We also periodically enter into forward purchase and sale contracts to hedge the variability of the consideration that will be paid or received related to the purchase or sale of investment securities.
The forecasted purchase or sale is consummated upon gross settlement of the forward contract itself.
As a result, hedge ineffectiveness, if any, is typically minimal.
Gains and losses on these forward contracts are recorded in Accumulated other comprehensive income and are recognized in earnings when the hedged cash flows affect earnings.
In the 12 months that follow December 31, 2016, we expect to reclassify net derivative gains of $186 million pretax, or $120 million after-tax, from Accumulated other comprehensive income to interest income for both cash flow hedge strategies.
This reclassified amount could differ from amounts actually recognized due to changes in interest rates, hedge de-designations, and the addition of other hedges subsequent to December 31, 2016.
As of December 31, 2016, the maximum length of time over which forecasted transactions are hedged is five years.
During 2016, 2015 and 2014, there were no gains or losses from cash flow hedge derivatives reclassified to earnings because it became probable that the original forecasted transaction would not occur.
There were no components of derivative gains or losses excluded from the assessment of hedge effectiveness related to either cash flow hedge strategy for all periods presented.
Further detail regarding gains (losses) on derivatives and related cash flows is presented in the following table: Table 81: Gains (Losses) on Derivatives and Related Cash Flows – Cash Flow Hedges (a) (b)
## Table 0 ##
(a) All cash flow hedge derivatives are interest rate contracts as of December 31, 2016, December 31, 2015 and December 31, 2014.
(b) The amount of cash flow hedge ineffectiveness recognized in income was not significant for the periods presented.
Net Investment Hedges We enter into foreign currency forward contracts to hedge non-U.
S.  Dollar net investments in foreign subsidiaries against adverse changes in foreign exchange rates.
We assess whether the hedging relationship is highly effective in achieving offsetting changes in the value of the hedge and hedged item by qualitatively verifying that the critical terms of the hedge and hedged item match at the inception of the hedging relationship and on an ongoing basis.
Net investment hedge derivatives are classified as foreign exchange contracts.
There were no components of derivative gains or losses excluded from the assessment of the hedge effectiveness for all periods presented.
For 2016, 2015 and 2014, there was no net investment hedge ineffectiveness.
Net gains on net investment hedge derivatives recognized in OCI were $186 million in 2016, $60 million in 2015 and $54 million in 2014.
Derivatives Not Designated As Hedging Instruments under GAAP Residential mortgage loans that will be sold in the secondary market, and the related loan commitments, which are considered derivatives, are accounted for at fair value.
Changes in the fair value of the loans and commitments due to interest rate risk are hedged with forward contracts to sell mortgage-backed securities, as well as U. S.  Treasury and Eurodollar futures and options.
Gains and losses on the loans and commitments held for sale and the derivatives used to economically hedge them are included in Residential mortgage noninterest income on the Consolidated Income Statement.
Residential mortgage servicing rights are accounted for at fair value with changes in fair value influenced primarily by changes in interest rates.
Derivatives used to hedge the fair value of residential mortgage servicing rights include interest rate futures, swaps, options, and forward contracts to purchase mortgage-backed securities.
Gains and losses on residential mortgage servicing rights and the related derivatives used for hedging are included in Residential mortgage noninterest income.
Commercial mortgage loans held for sale and the related loan commitments, which are considered derivatives, are accounted for at fair value.
Derivatives used to economically hedge these loans and commitments from changes in fair value due to interest rate risk and credit risk include forward loan sale contracts, interest rate swaps, and credit default swaps.
Gains and losses on the commitments, loans and derivatives are included in Other noninterest income.
Derivatives used to economically hedge the change in value of commercial mortgage servicing rights include interest rate futures, swaps
In the normal course of business, we originate or purchase loan products with contractual characteristics that, when concentrated, 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, and interest-only loans, among others.
We originate interest-only loans to commercial borrowers.
