NOTES TO CONSOLIDATED FINANCIAL STATEMENTS JPMorgan Chase & Co.  Acquisition of private-label credit card portfolio from Kohl’s Corporation On April 21, 2006, JPMorgan Chase completed the acquisition of $1.6 billion of private-label credit card receivables and approximately 21 million accounts from Kohl’s Corporation (“Kohl’s”).
JPMorgan Chase and Kohl’s have also entered into an agreement under which JPMorgan Chase will offer private-label credit cards to both new and existing Kohl’s customers.
Collegiate Funding Services On March 1, 2006, JPMorgan Chase acquired, for approximately $663 million, Collegiate Funding Services, a leader in education loan servicing and consolidation.
This acquisition included $6 billion of education loans and will enable the Firm to create a comprehensive education finance business.
BrownCo On November 30, 2005, JPMorgan Chase sold BrownCo, an on-line deep-discount brokerage business, to E*TRADE Financial for a cash purchase price of $1.6 billion.
JPMorgan Chase recognized an aftertax gain of $752 million on the sale.
BrownCo’s results of operations were reported in the Asset Management business segment; however, the gain on the sale, which was recorded in Other income in the Consolidated statements of income, was reported in the Corporate business segment.
Sears Canada credit card business On November 15, 2005, JPMorgan Chase purchased Sears Canada Inc. ’s credit card operation, including both private-label card accounts and co-branded Sears MasterCard?
accounts, aggregating approximately 10 million accounts with $2.2 billion (CAD$2.5 billion) in managed loans.
Sears Canada and JPMorgan Chase entered into an ongoing arrangement under which JPMorgan Chase will offer privatelabel and co-branded credit cards to both new and existing customers of Sears Canada.
Chase Merchant Services, Paymentech integration On October 5, 2005, JPMorgan Chase and First Data Corp.  completed the integration of the companies’ jointly owned Chase Merchant Services and Paymentech merchant businesses, to be operated under the name Chase Paymentech Solutions, LLC.
The joint venture is a financial transaction processor for businesses accepting credit card payments via traditional point of sale, Internet, catalog and recurring billing.
As a result of the integration into a joint venture, Paymentech has been deconsolidated and JPMorgan Chase’s ownership interest in this joint venture is accounted for in accordance with the equity method of accounting.
Cazenove On February 28, 2005, JPMorgan Chase and Cazenove Group plc (“Cazenove”) formed a business partnership which combined Cazenove’s investment banking business and JPMorgan Chase’s U. K. - based investment banking business in order to provide investment banking services in the United Kingdom and Ireland.
The new company is called JPMorgan Cazenove Holdings.
Note 3 – Discontinued operations On October 1, 2006, JPMorgan Chase completed the acquisition of The Bank of New York’s consumer, small-business and middle-market banking businesses in exchange for selected corporate trust businesses plus a cash payment of $150 million.
The Firm may also make a future payment to The Bank of New York of up to $50 million depending on certain new account openings.
The transfer of selected corporate trust businesses to The Bank of New York (see Note 2 above) included the trustee, paying agent, loan agency and document management services businesses.
JPMorgan Chase recognized an after-tax gain of $622 million on this transaction.
The results of operations of these corporate trust businesses were transferred from the Treasury & Securities Services (“TSS”) segment to the Corporate segment effective with the second quarter of 2006, and reported as discontinued operations.
Condensed financial information of the selected corporate trust businesses follows.
Selected income statements data(a)
## Table 0 ##
(a) There was no income from discontinued operations during 2007.
The following is a summary of the assets and liabilities associated with the selected corporate trust businesses related to the Bank of New York transaction that closed on October 1, 2006.
Selected balance sheet data (in millions)
## Table 1 ##
JPMorgan Chase provides certain transitional services to The Bank of New York for a defined period of time after the closing date.
The Bank of New York compensates JPMorgan Chase for these transitional services.
For qualifying fair value hedges, all changes in the fair value of the derivative and in the fair value of the hedged item for the risk being hedged are recognized in earnings.
If the hedge relationship is terminated, then the fair value adjustment to the hedged item continues to be reported as part of the basis of the item and continues to be amortized to earnings as a yield adjustment.
