Pemex Industrial Transformation F4 Registration of securities | SEC 6 Sep 22

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 Number)

1 COLUMBUS CIRCLE, 17^th FLOOR NEW YORK, NEW YORK		10019
(Address or principal executive offices)		(Zip Code)

Deutsche Bank Trust Company Americas

Attention: Mirko Mieth

Legal Department

1 Columbus Circle, 19th Floor

New York, New York 10019

(212) 250-1663

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

PETRÓLEOS MEXICANOS

(Exact name of obligor as specified in its charter)

MEXICAN PETROLEUM

(Translation of registrant’s name into English)

PEMEX EXPLORACIÓN Y PRODUCCIÓN (PEMEX EXPLORATION AND PRODUCTION)

PEMEX TRANSFORMACIÓN INDUSTRIAL (PEMEX INDUSTRIAL TRANSFORMATION) and

PEMEX LOGÍSTICA (PEMEX LOGISTICS)

(Exact names of co-registrants as specified in their charters and translations of co-registrants’ names into English)

United Mexican States

Not Applicable

(Jurisdiction of

Incorporation or organization)

(I.R.S. Employer

Identification Number)


Avenida Marina Nacional No. 329
Colonia Ver��nica Anzures
Ciudad de México, Alcaldía Miguel Hidalgo, 11300
México
(Address of principal executive offices)		(Zip code)

8.750% Notes due 2029

(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.

None.

Item 3.-15.

Not Applicable.

Item 16.

List of Exhibits.


Exhibit 1 -		Restated Organization Certificate of Bankers Trust Company dated August 6, 1998; Certificate of Amendment of the Organization Certificate of Bankers Trust Company dated September 16, 1998; Certificate of Amendment of the Organization Certificate of Bankers Trust Company dated December 16, 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 February 27, 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 April 29, 2021, incorporated herein by reference to Exhibit 4 filed with Form T-1 Statement, Registration No. 333-262943.

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 6th day of September, 2022.


DEUTSCHE BANK TRUST COMPANY AMERICAS

By:		/s/ Luke Russell
		Name: Luke Russell
		Title: Vice President

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 December 31, 2024
				Page 1 of 87

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 June 30, 2022

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.

20220630

(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)

7/30/2022

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)

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.


FDIC Certificate Number		623
		(RSSD 9050)

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)

NY		10019
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 55.53 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.

06/2022

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 2 of 87

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, 30
Schedule RC-N—Past Due and Nonaccrual Loans, Leases, and Other Assets			RC-31, 32, 33, 34, 35
Schedule RC-O—Other Data for Deposit Insurance Assessments			RC-36, 37, 38, 39, 40, 41
Schedule RC-P—1–4 Family Residential Mortgage Banking Activities (to be completed only by selected banks)			RC-42
Schedule RC-Q—Assets and Liabilities Measured at Fair Value on a Recurring Basis (to be completed only by selected banks)			RC-43, 44, 45
Schedule RC-R—Regulatory Capital:
Part I. Regulatory Capital Components and Ratios			RC-46, 47, 48, 49
Part II. Risk-Weighted Assets			RC-50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63

Schedule RC-S—Servicing, Securitization, and Asset Sale Activities			RC-64, 65
Schedule RC-T—Fiduciary and Related Services			RC-66, 67, 68, 69
Schedule RC-V—Variable Interest Entities			RC-70
Optional Narrative Statement Concerning the Amounts Reported in the Consolidated Reports of Condition and Income			RC-71

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 87

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

Mona Nag

Name (TEXT C490)

CFO

Title (TEXT C491)

mona.nag@db.com

E-mail Address (TEXT C492)

212-250-0302

Area Code / Phone Number / Extension (TEXT C493)

212-797-5376

Area Code / FAX Number (TEXT C494)

Other Person to Whom Questions about the

Reports Should be Directed

Scott Iacono

Name (TEXT C495)

Director

Title (TEXT C496)

Scott.Iacono@db.com

E-mail Address (TEXT 4086)

212-250-8948

Area Code / Phone Number / Extension (TEXT 8902)

212-797-5376

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

Name (TEXT FT42)

arjun.nagarkatti@db.com

E-mail Address (TEXT FT44)

212-250-2677

Area Code / Phone Number / Extension (TEXT FT43)

646-403-3306

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

Arjun Nagarkatti

Name (TEXT C366)

Managing Director

Title (TEXT C367)

Arjun.Nagarkatti@db.com

E-mail Address (TEXT C368)

212-250-2677

Area Code / Phone Number / Extension (TEXT C369)

646-867-1835

Area Code / FAX Number (TEXT C370)

Secondary Contact

Kristen Ciccimarra

Name (TEXT C371)

Director

Title (TEXT C372)

Kristen.Ciccimarra@db.com

E-mail Address (TEXT C373)

212-250-3051

Area Code / Phone Number / Extension (TEXT C374)

212-553-2456

Area Code / FAX Number (TEXT C375)

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 4 of 87

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

Aaron Wolf

Name (TEXT C437)

Managing Director

Title (TEXT C438)

Aaron.Wolf@db.com

E-mail Address (TEXT C439)

212-250-1530

Area Code / Phone Number / Extension (TEXT C440)

Third Contact

Hatton Hillin

Name (TEXT C870)

Assistant Vice President

Title (TEXT C871)

Hatton.Hillin@db.com

E-mail Address (TEXT C872)

904-520-5106

Area Code / Phone Number / Extension (TEXT C873)

Secondary Contact

Jeffrey Harwin

Name (TEXT C442)

Managing Director

Title (TEXT C443)

Jeffrey.Harwin@db.com

E-mail Address (TEXT C444)

212-250-7106

Area Code / Phone Number / Extension (TEXT C445)

Fourth Contact

Andrea Gartner

Name (TEXT C875)

Vice President

Title (TEXT C876)

Andrea.Gartner@db.com

E-mail Address (TEXT C877)

904-527-6571

Area Code / Phone Number / Extension (TEXT C878)

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 5 of 87

RI-1

Consolidated Report of Income for the period January 1, 2022–June 30, 2022

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		27,000	1.a.	(1)(a)
(b) All other loans secured by real estate				4436		39,000	1.a.	(1)(b)
(2) Commercial and industrial loans				4012		21,000	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		4,000	1.a.	(3)(b)
(4) Not applicable
(5) All other loans ⁽¹⁾				4058		57,000	1.a.	(5)
(6) Total interest and fee income on loans (sum of items 1.a.(1)(a) through 1.a.(5))				4010		148,000	1.a.	(6)
b. Income from lease financing receivables				4065		0	1.b.
c. Interest income on balances due from depository institutions ⁽²⁾				4115		50,000	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		3,000	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		15,000	1.f.
g. Other interest income				4518		2,000	1.g.
h. Total interest income (sum of items 1.a.(6) through 1.g)				4107		218,000	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		13,000	2.a.	(1)
(2) Nontransaction accounts:
(a) Savings deposits (includes MMDAs)				0093		6,000	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		0	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		1,000	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		20,000	2.e.
3. Net interest income (item 1.h minus 2.e)	4074	198,000					3.
4. Provision for loan and lease losses ⁽³⁾	JJ33	2,000					4.

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.

06/2022

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 6 of 87

RI-2

Schedule RI—Continued


				Year-to-date
Dollar Amounts in Thousands				RIAD		Amount
5. Noninterest income:
a. Income from fiduciary activities ⁽¹⁾					4070		169,000		5.a.
b. Service charges on deposit accounts					4080		76,000		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		1,000		5.j.
k. Net gains (losses) on sales of other assets ⁽²⁾					B496		0		5.k.
l. Other noninterest income*					B497		(46,000	)	5.l.
m. Total noninterest income (sum of items 5.a through 5.l)	4079	200,000							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		70,000		7.a.
b. Expenses of premises and fixed assets (net of rental income) (excluding salaries and employee benefits and mortgage interest)					4217		14,000		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		319,000		7.d.
e. Total noninterest expense (sum of items 7.a through 7.d)	4093	405,000							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	(9,000	)						8.a.
b. Change in net unrealized holding gains (losses) on equity securities not held for trading ⁽³⁾ .	HT70	0							8.b
c. Income (loss) before applicable income taxes and discontinued operations (sum of items 8.a and 8.b)	4301	(9,000	)						8.c.
9. Applicable income taxes (on item 8.c)	4302	(1,000	)						9.
10. Income (loss) before discontinued operations (item 8.c minus item 9)	4300	(8,000	)						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	(8,000	)						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	(8,000	)						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.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 7 of 87

RI-3

Schedule RI—Continued

Memoranda

Year-to-date

Dollar Amounts in Thousands

RIAD

Amount

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

M.1.

Memorandum item 2 is to be completed by banks with $1 billion or more in total assets (1)

Income from the sale and servicing of mutual funds and annuities (included in Schedule RI, item 8)

8431

M.2.

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

M.3.

Income on tax-exempt securities issued by states and political subdivisions in the U.S. (included in Schedule RI, item 1.d.(3))

4507

M.4.

Number of full-time equivalent employees at end of current period (round to nearest whole number)

4150

Number

414

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

Interest and fee income on loans to finance agricultural production and other loans to farmers (included in Schedule RI, item 1.a.(5))

4024

Amount
0

M.6.

If the reporting institution has applied push down accounting this calendar year, report the date of the institution’s acquisition (see instructions) ⁽²⁾

RIAD
9106

Date
00000000

M.7.

Not applicable

Memorandum items 9.a and 9.b are to be completed by banks with $10 billion or more in total assets. ⁽¹⁾

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

M.9.a.

b. Net gains (losses) on credit derivatives held for purposes other than trading

C890

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

M.10.

11.

Does the reporting bank have a Subchapter S election in effect for federal income tax purposes for the current tax year?

