
($ in thousands)	Traditional Loans			NTM Loans			Total Loans Receivable
December 31, 2020
Commercial:
Commercial and industrial	$	2,088,308		$	—		$	2,088,308
Commercial real estate	807,195			—			807,195
Multifamily	1,289,820			—			1,289,820
SBA (1)	273,444			—			273,444
Construction	176,016			—			176,016

Consumer:
Single family residential mortgage	794,721			435,515			1,230,236


Other consumer	31,788			1,598			33,386
Total loans (2)	$	5,461,292		$	437,113		$	5,898,405
Percentage to total loans	92.6		%	7.4		%	100.0		%
Allowance for loan losses							(81,030)
Loans receivable, net							5,817,375

December 31, 2019
Commercial:
Commercial and industrial	$	1,691,270		$	—		$	1,691,270
Commercial real estate	818,817			—			818,817
Multifamily	1,494,528			—			1,494,528
SBA	70,981			—			70,981
Construction	231,350			—			231,350

Consumer:
Single family residential mortgage	992,417			598,357			1,590,774


Other consumer	51,866			2,299			54,165
Total loans (2)	$	5,351,229		$	600,656		$	5,951,885
Percentage to total loans	89.9		%	10.1		%	100.0		%
Allowance for loan losses							(57,649)
Loans receivable, net							5,894,236

We categorize loans into risk categories based on relevant information about the ability of borrowers to service their debt such as: current financial information, historical payment experience, credit documentation, public information, and current economic trends, among other factors. We perform historical loss analysis that is combined with a comprehensive loan to value analysis to analyze the associated risks in the current loan portfolio. We analyze loans individually by classifying the loans as to credit risk. This analysis includes all loans delinquent over 60 days and non-homogeneous loans such as commercial and commercial real estate loans. We use the following definitions for risk ratings:

Substandard: Loans classified as substandard are inadequately protected by the current net worth and paying capacity of the obligor or of the collateral pledged, if any. Loans so classified have a well-defined weakness or weaknesses that jeopardize the liquidation of the debt. They are characterized by the distinct possibility that the institution will sustain some loss if the deficiencies are not corrected.


	Term Loans Amortized Cost Basis by Origination Year
($ in thousands)	2020		2019		2018		2017		2016		Prior		Revolving Loans Amortized Cost Basis		Revolving Loans Amortized Cost Basis Converted to Term		Total
December 31, 2020
















Commercial:
Commercial and industrial
Pass	$	99,015	$	78,783	$	70,248	$	52,786	$	44,536	$	92,129	$	1,572,259	$	9,945	$	2,019,701
Special mention	—		928		2,748		7,986		1,574		2,271		1,500		225		17,232
Substandard	—		13,937		6,262		4,618		—		9,264		12,598		4,696		51,375
Doubtful	—		—		—		—		—		—		—		—		—
Commercial and industrial	99,015		93,648		79,258		65,390		46,110		103,664		1,586,357		14,866		2,088,308
Commercial real estate
Pass	75,432		150,731		192,831		63,144		91,454		182,756		2,682		1,582		760,612
Special mention	—		—		9,452		—		2,518		14,754		3,761		—		30,485
Substandard	—		—		—		—		—		16,098		—		—		16,098
Doubtful	—		—		—		—		—		—		—		—		—
Commercial real estate	75,432		150,731		202,283		63,144		93,972		213,608		6,443		1,582		807,195
Multifamily
Pass	239,449		407,532		275,881		110,105		97,160		154,841		27		—		1,284,995
Special mention	—		2,050		—		—		—		803		—		—		2,853
Substandard	—		—		—		—		—		1,972		—		—		1,972
Doubtful	—		—		—		—		—		—		—		—		—
Multifamily	239,449		409,582		275,881		110,105		97,160		157,616		27		—		1,289,820
SBA
Pass	211,962		14,082		1,260		3,746		11,087		18,589		3,111		1,014		264,851
Special mention	—		1,768		—		212		415		874		—		6		3,275
Substandard	—		—		—		1,319		682		1,855		226		755		4,837
Doubtful	—		—		390		—		—		—		—		91		481
SBA	211,962		15,850		1,650		5,277		12,184		21,318		3,337		1,866		273,444