For qualifying cash flow hedges, the effective portion of the change in the fair value of the derivative is recorded in Other comprehensive income and recognized in the Consolidated statement of income when the hedged cash flows affect earnings.
The ineffective portions of cash flow hedges are immediately recognized in earnings.
If the hedge relationship is terminated, then the change in fair value of the derivative recorded in Other comprehensive income is recognized when the cash flows that were hedged occur, consistent with the original hedge strategy.
For hedge relationships discontinued because the forecasted transaction is not expected to occur according to the original strategy, any related derivative amounts recorded in Other comprehensive income are immediately recognized in earnings.
For qualifying net investment hedges, changes in the fair value of the derivative or the revaluation of the foreign currency–denominated debt instrument are recorded in the translation adjustments account within Other comprehensive income.
JPMorgan Chase’s fair value hedges primarily include hedges of fixedrate long-term debt, warehouse loans, AFS securities, MSRs and gold inventory.
Interest rate swaps are the most common type of derivative contract used to modify exposure to interest rate risk, converting fixed-rate assets and liabilities to a floating-rate.
Prior to the adoption of SFAS 156, interest rate options, swaptions and forwards were also used in combination with interest rate swaps to hedge the fair value of the Firm’s MSRs in SFAS 133 hedge relationships.
For a further discussion of MSR risk management activities, see Note 18 on pages 154–156 of this Annual Report.
All amounts have been included in earnings consistent with the classification of the hedged item, primarily Net interest income for Long-term debt and AFS securities; Mortgage fees and related income for MSRs, Other income for warehouse loans; and Principal transactions for gold inventory.
The Firm did not recognize any gains or losses during 2007, 2006 or 2005 on firm commitments that no longer qualify as fair value hedges.
JPMorgan Chase also enters into derivative contracts to hedge exposure to variability in cash flows from floating-rate financial instruments and forecasted transactions, primarily the rollover of short-term assets and liabilities, and foreign currency–denominated revenue and expense.
Interest rate swaps, futures and forward contracts are the most common instruments used to reduce the impact of interest rate and foreign exchange rate changes on future earnings.
All amounts affecting earnings have been recognized consistent with the classification of the hedged item, primarily Net interest income The Firm uses forward foreign exchange contracts and foreign currency–denominated debt instruments to protect the value of net investments in subsidiaries, the functional currency of which is not the U. S.  dollar.
The portion of the hedging instruments excluded from the assessment of hedge effectiveness (forward points) is recorded in Net interest income.
The following table presents derivative instrument hedging-related activities for the periods indicated.
## Table 2 ##
(a) Includes ineffectiveness and the components of hedging instruments that have been excluded from the assessment of hedge effectiveness.
(b) During the second half of 2007, the Firm did not issue short-term fixed rate Canadian dollar denominated notes due to the weak credit market for Canadian short-term debt.
Over the next 12 months, it is expected that $263 million (after-tax) of net losses recorded in Other comprehensive income at December 31, 2007, will be recognized in earnings.
The maximum length of time over which forecasted transactions are hedged is 10 years, and such transactions primarily relate to core lending and borrowing activities.
JPMorgan Chase does not seek to apply hedge accounting to all of the Firm’s economic hedges.
For example, the Firm does not apply hedge accounting to standard credit derivatives used to manage the credit risk of loans and commitments because of the difficulties in qualifying such contracts as hedges under SFAS 133.
Similarly, the Firm does not apply hedge accounting to certain interest rate derivatives used as economic hedges.
CONSUMER CREDIT PORTFOLIO JPMorgan Chase’s consumer portfolio consists primarily of residential mort- gages, home equity loans, credit cards, auto loans and leases, educa- tion loans and business banking loans, and reflects the benefit of diversification from both a product and a geographic perspective.
The primary focus is serving the prime consumer credit market.
RFS offers home equity lines of credit and mortgage loans with interest-only pay- ment options to predominantly prime borrowers; there are no products in the real estate portfolios that result in negative amortization.
The domestic consumer credit environment in 2007 was negatively affected by the deterioration in valuations associated with residential real estate.
For the first time in decades, average home prices declined on a national basis, with many specific real estate markets recording double-digit percentage declines in average home prices.