Such credit arrangements are usually designed to match borrower cash flow expectations (e. g. , working capital lines, revolvers).
These products are standard in the financial services industry and product features are considered during the underwriting process to mitigate the increased risk that the interest-only feature may result in borrowers not being able to make interest and principal payments when due.
We do not believe that these product features create a concentration of credit risk.
At December 31, 2017, we pledged $18.7 billion of commercial loans to the Federal Reserve Bank (FRB) and $62.8 billion of residential real estate and other loans to the Federal Home Loan Bank (FHLB) as collateral for the ability to borrow, if necessary.
The comparable amounts at December 31, 2016 were $22.0 billion and $60.8 billion, respectively.
Table 40: Nonperforming Assets
## Table 1 ##
(a) Excludes most consumer loans and lines of credit not secured by residential real estate, which are charged off after 120 to 180 days past due and are not placed on nonperforming status.
(b) Amounts are for the year ended.
Nonperforming loans also include certain loans whose terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties.
In accordance with applicable accounting guidance, these loans are considered TDRs.
See Note 1 Accounting Policies and the TDR section of this Note 3.
Total nonperforming loans in Table 40 include TDRs of $1.0 billion at December 31, 2017 and $1.1 billion at December 31, 2016.
TDRs that are performing, including consumer credit card TDR loans, totaled $1.1 billion at both December 31, 2017 and December 31, 2016, and are excluded from nonperforming loans.
Nonperforming TDRs are returned to accrual status and classified as performing after demonstrating a period of at least six months of consecutive performance under the restructured terms.
Loans where borrowers have been discharged from personal liability through Chapter 7 bankruptcy and have not formally reaffirmed their loan obligations to us and loans to borrowers not currently obligated to make both principal and interest payments under the restructured terms are not returned to accrual status.
See the TDRs section of this Note 3 for more information on TDRs.
Additional Asset Quality Indicators We have two overall portfolio segments – Commercial Lending and Consumer Lending.
Each of these two segments comprises multiple loan classes.
Classes are characterized by similarities in initial measurement, risk attributes and the manner in which we monitor and assess credit risk.
The Commercial Lending segment is composed of the commercial, commercial real estate and equipment lease financing loan classes.
The Consumer Lending segment is composed of the home equity, residential real estate, credit card and other consumer loan classes.
Commercial Lending Asset Classes Commercial Loan Class For commercial loans, we monitor the performance of the borrower in a disciplined and regular manner based upon the level of credit risk inherent in the loan.
To evaluate the level of credit risk, we assign an internal risk rating reflecting the borrower’s PD and LGD.
This two-dimensional credit risk rating methodology provides granularity in the risk monitoring process on an ongoing basis.
These ratings are reviewed and updated, generally at least once per year.
Additionally, no less frequently than on an annual basis, we review PD rates related to each rating grade based upon internal historical data.
These rates are updated as needed and augmented by market data as deemed necessary.
For small balance homogeneous pools of commercial loans, mortgages and leases, we apply statistical modeling to assist in determining the probability of default within these pools.
Further, on a periodic basis, we update our LGD estimates associated with each rating grade based upon historical data.
The combination of the PD and LGD ratings assigned to commercial loans, capturing both the combination of expectations of default and loss severity in event of default, reflects the relative estimated likelihood of loss at the reporting date.
In general, loans with better PD and LGD tend to have a lower likelihood of loss compared to loans with worse PD and LGD.
The loss amount also considers an estimate of exposure at date of default, which we also periodically update based upon historical data.
At December 31, 2017, the fair value of the qualified pension plan assets was more than both the accumulated benefit obligation and the projected benefit obligation.
PNC Pension Plan Assets The long-term investment strategy for pension plan assets in our qualified pension plan (the Plan) is to: ?
Meet present and future benefit obligations to all participants and beneficiaries, ?
Cover reasonable expenses incurred to provide such benefits, including expenses incurred in the administration of the Trust and the Plan, ?
