quarter-end report date is neither required to calculate tier 2 capital nor make any deductions that would have been taken from tier 2 capital as of the report date.

2. Institutions that have adopted ASU 2016-13 should report the amount of adjusted allowances for credit losses (AACL), as defined in the regulatory capital rule, includable in tier 2 capital in item 42.

3. Institutions that have adopted ASU 2016-13 and have elected to apply the 3-year or the 5-year 2020 CECL transition provision should subtract the applicable portion of the AACL transitional amount or the modified AACL transitional amount, respectively, from the AACL, as defined in the regulatory capital rule, before determining the amount of AACL includable in tier 2 capital. See instructions for further detail on the CECL transition provisions.

4. Non-advanced approaches institutions other than Category III institutions must complete item 53 only if the amount reported in item 52.a above is less than or equal to 2.5000 percent. Category III institutions must complete item 53 only if the amount reported in item 52.a above is less than or equal to the amount reported in item 52.b above.

5. Non-advanced approaches institutions other than Category III institutions must complete item 54 only if the amount reported in Schedule RC- R, Part I, item 52.a, in the Call Report for the previous calendar quarter-end report date was less than or equal to 2.5000 percent. Category III institutions must complete item 54 only if the amount reported in Schedule RC-R, Part I, item 52.a, in the Call Report for the previous calendar quarter-end report date was less than or equal to the amount reported in Schedule RC-R, Part I, item 52.b, in the Call Report for that previous report date.

6. Institutions that have adopted ASU 2016-13 and have elected to apply the 3-year or the 5-year 2020 CECL transition provision should include the applicable portion of the CECL transitional amount or the modified CECL transitional amount, respectively, in item 55.a.

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RC-49    

Schedule RC-R—Continued

Part II. Risk-Weighted Assets

Institutions that entered “1” for Yes in Schedule RC-R, Part I, item 31.a, do not have to complete Schedule RC-R, Part II.

Institutions are required to assign a 100 percent risk weight to all assets not specifically assigned a risk weight under Subpart D of the federal banking agencies’ regulatory capital rules ⁽¹⁾ and not deducted from tier 1 or tier 2 capital.

(Column A)

(Column B)

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

(Column I)

(Column J)

Totals From Schedule RC

Adjustments to Totals Reported in Column A

Allocation by Risk-Weight Category

0%

2%

4%

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Balance Sheet Asset Categories (2)

1. Cash and balances due from depository

RCON D957

RCON S396

RCON D958

RCON D959

RCON S397

RCON D960

RCON S398

institutions

13,597,000

0

13,553,000

44,000

0

0

0

1.

2. Securities:

a. Held-to-maturity

RCON D961

RCON S399

RCON D962

RCON HJ74

RCON HJ75

RCON D963

RCON D964

RCON D965

RCON S400

securities (3)

0

0

0

0

0

0

0

0

0

2.a.

b. Available-for-sale debt securities and equity securities with readily

determinable fair values

RCON JA21

RCON S402

RCON D967

RCON HJ76

RCON HJ77

RCON D968

RCON D969

RCON D970

RCON S403

not held for trading

378,000

0

378,000

0

0

0

0

0

0

2.b.

3. Federal funds sold and securities purchased under

agreements to resell:

RCON D971

RCON D972

RCON D973

RCON S410

RCON D974

RCON S411

a. Federal funds sold

0

0

0

0

0

0

3.a

b. Securities purchased

under agreements to

RCON H171

RCON H172

resell

5,923,000

5,923,000

3.b

4. Loans and leases held for sale:

a. Residential mortgage

RCON S413

RCON S414

RCON H173

RCON S415

RCON S416

RCON S417

exposures

0

0

0

0

0

0

4.a.

b. High volatility

commercial real estate

RCON S419

RCON S420

RCON H174

RCON H175

RCON H176

RCON H177

RCON S421

exposures

0

0

0

0

0

0

0

4.b.

1. For national banks and federal savings associations, 12 CFR Part 3; for state member banks, 12 CFR Part 217; and for state nonmember banks and state savings associations 12 CFR Part 324.

2. All securitization exposures held as on-balance sheet assets of the reporting institution are to be excluded from items 1 through 8 and are to be reported instead in item 9.

3. Institutions that have adopted ASU 2016-13 and have reported held-to-maturity securities net of allowances for credit losses in item 2.a, column A, should report as a negative number in item 2.a, column B, those allowances for credit losses eligible for inclusion in tier 2 capital, which excludes allowances for credit losses on purchased credit-deteriorated assets.

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RC-50    

Schedule RC-R—Continued

Part II—Continued

(Column K)

(Column L)

(Column M)

(Column N)

(Column O)

(Column P)

(Column Q)

(Column R)

(Column S)

Allocation by Risk-Weight Category

Application of Other Risk- Weighting Approaches  (1)

250%

300%

400%

600%

625%

937.5%

1250%

Exposure Amount

Risk-Weighted Asset Amount

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Balance Sheet Asset Categories (continued)

1. Cash and balances due from depository institutions

1.

2. Securities:

a. Held-to-maturity securities

2.a.

b. Available-for-sale debt securities and equity securities with readily determinable fair values not held for trading

RCON S405

RCON S406

RCON H271

RCON H272

0

0

0

0

2.b.

3. Federal funds sold and securities purchased under agreements to resell:

a. Federal funds sold

3.a.

b. Securities purchased under agreements to resell

3.b

4. Loans and leases held for sale:

a. Residential mortgage exposures

RCON H273

RCON H274

0

0

4.a.

b. High volatility commercial real estate exposures

RCON H275

RCON H276

0

0

4.b.

