for all legally binding unfunded equity commitments.
These liabilities are reflected in Other liabilities on our Consolidated Balance Sheet.
Table 60 also includes our involvement in lease financing transactions with LLCs engaged in solar power generation that to a large extent provided returns in the form of tax credits.
The outstanding financings and operating lease assets are reflected as Loans and Other assets, respectively, on our Consolidated Balance Sheet.
Our lease financing liabilities are reported in Deposits and Other liabilities.
During 2013, PNC sold limited partnership or non-managing member interests previously held in certain consolidated funds.
As a result, PNC no longer met the consolidation criteria for those investments and deconsolidated approximately $675 million of net assets related to the funds.
RESIDENTIAL AND COMMERCIAL MORTGAGE-BACKED SECURITIZATIONS In connection with each Agency and Non-agency securitization discussed above, we evaluate each SPE utilized in these transactions for consolidation.
In performing these assessments, we evaluate our level of continuing involvement in these transactions as the nature of our involvement ultimately determines whether or not we hold a variable interest and/or are the primary beneficiary of the SPE.
Factors we consider in our consolidation assessment include the significance of (i) our role as servicer, (ii) our holdings of mortgage-backed securities issued by the securitization SPE, and (iii) the rights of third-party variable interest holders.
The first step in our assessment is to determine whether we hold a variable interest in the securitization SPE.
We hold variable interests in Agency and Non-agency securitization SPEs through our holding of mortgage-backed securities issued by the SPEs and/or our recourse obligations.
Each SPE in which we hold a variable interest is evaluated to determine whether we are the primary beneficiary of the entity.
For Agency securitization transactions, our contractual role as servicer does not give us the power to direct the activities that most significantly affect the economic performance of the SPEs.
Thus, we are not the primary beneficiary of these entities.
For Non-agency securitization transactions, we would be the primary beneficiary to the extent our servicing activities give us the power to direct the activities that most significantly affect the economic performance of the SPE and we hold a more than insignificant variable interest in the entity.
In the first quarter 2013, contractual provisions of a Nonagency residential securitization were modified resulting in PNC being deemed the primary beneficiary of the securitization.
As a result, we consolidated the SPE and recorded the SPE’s home equity line of credit assets and associated beneficial interest liabilities and are continuing to account for these instruments at fair value.
These balances are included within the Credit Card and Other Securitization Trusts balances line in Table 59.
Additionally, creditors of the SPE have no direct recourse to PNC.
Details about the Agency and Non-agency securitization SPEs where we hold a variable interest and are not the primary beneficiary are included in Table 60.
Our maximum exposure to loss as a result of our involvement with these SPEs is the carrying value of the mortgage-backed securities, servicing assets, servicing advances, and our liabilities associated with our recourse obligations.
Creditors of the securitization SPEs have no recourse to PNC’s assets or general credit.
NOTE 4 LOANS AND COMMITMENTS TO EXTEND CREDIT A summary of the major categories of loans outstanding follows: Table 61: Loans Summary
## Table 0 ##
(a) Net of unearned income, net deferred loan fees, unamortized discounts and premiums, and purchase discounts and premiums totaling $2.1 billion and $2.7 billion at December 31, 2013 and December 31, 2012, respectively.
(b) Future accretable yield related to purchased impaired loans is not included in the loans summary.
In the normal course of business, we originate or purchase loan products with contractual features, when concentrated, that may increase our exposure as a holder of those loan products.
Possible product features that may create a concentration of credit risk would include a high original or updated LTV ratio, terms that may expose the borrower to future increases in repayments above increases in market interest rates, below-market interest rates and interest-only loans, among others.
We also originate home equity loans and lines of credit that are concentrated in our primary geographic markets.
We originate interest-only loans to commercial borrowers.
This is usually to match our borrowers’ asset conversion to cash expectations (e. g. , working capital lines, revolvers).
is used to monitor the risk in the loan classes.
Loans with higher FICO scores and lower LTVs tend to have a lower level of risk.
Conversely, loans with lower FICO scores, higher LTVs, and in certain geographic locations tend to have a higher level of risk.
In the first quarter of 2013, we refined our process for the Home Equity and Residential Real Estate Asset Quality Indicators shown in the following tables.
These refinements include, but are not limited to, improvements in the process for determining lien position and LTV in both Table 67 and Table 68.
Additionally, as of the first quarter of 2013, we are now presenting Table 67 at recorded investment as opposed to our prior presentation of outstanding balance.
Table 68 continues to be presented at outstanding balance.
Both the 2013 and 2012 period end balance disclosures are presented in the below tables using this refined process.
CONSUMER PURCHASED IMPAIRED LOAN CLASS Estimates of the expected cash flows primarily determine the credit impacts of consumer purchased impaired loans.
