than those in the United States, and initial voice networks continue to be deployed in underdeveloped areas.
A majority of consumers in these markets still utilize basic wireless services, predominantly on feature phones, while advanced device penetration remains low.
In more developed urban locations within these markets, early-stage data network deployments are underway.
Carriers are focused on completing voice network build-outs while also investing in initial data networks as wireless data usage and smartphone penetration within their customer bases begin to accelerate.
In markets with rapidly evolving network technology, such as South Africa and most of the countries in Latin America where we do business, initial voice networks, for the most part, have already been built out, and carriers are focused on 3G network build outs, with select investments in 4G technology.
Consumers in these regions are increasingly adopting smartphones and other advanced devices, and as a result, the usage of bandwidth-intensive mobile applications is growing materially.
Recent spectrum auctions in these rapidly evolving markets have allowed incumbent carriers to accelerate their data network deployments and have also enabled new entrants to begin initial investments in data networks.
Smartphone penetration and wireless data usage in these markets are growing rapidly, which typically requires that carriers continue to invest in their networks in order to maintain and augment their quality of service.
Finally, in markets with more mature network technology, such as Germany, carriers are focused on deploying 4G data networks to account for rapidly increasing wireless data usage amongst their customer base.
With higher smartphone and advanced device penetration and significantly higher per capita data usage, carrier investment in networks is focused on 4G coverage and capacity.
We believe that the network technology migration we have seen in the United States, which has led to significantly denser networks and meaningful new business commencements for us over a number of years, will ultimately be replicated in our less advanced international markets.
As a result, we expect to be able to leverage our extensive international portfolio of approximately 60,190 communications sites and the relationships we have built with our carrier customers to drive sustainable, long-term growth.
We have holistic master lease agreements with certain of our tenants that provide for consistent, long-term revenue and a reduction in the likelihood of churn.
Our holistic master lease agreements build and augment strong strategic partnerships with our tenants and have significantly reduced collocation cycle times, thereby providing our tenants with the ability to rapidly and efficiently deploy equipment on our sites.
Property Operations New Site Revenue Growth.
During the year ended December 31, 2015, we grew our portfolio of communications real estate through the acquisition and construction of approximately 25,370 sites.
In a majority of our Asia, EMEA and Latin America markets, the acquisition or construction of new sites resulted in increases in both tenant and passthrough revenues (such as ground rent or power and fuel costs) and expenses.
We continue to evaluate opportunities to acquire communications real estate portfolios, both domestically and internationally, to determine whether they meet our risk-adjusted hurdle rates and whether we believe we can effectively integrate them into our existing portfolio.
## Table 0 ##
Property Operations Expenses.
Direct operating expenses incurred by our property segments include direct site level expenses and consist primarily of ground rent and power and fuel costs, some or all of which may be passed through to our tenants, as well as property taxes, repairs and maintenance.
These segment direct operating expenses exclude all segment and corporate selling, general, administrative and development expenses, which are aggregated into one line item entitled Selling, general, administrative and development expense in our consolidated statements of operations.
In general, our property segments’ selling, general, administrative and development expenses do not significantly increase as a result of adding incremental tenants to our legacy sites and typically increase only modestly year-over-year.
As a result, leasing additional space to new tenants on our legacy sites provides significant incremental cash flow.
We may, however, incur additional segment
Valuation Adjustments on Derivatives The Corporation records credit risk valuation adjustments on derivatives in order to properly reflect the credit quality of the counterparties and its own credit quality.
The Corporation calculates valuation adjustments on derivatives based on a modeled expected exposure that incorporates current market risk factors.
The exposure also takes into consideration credit mitigants such as enforceable master netting agreements and collateral.
CDS spread data is used to estimate the default probabilities and severities that are applied to the exposures.
Where no observable credit default data is available for counterparties, the Corporation uses proxies and other market data to estimate default probabilities and severity.
Valuation adjustments on derivatives are affected by changes in market spreads, non-credit related market factors such as interest rate and currency changes that affect the expected exposure, and other factors like changes in collateral arrangements and partial payments.
Credit spreads and non-credit factors can move independently.
For example, for an interest rate swap, changes in interest rates may increase the expected exposure, which would increase the counterparty credit valuation adjustment (CVA).
Independently, counterparty credit spreads may tighten, which would result in an offsetting decrease to CVA.
The Corporation early adopted, retrospective to January 1, 2015, the provision of new accounting guidance issued in January 2016 that requires the Corporation to record unrealized DVA resulting from changes in the Corporation’s own credit spreads on liabilities accounted for under the fair value option in accumulated OCI.
This new accounting guidance had no impact on the accounting for DVA on derivatives.