1. Includes, for example, investments in mutual funds/investment funds, exposures collateralized by securitization exposures or mutual funds, separate account bank-owned life insurance, and default fund contributions to central counterparties.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 67 of 86

RC-51    

Schedule RC-R—Continued

Part II—Continued

	(Column A) Totals From Schedule RC		(Column B) Adjustments to Totals Reported in Column A		(Column C)		(Column D)		(Column E)		(Column F)	(Column G)		(Column H)		(Column I)		(Column J)
					Allocation by Risk-Weight Category
					0%		2%		4%		10%	20%		50%		100%		150%
Dollar Amounts in Thousands	Amount		Amount		Amount		Amount		Amount		Amount	Amount		Amount		Amount		Amount
4. Loans and leases held for sale (continued):
c. Exposures past due 90 days or more or on nonaccrual (1)		RCON S423		RCON S424		RCON S425		RCON HJ78		RCON HJ79			RCON S426		RCON S427		RCON S428		RCON S429
		0		0		0		0		0			0		0		0		0	4.c.
d. All other exposures		RCON S431		RCON S432		RCON S433		RCON HJ80		RCON HJ81			RCON S434		RCON S435		RCON S436		RCON S437
		0		0		0		0		0			0		0		0		0	4.d.
5. Loans and leases held for investment: (2)
a. Residential mortgage exposures		RCON S439		RCON S440		RCON H178							RCON S441		RCON S442		RCON S443
		2,417,000		0		1,000							0		2,309,000		107,000			5.a.
b. High volatility commercial real estate exposures
		RCON S445		RCON S446		RCON H179							RCON H180		RCON H181		RCON H182		RCON S447
		0		0		0							0		0		0		0	5.b.
c. Exposures past due 90 days or more or on nonaccrual (3)
		RCON S449		RCON S450		RCON S451		RCON HJ82		RCON HJ83			RCON S452		RCON S453		RCON S454		RCON S455
		0		0		0		0		0			0		0		0		0	5.c.
		RCON S457		RCON S458		RCON S459		RCON HJ84		RCON HJ85			RCON S460		RCON S461		RCON S462		RCON S463
d. All other exposures		13,930,000		0		114,000		0		0			545,000		135,000		12,160,000		976,000	5.d.
6. LESS: Allowance for loan and lease losses (4)		RCON 3123		RCON 3123
		16,000		16,000																6.

1. For loans and leases held for sale, exclude residential mortgage exposures, high volatility commercial real estate exposures, or sovereign exposures that are past due 90 days or more or on nonaccrual.

2. Institutions that have adopted ASU 2016-13 should report as a positive number in column B of items 5.a through 5.d, as appropriate, any allowances for credit losses on purchased credit-deteriorated assets reported in column A of items 5.a through 5.d, as appropriate.

3. For loans and leases held for investment, exclude residential mortgage exposures, high volatility commercial real estate exposures, or sovereign exposures that are past due 90 days or more or on nonaccrual.

4. Institutions that have adopted ASU 2016-13 should report the allowance for credit losses on loans and leases in item 6, columns A and B.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 68 of 86

RC-52    

Schedule RC-R—Continued

Part II—Continued

(Column K)

(Column L)

(Column M)

(Column N)

(Column O)

(Column P)

(Column Q)

(Column R)

(Column S)

Allocation by Risk-Weight Category

Application of Other Risk- Weighting Approaches (1)

250%

300%

400%

600%

625%

937.5%

1250%

Exposure Amount

Risk-Weighted Asset Amount

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

4. Loans and leases held for sale (continued):

c. Exposures past due 90 days or more or on nonaccrual (2)

RCON H277

RCON H278

0

0

4.c.

d. All other exposures

RCON H279

RCON H280

0

0

4.d.

5. Loans and leases held for investment:

a. Residential mortgage exposures

RCON H281

RCON H282

0

0

5.a.

b. High volatility commercial real estate exposures

RCON H283

RCON H284

0

0

5.b.

c. Exposures past due 90 days or more or on nonaccrual (3)

RCON H285

RCON H286

0

0

5.c.

d. All other exposures

RCON H287

RCON H288

0

0

5.d.

6. LESS: Allowance for loan and lease losses

6.

1. Includes, for example, investments in mutual funds/investment funds, exposures collateralized by securitization exposures or mutual funds, separate account bank-owned life insurance, and default fund contributions to central counterparties.

2. For loans and leases held for sale, exclude residential mortgage exposures, high volatility commercial real estate exposures, or sovereign exposures that are past due 90 days or more or on nonaccrual.

3. For loans and leases held for investment, exclude residential mortgage exposures, high volatility commercial real estate exposures, or sovereign exposures that are past due 90 days or more or on nonaccrual.

06/2012    

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 69 of 86

RC-53    

Schedule RC-R—Continued

Part II—Continued

(Column A) Totals From Schedule RC

(Column B) Adjustments to Totals Reported in Column A

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

(Column I)

(Column J)

Allocation by Risk-Weight Category

0%

2%

4%

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

RCON D976

RCON S466

RCON D977

RCON HJ86

RCON HJ87

RCON D978

RCON D979

RCON D980

RCON S467

7.

Trading assets

0

0

0

0

0

0

0

0

0

7.

RCON D981

RCON S469

RCON D982

RCON HJ88

RCON HJ89

RCON D983

RCON D984

RCON D985

RCON H185

8.

All other assets (1, 2, 3)

2,496,000

728,000

105,000

0

0

53,000

1,000

1,144,000

9,000

8.

a.  Separate account bank-owned life insurance

8.a.

b. Default fund contributions to central counterparties

8.b.

1. Includes premises and fixed assets; other real estate owned; investments in unconsolidated subsidiaries and associated companies; direct and indirect investments in real estate ventures; intangible assets; and other assets.

2. Institutions that have adopted ASU 2016-13 and have elected to apply the 3-year or the 5-year 2020 CECL transition provision should report as a positive number in item 8, column B, the applicable portion of the DTA transitional amount as determined in accordance with the 3-year or the 5-year 2020 CECL transitional amount, respectively.