RIAD
A530

Yes

M.11.

Memorandum item 12 is to be completed by banks that are required to complete Schedule RC-C, Part I, Memorandum items 8.b and 8.c. and is to be completed semiannually in the June and December reports only.

12.

Noncash income from negative amortization on closed-end loans secured by 1–4 family

residential properties (included in Schedule RI, item 1.a.(1)(a))

F228

M.12.

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, 2021, Report of Condition.**

2.	Report the date in YYYYMMDD format. For example, a bank acquired on March 1, 2022, would report 20220301.

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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

M.13.a.

(1) Estimated net gains (losses) on loans attributable to changes in instrument-specific credit risk

F552

M.13.a.(1)

b. Net gains (losses) on liabilities

F553

M.13.b.

(1) Estimated net gains (losses) on liabilities attributable to changes in instrument-specific credit risk

F554

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

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

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

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

M.15.c.

d. All other service charges on deposit accounts

H035

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, 2021, Report of Condition.**

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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, 2021, Reports of Condition and Income (i.e., after adjustments from amended Reports of Income)		3217		9,334,000		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		9,334,000		3.
4.	Net income (loss) attributable to bank (must equal Schedule RI, item 14)		4340		(8,000	)	4.
5.	Sale, conversion, acquisition, or retirement of capital stock, net (excluding treasury stock transactions)		B509		(2,000	)	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		0		9.
10.	Other comprehensive income ⁽¹⁾		B511		(32,000	)	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		9,292,000		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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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	(Column A)				(Column B)
the allocated transfer risk reserve.	Charge-offs ⁽¹⁾				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		1,000	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		4638		0		4608		0	4.
4. Commercial and industrial loans
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		1,000	9.

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

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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RI-7

Schedule RI-B—Continued

Memoranda

(Column A)

(Column B)

Charge-offs⁽¹⁾

Recoveries

Calendar Year-to-date

Dollar Amounts in Thousands

RIAD

Amount

RIAD

Amount

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

5410

M.1.

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

4662

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

4618

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

F187

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:

Loans to finance agricultural production and other loans to farmers (included in Schedule RI-B, Part I, item 7, above)

4655

4665

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

RIAD

Amount

Uncollectible retail credit card fees and finance charges reversed against income (i.e., not included in charge-offs against the allowance for loan and lease losses) ⁽³⁾

C388

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, 2021*, 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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RI-8

Schedule RI-B—Continued

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


		(Column A)				(Column B)				(Column C)
		Loans and Leases Held				Held-to-Maturity				Available-for-Sale
		for Investment				Debt Securities⁽²⁾				Debt Securities ⁽²⁾
Dollar Amounts in Thousands		RIAD		Amount		RIAD		Amount		RIAD		Amount
1.	Balance most recently reported for the December 31, 2021, Reports of Condition and Income (i.e., after adjustments from amended Reports of Income)		B522		13,000		JH88		0		JH94		0	1.
2.	Recoveries (column A must equal Part I, item 9, column B, above)		4605		1,000		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

Allocated transfer risk reserve included in Schedule RI-B, Part II, item 7,column A, above

C435

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.

Separate valuation allowance for uncollectible retail credit card fees and finance charges

C389

M.2.

Amount of allowance for loan and lease losses attributable to retail credit card fees and finance charges ⁽¹⁾

C390

M.3.

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

M.4.

Provisions for credit losses on other financial assets measured at amortized cost (not included in item 5, above) ⁽³⁾

JJ02
RCON

1,000

M.5.

Allowance for credit losses on other financial assets measured at amortized cost (not included in item 7, above) ⁽³⁾

JJ03
RIAD

1,000

M.6.

Provisions for credit losses on off-balance-sheet credit exposures ⁽³⁾

MG93

(1,000

)

M.7.

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

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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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 Impaire
(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

M709

M710

M711

M712

M713

1.a.

b. Commercial real estate loans

M714

M715

M716

M717

M719

M720

1.b.

c. Residential real estate loans

M721

M722

M723

M724

M725

M726

1.c.

2. Commercial loans ⁽³⁾

M727

M728

M729

M730

M731

M732

3. Credit cards

M733

M734

M735

M736

M737

M738

4. Other consumer loans

M739

M740

M741

M742

M743

M744

5. Unallocated, if any

M745

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

M746

M747

M748

M749

M750

M751

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, 2021, 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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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

120,000

JJ12

1.a.

b. Commercial real estate loans

JJ05

3,703,000

JJ13

2,000

1.b.

c. Residential real estate loans

JJ06

2,215,000

JJ14

5,000

1.c.

2. Commercial loans ⁽³⁾

JJ07

7,538,000

JJ15

9,000

3. Credit cards

JJ08

JJ16

4. Other consumer loans

JJ09

323,000

JJ17

5. Unallocated, if any

JJ18

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

JJ11

13,899,000

JJ19

16,000


	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, 2021, 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

1.a.

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

C014

1.b.

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

C016

1.c.

d. Rent and other income from other real estate owned

4042

1.d.

e. Safe deposit box rent

C015

1.e.

f. Bank card and credit card interchange fees

F555

1.f.

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

T047

1.g.

h. TEXT

4461 Net gains (losses) on non-trading derivatives

4461

(132,000

)

1.h.

i. TEXT

4462 Revenue from Services rendered to affiliates

4462

80,000

1.i.

j. TEXT

4463 Commissions and fees

4463

6,000

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

2.a.

b. Advertising and marketing expenses

0497

2.b.

c. Directors’ fees

4136

2.c.

d. Printing, stationery, and supplies

C018

2.d.

e. Postage

8403

2.e.

f. Legal fees and expenses

4141

2.f.

g. FDIC deposit insurance assessments

4146

2.g.

h. Accounting and auditing expenses

F556

2.h.

i. Consulting and advisory expenses

F557

2.i.

j. Automated teller machine (ATM) and interchange expenses

F558

2.j.

k. Telecommunications expenses

F559

2.k.

l. Other real estate owned expenses

Y923

2.l.

m. Insurance expenses (not included in employee expenses, premises and fixed asset expenses,

and other real estate owned expenses)

Y924

2.m.

n. TEXT

4464 Services rendered by affiliates

4464

286,000

2.n.

o. TEXT

4467

2.o.

p. TEXT

4468

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

3.a.

(1)

(2) Applicable income tax effect

FT30

3.a.

(2)

b.(1) TEXT

FT31

3.b.

(1)

(2) Applicable income tax effect

FT32

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

4.a.

b. Effect of adoption of lease accounting standard - ASC Topic 842

KW17

4.b.

c. TEXT

B526

4.c.

d. TEXT

B527

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

5.a.

b. TEXT

4499

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

6.a.

b. Effect of adoption of current expected credit losses methodology on allowances for credit losses ^{(1, 2)}

JJ28

6.b.

c. TEXT

4521

6.c.

d. TEXT

4522

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

Comments?

4769

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 June 30, 2022

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		33,000	1.a.
b. Interest-bearing balances ⁽²⁾				0071		18,161,000	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		720,000	2.b.
c. Equity securities with readily determinable fair values not held for trading ⁽⁴⁾				JA22		6,000	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		5,917,000	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	13,899,000					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		13,883,000	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		0	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		6,000	10.
11. Other assets (from Schedule RC-F) (6)				2160		2,250,000	11.
12. Total assets (sum of items 1 through 11)				2170		40,976,000	12.
Liabilities
13. Deposits:
a. In domestic offices (sum of totals of columns A and C from Schedule RC-E)				2200		29,072,000	13.a.
(1) Noninterest-bearing (8) 6631		13,420,000					13.a.(1)
(2) Interest-bearing 6636		15,652,000					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		69,000	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.

06/2022

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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		2,543,000		20.
21. Total liabilities (sum of items 13 through 20)		2948		31,684,000		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		939,000		25.
26. a. Retained earnings		3632		6,266,000		26.a.
b. Accumulated other comprehensive income (1)		B530		(40,000	)	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		9,292,000		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		9,292,000		28.
29. Total liabilities and equity capital (sum of items 21 and 28)		3300		40,976,000		29.

Memoranda
To be reported with the March Report of Condition.

	RCON		Number
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 2021		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

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		30,000	1.a.
b. Currency and coin		0080		0	1.b.
2. Balances due from depository institutions in the U.S		0082		21,000	2.
3. Balances due from banks in foreign countries and foreign central banks		0070		0	3.
4. Balances due from Federal Reserve Banks		0090		18,143,000	4.
5. Total (sum of items 1 through 4) (must equal Schedule RC, sum of items 1.a and 1.b)		0010		18,194,000	5.

1.	The $300 million asset-size test is based on the total assets reported on the *June* *30, 2021*, 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		772,000		1287		720,000	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.

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)

(Column B)

(Column C)

(Column D)

Amortized Cost

Fair Value

Amortized Cost

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

G301

G302

G303

4.a.

(1)

(2) Issued by FNMA and FHLMC

G304

G305

G306

G307

4.a.

(2)

(3) Other pass-through securities

G308

G309

G310

G311

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

G313

G314

G315

4.b.

(1)

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

G316

G317

G318

G319

4.b.

(2)

(3) All other residential MBS

G320

G321

G322

G323

4.b.

(3)

c. Commercial MBS

(1) Commercial mortgage pass-through securities:

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

K142

K143

K144

K145

4.c.

(1)(a)

(b) Other pass-through securities

K146

K147

K148

K149

4.c.

(1)(b)

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		772,000		1773		720,000	8.

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

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		98,000	M.2.a.(2)
(3) Over one year through three years		A551		243,000	M.2.a.(3)
(4) Over three years through five years		A552		0	M.2.a.(4)
(5) Over five years through 15 years		A553		379,000	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		98,000	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.