Provide sufficient liquidity to meet benefit and expense payment requirements on a timely basis, and ?
Provide a total return that, over the long term, maximizes the ratio of trust assets to liabilities by maximizing investment return, at an appropriate level of risk.
The Plan’s named investment fiduciary has the ability to make short to intermediate term asset allocation shifts under the dynamic asset allocation strategy based on factors such as the Plan’s funded status, the named investment fiduciary’s view of return on equities relative to long term expectations, the named investment fiduciary’s view on the direction of interest rates and credit spreads, and other relevant financial or economic factors which would be expected to impact the ability of the Trust to meet its obligation to participants and beneficiaries.
Accordingly, the allowable asset allocation ranges have been updated to incorporate the flexibility required by the dynamic allocation policy.
The asset strategy allocations for the Trust at the end of 2017 and 2016, and the target allocation range at the end of 2017, by asset category, are as follows.
Table 73: Asset Strategy Allocations
## Table 2 ##
The asset category represents the allocation of Plan assets in accordance with the investment objective of each of the Plan’s investment managers.
Certain domestic equity investment managers utilize derivatives and fixed income securities as described in their Investment Management Agreements to achieve their investment objective under the Investment Policy Statement.
Other investment managers may invest in eligible securities outside of their assigned asset category to meet their investment objectives.
The actual percentage of the fair value of total Plan assets held as of December 31, 2017 for equity securities, fixed income securities, real estate and all other assets are 70%, 17%, 5% and 8%, respectively.
We believe that, over the long term, asset allocation is the single greatest determinant of risk.
Asset allocation will deviate from the target percentages due to market movement, cash flows, investment manager performance and implementation of shifts under the dynamic asset allocation policy.
Material deviations from the asset allocation targets can alter the expected return and risk of the Trust.
On the other hand, frequent rebalancing of the asset allocation targets may result in significant transaction costs, which can impair the Trust’s ability to meet its investment objective.
Accordingly, the Trust portfolio is periodically rebalanced to maintain asset allocation within the target ranges described above.
In addition to being diversified across asset classes, the Trust is diversified within each asset class.
Secondary diversification provides a reasonable basis for the expectation that no single security or class of securities will have a disproportionate impact on the total risk and return of the Trust.
Where investment strategies permit the use of derivatives and/ or currency management, language is incorporated in the managers’ guidelines to define allowable and prohibited transactions and/or strategies.
Derivatives are typically employed by investment managers to modify risk/return characteristics of their portfolio(s), implement asset allocation changes in a cost effective manner, or reduce transaction costs.
Under the managers’ investment guidelines, derivatives may not be used solely for speculation or leverage.
Derivatives are to be used only in circumstances where they offer the most efficient economic means of improving the risk/reward profile of the portfolio.
Fair Value Measurements As further described in Note 6 Fair Value, GAAP establishes the framework for measuring fair value, including a hierarchy used to classify the inputs used in measuring fair value.
A description of the valuation methodologies used for assets measured at fair value at both December 31, 2017 and December 31, 2016 follows: ?
Money market funds are valued at the net asset value of the shares held by the pension plan at year end.  ?
U. S.  government and agency securities, corporate debt and common stock are valued at the closing price reported on the active market on which the individual securities are traded.
If quoted market prices are not available for the specific security, then fair values are estimated by using pricing models or quoted prices of securities with similar characteristics.
Such securities are generally classified within Level 2 of the valuation hierarchy but may be a Level 3 depending
The Credit Risk Management portion of the Risk Management section of this Item 7 includes additional information regarding factors impacting the provision for credit losses.
Noninterest Expense Table 3: Noninterest Expense
## Table 3 ##
Noninterest expense increased reflecting higher levels of business activity and ongoing investments in technology and business infrastructure.
The increase in personnel expense also included the fourth quarter 2017 announcement of employee cash payments and pension account credits totaling $105 million.