3. Institutions that have adopted ASU 2016-13 and have reported any assets net of allowances for credit losses in item 8, column A, should report as a negative number in item 8, column B, those allowances for credit losses eligible for inclusion in tier 2 capital, which excludes allowances for credit losses on purchased credit-deteriorated assets.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 70 of 86

RC-54     

Schedule RC-R—Continued

Part II—Continued

		(Column K)	(Column L)	(Column M)	(Column N)	(Column O)	(Column P)	(Column Q)	(Column R)	(Column S)
		Allocation by Risk-Weight Category							Application of Other Risk- Weighting Approaches  (1)
		250%	300%	400%	600%	625%	937.5%	1250%	Exposure Amount	Risk-Weighted Asset Amount
	Dollar Amounts in Thousands	Amount	Amount	Amount	Amount	Amount	Amount	Amount	Amount	Amount
			RCON H186	RCON H290	RCON H187				RCON H291	RCON H292
7.	Trading assets		0	0	0				0	0	7.
		RCON H293	RCON H188	RCON S470	RCON S471				RCON H294	RCON H295
8.	All other assets (2)	456,000	0	0	0				0	0	8.
	a.  Separate account bank-
	owned life insurance								RCON H296	RCON H297
									0	0	8.a.
	b. Default fund contributions
	to central counterparties								RCON H298	RCON H299
									0	0	8.b.

1. Includes, for example, investments in mutual funds/investment funds, exposures collateralized by securitization exposures or mutual funds, separate account bank-owned life insurance, and default fund contributions to central counterparties.

2. Includes premises and fixed assets; other real estate owned; investments in unconsolidated subsidiaries and associated companies; direct and indirect investments in real estate ventures; intangible assets; and other assets.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 71 of 86

RC-55    

Schedule RC-R—Continued

Part II—Continued

	(Column A) Totals		(Column B) Adjustments to Totals Reported in Column A		(Column Q)		(Column T)		(Column U)
					Allocation by Risk-Weight Category (Exposure Amount)		Total Risk-Weighted Asset Amount by Calculation Methodology
					1250%		SSFA (1)		Gross-Up
Dollar Amounts in Thousands	Amount		Amount		Amount		Amount		Amount
Securitization Exposures: On- and Off-Balance Sheet
9. On-balance sheet securitization exposures:		RCON S475		RCON S476		RCON S477		RCON S478		RCON S479
a. Held-to-maturity securities (2)		0		0		0		0		0	9.a.
		RCON S480		RCON S481		RCON S482		RCON S483		RCON S484
b. Available-for-sale securities		0		0		0		0		0	9.b.
		RCON S485		RCON S486		RCON S487		RCON S488		RCON S489
c. Trading assets		0		0		0		0		0	9.c
		RCON S490		RCON S491		RCON S492		RCON S493		RCON S494
d. All other on-balance sheet securitization exposures		0		0		0		0		0	9.d
		RCON S495		RCON S496		RCON S497		RCON S498		RCON S499
10. Off-balance sheet securitization exposures		0		0		0		0		0	10.

1. Simplified Supervisory Formula Approach.

2. Institutions that have adopted ASU 2016-13 and have reported held-to-maturity securities net of allowances for credit losses in item 9.a, column A, should report as a negative number in item 9.a, column B, those allowances for credit losses eligible for inclusion in tier 2 capital, which excludes allowances for credit losses on purchased credit-deteriorated assets.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 72 of 86

RC-56    

Schedule RC-R—Continued

Part II—Continued

Dollar Amounts in Thousands

(Column A)

(Column B)

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

(Column I)

(Column J)

Totals From Schedule RC

Adjustments to Totals Reported in Column A

Allocation by Risk-Weight Category

0%

2%

4%

10%

20%

50%

100%

150%

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

11. Total balance sheet

RCON 2170

RCON S500

RCON D987

RCON HJ90

RCON HJ91

RCON D988

RCON D989

RCON D990

RCON S503

assets (1)

38,725,000

6,635,000

14,151,000

0

0

642,000

2,445,000

13,411,000

985,000

11.

(Column K)

(Column L)

(Column M)

(Column N)

(Column O)

(Column P)

(Column Q)

(Column R)

Allocation by Risk-Weight Category

Application of Other Risk- Weighting Approaches

250%

300%

400%

600%

625%

937.5%

1250%

Exposure Amount

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

11. Total balance sheet

RCON S504

RCON S505

RCON S506

RCON S507

RCON S510

RCON H300

assets (1)

456,000

0

0

0

0

0

11.

1. For each of columns A through R of item 11, report the sum of items 1 through 9. For item 11, the sum of columns B through R must equal column A. Item 11, column A, must equal Schedule RC, item 12.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 88 of 86

RC-57    

Schedule RC-R—Continued

Part II—Continued

	(Column A) Face, Notional, or Other Amount		CCF (1)		(Column B) Credit Equivalent Amount (2)	(Column C)	(Column D)	(Column E)	(Column F)	(Column G)	(Column H)	(Column I)	(Column J)
						Allocation by Risk-Weight Category
						0%	2%	4%	10%	20%	50%	100%	150%
Dollar Amounts in Thousands	Amount				Amount	Amount	Amount	Amount	Amount	Amount	Amount	Amount	Amount
Derivatives, Off-Balance Sheet Items, and Other Items Subject to Risk Weighting (Excluding Securitization Exposures) (3)
12.  Financial standby letters of credit		RCON D991			RCON D992	RCON D993	RCON HJ92	RCON HJ93		RCON D994	RCON D995	RCON D996	RCON S511
		241,000		1.0	241,000	0	0	0		4,000	3,000	234,000	0	12.
13.  Performance standby letters of credit and transaction-related contingent items
		RCON D997			RCON D998	RCON D999				RCON G603	RCON G604	RCON G605	RCON S512
		102,000		0.5	51,000	0				0	1,000	50,000	0	13.
14.  Commercial and similar letters of credit with an original maturity of one year or less
		RCON G606			RCON G607	RCON G608	RCON HJ94	RCON HJ95		RCON G609	RCON G610	RCON G611	RCON S513
		0		0.2	0	0	0	0		0	0	0	0	14.
15.  Retained recourse on small business obligations sold with recourse
		RCON G612			RCON G613	RCON G614				RCON G615	RCON G616	RCON G617	RCON S514
		0		1.0	0	0				0	0	0	0	15.

1. Credit conversion factor.

2. Column A multiplied by credit conversion factor. For each of items 12 through 21, the sum of columns C through J plus column R must equal column B.