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.

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

B839

B840

B841

M.5.a.

b. Home equity lines

B842

B843

B844

B845

M.5.b.

c. Automobile loans

B846

B847

B848

B849

M.5.c.

d. Other consumer loans

B850

B851

B852

B853

M.5.d.

e. Commercial and industrial loans

B854

B855

B856

B857

M.5.e.

f. Other

B858

B859

B860

B861

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

G349

G350

G351

M.6.a.

b. Trust preferred securities issued by real estate investment trusts

G352

G353

G354

G355

M.6.b.

c. Corporate and similar loans

G356

G357

G358

G359

M.6.c.

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

G360

G361

G362

G363

M.6.d.

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

G364

G365

G366

G367

M.6.e.

f. Diversified (mixed) pools of structured financial products

G368

G369

G370

G371

M.6.f.

g. Other collateral or reference assets

G372

G373

G374

G375

M.6.g.

1.	The $10 billion asset-size test is based on the total assets reported on the *June* **30, 2021, 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

1.a.

(1)

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

F159

120,000

1.a.

(2)

b. Secured by farmland (including farm residential and other improvements)

1420

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

292,000

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

25,000

1.c.

(2)(b)

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

1460

1,887,000

1.d.

e. Secured by nonfarm nonresidential properties:

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

F160

19,000

1.e.

(1)

(2) Loans secured by other nonfarm nonresidential properties

F161

1,797,000

1.e.

(2)

2. Loans to depository institutions and acceptances of other banks

1288

1,239,000

a. To commercial banks in the U.S.

B531

2.a.

b. To other depository institutions in the U.S

B534

2.b.

c. To banks in foreign countries

B535

1,239,000

2.c.

3. Loans to finance agricultural production and other loans to farmers

1590

4. Commercial and industrial loans

1766

2,733,000

a. To U.S. addressees (domicile) .

1763

2,287,000

4.a.

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

1764

446,000

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

6.a.

b. Other revolving credit plans

B539

6.b.

c. Automobile loans

K137

6.c.

d. Other consumer loans (includes single payment and installment, loans other than automobile loans, and all student loans)

K207

323,000

6.d.

7. Not applicable

8. Obligations (other than securities and leases) of states and political subdivisions in the U.S.

2107

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, 2021, 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

68,000

9.a.

b. Other loans

J464

3,453,000

9.b.

(1) Loans for purchasing or carrying securities (secured and unsecured)

1545

1,463,000

9.b.

(1)

(2) All other loans (exclude consumer loans)

J451

1,990,000

9.b.

(2)

10. Lease financing receivables (net of unearned income)

2165

45,000

10.

a. Leases to individuals for household, family, and other personal expenditures (i.e., consumer leases)

F162

10.a.

b. All other leases

F163

45,000

10.b.

11. LESS: Any unearned income on loans reflected in items 1-9 above

2123

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

13,899,000

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

M.1.a.

(1)

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

K159

M.1.a.

(2)

b. Loans secured by 1—4 family residential properties

F576

10,000

M.1.b.

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

K160

M.1.c.

d. Secured by nonfarm nonresidential properties:

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

K161

M.1.d.

(1)

(2) Loans secured by other nonfarm nonresidential properties

K162

M.1.d.

(2)

e. Commercial and industrial loans

K256

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

M.1.e.

(1)

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

K164

M.1.e.

(2)

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

K165

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

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, 2021, Report of Condition.**

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Schedule RC-C—Continued

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RC-10

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

M.1.f.

(4)(a)

(b) Automobile loans

K203

M.1.f.

(4)(b)

K204

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

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

10,000

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

120,000

M.2.a.

(1)

(2) Over three months through 12 months

A565

245,000

M.2.a.

(2)

(3) Over one year through three years

A566

107,000

M.2.a.

(3)

(4) Over three years through five years

A567

262,000

M.2.a.

(4)

(5) Over five years through 15 years

A568

887,000

M.2.a.

(5)

(6) Over 15 years

A569

228,000

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

10,348,000

M.2.b.

(1)

(2) Over three months through 12 months

A571

1,292,000

M.2.b.

(2)

(3) Over one year through three years

A572

32,000

M.2.b.

(3)

(4) Over three years through five years

A573

14,000

M.2.b.

(4)

(5) Over five years through 15 years

A574

10,000

M.2.b.

(5)

(6) Over 15 years

A575

302,000

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

11,645,000

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, **2021, Report of Condition.**

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

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.

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

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

108,000

M.3.

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.

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

144,000

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.

Outstanding credit card fees and finance charges included in Schedule RC-C, Part I, item 6.a.

C391

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⁾

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):

Outstanding balance

C779

M.7.a.

Amount included in Schedule RC-C, Part I, items 1 through 9

C780

M.7.b.

Closed-end loans with negative amortization features secured by 1–4 family residential properties:

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

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).

Total maximum remaining amount of negative amortization contractually permitted on closed-end loans secured by 1–4 family residential properties

F231

M.8.b.

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

M.8.c

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

12,000

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, 2021, 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

G092

G093

M.12.a.

b. Commercial and industrial loans

G094

G095

G096

M.12.b.

c. Loans to individuals for household, family, and other personal expenditures

G097

G098

G099

M.12.c.

d. All other loans and all leases

G100

G101

G102

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

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

M.13.b.

Memorandum item 14 is to be completed by all banks.

RCON

14. Pledged loans and leases

G378

177,000

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):

(1) Home Equity Conversion Mortgage (HECM) reverse mortgages

J466

M.15.a.

(1)

(2) Proprietary reverse mortgages

J467

M.15.a.

(2)

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

(1) Home Equity Conversion Mortgage (HECM) reverse mortgages

J468

M.15.b.

(1)

(2) Proprietary reverse mortgages

J469

M.15.b.

(2)

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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RC-13

Schedule RC-C—Continued

Part I—Continued

Memoranda—Continued

Dollar Amounts in Thousands

RCON

Amount

15. c. Principal amount of reverse mortgage originations that have been sold during the year:

(1) Home Equity Conversion Mortgage (HECM) reverse mortgages

J470

M.15.c.

(1)

(2) Proprietary reverse mortgages

J471

M.15.c.

(2)

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

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

M.17.a.

Amount

b. Outstanding balance of Section 4013 loans

LG25

M.17.b.

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RC-14

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

RCON

Yes

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.”)

6999

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.

Number of Loans

RCON

Number

2. Report the total number of loans currently outstanding for each of the following Schedule RC-C, Part I, loan categories:

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.)

5562

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

2.b.


	(Column A) Number of Loans				(Column B) Amount Currently Outstanding
Dollar Amounts in Thousands	RCON		Number		RCON		Amount
3. Number and amount currently outstanding of “Loans secured by nonfarm nonresidential 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		1		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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RC-15

Schedule RC-C—Continued

Part II—Continued

Agricultural Loans to Small Farms

RCON

Yes

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.”)

6860

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.

Number of Loans

RCON

Number

6. Report the total number of loans currently outstanding for each of the following Schedule RC-C, Part I, loan categories:

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

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

6.b.

(Column A)
Number of Loans

(Column B)
Amount
Currently
Outstanding

Dollar Amounts in Thousands

RCON

Number

RCON

Amount

7. Number and amount currently outstanding of “Loans secured by farmland (including farm 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

5579

7.a.

b. With original amounts of more than $100,000 through $250,000

5580

5581

7.b.

c. With original amounts of more than $250,000 through $500,000

5582

5583

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

5585

8.a.

b. With original amounts of more than $100,000 through $250,000

5586

5587

8.b.

c. With original amounts of more than $250,000 through $500,000

5588

5589

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.

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

M.1.a.

(1)

(2) All other loans secured by real estate

HT67

M.1.a.

(2)

b. Commercial and industrial loans

F632

M.1.b.

c. Loans to individuals for household, family, and other personal expenditures (i.e., consumer loans) (includes purchased paper)

HT68

M.1.c.

d. Other loans

F636

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		14,204,000						B550		4,828,000	1.
2.	U.S. Government		2202		0						2520		0	2.
3.	States and political subdivisions in the U.S.		2203		176,000						2530		0	3.
4.	Commercial banks and other depository institutions in the U.S.		B551		403,000						B552		115,000	4.
5.	Banks in foreign countries		2213		8,587,000						2236		93,000	5.
6.	Foreign governments and official institutions (including foreign central banks)		2216		666,000						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		24,036,000		2210		24,032,000		2385		5,036,000	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

29,000

M.1.a.

b. Total brokered deposits

2365

369,000

M.1.b.

c. Brokered deposits of $250,000 or less (fully insured brokered deposits) ⁽²⁾

HK05

302,000

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

302,000

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

67,000

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

M.1.e.

f. Estimated amount of deposits obtained through the use of deposit listing services that are not brokered deposits

K223

M.1.f.

g. Total reciprocal deposits

JH83

M.1.g.

h. Sweep deposits:

(1) Fully insured, affiliate sweep deposits

MT87

142,000

M.1.h.

(1)

(2) Not fully insured, affiliate sweep deposits

MT89

928,000

M.1.h.

(2)

(3) Fully insured, non-affiliate sweep deposits

MT91

M.1.h.

(3)

(4) Not fully insured, non-affiliate sweep deposits

MT93

M.1.h.

(4)

i. Total sweep deposits that are not brokered deposits

MT95

957,000

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

4,914,000

M.2.a.

(1)

(2) Other savings deposits (excludes MMDAs)

0352

M.2.a.

(2)

b. Total time deposits of less than $100,000

6648

M.2.b.

c. Total time deposits of $100,000 through $250,000

J473

M.2.c.

d. Total time deposits of more than $250,000

J474

122,000

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

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

M.3.a.

(1)

(2) Over three months through 12 months

HK08

M.3.a.