In addition, charges for real estate dispositions and exits, including data centers, totaled $197 million in the fourth quarter of 2017, primarily within other noninterest expense.
Other noninterest expense for 2017 included the fourth quarter $200 million contribution of BlackRock common stock to the PNC Foundation.
Contributions to the PNC Foundation in 2016 were $75 million.
During 2017, we completed actions and achieved our 2017 continuous improvement program savings goal of $350 million, which funded a significant portion of our business and technology investments, including our Retail branch strategy, enhanced digital capabilities and our home lending transformation.
In 2018, we have a goal of $250 million in cost savings through our continuous improvement program, which we expect will partially fund our ongoing business and technology investments.
Effective Income Tax Rate An income tax benefit of $1.2 billion was recorded in the fourth quarter of 2017 related to the new tax legislation and was primarily attributable to the revaluation of net deferred tax liabilities at the lower statutory tax rate of 21%.
As a result, the effective income tax rate for 2017 was 1.9% compared with 24.1% for 2016.
Certain tax legislation amounts are considered reasonable estimates as of December 31, 2017.
See the Critical Accounting Estimates and Judgments section in this Item 7 for additional details.
The effective tax rate is generally lower than the statutory rate primarily due to tax credits we receive from our investments in low income housing and new markets investments, as well as earnings in other tax exempt investments.
Additional information regarding our effective tax rate is included in the Reconciliation of Statutory and Effective Tax Rates table in Note 17 Income Taxes in the Notes To Consolidated Financial Statements included in this Report.
CONSOLIDATED BALANCE SHEET REVIEW Table 4: Summarized Balance Sheet Data
## Table 4 ##
The activity related to the restructuring liability for 2004 is as follows (in thousands):
## Table 5 ##
Non-Operating Items Interest income increased $1.7 million to $12.0 million in 2005 from $10.3 million in 2004.
The increase was mainly the result of higher returns on invested funds.
Interest expense decreased $1.0 million, or 5%, to $17.3 million in 2005 from $18.3 million in 2004 as a result of the exchange of newly issued stock for a portion of our outstanding convertible debt in the second half of 2005.
In addition, as a result of the issuance during 2005 of common stock in exchange for convertible subordinated notes, we recorded a noncash charge of $48.2 million.
This charge related to the incremental shares issued in the transactions over the number of shares that would have been issued upon the conversion of the notes under their original terms.
LIQUIDITY AND CAPITAL RESOURCES We have incurred operating losses since our inception and historically have financed our operations principally through public and private offerings of our equity and debt securities, strategic collaborative agreements that include research and/or development funding, development milestones and royalties on the sales of products, investment income and proceeds from the issuance of stock under our employee benefit programs.
At December 31, 2006, we had cash, cash equivalents and marketable securities of $761.8 million, which was an increase of $354.2 million from $407.5 million at December 31, 2005.
The increase was primarily a result of: ?
$313.7 million in net proceeds from our September 2006 public offering of common stock; ?
$165.0 million from an up-front payment we received in connection with signing the Janssen agreement; ?
$52.4 million from the issuance of common stock under our employee benefit plans; and ?
$30.0 million from the sale of shares of Altus Pharmaceuticals Inc.  common stock and warrants to purchase Altus common stock.
These cash inflows were partially offset by the significant cash expenditures we made in 2006 related to research and development expenses and sales, general and administrative expenses.
Capital expenditures for property and equipment during 2006 were $32.4 million.
At December 31, 2006, we had $42.1 million in aggregate principal amount of the 2007 Notes and $59.6 million in aggregate principal amount of the 2011 Notes outstanding.
The 2007 Notes are due in September 2007 and are convertible into common stock at the option of the holder at a price equal to $92.26 per share, subject to adjustment under certain circumstances.
In February 2007, we announced that we will redeem our 2011 Notes on March 5, 2007.
The 2011 Notes are convertible into shares of our common stock at the option of the holder at a price equal to $14.94 per share.