3. All derivatives and off-balance sheet items that are securitization exposures are to be excluded from items 12 through 21 and are to be reported instead in item 10.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041  

Page 74 of 86 

RC-58    

Schedule RC-R—Continued

Part II—Continued

	(Column A) Face, Notional, or Other Amount		CCF (1)		(Column B) Credit Equivalent Amount (2)		(Column C)		(Column D)		(Column E)		(Column F)		(Column G)		(Column H)		(Column I)		(Column J)
							Allocation by Risk-Weight Category
							0%		2%		4%		10%		20%		50%		100%		150%
Dollar Amounts in Thousands	Amount				Amount		Amount		Amount		Amount		Amount		Amount		Amount		Amount		Amount
16. Repo-style transactions (3)		RCON S515				RCON S516		RCON S517		RCON S518		RCON S519				RCON S520		RCON S521		RCON S522		RCON S523
		47,000		1.0		47,000		0		0		0				0		0		47,000		0	16.
17. All other off-balance sheet liabilities		RCON G618				RCON G619		RCON G620								RCON G621		RCON G622		RCON G623		RCON S524
		0		1.0		0		0								0		0		0		0	17.
18. Unused commitments (exclude unused commitments to asset-backed commercial paper conduits):
a. Original maturity of one year or less		RCON S525				RCON S526		RCON S527		RCON HJ96		RCON HJ97				RCON S528		RCON S529		RCON S530		RCON S531
		65,000		0.2		13,000		0		0		0				0		0		13,000		0	18.a.
b. Original maturity exceeding one year
		RCON G624				RCON G625		RCON G626		RCON HJ98		RCON HJ99				RCON G627		RCON G628		RCON G629		RCON S539
		1,908,000		0.5		954,000		84,000		0		0				103,000		88,000		679,000		0	18.b.
19. Unconditionally cancelable commitments		RCON S540				RCON S541
		0		0.0		0																	19.
20. Over-the-counter derivatives						RCON S542		RCON S543		RCON HK00		RCON HK01		RCON S544		RCON S545		RCON S546		RCON S547		RCON S548
						15,000		0		0		0		0		15,000		0		0		0	20.
21. Centrally cleared derivatives						RCON S549		RCON S550		RCON S551		RCON S552				RCON S554		RCON S555		RCON S556		RCON S557
						796,000		0		796,000		0				0		0		0		0	21.
22. Unsettled transactions (failed trades) (4)		RCON H191						RCON H193								RCON H194		RCON H195		RCON H196		RCON H197
		0						0								0		0		0		0	22.

1. Credit conversion factor.

2. For items 16 through 19, column A multiplied by credit conversion factor.

3. Includes securities purchased under agreements to resell (reverse repos), securities sold under agreements to repurchase (repos), securities borrowed, and securities lent.

4. For item 22, the sum of columns C through Q must equal column A.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 75 of 86

RC-59    

Schedule RC-R—Continued

Part II—Continued

	(Column O)		(Column P)		(Column Q)		(Column R)		(Column S)
	Allocation by Risk-Weight Category						Application of Other Risk- Weighting Approaches(1)
	625%		937.5%		1250%		Credit Equivalent Amount		Risk-Weighted Asset Amount
Dollar Amounts in Thousands	Amount		Amount		Amount		Amount		Amount
16. Repo-style transactions(2)								RCON H301		RCON H302
								0		0	16.
17. All other off-balance sheet liabilities											17.
18. Unused commitments (exclude unused commitments to asset-backed commercial paper conduits):
a.   Original maturity of one year or less								RCON H303		RCON H304
								0		0	18a.
b.  Original maturity exceeding one year								RCON H307		RCON H308
								0		0	18b.
19. Unconditionally cancelable commitments											19.
20. Over-the-counter derivatives								RCON H309		RCON H310
								0		0	20.
21. Centrally cleared derivatives											21.
22. Unsettled transactions (failed trades)(3)		RCON H198		RCON H199		RCON H200
		0		0		0					22.

1. Includes, for example, exposures collateralized by securitization exposures or mutual funds.

2. Includes securities purchased under agreements to resell (reverse repos), securities sold under agreements to repurchase (repos), securities borrowed, and securities lent.

3. For item 22, the sum of columns C through Q must equal column A.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 76 of 86

RC-60    

Schedule RC-R—Continued

Part II—Continued

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

(Column I)

(Column J)

Allocation by Risk-Weight Category

0%

2%

4%

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

Amount

Amount

Amount

Amount

Amount

Amount

Amount

23. Total assets, derivatives, off-balance sheet items, and other items subject to risk weighting by risk- weight category (for each of columns C through P, sum of items 11 through 22; for column Q, sum of items 10 through 22)

RCON G630

RCON S558

RCON S559

RCON S560

RCON G631

RCON G632

RCON G633

RCON S561

14,235,000

796,000

0

0

764,000

2,537,000

14,434,000

985,000

23.

24. Risk-weight factor

X 0%

X2%

X4%

X10%

X20%

X50%

X100%

X150%

24.

