We classify loans that we have the intent and ability to hold for the foreseeable future or until maturity as LHFI. We report LHFI at their amortized cost, which includes the outstanding principal balance adjusted for any unamortized premiums, discounts, deferred fees and costs. The accrued interest receivable on LHFI totaled $39 million at June 30, 2021 and $43 million at December 31, 2020 and was reported in other assets on the Consolidated Statements of Financial Condition.


	June 30, 2021		December 31, 2020
	(Dollars in millions)
Consumer loans
Residential first mortgage	$	1,794	$	2,266
Home equity	717		856
Other	1,133		1,004
Total consumer loans	3,644		4,126
Commercial loans
Commercial real estate	3,169		3,061
Commercial and industrial	1,376		1,382
Warehouse lending	5,863		7,658
Total commercial loans	10,408		12,101
Total loans held-for-investment	$	14,052	$	16,227


	Six Months Ended June 30,
	2021		2020
	(Dollars in millions)
Loans Sold (1)
Performing loans	$	87	$	38
Total loans sold	$	87	$	38
Net gain associated with loan sales (2)			$	—
Loans Purchased

Other consumer	—		63
Total loans purchased	$	—	$	63
Premium associated with loans purchased	$	—	$	—

We have pledged certain LHFI, LHFS, and LGG to collateralize lines of credit and/or borrowings with the FRB of Chicago and the FHLB of Indianapolis. At June 30, 2021 and December 31, 2020, we had pledged loans of $10.9 billion and $11.6 billion, respectively.

We determine the estimate of the ACL on at least a quarterly basis. The ACL represents Management's estimate of expected lifetime losses in our LHFI portfolio, excluding loans carried under the fair value option. In addition, we record a reserve for expected lifetime losses on our unfunded commitments - see Reserve for Unfunded Commitments section below. Therefore, we record ALLL on relevant financial assets and a reserve for unfunded commitments on our Consolidated Statements of Financial Condition, collectively referred to as the ACL.

Expected credit losses are estimated over the contractual term of the loans, adjusted for expected prepayments when appropriate. The contractual terms excludes expected extensions, renewals, and modifications unless the following applies: Management has a reasonable expectation at the reporting date that a TDR will be executed with an individual borrower or the extension or renewal options are included in the original or modified contract at the reporting date and are not unconditionally cancellable by us.

The ACL is impacted by changes in asset quality of the portfolio, including but not limited to increases in risk rating changes in our commercial portfolio, borrower delinquencies, changes in FICO scores or changes in LTVs in our consumer portfolio. In addition, while we have incorporated our forecasted impact of COVID-19 into our ACL, the ultimate impact of COVID-19 is still uncertain, including how long economic activity will be impacted by the pandemic and what effect the unprecedented levels of government fiscal and monetary actions will have on the economy and our credit losses.

Specifically identified component. The specifically identified component of ACL related to performing TDR loans is generally measured as the difference between the recorded investment in the specific loan and the present value of the cash flows expected to be collected, discounted at the loan's original effective interest rate. Estimating the timing and amounts of future cash flow projections is highly judgmental and based upon assumptions including default rates, prepayment probability and loss severities. All of these estimates and assumptions require significant management judgment and certain assumptions are highly subjective.

Specifically identified collateral dependent NPL loans are generally measured as the difference between the recorded investment in the impaired loan and the underlying collateral value less estimated costs to sell. These estimates are dependent on third-party property valuations which may be influenced by factors such as the current and future level of home prices, the duration of current overall economic conditions, and other macroeconomic and portfolio-specific factors.

Model-based component. A general allowance is established for lifetime losses inherent on non-impaired loans by segmenting the portfolio based upon common risk characteristics. Our consumer loan portfolio is segmented into Residential First Mortgage, Home Equity and Other Consumer. Loan characteristics impacting these segments include lien position, credit quality, and loan structure. At a high-level, our commercial loans are segmented into Commercial Real Estate, Commercial and Industrial, and Warehouse Lending. Loan characteristics impacting these segments include credit quality and loan structure.