(2)

(3) Over one year through three years

HK09

M.3.a.

(3)

(4) Over three years

HK10

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

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

122,000

M.4.a.

(1)

(2) Over three months through 12 months

HK13

M.4.a.

(2)

(3) Over one year through three years

HK14

M.4.a.

(3)

(4) Over three years

HK15

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

122,000

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
P752

Yes No
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

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

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, 2021, Report of Condition.**

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New York, NY 10019

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Page 35 of 87

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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Page 36 of 87

RC-20

Schedule RC-F—Other Assets ⁽¹⁾

Dollar Amounts in Thousands

RCON

Amount

1. Accrued interest receivable ⁽²⁾

B556

47,000

2. Net deferred tax assets ⁽³⁾

2148

301,000

3. Interest-only strips receivable (not in the form of a security) ⁽⁴⁾

HT80

4. Equity investments without readily determinable fair values ⁽⁵⁾

1752

92,000

5. Life insurance assets:

a. General account life insurance assets

K201

5.a.

b. Separate account life insurance assets

K202

5.b.

c. Hybrid account life insurance assets

K270

5.c.

6. All other assets
(itemize and describe amounts greater than $100,000 that exceed 25 percent of this item)

2168

1,810,000

a. Prepaid expenses

2166

6.a.

b. Repossessed personal property (including vehicles)

1578

6.b.

c. Derivatives with a positive fair value held for purposes other than trading

C010

6.c.

d. FDIC loss-sharing indemnification assets

J448

6.d.

e. Computer software

FT33

6.e.

f. Accounts receivable

FT34

1,359,000

6.f.

g. Receivables from foreclosed government-guaranteed mortgage loans

FT35

6.g.

TEXT

h. 3549

3549

6.h.

TEXT

i. 3550

3550

6.i.

TEXT

j. 3551

3551

6.j.

7. Total (sum of items 1 through 6) (must equal Schedule RC, item 11)

2160

2,250,000

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		7,000	1.a.
b. Other expenses accrued and unpaid (includes accrued income taxes payable)				3646		474,000	1.b.
2. Net deferred tax liabilities⁽²⁾				3049		0	2.
3. Allowance for credit losses on off-balance-sheet credit exposures ⁽³⁾				B557		3,000	3.
4. All other liabilities (itemize and describe amounts greater than $100,000 that exceed 25 percent of this item)				2938		2,059,000	4.
a. Accounts payable	3066	724,000					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.
TEXT
f. 3552	3552	0					4.f.
TEXT
g. 3553	3553	0					4.g.
TEXT
h. 3554	3554	0					4.h.
5. Total (sum of items 1 through 4) (must equal Schedule RC, item 20)				2930		2,543,000	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.

06/2012

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New York, NY 10019

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Page 37 of 87

RC-21

Schedule RC-K—Quarterly Averages₍₁₎


Dollar Amounts in Thousands	RCON		Amount
Assets
1. Interest-bearing balances due from depository institutions		3381		19,482,000	1.
2. U.S. Treasury securities and U.S. Government agency obligations⁽²⁾ (excluding mortgage-backed securities)		B558		738,000	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		6,000	4.
5. Federal funds sold and securities purchased under agreements to resell		3365		5,936,000	5.
6. Loans:
a. Total loans		3360		13,571,000	6.a.
b. Loans secured by real estate:
(1) Loans secured by 1–4 family residential properties		3465		2,263,000	6.b.(1)
(2) All other loans secured by real estate		3466		3,522,000	6.b.(2)
c. Commercial and industrial loans		3387		2,120,000	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		337,000	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		51,000	8.
9. Total assets ⁽⁴⁾		3368		41,345,000	9.
Liabilities
10. Interest-bearing transaction accounts (interest-bearing demand deposits, NOW accounts, ATS accounts, and telephone and preauthorized transfer accounts)		3485		6,516,000	10.
11. Nontransaction accounts:
a. Savings deposits (includes MMDAs)		B563		4,897,000	11.a.
b. Time deposits of $250,000 or less		HK16		0	11.b.
c. Time deposits of more than $250,000		HK17		140,000	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		72,000	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:

Debt securities at amortized cost.

Equity securities with readily determinable fair values at fair value.

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, 2021, Report of Condition.**

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DEUTSCHE BANK TRUST COMPANY AMERICAS

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New York, NY 10019

FFIEC 041

Page 38 of 87

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

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, 2021, Report of Condition.**

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 39 of 87

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

134,000

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

1.a.(1)

b. Credit card lines

3815

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

1.b.(1)

(2) Other unused credit card lines

J456

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

1.c.(1)(a)

(b) Commercial real estate, other construction loan, and land development loan commitments

F165

156,000

1.c.(1)(b)

(2) NOT secured by real estate

6550

1.c.(2)

d. Securities underwriting

3817

1.d.

e. Other unused commitments:

(1) Commercial and industrial loans

J457

326,000

1.e.(1)

(2) Loans to financial institutions

J458

264,000

1.e.(2)

(3) All other unused commitments

J459

6,865,000

1.e.(3)

2. Financial standby letters of credit

3819

500,000

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

41,000

2.a.

3. Performance standby letters of credit

3821

48,000

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

3.a.

4. Commercial and similar letters of credit

3411

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

6.a.

b. Securities borrowed

3432

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

C969

7.a.

(1)

(2) Total return swaps

C970

C971

7.a.

(2)

(3) Credit options

C972

C973

7.a.

(3)

(4) Other credit derivatives

C974

C975

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, 2021*, Report of Condition.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 40 of 87

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

C221

7.b. (1)

(2) Gross negative fair value

C220

C222

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

7.c. (1) (a)

(b) Purchased protection

G402

7.c.(1)(b)

(2) All other positions:

(a) Sold protection

G403

7.c.(2)(a)

(b) Purchased protection that is recognized as a guarantee for regulatory capital purposes

G404

7.c.(2)(b)

G405

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

G407

G408

7.d.(1)(a)

(b) Subinvestment grade

G409

G410

G411

7.d.(1)(b)

(2) Purchased credit protection: ⁽³⁾

(a) Investment grade

G412

G413

G414

7.d.(2)(a)

(b) Subinvestment grade

G415

G416

G417

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

a. Not applicable b. Commitments to purchase when-issued securities

3434

9.b.

c. Standby letters of credit issued by another party (e.g., a Federal Home Loan Bank) on the bank’s behalf

C978

9.c.

TEXT

d. 3555

3555

9.d.

TEXT

e. 3556

3556

9.e.

TEXT

f. 3557

3557

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

10.

a. Commitments to sell when-issued securities

3435

10.a.

TEXT

b. 5592

5592

10.b.

TEXT

c. 5593

5593

10.c.

TEXT

d. 5594

5594

10.d.

TEXT

e. 5595

5595

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.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 41 of 87

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

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

12.a.

RCON 8697

RCON 8698

RCON 8699

RCON 8700

b. Forward contracts

12.b.

c. Exchange-traded option contracts:

RCON 8701

RCON 8702

RCON 8703

RCON 8704

(1) Written options

12.c.(1)

RCON 8705

RCON 8706

RCON 8707

RCON 8708

(2) Purchased options

4,975,000

12.c.(2)

d. Over-the-counter option contracts:

RCON 8709

RCON 8710

RCON 8711

RCON8712

(1) Written options

12.d.(1)

RCON 8713

RCON 8714

RCON 8715

RCON 8716

(2) Purchased options

12.d.(2)

RCON 3450

RCON 3826

RCON 8719

RCON 8720

e. Swaps

25,302,000

12.e.

13.Total gross notional amount of derivative contracts held for trading 0

RCON A126

RCON A127
0

RCON 8723
0

RCON 8724
0

13.

14.Total gross notional amount of derivative contracts held for purposes other than trading

RCON 8725
30,277,000

RCON 8726
0

RCON 8727
0

RCON 8728
0

14.

a. Interest rate swaps where the bank has agreed to pay a fixed rate

RCON A589
0

14.a.

06/2012

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New York, NY 10019

FFIEC 041

Page 42 of 87

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

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

15.a.(1)

(2) Gross negative fair

RCON 8737

RCON 8738

RCON 8739

RCON 8740

value

15.a.(2)

b. Contracts held for purposes other than trading:

(1) Gross positive fair

RCON 8741

RCON 8742

RCON 8743

RCON 8744

value

317,000

15.b.(1)

(2) Gross negative fair

RCON 8745

RCON 8746

RCON 8747

RCON 8748

value

462,000

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

6,000

G422

308,000

16.a.

b. Fair value of collateral:

(1) Cash—U.S. dollar

G423

2,000

G427

16.b.(1)

(2) Cash—Other currencies

G428

G432

16.b.(2)

(3) U.S. Treasury securities

G433

G437

16.b.(3)

(4) through

(6) Not Applicable

(7) All other collateral

G453

G457

16.b.(7)

(8) Total fair value of collateral

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

G458

2,000

G462

16.b.(8)

1.	The $10 billion asset-size test is based on the total assets reported on the June 30, 2021, Report of Condition.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 43 of 87

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

1,000

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 percent of total capital as defined for this purpose in agency regulations

Number

1.b.

2. Intangible assets:

6165

a. Mortgage servicing assets

3164

2.a.

(1) Estimated fair value of mortgage servicing assets

A590

2.a.

(1)

b. Goodwill

3163

2.b.

c. All other intangible assets

JF76

6,000

2.c.

d. Total (sum of items 2.a, 2.b, and 2.c) (must equal Schedule RC, item 10)

2143

6,000

2.d.