25. Risk-weighted assets by risk-weight category (for each column, item 23 multiplied by item 24)

RCON G634

RCON S569

RCON S570

RCON S571

RCON G635

RCON G636

RCON G637

RCON S572

0

16,000

0

0

153,000

1,269,000

14,434,000

1,478,000

25.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 77 of 86

RC-61    

Schedule RC-R—Continued

Part II—Continued

	(Column K)		(Column L)		(Column M)		(Column N)		(Column O)			(Column P)		(Column Q)
	Allocation by Risk-Weight Category
	250%		300%		400%		600%		625%			937.5%		1250%
Dollar Amounts in Thousands	Amount		Amount		Amount		Amount		Amount			Amount		Amount
23. Total assets, derivatives, off-balance sheet items, and other items subject to risk weighting by risk-weight category (for each of columns C through P, sum of items 11 through 22; for column Q, sum of items 10 through 22)
		RCON S562		RCON S563		RCON S564		RCON S565		RCON S566			RCON S567		RCON S568
		456,000		0		0		0		0			0		0	23.
24. Risk-weight factor		X 250%		X 300%		X 400%		X 600%		X 625%			X 937.5%		X 1250%	24.
25. Risk-weighted assets by risk-weight category (for each column, item 23 multiplied by item 24)
		RCON S573		RCON S574		RCON S575		RCON S576		RCON S577			RCON S578		RCON S579
		1,140,000		0		0		0		0			0		0	25.
												Totals
Dollar Amounts in Thousands												RCON		Amount
26. Risk-weighted assets base for purposes of calculating the allowance for loan and lease losses 1.25 percent threshold (1)													S580		18,490,000	26.
27. Standardized market-risk weighted assets (applicable only to banks that are covered by the market risk capital rules)													S581		0	27.
28. Risk-weighted assets before deductions for excess allowance for loan and lease losses and allocated transfer risk reserve (2, 3)													B704		18,490,000	28.
29. LESS: Excess allowance for loan and lease losses (4, 5)													A222		0	29.
30. LESS: Allocated transfer risk reserve													3128		0	30.
31. Total risk-weighted assets (item 28 minus items 29 and 30)													G641		18,490,000	31.

1. For institutions that have adopted ASU 2016-13, the risk-weighted assets base reported in item 26 is for purposes of calculating the adjusted allowances for credit losses (AACL) 1.25 percent threshold.

2. Sum of items 2.b through 20, column S; items 9.a, 9.b, 9.c, 9.d, and 10, columns T and U; item 25, columns C through Q; and item 27 (if applicable).

3. For institutions that have adopted ASU 2016-13, the risk-weighted assets reported in item 28 represents the amount of risk-weighted assets before deductions for excess AACL and allocated transfer risk reserve.

4. Institutions that have adopted ASU 2016-13 should report the excess AACL.

5. Institutions that have adopted ASU 2016-13 and have elected to apply the 3-year or the 5-year 2020 CECL transition provision should subtract the applicable portion of the AACL transitional amount or the modified AACL transitional amount, respectively, from the AACL, as defined in the regulatory capital rule, before determining the amount of excess AACL.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 78 of 86

RC-62     

Schedule RC-R—Continued

Part II—Continued

Memoranda

Dollar Amounts in Thousands

RCON

Amount

1. Current credit exposure across all derivative contracts covered by the regulatory capital rules

G642

388,000

M.1.

With a remaining maturity of

(Column A) One year or less

(Column B) Over one year through five years

(Column C) Over five years

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

2. Notional principal amounts of over-the-counter derivative contracts:

a. Interest rate

S582

168,000

S583

228,000

S584

104,000

M.2.a.

b. Foreign exchange rate and gold

S585

0

S586

0

S587

0

M.2.b.

c. Credit (investment grade reference asset)

S588

0

S589

0

S590

0

M.2.c.

d. Credit (non-investment grade reference asset)

S591

0

S592

0

S593

0

M.2.d.

e. Equity

S594

0

S595

0

S596

0

M.2.e.

f. Precious metals (except gold)

S597

0

S598

0

S599

0

M.2.f.

g. Other

S600

0

S601

0

S602

0

M.2.g.

3. Notional principal amounts of centrally cleared derivative contracts:

a. Interest rate

S603

5,796,000

S604

13,317,000

S605

3,155,000

M.3.a.

b. Foreign exchange rate and gold

S606

0

S607

0

S608

0

M.3.b.

c. Credit (investment grade reference asset)

S609

0

S610

0

S611

0

M.3.c.

d. Credit (non-investment grade reference asset)

S612

0

S613

0

S614

0

M.3.d.

e. Equity

S615

0

S616

0

S617

0

M.3.e.

f. Precious metals (except gold)

S618

0

S619

0

S620

0

M.3.f.

g. Other

S621

0

S622

0

S623

0

M.3.g.

Dollar Amounts in Thousands

RCON

Amount

4. Amount of allowances for credit losses on purchased credit-deteriorated assets: (1)

a. Loans and leases held for investment

JJ30

0

M.4.a.

b. Held-to-maturity debt securities

JJ31

0

M.4.b.

c. Other financial assets measured at amortized cost

JJ32

0

M.4.c.

1. Memorandum items 4.a through 4.c should be completed only by institutions that have adopted ASU 2016-13.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 79 of 86

RC-63     

Schedule RC-S—Servicing, Securitization, and Asset Sale Activities

	(Column A) 1–4 Family Residential Loans				(Column B to Column F) Not applicable		(Column G) All Other Loans, All Leases, and All Other Assets
Dollar Amounts in Thousands	RCON		Amount		RCON	Amount	RCON		Amount
Bank Securitization Activities
1. Outstanding principal balance of assets sold and securitized by the reporting bank with servicing retained or with recourse or other seller-provided credit enhancements		B705		0				B711		0	1.
2. Maximum amount of credit exposure arising from recourse or other seller-provided credit enhancements provided to structures reported in item 1		HU09		0				HU15		0	2.
3. Not applicable
4. Past due loan amounts included in item 1:
a. 30–89 days past due		B733		0				B739		0	4.a.
b. 90 days or more past due		B740		0				B746		0	4.b.
5. Charge-offs and recoveries on assets sold and securitized with servicing retained or with recourse or other seller-provided credit enhancements (calendar year-to-date):		RIAD						RIAD
a. Charge-offs		B747		0				B753		0	5.a.
b. Recoveries		B754		0				B760		0	5.b.
Item 6 is to be completed by banks with $10 billion or more in total assets. (1)
6. Total amount of ownership (or seller’s) interest carried as securities or loans								RCON
								HU19		0	6.
7. and 8. Not applicable
For Securitization Facilities Sponsored By or Otherwise Established By Other Institutions
9. Maximum amount of credit exposure arising from credit enhancements provided by the reporting bank to other institutions’ securitization structures in the form of standby letters of credit, purchased subordinated securities, and other enhancements		RCON
		B776		0				B782		0	9.
Item 10 is to be completed by banks with $10 billion or more in total assets (1)
10. Reporting bank’s unused commitments to provide liquidity to other institutions’ securitization structures		B783		0				B789		0	10.
Bank Asset Sales
11. Assets sold with recourse or other seller-provided credit enhancements and not securitized by the reporting bank		B790		0				B796		0	11.
12. Maximum amount of credit exposure arising from recourse or other seller-provided credit enhancements provided to assets reported in item 11		B797		0				B803		0	12.