We measure the allowance using the applicable dual risk rating model which measures probability of default, loss given default and exposure at default. As of June 30, 2021, we utilized the Moody’s June scenarios in our forecast: a growth forecast, weighted at 30 percent; a baseline forecast, weighted at 40 percent; and an adverse forecast, weighted at 30 percent. The resulting composite forecast for the second quarter of 2021 was improved as compared to the scenario used in the first quarter 2021. Unemployment ends 2021 at 6 percent and will continue to recover in 2022. GDP recovers throughout 2021 from current levels and does not return to pre-COVID level until 2024. HPI stays flat throughout 2021.

Qualitative adjustments. The specifically identified component analysis and the output of the model provide a reasonable starting point for our analysis, but do not, by themselves, form a sufficient basis to determine the appropriate level for the ACL. We therefore consider the qualitative factors that are likely to cause the ACL associated with our existing portfolio to differ from the output of the model. The most significant qualitative factors considered include changes in economic and business conditions, changes in nature and volume of portfolio and changes in the volume and severity of past due loans. The application of different inputs into the model calculation and the assumptions used by Management to adjust the model calculation are subject to significant management judgment and may result in actual credit losses that differ from the originally estimated amounts.


	Residential First Mortgage (1)		Home Equity		Other Consumer		Commercial Real Estate		Commercial and Industrial		Warehouse Lending		Total
	(Dollars in millions)
Three Months Ended June 30, 2021
Beginning balance	$	45	$	20	$	33	$	84	$	55	$	4	$	241
(Benefit) provision	4		(4)		6		(26)		(17)		(1)		(38)
Charge-offs	(1)		—		(1)		—		—		—		(2)
Recoveries	—		1		—		—		—		—		1
Ending allowance balance	$	48	$	17	$	38	$	58	$	38	$	3	$	202
Three Months Ended June 30, 2020
Beginning balance	$	46	$	23	$	16	$	28	$	18	$	1	$	132
Provision	16		5		19		55		5		—		100
Charge-offs	(2)		(1)		(2)		—		—		—		(5)
Recoveries	—		1		1		—		—		—		2
Ending allowance balance	$	60	$	28	$	34	$	83	$	23	$	1	$	229

Six Months Ended June 30, 2021
Beginning balance	$	49	$	25	$	39	$	84	$	51	$	4	$	252
(Benefit) provision	1		(7)		(1)		(26)		(28)		(1)		$	(62)
Charge-offs	(3)		(1)		(2)		—		(1)		—		$	(7)
Recoveries	1		—		2		—		16		—		$	19
Ending allowance balance	$	48	$	17	$	38	$	58	$	38	$	3	$	202
Six Months Ended June 30, 2020
Beginning balance, prior to adoption of ASC 326	$	22	$	14	$	6	$	38	$	22	$	5	$	107
Impact of adopting ASC 326	25		12		10		(14)		(6)		(4)		$	23
Provision	16		2		20		59		7		—		$	104
Charge-offs	(3)		(2)		(3)		—		—		—		$	(8)
Recoveries	—		2		1		—		—		—		$	3
Ending allowance balance	$	60	$	28	$	34	$	83	$	23	$	1	$	229

The ALLL was $202 million at June 30, 2021 and $229 million at June 30, 2020. The decrease in the allowance is primarily reflective of changes in our economic forecast and judgment we applied related to those forecasts and underlying borrower credit as a result of the ongoing COVID-19 pandemic.

Loans are considered to be past due when any payment of principal or interest is 30 days past the scheduled payment date. While it is the goal of Management to collect on loans, we attempt to work out a satisfactory repayment schedule or modification with past due borrowers and will undertake foreclosure proceedings if the delinquency is not satisfactorily resolved. Our practices regarding past due loans are designed to both assist borrowers in meeting their contractual obligations and minimize losses incurred by the Bank.

Beginning in March 2020, as a response to COVID-19, customers facing COVID-19 related difficulties were offered forbearance in an effort to help our borrowers get to the other side of the health crisis. As these loans reach the end of their forbearance period, we have been working with each customer to modify or refinance the outstanding loan to fit their new circumstances. Refer to payment deferral information in the Credit Risk Section of the MD&A for additional details.

We cease the accrual of interest on all classes of consumer and commercial loans upon the earlier of, becoming 90 days past due, or when doubt exists as to the ultimate collection of principal or interest (classified as nonaccrual or NPLs). When a loan is placed on nonaccrual status, the accrued interest income is reversed and the loan may only return to accrual status when principal and interest become current and are anticipated to be fully collectible. We do not consider accrued interest receivable in our measurement of the ACL as accrued interest is written-off in a timely manner when the loan is placed on nonaccrual. We are not aging receivables for customers who have been granted a payment deferral in response to COVID-19 which remain in the aging category they were in at the time of payment deferral. We continue to accrue interest on these loans, consistent with our forbearance programs.