3. Other real estate owned:

a. Construction, land development, and other land

5508

3.a.

b. Farmland

5509

3.b.

c. 1–4 family residential properties

5510

3.c.

d. Multifamily (5 or more) residential properties

5511

3.d.

e. Nonfarm nonresidential properties

5512

3.e.

f. Total (sum of items 3.a through 3.e) (must equal Schedule RC, item 7)

2150

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

3,000

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

5.a.

(1)(a)

(b) Over one year through three years

F056

5.a.

(1)(b)

F057

5.a.

(1)(c)

(d) Over five years

F058

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

5.a.

(2)

(3) Structured advances (included in items 5.a.(1)(a)–(d) above)

F059

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

69,000

5.b.

(1)(a)

(b) Over one year through three years

F061

5.b.

(1)(b)

F062

5.b.

(1)(c)

(d) Over five years

F063

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

69,000

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

69,000

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.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 44 of 87

RC-28

Schedule RC-M—Continued

Dollar Amounts in Thousands

RCON

Yes

Does the reporting bank sell private label or third-party mutual funds and annuities?

B569

RCON

Amount

Assets under the reporting bank’s management in proprietary mutual funds and annuities

B570

Internet website addresses and physical office trade names:

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.

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⁾

(1)

TE01

N528

http://

8.b.

(1)

(2)

TE02

N528

http://

8.b.

(2)

(3)

TE03

N528

http://

8.b.

(3)

(4)

TE04

N528

http://

8.b.

(4)

(5)

TE05

N528

http://

8.b.

(5)

(6)

TE06

N528

http://

8.b.

(6)

(7)

TE07

N528

http://

8.b.

(7)

(8)

TE08

N528

http://

8.b.

(8)

(9)

TE09

N528

http://

8.b.

(9)

(10)

TE10

N528

http://

8.b.

(10)

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.

Do any of the bank’s Internet websites have transactional capability, i.e., allow the bank’s
customers to execute transactions on their accounts through the website?

RCON
4088

Yes

10.

Secured liabilities:

Amount of “Federal funds purchased” that are secured (included in Schedule RC, item 14.a)

RCON
F064

Amount
0

10.a.

Amount of “Other borrowings” that are secured (included in Schedule RC-M,

items 5.b.(1)(a)–(d))

F065

10.b.

11.

Does the bank act as trustee or custodian for Individual Retirement Accounts, Health Savings
Accounts, and other similar accounts? .

RCON

Yes

G463

11.

Does the bank provide custody, safekeeping, or other services involving the acceptance of orders
for the sale or purchase of securities?

G464

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).

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 45 of 87

RC-29

Schedule RC-M—Continued

Dollar Amounts in Thousands

RCON

Amount

13. Assets covered by loss-sharing agreements with the FDIC:

a. Loans and leases (included in Schedule RC, items 4.a and 4.b):

(1) Loans secured by real estate:

(a) Construction, land development, and other land loans:

(1) 1–4 family residential construction loans

K169

13.a.

(1)(a)(1)

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

K170

13.a.

(1)(a)(2)

(b) Secured by farmland

K171

13.a.

(1)(b)

(1) Revolving, open-end loans secured by 1–4 family residential properties and extended under lines of credit

K172

13.a.

(1)(c)(1)

(2) Closed-end loans secured by 1–4 family residential properties:

(a) Secured by first liens

K173

13.a.

(1)(c)(2)(a)

(b) Secured by junior liens

K174

13.a.

(1)(c)(2)(b)

(d) Secured by multifamily (5 or more) residential properties

K175

13.a.

(1)(d)

(e) Secured by nonfarm nonresidential properties:

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

K176

13.a.

(1)(e)(1)

(2) Loans secured by other nonfarm nonresidential properties

K177

13.a.

(1)(e)(2)

(2) through (4) Not applicable

(5) All other loans and all leases

K183

13.a.

(5)

b. Other real estate owned (included in Schedule RC, item 7):

(1) Construction, land development, and other land

K187

13.b.

(1)

(2) Farmland

K188

13.b.

(2)

(3) 1–4 family residential properties

K189

13.b.

(3)

(4) Multifamily (5 or more) residential properties

K190

13.b.

(4)

(5) Nonfarm nonresidential properties

K191

13.b.

(5)

(6) Not applicable

(7) Portion of covered other real estate owned included in items 13.b.(1) through (5) above that is protected by FDIC loss-sharing agreements

K192

13.b.

(7)

c. Debt securities (included in Schedule RC, items 2.a and 2.b)

J461

13.c.

d. Other assets (exclude FDIC loss-sharing indemnification assets)

J462

13.d.

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

14.a.

b. Total assets of captive reinsurance subsidiaries ⁽¹⁾

K194

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

RCON

Number

its QTL compliance? (for the HOLA QTL test, enter 1; for the IRS DBLA test, enter 2)

L133

15.a.

b. Has the institution been in compliance with the HOLA QTL test as of each month end

Yes

during the quarter or the IRS DBLA test for its most recent taxable year, as applicable?

L135

15.b.

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.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 46 of 87

RC-30

Schedule RC-M—Continued

Dollar Amounts in Thousands

RCON

Number

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: ⁽¹⁾

Estimated number of international remittance transfers provided by your institution during the calendar year ending on the report date

N523

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.

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

16.b.

(1)

(2) Estimated number of international remittance transfers for which your institution applied the permanent exchange rate exception

Number

MM07

16.b.

(2)

(3) Estimated number of international remittance transfers for which your institution

applied the permanent covered third-party fee exception

MQ52

16.b.

(3)

17.

U.S. Small Business Administration Paycheck Protection Program (PPP) loans (2) and the Federal Reserve PPP Liquidity Facility (PPPLF):

Number of PPP loans outstanding

LG26

17.a.

Amount

Outstanding balance of PPP loans

LG27

17.b.

Outstanding balance of PPP loans pledged to the PPPLF

LG28

17.c.

Outstanding balance of borrowings from Federal Reserve Banks under the PPPLF with a remaining maturity of:

(1) One year or less

LL59

17.d.

(1)

(2) More than one year

LL60

17.d.

(2)

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

17.e.

18.

Money Market Mutual Fund Liquidity Facility (MMLF):

Outstanding balance of assets purchased under the MMLF

LL61

18.a.

Quarterly average amount of assets purchased under the MMLF and excluded from “Total assets for the leverage ratio” reported in Schedule RC-R, Part I, item 30

LL58

18.b.

1.	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.

2.	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)).

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 47 of 87

RC-31

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		14,000		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		0		C237		0		C229		49,000	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		5,000		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		0	7.
8. Lease financing receivables		1226		0		1227		0		1228		0	8.
9. Total loans and leases (sum of items 1 through 8)		1406		14,000		1407		5,000		1403		52,000	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.”

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 48 of 87

RC-32

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

K037

K038

11.

a. Guaranteed portion of loans and leases included in item 11 above, excluding rebooked “GNMA loans”

K039

K040

K041

11.a.

b. Rebooked “GNMA loans” that have been repurchased or are eligible for repurchase included in item 11 above

K042

K043

K044

11.b.

12. Loans and leases reported in items 1 through 8 above that are covered by loss-sharing agreements with the FDIC:

a. Loans secured by real estate:

(1) Construction, land development, and other land loans:

(a) 1–4 family residential construction loans

K045

K046

K047

12.a.

(1)(a)

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

K048

K049

K050

12.a.

(1)(b)

(2) Secured by farmland

K051

K052

K053

12.a.

(2)

(3) Secured by 1–4 family residential properties:

(a) Revolving, open-end loans secured by 1–4 family residential properties and extended under lines of credit

K054

K055

K056

12.a.

(3)(a)

(b) Closed-end loans secured by 1–4 family residential properties:

(1) Secured by first liens

K057

K058

K059

12.a.

(3)(b)(1)

(2) Secured by junior liens

K060

K061

K062

12.a.

(3)(b)(2)

(4) Secured by multifamily (5 or more) residential properties

K063

K064

K065

12.a.

(4)

(5) Secured by nonfarm nonresidential properties:

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

K066

K067

K068

12.a.

(5)(a)

(b) Loans secured by other nonfarm nonresidential properties

K069

K070

K071

12.a.

(5)(b)

b. through d. Not applicable

e. All other loans and all leases

K087

K088

K089

12.e.

f. Portion of covered loans and leases included in items 12.a through 12.e above that is protected by FDIC loss-sharing agreements

K102

K103

K104

12.f.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

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New York, NY 10019

FFIEC 041

Page 49 of 87

RC-33

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

K106

K107

M.1.a.

(1)

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

K108

K109

K110

M.1.a.

(2)

b. Loans secured by 1–4 family residential properties

F661

F662

F663

M.1.b.

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

K111

K112

K113

M.1.c.

d. Secured by nonfarm nonresidential properties:

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

K114

K115

K116

M.1.d.

(1)

(2) Loans secured by other nonfarm nonresidential properties

K117

K118

K119

M.1.d.

(2)

e. Commercial and industrial loans

K257

K258

K259

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

K121

K122

M.1.e.

(1)

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

K123

K124

K125

M.1.e.

(2)

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

K126

K127

K128

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

K131

K132

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, 2021, Report of Condition.**

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 50 of 87

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
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 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-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		0	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		5,000	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, 2021, 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.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 51 of 87

RC-35

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

F167

F168

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

1597

1583

M.4.

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

C240

C241

C226

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

3,000

M.7.

8. Nonaccrual assets sold during the previous six months

C411

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

L184

L185

M.9.a.

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

L186

L187

L188

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, 2021, 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 52 of 87

RC-36

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

29,201,000

2. Total allowable exclusions, including interest accrued and unpaid on allowable exclusions

F237

3. Not applicable

4. Average consolidated total assets for the calendar quarter

K652

41,345,000

a. Averaging method used

Number

(for daily averaging, enter 1, for weekly averaging, enter 2)

K653

4.a.