The negative residential real estate environment has also had an effect on the per- formance of other consumer credit asset classes, including auto loans and credit card loans.
Geographic areas that have seen the most material declines in home prices have exhibited higher delinquency and losses across the consumer credit product spectrum.
Significant actions have been taken to tighten credit underwriting and loan qualification standards, especially related to real estate lending.
Maximum loan-to-value and debt-to-income ratios have been reduced, minimum required credit risk scores for loan qualification have been increased and collateral valuation methods have been tightened.
These actions have resulted in significant reductions in new loan orig- inations of risk layered loans, and improved alignment of loan pricing with the embedded risk.
Account management and loan servicing policies and actions have also been enhanced.
Delinquency management, loss mitigation, and asset disposition efforts have been increased, while collection intensity, exposure management, debt restructuring, and other similar practices have been strengthened to effectively manage loss exposure The following table presents managed consumer credit–related information for the dates indicated.
Consumer portfoli
## Table 3 ##
(a) Includes RFS, CS and residential mortgage loans reported in the Corporate segment.
(b) Excludes operating lease-related assets of $1.9 billion and $1.6 billion for December 31, 2007 and 2006, respectively.
(c) Loans past-due 90 days and over and accruing include credit card receivables – reported of $1.5 billion and $1.3 billion for December 31, 2007 and 2006, respectively, and related credit card securitizations of $1.1 billion and $962 million for December 31, 2007 and 2006, respectively.
(d) Represents securitized credit card receivables.
For a further discussion of credit card securitizations, see CS on pages 49–51 of this Annual Report.
(e) The credit card and home equity lending-related commitments represent the total available lines of credit for these products.
The Firm has not experienced, and does not anticipate, that all available lines of credit will be utilized at the same time.
The Firm can reduce or cancel these lines of credit by providing the borrower prior notice or, in some cases, without notice as permitted by law.
(f) Excludes nonperforming assets related to (1) loans eligible for repurchase as well as loans repurchased from GNMA pools that are insured by U. S.  government agencies  of $1.5 billion for December 31, 2007 and $1.2 billion for December 31, 2006, and (2) education loans that are 90 days past due and still accruing, which are insured by U. S.  government agencies under the Federal Family Education Loan Program of $279 million and $219 million as of December 31, 2007 and 2006, respectively.
These amounts for GNMA and education loans are exclud- ed, as reimbursement is proceeding normally.
(g) Net charge-off rates exclude average loans held-for-sale of $10.6 billion and $16.1 billion for 2007 and 2006, respectivel

Tables referenced above, in order (Table 0 first):
<table><tr><td>Year ended December 31, (in millions)</td><td>2006</td><td>2005</td></tr><tr><td>Other noninterest revenue</td><td>$407</td><td>$509</td></tr><tr><td> Net interest income</td><td>264</td><td>276</td></tr><tr><td>Gain on sale of discontinued operations</td><td>1,081</td><td>—</td></tr><tr><td> Total net revenue</td><td>1,752</td><td>785</td></tr><tr><td> Noninterest expense</td><td>385</td><td>409</td></tr><tr><td> Income from discontinued operations before income taxes</td><td>1,367</td><td>376</td></tr><tr><td>Income tax expense</td><td>572</td><td>147</td></tr><tr><td> Income from discontinued operations</td><td>$795</td><td>$229</td></tr></table>
<table><tr><td></td><td>October 1, 2006</td></tr><tr><td>Goodwill and other intangibles</td><td>$838</td></tr><tr><td>Other assets</td><td>547</td></tr><tr><td> Total assets</td><td>$1,385</td></tr><tr><td>Deposits</td><td>$24,011</td></tr><tr><td>Other liabilities</td><td>547</td></tr><tr><td> Total liabilities</td><td>$24,558</td></tr></table>