	December 31, 2019
($ in thousands)	Pass		Special Mention		Substandard		Doubtful		Total





Commercial:
Commercial and industrial	$	1,580,269	$	45,323	$	65,678	$	—	$	1,691,270
Commercial real estate	813,846		2,532		2,439		—		818,817
Multifamily	1,484,931		4,256		5,341		—		1,494,528
SBA	60,982		2,760		5,621		1,618		70,981
Construction	229,771		1,579		—		—		231,350

Consumer:
Single family residential mortgage	1,559,253		10,735		20,269		517		1,590,774
Other consumer	53,331		346		488		—		54,165










Total loans	$	5,782,383	$	67,531	$	99,836	$	2,135	$	5,951,885


	December 31, 2020
($ in thousands)	30 - 59 Days Past Due		60 - 89 Days Past Due		Greater than 89 Days Past due		Total Past Due		Current		Total
NTM loans:
Single family residential mortgage	$	4,200	$	641	$	6,548	$	11,389	$	424,126	$	435,515
Other consumer	—		—		—		—		1,598		1,598
Total NTM loans	4,200		641		6,548		11,389		425,724		437,113
Traditional loans:
Commercial:
Commercial and industrial	67		—		4,284		4,351		2,083,957		2,088,308
Commercial real estate	—		—		—		—		807,195		807,195
Multifamily	—		—		—		—		1,289,820		1,289,820
SBA	354		626		3,062		4,042		269,402		273,444
Construction	—		—		—		—		176,016		176,016

Consumer:
Single family residential mortgage	6,836		980		3,742		11,558		783,163		794,721
Other consumer	216		61		—		277		31,511		31,788
Total traditional loans	7,473		1,667		11,088		20,228		5,441,064		5,461,292









Total loans	$	11,673	$	2,308	$	17,636	$	31,617	$	5,866,788	$	5,898,405


	December 31, 2019
($ in thousands)	30 - 59 Days Past Due		60 - 89 Days Past Due		Greater than 89 Days Past due		Total Past Due		Current		Total
NTM loans:
Single family residential mortgage	$	3,973	$	3,535	$	13,019	$	20,527	$	577,830	$	598,357
Other consumer	—		—		—		—		2,299		2,299
Total NTM loans	3,973		3,535		13,019		20,527		580,129		600,656
Traditional loans:
Commercial:
Commercial and industrial	780		5,670		3,862		10,312		1,680,958		1,691,270
Commercial real estate	—		—		—		—		818,817		818,817
Multifamily	—		—		—		—		1,494,528		1,494,528
SBA	586		842		2,152		3,580		67,401		70,981
Construction	—		—		—		—		231,350		231,350

Consumer:
Single family residential mortgage	13,752		3,496		5,606		22,854		969,563		992,417
Other consumer	199		40		95		334		51,532		51,866
Total traditional loans	15,317		10,048		11,715		37,080		5,314,149		5,351,229









Total loans	$	19,290	$	13,583	$	24,734	$	57,607	$	5,894,278	$	5,951,885


	December 31, 2020								December 31, 2019
($ in thousands)	NTM Loans		Traditional Loans		Total Nonaccrual Loans		Nonaccrual Loans with no ACL		NTM Loans		Traditional Loans		Total Nonaccrual Loans		Nonaccrual Loans with no ACL
Nonaccrual loans
Commercial:
Commercial and industrial	$	—	$	13,821	$	13,821	$	13,088	$	—	$	19,114	$	19,114	$	337
Commercial real estate	—		4,654		4,654		4,654		—		—		—		—

SBA	—		3,749		3,749		648		—		5,230		5,230		1,474


Consumer:
Single family residential mortgage	8,697		4,822		13,519		13,519		13,019		5,606		18,625		14,373


Other consumer	—		157		157		157		—		385		385		380
Total nonaccrual loans	$	8,697	$	27,203	$	35,900	$	32,066	$	13,019	$	30,335	$	43,354	$	16,564