We expect the holders of the 2011 Notes will elect to convert their notes into stock, in which case we will issue approximately 4.0 million.
We will be required to repay any 2011 Notes that are not converted at the rate of $1,003.19 per $1,000 principal amount, which includes principal and interest that will accrue to the redemption date.

<table><tr><td></td><td colspan="3">YearendedDecember 31</td></tr><tr><td>In millions</td><td>2016</td><td>2015</td><td>2014</td></tr><tr><td>Gains (losses) on derivatives recognized in OCI – (effective portion)</td><td>$100</td><td>$415</td><td>$431</td></tr><tr><td>Less: Gains (losses) reclassified from accumulated OCI into income – (effective portion)</td><td></td><td></td><td></td></tr><tr><td>Interest income</td><td>$253</td><td>$293</td><td>$263</td></tr><tr><td>Noninterest income</td><td></td><td>-5</td><td></td></tr><tr><td>Total gains (losses) reclassified from accumulated OCI into income – (effective portion)</td><td>$253</td><td>$288</td><td>$263</td></tr><tr><td>Net unrealized gains (losses) on cash flow hedge derivatives</td><td>$-153</td><td>$127</td><td>$168</td></tr></table>
<table><tr><td>Dollars in millions</td><td>December 31 2017</td><td>December 31 2016</td></tr><tr><td>Nonperforming loans</td><td></td><td></td></tr><tr><td>Total commercial lending</td><td>$554</td><td>$655</td></tr><tr><td>Total consumer lending (a)</td><td>1,311</td><td>1,489</td></tr><tr><td>Total nonperforming loans</td><td>1,865</td><td>2,144</td></tr><tr><td>OREO, foreclosed and other assets</td><td>170</td><td>230</td></tr><tr><td>Total nonperforming assets</td><td>$2,035</td><td>$2,374</td></tr><tr><td>Nonperforming loans to total loans</td><td>.85%</td><td>1.02%</td></tr><tr><td>Nonperforming assets to total loans,OREO, foreclosed and other assets</td><td>.92%</td><td>1.12%</td></tr><tr><td>Nonperforming assets to total assets</td><td>.53%</td><td>.65%</td></tr><tr><td>Interest on nonperforming loans (b)</td><td></td><td></td></tr><tr><td>Computed on original terms</td><td>$114</td><td>$111</td></tr><tr><td>Recognized prior to nonperformingstatus</td><td>$19</td><td>$21</td></tr></table>
<table><tr><td></td><td>Target Allocation Range</td><td colspan="2">Percentage ofPlan Assets byStrategy atDecember 31</td></tr><tr><td>PNC Pension Plan</td><td></td><td>2017</td><td>2016</td></tr><tr><td>Asset Category</td><td></td><td></td><td></td></tr><tr><td>Domestic Equity</td><td>20 – 40%</td><td>30%</td><td>28%</td></tr><tr><td>International Equity</td><td>10 – 25%</td><td>24%</td><td>21%</td></tr><tr><td>Private Equity</td><td>0 – 15%</td><td>9%</td><td>8%</td></tr><tr><td>Total Equity</td><td>40 – 70%</td><td>63%</td><td>57%</td></tr><tr><td>Domestic Fixed Income</td><td>10 – 40%</td><td>16%</td><td>16%</td></tr><tr><td>High Yield Fixed Income</td><td>0 – 25%</td><td>10%</td><td>12%</td></tr><tr><td>Total Fixed Income</td><td>10 – 65%</td><td>26%</td><td>28%</td></tr><tr><td>Real estate</td><td>0 – 15%</td><td>5%</td><td>5%</td></tr><tr><td>Other</td><td>0 – 10%</td><td>6%</td><td>10%</td></tr><tr><td>Total</td><td>100%</td><td>100%</td><td>100%</td></tr></table>