Consumer cash flow estimates are influenced by a number of credit related items, which include, but are not limited to: estimated real estate values, payment patterns, updated FICO scores, the current economic environment, updated LTV ratios and the date of origination.
These key factors are monitored to help ensure that concentrations of risk are mitigated and cash flows are maximized.
See Note 6 Purchased Loans for additional information.
Table 66: Home Equity and Residential Real Estate Balances
## Table 1 ##
(a) Represents recorded investment.
(b) Represents outstanding balance.
The following table sets forth the Basel I regulatory capital ratios for PNC and its bank subsidiary, PNC Bank, N. A.
Table 150: Basel I Regulatory Capital
## Table 2 ##
The principal source of parent company cash flow is the dividends it receives from its subsidiary bank, which may be impacted by the following: ?
Capital needs, ?
Laws and regulations, ?
Corporate policies, ?
Contractual restrictions, and ?
Other factors.
Also, there are statutory and regulatory limitations on the ability of national banks to pay dividends or make other capital distributions.
The amount available for dividend payments to the parent company by PNC Bank, N. A.  without prior regulatory approval was approximately $1.4 billion at December 31, 2013.
Under federal law, a bank subsidiary generally may not extend credit to, or engage in other types of covered transactions (including the purchase of assets) with, the parent company or its non-bank subsidiaries on terms and under circumstances that are not substantially the same as comparable transactions with nonaffiliates.
A bank subsidiary may not extend credit to, or engage in a covered transaction with, the parent company or a non-bank subsidiary if the aggregate amount of the bank’s extensions of credit and other covered transactions with the parent company or non-bank subsidiary exceeds 10% of the capital stock and surplus of such bank subsidiary or the aggregate amount of the bank’s extensions of credit and other covered transactions with the parent company and all nonbank subsidiaries exceeds 20% of the capital and surplus of such bank subsidiary.
Such extensions of credit, with limited exceptions, must be at least fully collateralized in accordance with specified collateralization thresholds, with the thresholds varying based on the type of assets serving as collateral.
In certain circumstances, federal regulatory authorities may impose more restrictive limitations.
Federal Reserve Board regulations require depository institutions to maintain cash reserves with a Federal Reserve Bank (FRB).
At December 31, 2013, the balance outstanding at the FRB was $11.7 billion.
NOTE 23 LEGAL PROCEEDINGS We establish accruals for legal proceedings, including litigation and regulatory and governmental investigations and inquiries, when information related to the loss contingencies represented by those matters indicates both that a loss is probable and that the amount of loss can be reasonably estimated.
Any such accruals are adjusted thereafter as appropriate to reflect changed circumstances.
When we are able to do so, we also determine estimates of possible losses or ranges of possible losses, whether in excess of any related accrued liability or where there is no accrued liability, for disclosed legal proceedings (“Disclosed Matters,” which are those matters disclosed in this Note 23).
For Disclosed Matters where we are able to estimate such possible losses or ranges of possible losses, as of December 31, 2013, we estimate that it is reasonably possible that we could incur losses in an aggregate amount of up to approximately $800 million.
The estimates included in this amount are based on our analysis of currently available information and are subject to significant judgment and a variety of assumptions and uncertainties.
As new information is obtained we may change our estimates.
Due to the inherent subjectivity of the assessments and unpredictability of outcomes of legal proceedings, any amounts accrued or included in this aggregate amount may not represent the ultimate loss to us from the legal proceedings in question.
Thus, our exposure and ultimate losses may be higher, and possibly significantly so, than the amounts accrued or this aggregate amount.
The aggregate estimated amount provided above does not include an estimate for every Disclosed Matter, as we are unable, at this time, to estimate the losses that it is reasonably possible that we could incur or ranges of such losses with respect to some of the matters disclosed for one or more of the following reasons.
In our experience, legal proceedings are inherently unpredictable.
In many legal proceedings, various factors exacerbate this inherent unpredictability, including, among others, one or more of the following: the proceeding is in its early stages; the damages sought are unspecified, unsupported or uncertain; it is unclear whether a case brought as a class action will be allowed to proceed on that basis or, if permitted to proceed as a class action, how the class will be defined; the other party is seeking relief other than or in addition to compensatory damages (including, in the case of regulatory and governmental investigations and inquiries, the possibility of fines and penalties); the matter presents meaningful legal uncertainties, including novel issues of law; we have not engaged in meaningful settlement discussions; discovery has not started or is not complete; there are significant facts in dispute; and there are a large number of
RECOURSE AND REPURCHASE OBLIGATIONS As discussed in Note 3 Loan Sale and Servicing Activities and Variable Interest Entities, PNC has sold commercial mortgage, residential mortgage and home equity loans directly or indirectly through securitization and loan sale transactions in which we have continuing involvement.