	30-59 Days Past Due		60-89 Days Past Due		90 Days or Greater Past Due (1)		Total Past Due		Current		Total LHFI (3) (4) (5)
	(Dollars in millions)
June 30, 2021
Consumer loans
Residential first mortgage	$	4	$	2	$	45	$	51	$	1,743	$	1,794
Home equity	2		1		8		11		706		717
Other	2		1		2		5		1,128		1,133
Total consumer loans	8		4		55		67		3,577		3,644
Commercial loans
Commercial real estate	—		—		2		2		3,167		3,169
Commercial and industrial	—		—		18		18		1,358		1,376
Warehouse lending	—		—		—		—		5,863		5,863
Total commercial loans	—		—		20		20		10,388		10,408
Total loans (2)	$	8	$	4	$	75	$	87	$	13,965	$	14,052
December 31, 2020
Consumer loans
Residential first mortgage	$	4	$	4	$	31	$	39	$	2,227	$	2,266
Home equity	1		1		5		7		849		856
Other	4		1		2		7		997		1,004
Total consumer loans	9		6		38		53		4,073		4,126
Commercial loans
Commercial real estate	20		—		3		23		3,038		3,061
Commercial and industrial	1		—		15		16		1,366		1,382
Warehouse lending	—		—		—		—		7,658		7,658
Total commercial loans	21		—		18		39		12,062		12,101
Total loans (2)	$	30	$	6	$	56	$	92	$	16,135	$	16,227

Interest income is recognized on nonaccrual loans using a cash basis method. Interest that would have been accrued for the three months ended June 30, 2021 was $1 million. At June 30, 2021 and December 31, 2020, we had no loans 90 days or greater past due and still accruing interest.

We estimated expected credit losses over the contractual period in which we are exposed to credit risk via a contractual obligation to extend credit, unless that obligation is unconditionally cancellable by us. The reserve for unfunded commitments is adjusted as a provision for credit loss expense. The estimate includes consideration of the likelihood that funding will occur and an estimate of expected credit losses on commitments expected to be funded over its estimated life.

The reserve for unfunded commitments is reflected in other liabilities on the Consolidated Statements of Financial Condition and was $18 million as of June 30, 2021, compared to $21 million as of June 30, 2020. The decrease in the reserve is due to improvements in the economic forecasts as a result of the continued vaccine rollout and the lifting of most COVID-19 restrictions.

The following categories of off-balance sheet credit exposures have been identified: unfunded loans with available balances, new commitments to lend that are not yet funded, and standby and commercial letters of credit. For further information, see Note 15 - Legal Proceedings, Contingencies and Commitments.

We may modify certain loans in both our consumer and commercial loan portfolios to retain customers or to maximize collection of the outstanding loan balance. TDRs are modified loans in which a borrower demonstrates financial difficulties and for which a concession has been granted as a result. Nonperforming TDRs are included in nonaccrual loans. TDRs remain in nonperforming status until a borrower has made payments and is current for at least six consecutive months. Performing TDRs are not considered to be nonaccrual so long as we believe that all contractual principal and interest due under the restructured terms will be collected. Performing and nonperforming TDRs remain impaired as interest and principal will not be received in accordance with the original contractual terms of the loan agreement. Refer to Note 1- Description of Business, Basis of Presentation, and Summary of Significant Accounting Standards to the consolidated financial statements in the Annual Report on Form 10-K for the year ended December 31, 2020 for a description of the methodology used to determine TDRs.

Some loan modifications classified as TDRs may not ultimately result in the full collection of principal and interest, as modified, but may give rise to potential incremental losses. We measure impairments using a discounted cash flow method for performing TDRs and measure impairment based on collateral values for nonperforming TDRs.

Beginning in March 2020, as a response to COVID-19, we offered our consumer and commercial customers principal and interest payment deferrals and extensions. We considered these programs in the context of whether or not the short-term modifications of these loans would constitute a TDR. We considered the CARES Act, interagency guidance and related guidance from the FASB, which provided that short-term modifications made on a good faith basis in response to COVID-19 to borrowers who were current prior to any relief are not required to be accounted for as TDRs. As a result, we have determined that loan forbearance, modifications, deferrals and extensions made under these COVID-19 programs are not TDRs.