1. The $10 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 80 of 86

RC-64     

Schedule RC-S—Continued

Memoranda

Dollar Amounts in Thousands	RCON		Amount
1. Not applicable
2. Outstanding principal balance of assets serviced for others (includes participations serviced for others):
a. Closed-end 1–4 family residential mortgages serviced with recourse or other servicer-provided credit enhancement		B804		0	M.2.a.
b. Closed-end 1–4 family residential mortgages serviced with no recourse or other servicer-provided credit enhancement		B805		0	M.2.b.
c. Other financial assets (includes home equity lines) (1)		A591		0	M.2.c.
d. 1–4 family residential mortgages serviced for others that are in process of foreclosure at quarter-end (includes closed-end and open-end loans)		F699		0	M.2.d.
Memorandum item 3 is to be completed by banks with $10 billion or more in total assets. (2)
3. Asset-backed commercial paper conduits:
a. Maximum amount of credit exposure arising from credit enhancements provided to conduit structures in the form of standby letters of credit, subordinated securities, and other enhancements:
(1) Conduits sponsored by the bank, a bank affiliate, or the bank’s holding company		B806		0	M.3.a.(1)
(2) Conduits sponsored by other unrelated institutions		B807		0	M.3.a.(2)
b. Unused commitments to provide liquidity to conduit structures:
(1) Conduits sponsored by the bank, a bank affiliate, or the bank’s holding company		B808		0	M.3.b.(1)
(2) Conduits sponsored by other unrelated institutions		B809		0	M.3.b.(2)
4. Outstanding credit card fees and finance charges included in Schedule RC-S, item 1, column G (2), (3)		C407		0	M.4.

1. Memorandum item 2.c is to be completed if the principal balance of other financial assets serviced for others is more than $10 million.

2. The $10 billion asset-size test is based on the total assets reported on the June 30, 2022, Report of Condition.

3. Memorandum item 4 is to be completed by banks with $10 billion or more in total assets that (1) together with affiliated institutions, have outstanding credit card receivables (as defined in the instructions) that exceed $500 million as of the report date, or (2) are credit card specialty banks as defined for Uniform Bank Performance Report purposes.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 81 of 86

RC-65    

Schedule RC-T—Fiduciary and Related Services

	RCON	Yes		No
1. Does the institution have fiduciary powers? (If “NO,” do not complete Schedule RC-T.)	A345	x			1.
2. Does the institution exercise the fiduciary powers it has been granted?	A346	x			2.
3. Does the institution have any fiduciary or related activity (in the form of assets or accounts) to report in this schedule? (If “NO,” do not complete the rest of Schedule RC-T.)
	B867	x			3.

If the answer to item 3 is “YES,” complete the applicable items of Schedule RC-T, as follows:

Institutions with total fiduciary assets (item 10, sum of columns A and B) greater than $250 million (as of the preceding December 31 report date) or with gross fiduciary and related services income greater than 10 percent of revenue (net interest income plus noninterest income) for the preceding calendar year must complete:

• Items 4 through 22 and Memorandum item 3 quarterly,

• Items 23 through 26 annually with the December report, and

• Memorandum items 1, 2, and 4 annually with the December report.

Institutions with total fiduciary assets (item 10, sum of columns A and B) less than or equal to $250 million (as of the preceding December 31 report date) that do not meet the fiduciary income test for quarterly reporting must complete:

• Items 4 through 13 annually with the December report, and

• Memorandum items 1 through 3 annually with the December report.

• Institutions with total fiduciary assets greater than $100 million but less than or equal to $250 million (as of the preceding December 31 report date) that do not meet the fiduciary income test for quarterly reporting must also complete Memorandum item 4 annually with the December report.

	(Column A) Managed Assets		(Column B) Non-Managed Assets		(Column C) Number of Managed Accounts		(Column D) Number of Non-Managed Accounts
Dollar Amounts in Thousands	Amount		Amount		Number		Number
Fiduciary and Related Assets		RCON B868		RCON B869		RCON B870		RCON B871
4. Personal trust and agency accounts		0		4,000		2		2	4.
5. Employee benefit and retirement-related trust and agency accounts:
a.   Employee benefit—defined contribution		RCON B872		RCON B873		RCON B874		RCON B875
		2,000		0		1		0	5.a.
b.  Employee benefit—defined benefit		RCON B876		RCON B877		RCON B878		RCON B879
		8,000		0		3		0	5.b.
c.   Other employee benefit and retirement- related accounts		RCON B880		RCON B881		RCON B882		RCON B883
		133,000		0		124		1	5.c.
6. Corporate trust and agency accounts		RCON B884		RCON B885		RCON C001		RCON C002
		0		82,131,000		0		17,830	6.
7. Investment management and investment advisory agency accounts		RCON B886		RCON J253		RCON B888		RCON J254
		13,461,000		61,000		2,722		28	7.
8. Foundation and endowment trust and agency accounts		RCON J255		RCON J256		RCON J257		RCON J258
		613,000		0		39		0	8.
9. Other fiduciary accounts		RCON B890		RCON B891		RCON B892		RCON B893
		0		0		0		0	9.
10. Total fiduciary accounts (sum of items 4 through 9)		RCON B894		RCON B895		RCON B896		RCON B897
		14,217,000		82,196,000		2,891		17,861	10.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 82 of 86

RC-66    

Schedule RC-T—Continued

	(Column A) Managed Assets		(Column B) Non-Managed Assets		(Column C) Number of Managed Accounts		(Column D) Number of Non-Managed Accounts
Dollar Amounts in Thousands	Amount		Amount		Number		Number
11. Custody and safekeeping accounts				RCON B898				RCON B899
				27,067,000				3,299	11.
12. Not applicable
13. Individual Retirement Accounts, Health Savings Accounts, and other similar accounts (included in items 5.c and 11)
		RCON J259		RCON J260		RCON J261		RCON J262
		129,000		390,000		122		479	13.