<table><tr><td></td><td rowspan="2">December 31 2017</td><td rowspan="2">December 31 2016</td><td colspan="2">Change</td></tr><tr><td>Dollars in millions</td><td>$</td><td>%</td></tr><tr><td>Assets</td><td></td><td></td><td></td><td></td></tr><tr><td>Interest-earning deposits with banks</td><td>$28,595</td><td>$25,711</td><td>$2,884</td><td>11%</td></tr><tr><td>Loans held for sale</td><td>2,655</td><td>2,504</td><td>151</td><td>6%</td></tr><tr><td>Investment securities</td><td>76,131</td><td>75,947</td><td>184</td><td>—</td></tr><tr><td>Loans</td><td>220,458</td><td>210,833</td><td>9,625</td><td>5%</td></tr><tr><td>Allowance for loan and lease losses</td><td>-2,611</td><td>-2,589</td><td>-22</td><td>-1%</td></tr><tr><td>Mortgage servicing rights</td><td>1,832</td><td>1,758</td><td>74</td><td>4%</td></tr><tr><td>Goodwill</td><td>9,173</td><td>9,103</td><td>70</td><td>1%</td></tr><tr><td>Other, net</td><td>44,535</td><td>43,113</td><td>1,422</td><td>3%</td></tr><tr><td>Total assets</td><td>$380,768</td><td>$366,380</td><td>$14,388</td><td>4%</td></tr><tr><td>Liabilities</td><td></td><td></td><td></td><td></td></tr><tr><td>Deposits</td><td>$265,053</td><td>$257,164</td><td>$7,889</td><td>3%</td></tr><tr><td>Borrowed funds</td><td>59,088</td><td>52,706</td><td>6,382</td><td>12%</td></tr><tr><td>Other</td><td>9,042</td><td>9,656</td><td>-614</td><td>-6%</td></tr><tr><td>Total liabilities</td><td>333,183</td><td>319,526</td><td>13,657</td><td>4%</td></tr><tr><td>Equity</td><td></td><td></td><td></td><td></td></tr><tr><td>Total shareholders’ equity</td><td>47,513</td><td>45,699</td><td>1,814</td><td>4%</td></tr><tr><td>Noncontrolling interests</td><td>72</td><td>1,155</td><td>-1,083</td><td>-94%</td></tr><tr><td>Total equity</td><td>47,585</td><td>46,854</td><td>731</td><td>2%</td></tr><tr><td>Total liabilities and equity</td><td>$380,768</td><td>$366,380</td><td>$14,388</td><td>4%</td></tr></table>
<table><tr><td>Year ended December 31</td><td></td><td></td><td colspan="2">Change</td></tr><tr><td>Dollars in millions</td><td>2017</td><td>2016</td><td>$</td><td>%</td></tr><tr><td>Noninterest expense</td><td></td><td></td><td></td><td></td></tr><tr><td>Personnel</td><td>$5,224</td><td>$4,841</td><td>$383</td><td>8%</td></tr><tr><td>Occupancy</td><td>868</td><td>861</td><td>7</td><td>1%</td></tr><tr><td>Equipment</td><td>1,065</td><td>974</td><td>91</td><td>9%</td></tr><tr><td>Marketing</td><td>244</td><td>247</td><td>-3</td><td>-1%</td></tr><tr><td>Other</td><td>2,997</td><td>2,553</td><td>444</td><td>17%</td></tr><tr><td>Total noninterest expense</td><td>$10,398</td><td>$9,476</td><td>$922</td><td>10%</td></tr></table>
<table><tr><td></td><td>Liability as of December 31, 2003</td><td>Cash Payments in 2004</td><td>Cash received from sublease, net of operating costs in 2004</td><td>Additional Charge in 2004</td><td>Liability as of December 31, 2004</td></tr><tr><td>Lease restructuring liability and other operating lease liability</td><td>$69,526</td><td>$-31,550</td><td>$293</td><td>$17,574</td><td>$55,843</td></tr></table>

Question: What was the total amount of the in the years whereInterest-earning deposits with banks is greater than 1? (in million)
Answer: 5159