	TDRs
	Performing		Nonperforming		Total
	(Dollars in millions)
June 30, 2021
Consumer loans
Residential first mortgage	$	21	$	9	$	30
Home equity	10		2		12
Total consumer TDR loans	31		11		42
Commercial loans
Commercial real estate	—		—		—
Commercial and industrial	$	—	$	2	2
Total TDRs (1)(2)	$	31	$	13	$	44
December 31, 2020
Consumer loans
Residential first mortgage	$	19	$	8	$	27
Home equity	12		2		14
Total consumer TDR loans	31		10		41
Commercial loans
Commercial real estate	5		—		5
Total TDRs (1)(2)	$	36	$	10	$	46


	New TDRs
	Number of Accounts	Pre-Modification Unpaid Principal Balance		Post-Modification Unpaid Principal Balance (1)
	(Dollars in millions)
Three Months Ended June 30, 2021
Residential first mortgages	5	$	3	$	3
Home equity(2)(3)	1	$	—	$	—
Commercial Real Estate	1	$	2	$	2
Total TDR loans	7	$	5	$	5
Three Months Ended June 30, 2020
Commercial Real Estate	1	$	5	$	5


Total TDR loans	1	$	5	$	5

Six Months Ended June 30, 2021
Residential first mortgages	11	$	7	$	7
Home equity(2)(3)	1	$	—	$	—
Consumer	—	$	—	$	—
Commercial Real Estate	1	$	2	$	2
Total TDR loans	13	$	9	$	9
Six Months Ended June 30, 2020
Residential first mortgages	5	$	1	$	1
Home equity(2)(3)	2	$	—	$	—
Consumer	1	$	—	$	—
Commercial Real Estate	1	$	5	$	5
Total TDR loans	9	$	6	$	6

There were no loans modified in the previous 12 months that subsequently defaulted during the three months ended June 30, 2021. All TDR classes within the consumer and commercial loan portfolios are considered subsequently defaulted when they are greater than 90 days past due within 12 months of the restructuring date.

We utilize a combination of internal and external risk rating systems which are applied to all consumer and commercial loans which are used as loan-level inputs to our ACL models. Descriptions of our risk ratings as they relate to credit quality follow the ratings used by the U.S. bank regulatory agencies as listed below.

Watch. Watch assets are defined as pass-rated assets that exhibit elevated risk characteristics or other factors that deserve Management’s close attention and increased monitoring. However, the asset does not exhibit a potential or well-defined weakness that would warrant a downgrade to criticized or adverse classification.

Special mention. Assets identified as special mention possess credit deficiencies or potential weaknesses deserving Management's close attention. Special mention assets have a potential weakness or pose an unwarranted financial risk that, if not corrected, could weaken the assets and increase risk in the future. Special mention assets are criticized, but do not expose an institution to sufficient risk to warrant adverse classification.

Substandard. Assets identified as substandard are inadequately protected by the current net worth and paying capacity of the obligor or of the collateral pledged, if any. Assets so classified must have a well-defined weakness or weaknesses that jeopardize the full collection or liquidation of the debt. Substandard assets are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected. For HELOANs and other consumer loans, we evaluate credit quality based on the aging and status of payment activity and any other known credit characteristics that call into question full repayment of the asset. Substandard loans may be placed on either accrual or nonaccrual status.

Doubtful. An asset classified as doubtful has all the weaknesses inherent in one classified substandard, with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently existing facts, conditions and values, highly questionable and improbable. A doubtful asset has a high probability of total or substantial loss, but because of specific pending events that may strengthen the asset, its classification as loss is deferred. Doubtful borrowers are usually in default, lack adequate liquidity or capital, and lack the resources necessary to remain an operating entity. Pending events can include mergers, acquisitions, liquidations, capital injections, the perfection of liens on additional collateral, the valuation of collateral and refinancing. Generally, pending events should be resolved within a relatively short period and the ratings will be adjusted based on the new information. Due to the high probability of loss, doubtful assets are placed on nonaccrual.