Amount

5. Average tangible equity for the calendar quarter ⁽¹⁾

K654

9,286,000

6. Holdings of long-term unsecured debt issued by other FDIC-insured depository institutions

K655

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

69,000

7.a.

b. Over one year through three years

G466

7.b.

c. Over three years through five years

G467

7.c.

d. Over five years

G468

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

8.a.

b. Over one year through three years

G470

8.b.

c. Over three years through five years

G471

8.c.

d. Over five years

G472

8.d.

9. Brokered reciprocal deposits (included in Schedule RC-E, Memorandum item 1.b)

G803

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

9.a.

10. Banker’s bank certification:

Does the reporting institution meet both the statutory definition of a banker’s bank and the business conduct test set forth in FDIC regulations?

Yes

K656

10.

If the answer to item 10 is “YES,” complete items 10.a and 10.b.

Amount

a. Banker’s bank deduction

K657

10.a.

b. Banker’s bank deduction limit

K658

10.b.

11. Custodial bank certification:

Yes

Does the reporting institution meet the definition of a custodial bank set forth in FDIC regulations?

K659

11.

If the answer to item 11 is “YES,” complete items 11.a and 11.b.⁽²⁾

Amount

a. Custodial bank deduction

K660

20,210,000

11.a.

b. Custodial bank deduction limit

K661

7,245,000

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.

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RC-37

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

139,000

M.1.a.(1)

(2) Number of deposit accounts (excluding retirement accounts) of $250,000 or less

F050

Number
6,742

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

29,032,000

M.1.b.(1)

(2) Number of deposit accounts (excluding retirement accounts) of more than $250,000

F052

Number
3,103

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

26,000

M.1.c.(1)

Number

(2) Number of retirement deposit accounts of $250,000 or less

F046

194

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

4,000

M.1.d.(1)

Number

(2) Number of retirement deposit accounts of more than $250,000

F048

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

28,258,000

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

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, 2021, 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.

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Page 54 of 87

RC-38

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		66,000	M.6.a.
b. Substandard		K664		273,000	M.6.b.
c. Doubtful		K665		0	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		1,716,000	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		32,000	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		156,000	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		122,000	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.

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RC-39

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.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

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New York, NY 10019

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Page 56 of 87

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 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

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

303,000

711,000

346,000

168,000

69,000

6,000

8,000

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

37,000

71,000

32,000

11,000

4,000

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

5,000

14,000

2,000

1,000

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

31,000

85,000

108,000

10,000

9,000

3,000

M.18.d.

RCON N040

RCON N041

RCON N042

RCON N043

RCON N044

RCON N045

RCON N046

RCON N047

e. Credit cards

M.18.e.

��

RCON N055

RCON N056

RCON N057

RCON N058

RCON N059

RCON N060

RCON N061

RCON N062

f. Automobile loans

M.18.f.

RCON N070

RCON N071

RCON N072

RCON N073

RCON N074

RCON N075

RCON N076

RCON N077

g. Student loans

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

165,000

35,000

115,000

2,000

M.18.h.

RCON N100

RCON N101

RCON N102

RCON N103

RCON N104

RCON N105

RCON N106

RCON N107

i. Consumer leases

M.18.i.

RCON N115

RCON N116

RCON N117

RCON N118

RCON N119

RCON N120

RCON N121

RCON N122

j. Total

541,000

916,000

603,000

192,000

82,000

6,000

11,000

3,000

M.18.j.

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Page 57 of 87

RC-41

Schedule RC-O—Continued

Two-Year Probability of Default (PD)

(Column O)

(Column I)

(Column J)

(Column K)

(Column L)

(Column M)

(Column N)

PDs Were
Derived

20.01–22%

22.01–26%

26.01–30%

> 30%

Unscoreable

Total

Using ⁽¹⁾

Dollar Amounts in Thousands

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

20,000

8,000

75,000

1,717,000

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

1,000

4,000

160,000

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

22,000

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

47,000

293,000

M.18.d.

RCON N048

RCON N049

RCON N050

RCON N051

RCON N052

RCON N053

RCON N054

e. Credit cards

M.18.e.

RCON N063

RCON N064

RCON N065

RCON N066

RCON N067

RCON N068

RCON N069

f. Automobile loans

M.18.f.

RCON N078

RCON N079

RCON N080

RCON N081

RCON N082

RCON N083

RCON N084

g. Student loans

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

7,000

324,000

M.18.h.

RCON N108

RCON N109

RCON N110

RCON N111

RCON N112

RCON N113

RCON N114

i. Consumer leases

M.18.i.

RCON N123

RCON N124

RCON N125

RCON N126

RCON N127

RCON N128

j. Total

20,000

1,000

8,000

133,000

2,516,000

M.18.j.

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 58 of 87

RC-42

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 (included in Schedule RI, items 5.c, 5.f, 5.g, and 5.i)	RIAD
		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.

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Page 59 of 87

RC-43

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

726,000

G474

G475

720,000

G476

6,000

G477

2. Not applicable

3. Loans and leases held for sale

G483

G484

G485

G486

G487

4. Loans and leases held for investment

G488

G489

G490

G491

G492

5. Trading assets:

a. Derivative assets

3543

G493

G494

G495

G496

5.a.

b. Other trading assets

G497

G498

G499

G500

G501

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

F684

F692

F241

F242

5.b.

(1)

6. All other assets

G391

314,000

G392

3,000

G395

G396

317,000

G804

7. Total assets measured at fair value on a recurring basis (sum of items 1 through 5.b plus item 6)

G502

1,040,000

G503

3,000

G504

720,000

G505

323,000

G506

Liabilities

8. Deposits

F252

F686

F694

F253

F254

9. Not applicable

10. Trading liabilities:

a. Derivative liabilities

3547

G512

G513

G514

G515

10.a.

b. Other trading liabilities

G516

G517

G518

G519

G520

10.b.

11. and 12. Not applicable

13. All other liabilities

G805

459,000

G806

3,000

G807

G808

462,000

G809

13.

14. Total liabilities measured at fair value on a recurring basis (sum of items 8 through 13)

G531

459,000

G532

3,000

G533

G534

462,000

G535

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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New York, NY 10019

FFIEC 041

Page 60 of 87

RC-44

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

G537

G538

G539

G540

M.1.a.

b. Nontrading derivative assets

G541

314,000

G542

3,000

G543

G544

317,000

G545

M.1.b.

TEXT

c. G546

G546

G547

G548

G549

G550

M.1.c.

TEXT

d. G551

G551

G552

G553

G554

G555

M.1.d.

TEXT

e. G556

G556

G557

G558

G559

G560

M.1.e.

TEXT

f. G561

G561

G562

G563

G564

G565

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

F689

F697

F262

F263

M.2.a.

b. Nontrading derivative liabilities

G566

459,000

G567

3,000

G568

G569

462,000

G570

M.2.b.

TEXT

c. G571

G571

G572

G573

G574

G575

M.2.c.

TEXT

d. G576

G576

G577

G578

G579

G580

M.2.d.

TEXT

e. G581

G581

G582

G583

G584

G585

M.2.e.

TEXT

f. G586

G586

G587

G588

G589

G590

M.2.f.

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DEUTSCHE BANK TRUST COMPANY AMERICAS

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New York, NY 10019

FFIEC 041

Page 61 of 87

RC-45

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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RC-46

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

3,066,000

2. Retained earnings (1)

KW00

6,266,000

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; enter “2” for Yes with a 5-year 2020 CECL transition election.)

RCOA

JJ29

2.a.

RCOA

Amount

3. Accumulated other comprehensive income (AOCI)

B530

(40,000)

0=No

RCOA

a. AOCI opt-out election (enter “1” for Yes; enter “0” for No.)

1=Yes

P838

3.a.

RCOA

Amount

4. Common equity tier 1 minority interest includable in common equity tier 1 capital

P839

5. Common equity tier 1 capital before adjustments and deductions (sum of items 1 through 4)

P840

9,292,000

Common Equity Tier 1 Capital: Adjustments and Deductions

6. LESS: Goodwill net of associated deferred tax liabilities (DTLs)

P841

7. LESS: Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs

P842

6,000

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

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

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

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

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

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

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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RC-47

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		9,286,000	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		9,286,000	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		9,286,000	26.
Total Assets for the Leverage Ratio
27. Average total consolidated assets (2)		KW03		41,345,000	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		6,000	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		41,339,000	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-48

Schedule RC-R—Continued

Part I—Continued

Leverage Ratio*

RCOA

Percentage

31. Leverage ratio (item 26 divided by item 30)

7204

22.4630

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

1=Yes

RCOA

LE74

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

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

KX78

33.

34. Off-balance sheet exposures:

a. Unused portion of conditionally cancellable commitments

KX79

34.a.

b. Securities lent and borrowed (Schedule RC-L, sum of items 6.a and 6.b)

KX80

34.b.

c. Other off-balance sheet exposures

KX81

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

KX83

34.d

Dollar Amounts in Thousands

RCOA

Amount

35. Unconditionally cancellable commitments

S540

35.

36. Investments in the tier 2 capital of unconsolidated financial institutions

LB61

36.

37. Allocated transfer risk reserve

3128

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

a. Loans and leases held for investment

JJ30

38.a.

b. Held-to-maturity debt securities

JJ31

38.b.

c. Other financial assets measured at amortized cost

JJ32

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-49

Schedule RC-R—Continued

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		19,000		42.
43. Not applicable
44. Tier 2 capital before deductions (sum of items 39 through 42)		P870		19,000		44.
45. LESS: Tier 2 capital deductions		P872		0		45.
46. Tier 2 capital (greater of item 44 minus item 45, or zero)		5311		19,000		46.
Total Capital
47. Total capital (sum of items 26 and 46)		3792		9,305,000		47.
Total Risk-Weighted Assets
48. Total risk-weighted assets (from Schedule RC-R, Part II, item 31)		A223		15,808,000		48.