Our ACL methodology and resulting provision continues to be impacted by the current economic uncertainty and volatility caused by the COVID-19 pandemic. We adopted CECL on January 1, 2020 and in calculating our ACL under this methodology we use a nationally recognized, third-party model that includes many assumptions based on historical and peer loss data, current loan portfolio risk profile including risk ratings, and economic forecasts including macroeconomic variables (MEVs) released by our model provider during December 2020 (i.e.GDP growth rates, unemployment rates, etc.). Our Company-specific economic view recognizes that the foreseeable future continues to be uncertain with respect to the rollout of the approved vaccines for COVID-19; the lack of clarity regarding the impact of the most recent government stimulus; the continued unknown impact of the COVID-19 pandemic on the economy and certain industry segments; and the unknown benefit from Federal Reserve and other government actions. Accordingly, the ACL level and resulting provision reflect these uncertainties. The ACL also incorporated qualitative factors to account for certain loan portfolio characteristics that are not taken into consideration by the third-party model including underlying strengths and weaknesses in the loan portfolio. As is the case with all estimates, the ACL is expected to be impacted in future periods by economic volatility, changing economic forecasts, underlying model assumptions, and asset quality metrics, all of which may be better than or worse than current estimates.


	Year Ended December 31,
($ in thousands)	2020						2019						2018
	Allowance for Loan Losses		Reserve for Unfunded Loan Commit-ments		Allowance for Credit Losses		Allowance for Loan Losses		Reserve for Unfunded Loan Commit-ments		Allowance for Credit Losses		Allowance for Loan Losses		Reserve for Unfunded Loan Commit-ments		Allowance for Credit Losses
Balance at beginning of year	$	57,649	$	4,064	$	61,713	$	62,192	$	4,622	$	66,814	$	49,333	$	3,716	$	53,049
Impact of adopting ASU 2016-13	7,609		(1,226)		6,383		—		—		—		—		—		—
Loans charged off	(15,417)		—		(15,417)		(41,766)		—		(41,766)		(18,499)		—		(18,499)
Recoveries of loans previously charged off	1,815		—		1,815		836		—		836		1,143		—		1,143
Net charge-offs	(13,602)		—		(13,602)		(40,930)		—		(40,930)		(17,356)		—		(17,356)

Provision for (reversal of) credit losses	29,374		345		29,719		36,387		(558)		35,829		30,215		906		31,121
Balance at end of year	$	81,030	$	3,183	$	84,213	$	57,649	$	4,064	$	61,713	$	62,192	$	4,622	$	66,814

During 2019, we recorded a $35.1 million charge-off of a line of credit originated in November 2017 to a borrower purportedly the subject of a fraudulent scheme. In connection with the $35.1 million charge-off, on October 22, 2019, the Bank filed a complaint in the U.S. District Court for the Southern District of California (Case CV '19 02031 GPC KSC) seeking to recover its losses and other monetary damages against Chicago Title Insurance Company and Chicago Title Company, asserting claims under RICO, 18 U.S.C § 1962 and for RICO Conspiracy, Fraud, Aiding and Abetting Fraud, Negligent Misrepresentation, Breach of Fiduciary Duty and Negligence. On October 2, 2020, the case was re-filed in the Superior Court of the State of California, County of San Diego (Case 37-2020-00034947) asserting claims for Fraud, Aiding and Abetting Fraud, Conspiracy to Defraud, Negligent Misrepresentation, Breach of Fiduciary Duty, Negligence, Money Had And Received, and Conversion. On February 9, 2021, an Amended Complaint was filed asserting claims for Fraud, Aiding and Abetting Fraud, Conspiracy to Defraud, Negligent Misrepresentation, Breach of Fiduciary Duty, Negligence, Money Had And Received, Conversion, Violation of Penal Code Section 496, Violation of Corporations Code Section 25504.1, and Violation of Business & Professions Code Section 17200. We are actively considering and pursuing available sources of recovery and other potential means of mitigating the loss; however, no assurance can be given that we will be successful in that regard.

During the third quarter of 2019, we undertook an extensive collateral review of all commercial lending relationships $5.0 million and above not secured by real estate, consisting of 53 loans representing $536.0 million in commitments. The collateral review focused on security and collateral documentation and confirmation of the Bank's collateral interest. The review was performed within the Bank's Internal Audit division and the work was validated by an independent third party. Our review and outside validation did not identify any other instances of apparent fraud for the credits reviewed or concerns over the existence of collateral held by the Bank or on our behalf at third parties; however, there are no assurances that our internal review and third party validation will be sufficient to identify all such issues.