Loss. An asset classified as loss is considered uncollectible and of such little value that the continuance as a bankable asset is not warranted. This classification does not mean that an asset has absolutely no recovery or salvage value, rather that it is not practical or desirable to defer writing off the asset even though partial recovery may be affected in the future.

Consumer loans consist of open and closed-end loans extended to individuals for household, family, and other personal expenditures. Consumer loans includes other consumer product loans and loans to individuals secured by their personal residence, including first mortgage, home equity, and home improvement loans. Because consumer loans are usually relatively small-balance, homogeneous exposures, consumer loans are rated based primarily on payment performance. Payment performance is a proxy for the strength of repayment capacity and loans are generally classified based on their payment status rather than by an individual review of each loan.



													Revolving Loans Amortized Cost Basis		Revolving Loans Converted to Term Loans Amortized Cost Basis		Total		December 31, 2020
	Term Loans
	Amortized Cost Basis by Closing Year
June 30, 2021	2021		2020		2019		2018		2017		Prior
Consumer Loans	(Dollars in millions)
Residential First Mortgage
Pass	$	202	$	256	$	358	$	150	$	177	$	497	$	88	$	7	$	1,735	$	2,205
Watch	—		—		1		—		1		2		1		—		5		21
Substandard	—		—		6		6		2		23		—		1		38		25
Home Equity
Pass	3		5		21		8		5		18		613		36		709		838
Watch	—		—		—		—		—		—		1		—		1		13
Substandard	—		—		—		—		—		2		2		2		6		3
Other Consumer
Pass	227		262		270		121		2		5		239		4		1,130		1,000
Watch	—		—		—		—		—		—		—		—		—		1
Substandard	—		1		1		1		—		—		—		—		3		3
Total Consumer Loans (1)(2)	$	432	$	524	$	657	$	286	$	187	$	547	$	944	$	50	$	3,627	$	4,109



													Revolving Loans Amortized Cost Basis		Revolving Loans Converted to Term Loans Amortized Cost Basis		Total		December 31, 2019
	Term Loans
	Amortized Cost Basis by Closing Year
As of December 31, 2020	2020		2019		2018		2017		2016		Prior
Consumer Loans	(Dollars in millions)
Residential First Mortgage
Pass	$	362	$	544	$	231	$	289	$	252	$	420	$	92	$	15	$	2,205	$	3,107
Watch	—		1		1		1		—		17		1		—		21		23
Substandard	—		3		5		2		—		15		—		—		25		15
Home Equity
Pass	7		31		13		6		2		11		720		48		838		1,002
Watch	—		—		—		—		—		11		2		—		13		16
Substandard	—		—		—		—		—		1		1		1		3		3
Other Consumer
Pass	292		321		145		3		1		6		227		5		1,000		727
Watch	—		—		—		—		—		—		—		1		1		1
Substandard	1		1		1		—		—		—		—		—		3		1
Total Consumer Loans (1)(2)	$	662	$	901	$	396	$	301	$	255	$	481	$	1,043	$	70	$	4,109	$	4,895


															Revolving Loans Converted to Term Loans Amortized Cost Basis
	FICO Band												Revolving Loans Amortized Cost Basis				Total
	Amortized Cost Basis by Closing Year
June 30, 2021	2021		2020		2019		2018		2017		Prior
Consumer Loans	(Dollars in millions)
Residential First Mortgage
>750	$	90	$	136	$	161	$	67	$	113	$	289	$	55	$	1	$	912
700-750	64		70		118		62		56		149		24		4		547
<700	48		50		86		27		11		84		10		3		319
Home Equity
>750	3		2		6		3		2		5		286		6		313
700-750	—		2		8		3		2		8		244		17		284
<700	—		1		7		2		1		7		86		15		119
Other Consumer
>750	156		188		170		66		1		3		227		3		814
700-750	70		71		92		47		1		1		7		—		289
<700	1		4		9		9		—		1		5		1		30
Total Consumer Loans (1)	$	432	$	524	$	657	$	286	$	187	$	547	$	944	$	50	$	3,627