<table><tr><td>Year ended December 31, (in millions)</td><td>2007</td><td>2006</td><td>2005</td></tr><tr><td>Fair value hedge ineffective net gains/(losses)<sup>(a)</sup></td><td>$111</td><td>$51</td><td>$-58</td></tr><tr><td>Cash flow hedge ineffective net gains/(losses)<sup>(a)</sup></td><td>29</td><td>2</td><td>-2</td></tr><tr><td>Cash flow hedging net gains/(losses) on forecasted transactions that failed tooccur<sup>(b)</sup></td><td>15</td><td>—</td><td>—</td></tr></table>
<table><tr><td> As of or for the year ended December 31, </td><td colspan="2">Credit exposure</td><td colspan="2">Nonperforming assets<sup>(f)</sup></td><td colspan="2">Net charge-offs</td><td colspan="2">Average annual net charge-off rate<sup>(g)</sup></td></tr><tr><td> (in millions, except ratios) </td><td> 2007</td><td> 2006 </td><td> 2007</td><td> 2006 </td><td> 2007</td><td> 2006 </td><td>2007</td><td> 2006 </td></tr><tr><td> Consumer loans – reported<sup>(a)</sup></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Home equity</td><td>$94,832</td><td>$85,714</td><td>$810</td><td>$454</td><td>$564</td><td>$143</td><td>0.62%</td><td>0.18%</td></tr><tr><td>Mortgage</td><td>55,461</td><td>30,577</td><td>1,798</td><td>653</td><td>190</td><td>56</td><td>0.45</td><td>0.12</td></tr><tr><td>Auto loans and leases<sup>(b)</sup></td><td>42,350</td><td>41,009</td><td>116</td><td>132</td><td>354</td><td>238</td><td>0.86</td><td>0.56</td></tr><tr><td>Credit card – reported<sup>(c)</sup></td><td>84,352</td><td>85,881</td><td>7</td><td>9</td><td>3,116</td><td>2,488</td><td>3.90</td><td>3.37</td></tr><tr><td>All other loans</td><td>25,314</td><td>23,460</td><td>341</td><td>322</td><td>242</td><td>139</td><td>1.01</td><td>0.65</td></tr><tr><td>Loans held-for-sale</td><td>3,989</td><td>32,744</td><td>—</td><td>116</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td> Total consumer loans – reported</td><td>306,298</td><td>299,385</td><td>3,072</td><td>1,686</td><td>4,466</td><td>3,064</td><td>1.61</td><td>1.17</td></tr><tr><td>Credit card – securitized<sup>(c)(d)</sup></td><td>72,701</td><td>66,950</td><td>—</td><td>—</td><td>2,380</td><td>2,210</td><td>3.43</td><td>3.28</td></tr><tr><td> Total consumer loans – managed<sup>(c)</sup></td><td>378,999</td><td>366,335</td><td>3,072</td><td>1,686</td><td>6,846</td><td>5,274</td><td>1.97</td><td>1.60</td></tr><tr><td>Assets acquired in loan satisfactions</td><td>NA</td><td>NA</td><td>549</td><td>225</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td> Total consumer-related assets – managed</td><td>378,999</td><td>366,335</td><td>3,621</td><td>1,911</td><td>6,846</td><td>5,274</td><td>1.97</td><td>1.60</td></tr><tr><td>Consumer lending-related commitments:</td><td></td><td></td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Home equity<sup>(e)</sup></td><td>74,191</td><td>69,559</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td>Mortgage</td><td>7,410</td><td>6,618</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td>Auto loans and leases</td><td>8,058</td><td>7,874</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td>Credit card<sup>(e)</sup></td><td>714,848</td><td>657,109</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td>All other loans</td><td>11,429</td><td>6,375</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td> Total lending-related commitments</td><td>815,936</td><td>747,535</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td><td>NA</td></tr><tr><td> Total consumer credit portfolio</td><td>$1,194,935</td><td>$1,113,870</td><td>$3,621</td><td>$1,911</td><td>$6,846</td><td>$5,274</td><td>1.97%</td><td>1.60%</td></tr><tr><td>Memo: Credit card – managed</td><td>$157,053</td><td>$152,831</td><td>$7</td><td>$9</td><td>$5,496</td><td>$4,698</td><td>3.68%</td><td>3.33%</td></tr></table>

Question: What is the sum of Mortgage of Credit exposure 2007, Income from discontinued operations before income taxes of 2006, and Total consumer loans – managed of Nonperforming assets 2006 ?
Answer: 58514
Reasoning program: add(55461.0,1367.0), add(#0,1686.0)