For additional information, see New Accounting Pronouncements in Note 1 – Summary of Significant Accounting Principles.
In 2014, the Corporation implemented a funding valuation adjustment (FVA) into valuation estimates primarily to include funding costs on uncollateralized derivatives and derivatives where the Corporation is not permitted to use the collateral it receives.
The change in estimate resulted in a net pretax FVA charge of $497 million, at the time of implementation, including a charge of $632 million related to funding costs, partially offset by a funding benefit of $135 million, both related to derivative asset exposures.
The net FVA charge was recorded as a reduction to sales and trading revenue in Global Markets.
The Corporation calculates this valuation adjustment based on modeled expected exposure profiles discounted for the funding risk premium inherent in these derivatives.
FVA related to derivative assets and liabilities is the effect of funding costs on the fair value of these derivatives.
The Corporation enters into risk management activities to offset market driven exposures.
The Corporation often hedges the counterparty spread risk in CVA with CDS.
The Corporation hedges other market risks in both CVA and DVA primarily with currency and interest rate swaps.
In certain instances, the net-of-hedge amounts in the table below move in the same direction as the gross amount or may move in the opposite direction.
This is a consequence of the complex interaction of the risks being hedged resulting in limitations in the ability to perfectly hedge all of the market exposures at all times.
The table below presents CVA, DVA and FVA gains (losses) on derivatives, which are recorded in trading account profits, on a gross and net of hedge basis for 2015, 2014 and 2013.
CVA gains reduce the cumulative CVA thereby increasing the derivative assets balance.
DVA gains increase the cumulative DVA thereby decreasing the derivative liabilities balance.
CVA and DVA losses have the opposite impact.
FVA gains related to derivative assets reduce the cumulative FVA thereby increasing the derivative assets balance.
FVA gains related to derivative liabilities increase the cumulative FVA thereby decreasing the derivative liabilities balance.
## Table 1 ##
(1) At December 31, 2015, 2014 and 2013, the cumulative CVA reduced the derivative assets balance by $1.4 billion, $1.6 billion and $1.6 billion, respectively.
(2) FVA was adopted in 2014 and the cumulative FVA reduced the net derivatives balance by $481 million and $497 million at December 31, 2015 and 2014.
(3) At December 31, 2015, 2014 and 2013, the cumulative DVA reduced the derivative liabilities balance by $750 million, $769 million and $803 million, respectively.
n/a = not applicable
Pension Plans with ABO and PBO in excess of plan assets as of December 31, 2015 and 2014 are presented in the table below.
For the non-qualified plans not subject to ERISA or non-U.
S.  pension plans, funding strategies vary due to legal requirements and local practices.
Plans with PBO and ABO in Excess of Plan Assets
## Table 2 ##
Net periodic benefit cost of the Corporation’s plans for 2015, 2014 and 2013 included the following components.
Components of Net Periodic Benefit Cost
## Table 3 ##
Nonqualified and Other Pension Plans
n/a = not applicable The asset valuation method used to calculate the expected return on plan assets component of net period benefit cost for the Qualified Pension Plan recognizes 60 percent of the prior year’s market gains or losses at the next measurement date with the remaining 40 percent spread equally over the subsequent four years.
Net periodic postretirement health and life expense was determined using the “projected unit credit” actuarial method.
Gains and losses for all benefit plans except postretirement health care are recognized in accordance with the standard amortization provisions of the applicable accounting guidance.
For the Postretirement Health Care Plans, 50 percent of the unrecognized gain or loss at the beginning of the fiscal year (or at subsequent remeasurement) is recognized on a level basis during the year.
Assumed health care cost trend rates affect the postretirement benefit obligation and benefit cost reported for the Postretirement Health and Life Plans.
The assumed health care cost trend rate used to measure the expected cost of benefits covered by the Postretirement Health and Life Plans is 7.00 percent for 2016, reducing in steps to 5.00 percent in 2021 and later years.
A onepercentage-point increase in assumed health care cost trend rates would have increased the service and interest costs, and the benefit obligation by $2 million and $34 million in 2015.
A onepercentage-point decrease in assumed health care cost trend rates would have lowered the service and interest costs, and the benefit obligation by $2 million and $29 million in 2015.
The Corporation’s net periodic benefit cost (income) recognized for the plans is sensitive to the discount rate and expected return
Legacy Portfolios The Legacy Portfolios (both owned and serviced) include those loans originated prior to January 1, 2011 that would not have been originated under our established underwriting standards in place as of December 31, 2010.
The purchased credit-impaired (PCI) loan portfolio, as well as certain loans that met a pre-defined delinquency status or probability of default threshold as of January 1, 2011, are also included in the Legacy Portfolios.