															Revolving Loans Converted to Term Loans Amortized Cost Basis
	FICO Band												Revolving Loans Amortized Cost Basis				Total
	Amortized Cost Basis by Closing Year
As of December 31, 2020	2020		2019		2018		2017		2016		Prior
Consumer Loans	(Dollars in millions)
Residential First Mortgage
>750	$	195	$	272	$	118	$	193	$	181	$	231	$	55	$	6	$	1,251
700-750	119		180		90		85		64		130		25		7		700
<700	48		96		29		14		7		91		13		2		300
Home Equity
>750	2		9		6		2		1		7		324		13		364
700-750	3		12		4		3		1		8		289		20		340
<700	2		10		3		1		—		8		110		16		150
Other Consumer
>750	209		205		80		2		1		5		213		6		721
700-750	79		107		55		1		—		1		9		—		252
<700	5		10		11		—		—		—		5		—		31
Total Consumer Loans (1)	$	662	$	901	$	396	$	301	$	255	$	481	$	1,043	$	70	$	4,109


															Revolving Loans Converted to Term Loans Amortized Cost Basis
	LTV Band												Revolving Loans Amortized Cost Basis				Total
	Amortized Cost Basis by Closing Year
As of June 30,	2021		2020		2019		2018		2017		Prior
Consumer Loans	(Dollars in millions)
Residential First Mortgage
>90	$	70	$	82	$	199	$	79	$	23	$	20	$	—	$	—	$	473
71-90	74		110		93		40		56		240		—		—		613
55-70	38		41		41		14		55		162		—		—		351
<55	20		23		32		23		46		100		89		8		341
Home Equity
>90	—		—		—		—		1		9		—		—		10
71-90	2		3		16		6		3		8		451		27		516
<=70	1		2		5		2		1		3		165		11		190
Total (1)	$	205	$	261	$	386	$	164	$	185	$	542	$	705	$	46	$	2,494


															Revolving Loans Converted to Term Loans Amortized Cost Basis
	LTV Band												Revolving Loans Amortized Cost Basis				Total
	Amortized Cost Basis by Closing Year
As of December 31, 2020	2020		2019		2018		2017		2016		Prior
Consumer Loans	(Dollars in millions)
Residential first mortgage
>90	$	84	$	260	$	123	$	35	$	3	$	19	$	—	$	—	$	524
71-90	169		180		66		99		72		238		—		—		824
55-70	83		60		22		82		96		122		—		—		465
<55	26		48		26		76		81		73		93		15		438
Home Equity
>90	—		—		—		1		1		10		—		—		12
71-90	5		24		10		4		1		9		548		33		634
<=70	2		7		3		1		—		4		175		16		208
Total (1)	$	369	$	579	$	250	$	298	$	254	$	475	$	816	$	64	$	3,105

Internal audit conducts periodic examinations which serve as an independent verification of the accuracy of the ratings assigned. All loans are examined on at least an annual basis. Loan grades are based on different factors within the borrowing relationship: entity sales, debt service coverage, debt/total net worth, liquidity, balance sheet and income statement trends, Management experience, business stability, financing structure, and financial reporting requirements. The underlying collateral is also rated based on the specific type of collateral and corresponding LTV. The combination of the borrower and collateral risk ratings results in the final risk rating for the borrowing relationship.



															Revolving Loans Converted to Term Loans Amortized Cost Basis
	Term Loans												Revolving Loans Amortized Cost Basis				Total		December 31, 2020
	Amortized Cost Basis by Closing Year
As of June 30,	2021		2020		2019		2018		2017		Prior
Commercial Loans	(Dollars in million)
Commercial real estate
Pass	$	182	$	292	$	644	$	377	$	250	$	454	$	749	$	—	$	2,948	$	2,805
Watch	—		4		9		27		94		60		9		—		203		166
Special mention	—		—		1		1		—		6		—		—		8		53
Substandard	—		—		2		—		—		—		8		—		10		37
Commercial and industrial
Pass	49		90		180		85		98		15		710		—		1,227		1,200
Watch	—		1		10		5		—		—		38		—		54		106
Special mention	—		1		17		9		—		—		18		—		45		24
Substandard	1		—		8		10		5		—		26		—		50		52
Warehouse
Pass	5,718		—		—		—		—		—		—		—		5,718		7,398
Watch	145		—		—		—		—		—		—		—		145		260
Special mention	—		—		—		—		—		—		—		—		—		—
Substandard	—		—		—		—		—		—		—		—		—		—
Total commercial loans	$	6,095	$	388	$	871	$	514	$	447	$	535	$	1,558	$	—	$	10,408	$	12,101