Risk-Based Capital Ratios *	RCOA		Percentage
49. Common equity tier 1 capital ratio (item 19 divided by item 48)		P793		58.7424	%	49.
50. Tier 1 capital ratio (item 26 divided by item 48)		7206		58.7424	%	50.
51. Total capital ratio (item 47 divided by item 48)		7205		58.8626	%	51.
Capital Buffer*
52. Institution-specific capital buffer necessary to avoid limitations on distributions and discretionary bonus payments:
a. Capital conservation buffer		H311		50.8626	%	52.a.
		RCOW
b. Institutions subject to Category III capital standarts 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		44,169,000		55.a.

			Percentage
b. Supplementary leverage ratio		H036		21.0238	%	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.

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.

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.

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-50

Schedule RC-R—Continued RC-50

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)

Allocation by Risk-Weight Category

Totals From
Schedule RC

Adjustments
to Totals
Reported in
Column A

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

Balance Sheet Asset Categories ⁽²⁾

1. Cash and balances due from depository institutions

RCON D957

18,194,000

RCON S396

RCON D958

18,143,000

RCON D959

51,000

RCON S397

RCON D960

RCON S398

2. Securities:

a. Held-to-maturity securities (3)

RCON D961

RCON S399

RCON D962

RCON HJ74

RCON HJ75

RCON D963

RCON D964

RCON D965

RCON S400

2.a.

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

RCON JA21

726,000

RCON S402

RCON D967

720,000

RCON HJ76

RCON HJ77

RCON D968

RCON D969

RCON D970

6,000

RCON S403

2.b.

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

RCON D971

RCON D972

RCON D973

RCON S410

RCON D974

RCON S411

3.a

b. Securities purchased under agreements to resell

RCON H171

5,917,000

RCON H172

5,917,000

3.b

4. Loans and leases held for sale:

a. Residential mortgage exposures

RCON S413

RCON S414

RCON H173

RCON S415

RCON S416

RCON S417

4.a..

b. High volatility commercial real estate exposures

RCON S419

RCON S420

RCON H174

RCON H175

RCON H176

RCON H177

RCON S421

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.

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-51

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⁾

Dollar Amounts in Thousands

250%
Amount

300%
Amount

400%
Amount

600%
Amount

625%
Amount

937.5%
Amount

1250%
Amount

Exposure
Amount
Amount

Risk-Weighted
Asset Amount
Amount

Balance Sheet Asset

Categories (continued)

1. Cash and balances due from depository institutions

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

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

4.a.

b. High volatility commercial real estate exposures

RCON H275

RCON H276

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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RC-52

Schedule RC-R—Continued

Part II—Continued

(Column A)

Totals From

Schedule

(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

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

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
0

RCON S425

RCON HJ78

RCON HJ79

RCON S426
0

RCON S427
0

RCON S428
0

RCON S429
0

4.c.

d. All other exposures

RCON S431
0

RCON S432
0

RCON S433
0

RCON HJ80
0

RCON HJ81
0

RCON S434
0

RCON S435
0

RCON S436
0

RCON S437
0

4.d.

5. Loans and leases held for investment: ⁽²⁾

a. Residential mortgage exposures

RCON S439
2,420,000

RCON S440
0

RCON H178

5,000

RCON S441
0

RCON S442
2,291,000

RCON S443
124,000

5.a.

b. High volatility commercial real estate exposures

RCON S445
0

RCON S446
0

RCON H179
0

RCON H180
0

RCON H181
0

RCON H182
0

RCON S447
0

5.b.

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

RCON S449

RCON S450
0

RCON S451
0

RCON HJ82
0

RCON HJ83
0

RCON S452
0

RCON S453
0

RCON S454
0

RCON S455
0

5.c.

d. All other exposures

RCON S457

11,479,000

RCON S458
0

RCON S459
243,000

RCON HJ84
0

RCON HJ85
0

RCON S460
521,000

RCON S461
11,000

RCON S462
9,680,000

RCON S463

1,024,000

5.d.

6. LESS: Allowance for loan and lease losses ⁽⁴⁾

RCON 3123

16,000

RCON 3123
16,000

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.

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RC-53

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

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

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

RCON H277

RCON H278

4.c.

d. All other exposures

RCON H279

RCON H280

4.d.

5. Loans and leases held for investment:

a. Residential mortgage exposures

RCON H281

RCON H282

5.a.

b. High volatility commercial real estate exposures

RCON H283

RCON H284

5.b.

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

RCON H285

RCON H286

5.c.

d. All other exposures

RCON H287

RCON H288

5.d.

6. LESS: Allowance for loan and lease losses

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.

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RC-54

Schedule RC-R—Continued

Part II—Continued

(Column A)

(Column B)

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

(Column I)

(Column J)

Totals From

Adjustments

Schedule

to Totals

Allocation by Risk-Weight Category

Reported in

Column A

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

RCON D976

RCON S466

RCON D977

RCON HJ86

RCON HJ87

RCON D978

RCON D979

RCON D980

RCON S467

7. Trading assets

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)}

2,256,000

591,000

97,000

100,000

3,000

1,156,000

8,000 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.

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.

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

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00623

New York, NY 10019

FFIEC 041

Page 71 of 87

RC-55

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

RCON H186

RCON H290

RCON H187

RCON H291

RCON H292

7. Trading assets

RCON H293

RCON H188

RCON S470

RCON S471

RCON H294

RCON H295

8. All other assets ⁽²⁾

301,000

a. Separate account bank-owned life insurance

RCON H296

RCON H297

8.a.

b. Default fund contributions to central counterparties

RCON H298

RCON H299

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 72 of 87

RC-56

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

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 9.a.

RCON S480

RCON S481

RCON S482

RCON S483

RCON S484

b. Available-for-sale securities

0 9.b.

RCON S485

RCON S486

RCON S487

RCON S488

RCON S489

c. Trading assets

0 9.c

RCON S490

RCON S491

RCON S492

RCON S493

RCON S494

d. All other on-balance sheet securitization exposures

0 9.d

RCON S495

RCON S496

RCON S497

RCON S498

RCON S499

10. Off-balance sheet securitization exposures

0 10.

1.	Simplified Supervisory Formula Approach.

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 73 of 87

RC-57

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

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

11. Total balance sheet assets ⁽¹⁾

RCON 2170

RCON S500

RCON D987

RCON HJ90

RCON HJ91

RCON D988

RCON D989

RCON D990

RCON S503

40,976,000

6,492,000

19,208,000

672,000

2,305,000

10,966,000

1,032,000

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

11. Total balance sheet assets ⁽¹⁾

RCON S504

RCON S505

RCON S506

RCON S507

RCON S510

RCON H300

301,000

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 74 of 87

RC-58

Schedule RC-R—Continued

Part II—Continued


	(Column A) Face, Notional, or Other Amount				(Column B) Credit Equivalent Amount ⁽²⁾		(Column C)		(Column D)		(Column E)		(Column F)	(Column G)		(Column H)		(Column I)		(Column J)
			CCF ⁽¹⁾				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
		503,000		1.0		503,000		8,000		0		0			46,000		0		449,000		0	12.
13. Performance standby letters of credit and transaction-related
		RCON D997				RCON D998		RCON D999							RCON G603		RCON G604		RCON G605		RCON S512
contingent items		46,000		0.5		23,000		0							1,000		0		22,000		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 75 of 87

RC-59

Schedule RC-R—Continued

Part II—Continued

(Column A)
Face, Notional,
or Other
Amount

(Column B)
Credit
Equivalent
Amount (2)

(Column C)

(Column D)

(Column E)

(Column F)

(Column G)

(Column H)

(Column I)

(Column J)

CCF (1)

Allocation by Risk-Weight Category

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

Amount

16.

Repo-style

RCON S515

RCON S516

RCON S517

RCON S518

RCON S519

RCON S520

RCON S521

RCON S522

RCON S523

transactions (3)

58,000

1.0

58,000

58,000

16.

17.

All other off-balance

RCON G618

RCON G619

RCON G620

RCON G621

RCON G622

RCON G623

RCON S524

sheet liabilities

1.0

17.

18.

Unused commitments (exclude unused commitments to asset-backed commercial paper conduits):

a. Original maturity of

RCON S525

RCON S526

RCON S527

RCON HJ96

RCON HJ97

RCON S528

RCON S529

RCON S530

RCON S531

one year or less

15,000

0.2

3,000

3,000

18.a.

b. Original maturity

exceeding one

RCON G624

RCON G625

RCON G626

RCON HJ98

RCON HJ99

RCON G627

RCON G628

RCON G629

RCON S539

year

1,828,000

0.5

914,000

89,000

110,000

67,000

648,000

18.b.

19.

Unconditionally

cancelable

RCON S540

RCON S541

commitments

0.0

19.

20.

Over-the-counter

RCON S542

RCON S543

RCON HK00

RCON HK01

RCON S544

RCON S545

RCON S546

RCON S547

RCON S548

derivatives

9,000

9,000

20.

21.

Centrally cleared

RCON S549

RCON S550

RCON S551

RCON S552

RCON S554

RCON S555

RCON S556

RCON S557

derivatives

368,000

368,000

21.

22.

Unsettled transactions

RCON H191

RCON H193

RCON H194

RCON H195

RCON H196

RCON
H197

(failed trades) (4)

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 76 of 87

RC-60

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

16. Repo-style

RCON H301

RCON H302

transactions ⁽²⁾

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

RCON H303

RCON H304

one year or less

18.a.

b. Original maturity

RCON H307

RCON H308

exceeding one year

18.b.

19. Unconditionally cancelable commitments

19.

20. Over-the-counter

RCON H309

RCON H310

derivatives

20.