Since determining the pool of loans to be included in the Legacy Portfolios as of January 1, 2011, the criteria have not changed for these portfolios, but will continue to be evaluated over time.
Legacy Owned Portfolio The Legacy Owned Portfolio includes those loans that met the criteria as described above and are on the balance sheet of the Corporation.
Home equity loans in this portfolio are held on the balance sheet of LAS, and residential mortgage loans in this portfolio are included as part of All Other.
The financial results of the on-balance sheet loans are reported in the segment that owns the loans or in All Other.
Total loans in the Legacy Owned Portfolio decreased $18.3 billion in 2015 to $71.6 billion at December 31, 2015, of which $26.5 billion was held on the LAS balance sheet and the remainder was included in All Other.
The decrease was largely due to payoffs and paydowns, as well as loan sales.
Legacy Serviced Portfolio The Legacy Serviced Portfolio includes loans serviced by LAS in both the Legacy Owned Portfolio and those loans serviced for outside investors that met the criteria as described above.
The table below summarizes the balances of the residential mortgage loans included in the Legacy Serviced Portfolio (the Legacy Residential Mortgage Serviced Portfolio) representing 24 percent, 24 percent and 28 percent of the total residential mortgage serviced portfolio of $491 billion, $609 billion and $719 billion, as measured by unpaid principal balance, at December 31, 2015, 2014 and 2013, respectively.
The decline in the Legacy Residential Mortgage Serviced Portfolio was due to paydowns and payoffs, and MSR and loan sales.
## Table 4 ##
Non-Legacy Portfolio As previously discussed, LAS is responsible for all of our servicing activities.
The table below summarizes the balances of the residential mortgage loans that are not included in the Legacy Serviced Portfolio (the Non-Legacy Residential Mortgage Serviced Portfolio) representing 76 percent, 76 percent and 72 percent of the total residential mortgage serviced portfolio, as measured by unpaid principal balance, at December 31, 2015, 2014 and 2013, respectively.
The decline in the Non-Legacy Residential Mortgage Serviced Portfolio was primarily due to paydowns and payoffs, partially offset by new originations.

Tables referenced above, in order (Table 0 first):
<table><tr><td>New Sites (Acquired or Constructed)</td><td>2015</td><td>2014</td><td>2013</td></tr><tr><td>U.S.</td><td>11,595</td><td>900</td><td>5,260</td></tr><tr><td>Asia</td><td>2,330</td><td>1,560</td><td>1,260</td></tr><tr><td>EMEA</td><td>4,910</td><td>190</td><td>485</td></tr><tr><td>Latin America</td><td>6,535</td><td>5,800</td><td>6,065</td></tr></table>
<table><tr><td></td><td colspan="2">2015</td><td colspan="2">2014</td><td colspan="2">2013</td></tr><tr><td>(Dollars in millions)</td><td>Gross</td><td>Net</td><td>Gross</td><td>Net</td><td>Gross</td><td>Net</td></tr><tr><td>Derivative assets (CVA)<sup>(1)</sup></td><td>$255</td><td>$227</td><td>$-22</td><td>$191</td><td>$738</td><td>$-96</td></tr><tr><td>Derivative assets (FVA)<sup>(2)</sup></td><td>-34</td><td>-34</td><td>-632</td><td>-632</td><td>n/a</td><td>n/a</td></tr><tr><td>Derivative liabilities (DVA)<sup>(3)</sup></td><td>-18</td><td>-153</td><td>-28</td><td>-150</td><td>-39</td><td>-75</td></tr><tr><td>Derivative liabilities (FVA)<sup>(2)</sup></td><td>50</td><td>50</td><td>135</td><td>135</td><td>n/a</td><td>n/a</td></tr></table>
<table><tr><td></td><td colspan="2">Non-U.S.Pension Plans</td><td colspan="2">Nonqualifiedand OtherPension Plans</td></tr><tr><td>(Dollars in millions)</td><td>2015</td><td>2014</td><td>2015</td><td>2014</td></tr><tr><td>PBO</td><td>$574</td><td>$583</td><td>$1,075</td><td>$1,190</td></tr><tr><td>ABO</td><td>551</td><td>563</td><td>1,074</td><td>1,190</td></tr><tr><td>Fair value of plan assets</td><td>183</td><td>206</td><td>1</td><td>2</td></tr></table>