One form of continuing involvement includes certain recourse and loan repurchase obligations associated with the transferred assets.
COMMERCIAL MORTGAGE LOAN RECOURSE OBLIGATIONS We originate, close and service certain multi-family commercial mortgage loans which are sold to FNMA under FNMA’s Delegated Underwriting and Servicing (DUS) program.
We participated in a similar program with the FHLMC.
Under these programs, we generally assume up to a one-third pari passu risk of loss on unpaid principal balances through a loss share arrangement.
At December 31, 2013 and December 31, 2012, the unpaid principal balance outstanding of loans sold as a participant in these programs was $11.7 billion and $12.8 billion, respectively.
The potential maximum exposure under the loss share arrangements was $3.6 billion at December 31, 2013 and $3.9 billion at December 31, 2012.
We maintain a reserve for estimated losses based upon our exposure.
The reserve for losses under these programs totaled $33 million and $43 million as of December 31, 2013 and December 31, 2012, respectively, and is included in Other liabilities on our Consolidated Balance Sheet.
If payment is required under these programs, we would not have a contractual interest in the collateral underlying the mortgage loans on which losses occurred, although the value of the collateral is taken into account in determining our share of such losses.
Our exposure and activity associated with these recourse obligations are reported in the Corporate & Institutional Banking segment.
Table 152: Analysis of Commercial Mortgage Recourse Obligations

Tables referenced above, in order (Table 0 first):
<table><tr><td>In millions</td><td>December 312013</td><td>December 312012</td></tr><tr><td>Commercial lending</td><td></td><td></td></tr><tr><td>Commercial</td><td>$88,378</td><td>$83,040</td></tr><tr><td>Commercial real estate</td><td>21,191</td><td>18,655</td></tr><tr><td>Equipment lease financing</td><td>7,576</td><td>7,247</td></tr><tr><td>Total commercial lending</td><td>117,145</td><td>108,942</td></tr><tr><td>Consumer lending</td><td></td><td></td></tr><tr><td>Home equity</td><td>36,447</td><td>35,920</td></tr><tr><td>Residential real estate</td><td>15,065</td><td>15,240</td></tr><tr><td>Credit card</td><td>4,425</td><td>4,303</td></tr><tr><td>Other consumer</td><td>22,531</td><td>21,451</td></tr><tr><td>Total consumer lending</td><td>78,468</td><td>76,914</td></tr><tr><td>Total loans (a) (b)</td><td>$195,613</td><td>$185,856</td></tr></table>
<table><tr><td>In millions</td><td>December 31 2013</td><td>December 31 2012</td></tr><tr><td>Home equity and residential real estate loans – excluding purchased impaired loans (a)</td><td>$44,376</td><td>$42,725</td></tr><tr><td>Home equity and residential real estate loans – purchased impaired loans (b)</td><td>5,548</td><td>6,638</td></tr><tr><td>Government insured or guaranteed residential real estate mortgages (a)</td><td>1,704</td><td>2,279</td></tr><tr><td>Purchase accounting adjustments – purchased impaired loans</td><td>-116</td><td>-482</td></tr><tr><td>Total home equity and residential real estate loans (a)</td><td>$51,512</td><td>$51,160</td></tr></table>
<table><tr><td></td><td colspan="2">Amount</td><td colspan="2">Ratios</td></tr><tr><td>December 31Dollars in millions</td><td>2013</td><td>2012</td><td>2013</td><td>2012</td></tr><tr><td>Risk-based capital</td><td></td><td></td><td></td><td></td></tr><tr><td>Tier 1</td><td></td><td></td><td></td><td></td></tr><tr><td>PNC</td><td>$33,612</td><td>$30,226</td><td>12.4%</td><td>11.6%</td></tr><tr><td>PNC Bank, N.A.</td><td>28,731</td><td>28,352</td><td>11.0</td><td>11.3</td></tr><tr><td>Total</td><td></td><td></td><td></td><td></td></tr><tr><td>PNC</td><td>42,950</td><td>38,234</td><td>15.8</td><td>14.7</td></tr><tr><td>PNC Bank, N.A.</td><td>37,575</td><td>35,756</td><td>14.3</td><td>14.2</td></tr><tr><td>Leverage</td><td></td><td></td><td></td><td></td></tr><tr><td>PNC</td><td>33,612</td><td>30,226</td><td>11.1</td><td>10.4</td></tr><tr><td>PNC Bank, N.A.</td><td>28,731</td><td>28,352</td><td>9.8</td><td>10.1</td></tr></table>

Question: What is the sum of Commercial of December 312012, PNC Bank, N.A. of Amount 2012, and Total consumer lending Consumer lending of December 312012 ?
Answer: 188306
Reasoning program: add(83040.0,28352.0), add(#0,76914.0)