21. Centrally cleared derivatives

21.

22. Unsettled transactions

RCON H198

RCON H199

RCON H200

(failed trades) ⁽³⁾

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 77 of 87

RC-61

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

10%

20%

50%

100%

150%

Dollar Amounts in Thousands

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

19,305,000

368,000

838,000

2,372,000

12,146,000

1,032,000

23.

24.Risk-weight factor

X 0

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

7,000

168,000

1,186,000

12,146,000

1,548,000

25.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 78 of 87

RC-62

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

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

301,000

23.

24. Risk-weight factor

X250

X300

X400

X600

X625

X937.5

X1250

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

753,000

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		15,808,000	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		15,808,000	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		15,808,000	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.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 79 of 87

RC-63

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		314,000	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

608,000

S583

426,000

S584

139,000

M.2.a.

b. Foreign exchange rate and gold

S585

S586

S587

M.2.b.

c. Credit (investment grade reference asset)

S588

S589

S590

M.2.c.

d. Credit (non-investment grade reference asset)

S591

S592

S593

M.2.d.

e. Equity

S594

S595

S596

M.2.e.

f. Precious metals (except gold)

S597

S598

S599

M.2.f.

g. Other

S600

S601

S602

M.2.g.

3. Notional principal amounts of centrally cleared derivative contracts:

a. Interest rate

S603

17,107,000

S604

7,540,000

S605

4,458,000

M.3.a.

b. Foreign exchange rate and gold

S606

S607

S608

M.3.b.

c. Credit (investment grade reference asset)

S609

S610

S611

M.3.c.

d. Credit (non-investment grade reference asset)

S612

S613

S614

M.3.d.

e. Equity

S615

S616

S617

M.3.e.

f. Precious metals (except gold)

S618

S619

S620

M.3.f.

g. Other

S621

S622

S623

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

M.4.a.

b. Held-to-maturity debt securities

JJ31

M.4.b.

c. Other financial assets measured at amortized cost

JJ32

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 80 of 87

RC-64

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

B711

2. Maximum amount of credit exposure arising from recourse or other seller-provided credit enhancements provided to structures reported in item 1

HU09

HU15

3. Not applicable

4. Past due loan amounts included in item 1:

a. 30–89 days past due

B733

B739

4.a.

b. 90 days or more past due

B740

B746

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

a. Charge-offs

B747

B753

5.a.

b. Recoveries

B754

B760

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

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

B782

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

B789

10.

Bank Asset Sales

11. Assets sold with recourse or other seller-provided credit enhancements and not securitized by the reporting bank

B790

B796

11.

12. Maximum amount of credit exposure arising from recourse or other seller-provided credit enhancements provided to assets reported in item 11

B797

B803

12.

1.	The $10 billion asset-size test is based on the total assets reported on the *June* *30, 2021, Report of Condition.*

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 81 of 87

RC-65

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

M.2.a.

b. Closed-end 1–4 family residential mortgages serviced with no recourse or other servicer-provided credit enhancement

B805

M.2.b.

c. Other financial assets (includes home equity lines) ⁽¹⁾

A591

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

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

M.3.a.(1)

(2) Conduits sponsored by other unrelated institutions

B807

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

M.3.b.(1)

(2) Conduits sponsored by other unrelated institutions

B809

M.3.b.(2)

4. Outstanding credit card fees and finance charges included in Schedule RC-S, item 1, column G ^{(2), (3)}

C407

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, 2021, Report of Condition.**

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 82 of 87

RC-66

Schedule RC-T—Fiduciary and Related Services

RCON

Yes

1. Does the institution have fiduciary powers? (If “NO,” do not complete Schedule RC-T.)

A345

2. Does the institution exercise the fiduciary powers it has been granted?

A346

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

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

Number

Fiduciary and Related Assets

RCON B868

RCON B869

RCON B870

RCON B871

4. Personal trust and agency accounts

3,000

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

5.a.

b. Employee benefit—defined benefit

RCON B876

RCON B877

RCON B878

RCON B879

7,000

5.b.

c. Other employee benefit and retirement-related accounts

RCON B880

RCON B881

RCON B882

RCON B883

99,000

134

5.c.

RCON B884

RCON B885

RCON C001

RCON C002

6. Corporate trust and agency accounts

97,510,000

64,467

7. Investment management and investment advisory agency accounts

RCON B886

RCON J253

RCON B888

RCON J254

13,197,000

97,000

2,930

8. Foundation and endowment trust and agency accounts

RCON J255

RCON J256

RCON J257

RCON J258

606,000

7,000

RCON B890

RCON B891

RCON B892

RCON B893

9. Other fiduciary accounts

10. Total fiduciary accounts (sum of items 4 through 9)

RCON B894

RCON B895

RCON B896

RCON B897

13,911,000

97,617,000

3,112

64,492

10.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 83 of 87

RC-67

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

Number

RCON B898

RCON B899

11.

Custody and safekeeping accounts

25,248,000

3,696

11.

12.

Not applicable

13.

Individual Retirement Accounts, Health

Savings Accounts, and other similar

RCON J259

RCON J260

RCON J261

RCON J262

accounts (included in items 5.c and 11)

96,000

394,000

132

572

13.


Dollar Amounts in Thousands		RIAD		Amount
Fiduciary and Related Services Income
14.	Personal trust and agency accounts		B904	15,000	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	0	15.c.
16.	Corporate trust and agency accounts		A479	142,000	16.
17.	Investment management and investment advisory agency accounts		J315	0	17.
18.	Foundation and endowment trust and agency accounts		J316	0	18.
19.	Other fiduciary accounts		A480	0	19.
20.	Custody and safekeeping accounts		B909	0	20.
21.	Other fiduciary and related services income		B910	12,000	21.
22.	Total gross fiduciary and related services income (sum of items 14 through 21) (must equal Schedule RI, item 5.a)		4070	169,000	22.
23.	Less: Expenses		C058	NA	23.
24.	Less: Net losses from fiduciary and related services		A488	NA	24.
25.	Plus: Intracompany income credits for fiduciary and related services		B911	NA	25.
26.	Net fiduciary and related services income		A491	NA	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

J264

J265

M.1.a.

b. Interest-bearing deposits

J266

J267

J268

M.1.b.

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

J269

J270

J271

M.1.c.

d. State, county, and municipal obligations

J272

J273

J274

M.1.d.

e. Money market mutual funds

J275

J276

J277

M.1.e.

f. Equity mutual funds

J278

J279

J280

M.1.f.

g. Other mutual funds

J281

J282

J283

M.1.g.

h. Common trust funds and collective investment funds

J284

J285

J286

M.1.h.

i. Other short-term obligations

J287

J288

J289

M.1.i.

j. Other notes and bonds

J290

J291

J292

M.1.j.

k. Investments in unregistered funds and private equity investments

J293

J294

J295

M.1.k.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 84 of 87

RC-68

Schedule RC-T—Continued

Memoranda—Continued

(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. l. Other common and preferred stocks

J296

J297

J298

M.1.l.

m. Real estate mortgages

J299

J300

J301

M.1.m.

n. Real estate

J302

J303

J304

M.1.n.

o. Miscellaneous assets

J305

J306

J307

M.1.o.

p. Total managed assets held in fiduciary accounts (for each column, sum of Memorandum items 1.a through 1.o)

J308

J309

J310

M.1.p.

(Column A)
Managed Assets

(Column B)
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

J312

M.1.q.

(Column A)
Number of
Issues

(Column B)
Principal Amount
Outstanding

Dollar Amounts in Thousands

RCON

Number

Amount

2. Corporate trust and agency accounts:

RCON B928

a. Corporate and municipal trusteeships

B927

M.2.a.

RCON J314

(1) Issues reported in Memorandum item 2.a that are in default

J313

M.2.a.(1)

b. Transfer agent, registrar, paying agent, and other corporate agency

B929

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)
Number of Funds

(Column B)
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

B932

423,000

M.3.a.

b. International/Global equity

B933

B934

173,000

M.3.b.

c. Stock/Bond blend

B935

B936

M.3.c.

d. Taxable bond

B937

B938

104,000

M.3.d.

e. Municipal bond

B939

B940

236,000

M.3.e.

f. Short-term investments/Money market

B941

B942

M.3.f.

g. Specialty/Other

B943

B944

M.3.g.

h. Total collective investment funds

(sum of Memorandum items 3.a through 3.g)

B945

B946

936,000

M.3.h.

06/2012

DEUTSCHE BANK TRUST COMPANY AMERICAS

00623

New York, NY 10019

FFIEC 041

Page 85 of 87

RC-69

Schedule RC-T—Continued

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

B948

B949

M.4.a.

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

B950

B951

B952

M.4.b.

c. Investment management and investment advisory agency accounts

B953

B954

B955

M.4.c.

d. Other fiduciary accounts and related services

B956

B957

B958

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

B960

B961

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 86 of 87

RC-70

Schedule RC-V—Variable Interest Entities ⁽¹⁾

(Column A)
Securitization Vehicles

(Column B)
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

JF84

1.a.

b. Securities not held for trading

HU20

HU21

1.b.

c. Loans and leases held for investment, net of allowance, and held for sale

HU22

HU23

1.c.

d. Other real estate owned

K009

JF89

1.d.

e. Other assets

JF91

JF90

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

JF85

2.a.

b. Other liabilities

JF93

JF86

2.b.

3. All other assets of consolidated VIEs (not included in items 1.a through 1.e above)

K030

JF87

4. All other liabilities of consolidated VIEs (not included in items 2.a and 2.b above)

K033

JF88


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 87 of 87

RC-71

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

Comments?

6979

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

(TEXT 6980)

06/2012

Pemex Industrial Transformation F-4Registration of securities (foreign)