Dollar Amounts in Thousands	RIAD		Amount
Fiduciary and Related Services Income
14. Personal trust and agency accounts		B904		0	14.
15. Employee benefit and retirement-related trust and agency accounts:
a.   Employee benefit—defined contribution		B905		0	15.a.
b.  Employee benefit—defined benefit		B906		0	15.b.
c.   Other employee benefit and retirement-related accounts		B907		1,000	15.c.
16. Corporate trust and agency accounts		A479		244,000	16.
17. Investment management and investment advisory agency accounts		J315		23,000	17.
18. Foundation and endowment trust and agency accounts		J316		2,000	18.
19. Other fiduciary accounts		A480		0	19.
20. Custody and safekeeping accounts		B909		9,000	20.
21. Other fiduciary and related services income		B910		0	21.
22. Total gross fiduciary and related services income (sum of items 14 through 21) (must equal Schedule RI, item 5.a)
		4070		279,000	22.
23. Less: Expenses		C058		143,000	23.
24. Less: Net losses from fiduciary and related services		A488		0	24.
25. Plus: Intracompany income credits for fiduciary and related services		B911		0	25.
26. Net fiduciary and related services income		A491		136,000	26.

Memoranda

(Column A) Personal Trust and Agency and Investment Management Agency Accounts

(Column B) Employee Benefit and Retirement-Related Trust and Agency Accounts

(Column C) All Other Accounts

Dollar Amounts in Thousands

RCON

Amount

RCON

Amount

RCON

Amount

1. Managed assets held in fiduciary accounts:

a.   Noninterest-bearing deposits

J263

(28,000

)

J264

0

J265

0

M.1.a.

b.  Interest-bearing deposits

J266

318,000

J267

3,000

J268

5,000

M.1.b.

c.   U.S. Treasury and U.S. Government agency obligations

J269

737,000

J270

14,000

J271

67,000

M.1.c.

d.  State, county, and municipal obligations

J272

1,854,000

J273

0

J274

12,000

M.1.d.

e.   Money market mutual funds

J275

570,000

J276

3,000

J277

26,000

M.1.e.

f.   Equity mutual funds

J278

1,153,000

J279

35,000

J280

57,000

M.1.f.

g.  Other mutual funds

J281

638,000

J282

18,000

J283

23,000

M.1.g.

h.  Common trust funds and collective investment funds

J284

845,000

J285

0

J286

0

M.1.h.

i.   Other short-term obligations

J287

660,000

J288

2,000

J289

18,000

M.1.i.

j.   Other notes and bonds

J290

1,945,000

J291

24,000

J292

212,000

M.1.j.

k.  Investments in unregistered funds and private equity investments

J293

64,000

J294

1,000

J295

1,000

M.1.k.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS 00623 New York, NY 10019
	FFIEC 041 Page 83 of 86 RC-67

Schedule RC-T—Continued

Memoranda—Continued

	(Column A)		(Column B)		(Column C)
	Personal Trust and  Agency and Investment  Management Agency  Accounts		Employee Benefit  and Retirement-Related  Trust and Agency  Accounts		All Other Accounts
Dollar Amounts in Thousands	RCON	Amount	RCON	Amount	RCON	Amount
1. l. Other common and preferred stocks	J296	4,253,000	J297	43,000	J298	192,000	M.1.l.
m. Real estate mortgages	J299	0	J300	0	J301	0	M.1.m.
n. Real estate	J302	44,000	J303	0	J304	0	M.1.n.
o. Miscellaneous assets	J305	408,000	J306	0	J307	0	M.1.o.
p. Total managed assets held in fiduciary accounts (for each column, sum of Memorandum items 1.a through 1.o)
	J308	13,461,000	J309	143,000	J310	613,000	M.1.p.
			(Column A)		(Column B)
			Managed Assets		Number of Managed Accounts
Dollar Amounts in Thousands			RCON	Amount	RCON	Number
1. q. Investments of managed fiduciary accounts in advised or sponsored mutual funds
			J311	226,000	J312	2,036	M.1.q.
			(Column A)		(Column B)
			Number of Issues		Principal Amount Outstanding
Dollar Amounts in Thousands			RCON	Number	Amount
2. Corporate trust and agency accounts:					RCON B928
a. Corporate and municipal trusteeships			B927	6,102	1,179,867,000		M.2.a.
					RCON J314
(1) Issues reported in Memorandum item 2.a that are in default			J313	322	25,636,000		M.2.a.(1)
b. Transfer agent, registrar, paying agent, and other corporate agency			B929	21,482			M.2.b.
Memorandum items 3.a through 3.h are to be completed by banks with collective investment funds and common trust funds with a total market value of $1 billion or more as of the preceding December 31 report date. Memorandum item 3.h only is to be completed by banks with collective investment funds and common trust funds with a total market value of less than $1 billion as of the preceding December 31 report date.
			(Column A)		(Column B)
			Number of Funds		Market Value of Fund Assets
Dollar Amounts in Thousands			RCON	Number	RCON	Amount
3. Collective investment funds and common trust funds
a. Domestic equity			B931	3	B932	396,000	M.3.a.
b. International/Global equity			B933	1	B934	165,000	M.3.b.
c. Stock/Bond blend			B935	0	B936	0	M.3.c.
d. Taxable bond			B937	1	B938	99,000	M.3.d.
e. Municipal bond			B939	1	B940	184,000	M.3.e.
f. Short-term investments/Money market			B941	0	B942	0	M.3.f.
g. Specialty/Other			B943	0	B944	0	M.3.g.
h. Total collective investment funds
(sum of Memorandum items 3.a through 3.g)			B945	6	B946	844,000	M.3.h.