<table><tr><td></td><td colspan="3">Qualified Pension Plan</td><td colspan="3">Non-U.S. Pension Plans</td></tr><tr><td>(Dollars in millions)</td><td>2015</td><td>2014</td><td>2013</td><td>2015</td><td>2014</td><td>2013</td></tr><tr><td>Components of net periodic benefit cost (income)</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Service cost</td><td>$—</td><td>$—</td><td>$—</td><td>$27</td><td>$29</td><td>$32</td></tr><tr><td>Interest cost</td><td>621</td><td>665</td><td>623</td><td>93</td><td>109</td><td>98</td></tr><tr><td>Expected return on plan assets</td><td>-1,045</td><td>-1,018</td><td>-1,024</td><td>-133</td><td>-137</td><td>-121</td></tr><tr><td>Amortization of prior service cost</td><td>—</td><td>—</td><td>—</td><td>1</td><td>1</td><td>—</td></tr><tr><td>Amortization of net actuarial loss</td><td>170</td><td>111</td><td>242</td><td>6</td><td>3</td><td>2</td></tr><tr><td>Recognized loss (gain) due to settlements and curtailments</td><td>—</td><td>—</td><td>17</td><td>—</td><td>2</td><td>-7</td></tr><tr><td>Net periodic benefit cost (income)</td><td>$-254</td><td>$-242</td><td>$-142</td><td>$-6</td><td>$7</td><td>$4</td></tr><tr><td>Weighted-average assumptions used to determine net cost for years ended December 31</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Discount rate</td><td>4.12%</td><td>4.85%</td><td>4.00%</td><td>3.56%</td><td>4.30%</td><td>4.23%</td></tr><tr><td>Expected return on plan assets</td><td>6.00</td><td>6.00</td><td>6.50</td><td>5.27</td><td>5.52</td><td>5.50</td></tr><tr><td>Rate of compensation increase</td><td>n/a</td><td>n/a</td><td>n/a</td><td>4.70</td><td>4.91</td><td>4.37</td></tr><tr><td></td><td colspan="3">Nonqualified andOther Pension Plans</td><td colspan="3">Postretirement Healthand Life Plans</td></tr><tr><td>(Dollars in millions)</td><td>2015</td><td>2014</td><td>2013</td><td>2015</td><td>2014</td><td>2013</td></tr><tr><td>Components of net periodic benefit cost (income)</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Service cost</td><td>$—</td><td>$1</td><td>$1</td><td>$8</td><td>$8</td><td>$9</td></tr><tr><td>Interest cost</td><td>122</td><td>133</td><td>120</td><td>48</td><td>58</td><td>54</td></tr><tr><td>Expected return on plan assets</td><td>-92</td><td>-124</td><td>-109</td><td>-1</td><td>-4</td><td>-5</td></tr><tr><td>Amortization of prior service cost</td><td>—</td><td>—</td><td>—</td><td>4</td><td>4</td><td>4</td></tr><tr><td>Amortization of net actuarial loss (gain)</td><td>34</td><td>25</td><td>25</td><td>-46</td><td>-89</td><td>-42</td></tr><tr><td>Recognized loss due to settlements and curtailments</td><td>—</td><td>—</td><td>2</td><td>—</td><td>—</td><td>6</td></tr><tr><td>Net periodic benefit cost (income)</td><td>$64</td><td>$35</td><td>$39</td><td>$13</td><td>$-23</td><td>$26</td></tr><tr><td>Weighted-average assumptions used to determine net cost for years ended December 31</td><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td>Discount rate</td><td>3.80%</td><td>4.55%</td><td>3.65%</td><td>3.75%</td><td>4.50%</td><td>3.65%</td></tr><tr><td>Expected return on plan assets</td><td>3.26</td><td>4.60</td><td>3.75</td><td>6.00</td><td>6.00</td><td>6.50</td></tr><tr><td>Rate of compensation increase</td><td>4.00</td><td>4.00</td><td>4.00</td><td>n/a</td><td>n/a</td><td>n/a</td></tr></table>
<table><tr><td></td><td colspan="3">December 31</td></tr><tr><td>(Dollars in billions)</td><td>2015</td><td>2014</td><td>2013</td></tr><tr><td>Unpaid principal balance</td><td></td><td></td><td></td></tr><tr><td>Residential mortgage loans</td><td></td><td></td><td></td></tr><tr><td>Total</td><td>$116</td><td>$148</td><td>$203</td></tr><tr><td>60 days or more past due</td><td>13</td><td>25</td><td>49</td></tr><tr><td>Number of loans serviced (in thousands)</td><td></td><td></td><td></td></tr><tr><td>Residential mortgage loans</td><td></td><td></td><td></td></tr><tr><td>Total</td><td>632</td><td>794</td><td>1,083</td></tr><tr><td>60 days or more past due</td><td>72</td><td>135</td><td>258</td></tr></table>

Question: What's the difference of Interest cost between 2014 and 2015? (in million)
Answer: -11
Reasoning program: subtract(122,133)