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00623

New York, NY 10019

FFIEC 041 

Page 84 of 86

RC-68    

Memoranda—Continued

(Column A) Gross Losses Managed Accounts

(Column B) Gross Losses Non-Managed Accounts

(Column C) Recoveries

Dollar Amounts in Thousands

RIAD

Amount

RIAD

Amount

RIAD

Amount

4. Fiduciary settlements, surcharges, and other losses:

a.   Personal trust and agency accounts

B947

0

B948

0

B949

0

M.4.a.

b.  Employee benefit and retirement-related trust and agency accounts

B950

0

B951

0

B952

0

M.4.b.

c.   Investment management and investment advisory agency accounts

B953

0

B954

0

B955

0

M.4.c.

d.  Other fiduciary accounts and related services

B956

0

B957

0

B958

0

M.4.d.

e.   Total fiduciary settlements, surcharges, and other losses (sum of Memorandum items 4.a through 4.d) (sum of columns A and B minus column C must equal Schedule RC-T, item 24)

B959

0

B960

0

B961

0

M.4.e.

Person to whom questions about Schedule RC-T—Fiduciary and Related Services should be directed:

Scott Iacono, Director

Name and Title (TEXT B962)

Scott.Iacono@db.com

E-mail Address (TEXT B926)

212-250-8948

Area Code / Phone Number / Extension (TEXT B963)

212-797-0541

Area Code / FAX Number (TEXT B964)

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 85 of 86

RC-69    

Schedule RC-V—Variable Interest Entities ⁽¹⁾

	(Column A)				(Column B)
	Securitization Vehicles				Other VIEs
Dollar Amounts in Thousands	RCON		Amount		RCON		Amount
1. Assets of consolidated variable interest entities (VIEs) that can be used only to settle obligations of the consolidated VIEs:
a. Cash and balances due from depository institutions		J981		0		JF84		0	1.a.
b. Securities not held for trading		HU20		0		HU21		0	1.b.
c. Loans and leases held for investment, net of allowance, and held for sale		HU22		0		HU23		0	1.c.
d. Other real estate owned		K009		0		JF89		0	1.d.
e. Other assets		JF91		0		JF90		0	1.e.
2. Liabilities of consolidated VIEs for which creditors do not have recourse to the general credit of the reporting bank:
a. Other borrowed money		JF92		0		JF85		0	2.a.
b. Other liabilities		JF93		0		JF86		0	2.b.
3. All other assets of consolidated VIEs (not included in items 1.a through 1.e above)		K030		0		JF87		0	3.
4. All other liabilities of consolidated VIEs (not included in items 2.a and 2.b above)		K033		0		JF88		0	4.
Dollar Amounts in Thousands					RCON		Amount
5. Total assets of asset-backed commercial paper (ABCP) conduit VIEs						JF77		0	5.
6. Total liabilities of ABCP conduit VIEs						JF78		0	6.

1. Institutions that have adopted ASU 2016-13 should report assets net of any applicable allowance for credit losses.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041 

Page 86 of 86

RC-70    

Optional Narrative Statement Concerning the Amounts

Reported in the Consolidated Reports of Condition and Income

The management of the reporting bank may, if it wishes, submit a brief narrative statement on the amounts reported in the Consolidated Reports of Condition and Income. This optional statement will be made available to the public, along with the publicly available data in the Consolidated Reports of Condition and Income, in response to any request for individual bank report data. However, the information reported in Schedule RI-E, item 2.g; Schedule RC-C, Part I, Memorandum items 17.a and 17.b; Schedule RC-O, Memorandum items 6 through 9, 14, 15, and 18; and Schedule RC-P, items 7.a and 7.b, is regarded as confidential and will not be made available to the public on an individual institution basis. BANKS CHOOSING TO SUBMIT THE NARRATIVE STATEMENT SHOULD ENSURE THAT THE STATEMENT DOES NOT CONTAIN THE NAMES OR OTHER IDENTIFICATIONS OF INDIVIDUAL BANK CUSTOMERS, REFERENCES TO THE AMOUNTS REPORTED IN THE CONFIDENTIAL ITEMS IDENTIFIED ABOVE, OR ANY OTHER INFORMATION THAT THEY ARE NOT WILLING TO HAVE MADE PUBLIC OR THAT WOULD COMPROMISE THE PRIVACY OF THEIR CUSTOMERS. Banks choosing not to make a statement may check the “No comment” box below and should make no entries of any kind in the space provided for the narrative statement; i.e., DO NOT enter in this space such phrases as “No statement,” “Not applicable,” “N/A,” “No comment,” and “None.”

The optional statement must be entered on this sheet. The statement should not exceed 100 words. Further, regardless of the number of words, the statement must not exceed 750 characters, including punctuation, indentation, and standard spacing between words and sentences. If any submission should

exceed 750 characters, as defined, it will be truncated at 750 characters with no notice to the submitting bank and the truncated statement will appear as the bank’s statement both on agency computerized records and in computer-file releases to the public.

All information furnished by the bank in the narrative statement must be accurate and not misleading. Appropriate efforts shall be taken by the submitting bank to ensure the statement’s accuracy.

If, subsequent to the original submission, material changes are submitted for the data reported in the Consolidated Reports of Condition and Income, the existing narrative statement will be deleted from the files, and from disclosure; the bank, at its option, may replace it with a statement appropriate to the amended data.

The optional narrative statement will appear in agency records and in release to the public exactly as submitted (or amended as described in the preceding paragraph) by the management of the bank (except for the truncation of statements exceeding the 750-character limit described above). THE STATEMENT WILL NOT BE EDITED OR SCREENED IN ANY WAY BY THE SUPERVISORY AGENCIES FOR ACCURACY OR RELEVANCE. DISCLOSURE OF THE STATEMENT SHALL NOT SIGNIFY THAT ANY FEDERAL SUPERVISORY AGENCY HAS VERIFIED OR CONFIRMED THE ACCURACY OF THE INFORMATION CONTAINED THEREIN. A STATEMENT TO THIS EFFECT WILL APPEAR ON ANY PUBLIC RELEASE OF THE OPTIONAL STATEMENT SUBMITTED BY THE MANAGEMENT OF THE REPORTING BANK.

	RCON	Yes		No
Comments?	6979			x

BANK MANAGEMENT STATEMENT (please type or print clearly; 750 character limit):

(TEXT 6980)

06/2012