During 2018, we recorded a charge-off of $13.9 million, which reflected the outstanding balance under a $15.0 million line of credit that was originated during the three months ended March 31, 2018. Subsequent to the granting of the line of credit, representations from the borrower in applying for the line of credit were determined by the Bank to be false, and third party bank account statements provided by the borrower to secure the line of credit were found to be fraudulent. The line of credit was granted after the borrower appeared to have satisfied a precondition that the line of credit be fully cash collateralized and secured by a bank account at a third party financial institution pledged to the Bank. As part of the Bank’s credit review and portfolio management process, the line of credit and disbursements were reviewed subsequent to closing and compliance with the borrower’s covenants was monitored. As part of this process, on March 9, 2018, the Bank received information that caused it to believe the existence of the pledged bank account had been misrepresented by the borrower and that the account had previously been closed. The Bank commenced litigation against the borrower and other parties. The Bank recently secured orders from the court granting summary adjudication against the borrower on the Bank's fraud, contract, and contract-related claims, and the Bank previously resolved its claims against other parties. Once judgment is entered, the litigation will conclude and the Bank may then pursue available means of collection against the borrower, if any. At the same time, the Bank is continuing to pursue other available sources of collection and other means of mitigating the loss; however, no assurance can be given that we will be successful in this regard.


($ in thousands)	Commercial and Industrial		Commercial Real Estate		Multifamily		SBA		Construction		Single Family Residential Mortgage		Other Consumer		Total
ALL:
Balance at December 31, 2019	$	22,353	$	5,941	$	11,405	$	3,120	$	3,906	$	10,486	$	438	$	57,649
Impact of adopting ASU 2016-13	662		4,847		1,809		388		103		(420)		220		7,609
Charge-offs	(13,588)		—		—		(1,083)		—		(742)		(4)		(15,417)
Recoveries	604		—		—		328		—		664		219		1,815
Net (charge-offs) recoveries	(12,984)		—		—		(755)		—		(78)		215		(13,602)

Provision (reversal of provision)	10,577		8,286		9,298		392		1,840		(797)		(222)		29,374
Balance at December 31, 2020	$	20,608	$	19,074	$	22,512	$	3,145	$	5,849	$	9,191	$	651	$	81,030


($ in thousands)	Commercial and Industrial		Commercial Real Estate		Multifamily		SBA		Construction		Lease Financing		Single Family Residential Mortgage		Other Consumer		Total
ALL:
Balance at December 31, 2018	$	18,191	$	6,674	$	17,970	$	1,827	$	3,461	$	—	$	13,128	$	941	$	62,192
Charge-offs	(36,787)		—		(6)		(2,121)		(371)		—		(2,369)		(112)		(41,766)
Recoveries	138		—		—		217		—		12		150		319		836
Net (charge-offs) recoveries	(36,649)		—		(6)		(1,904)		(371)		12		(2,219)		207		(40,930)

Provision (reversal of provision)	40,811		(733)		(6,559)		3,197		816		(12)		(423)		(710)		36,387
Balance at December 31, 2019	$	22,353	$	5,941	$	11,405	$	3,120	$	3,906	$	—	$	10,486	$	438	$	57,649

A loan is considered collateral dependent when the borrower is experiencing financial difficulty and repayment of the loan is expected to be provided substantially through the operation or sale of the collateral. Collateral dependent loans are evaluated individually and the ACL is determined based on the amount by which amortized costs exceed the estimated fair value of the collateral, adjusted for estimated selling costs.


	December 31, 2020
	Real Estate
($ in thousands)	Commercial		Residential		Business Assets		Total
Commercial:
Commercial and industrial	5,492		—		4,965		10,457
Commercial real estate	2,644		2,010		—		4,654
Multifamily	—		—		—		—
SBA	349		497		2,750		3,596
Construction	—		—		—		—

Consumer:
Single family residential mortgage	—		17,820		—		17,820
Other consumer	—		157		—		157
Total loans	$	8,485	$	20,484	$	7,715	$	36,684


	December 31,
	2020						2019
($ in thousands)	NTM Loans		Traditional Loans		Total		NTM Loans		Traditional Loans		Total
Commercial:
Commercial and industrial	$	—	$	3,884	$	3,884	$	—	$	16,245	$	16,245
SBA	—		265		265		—		266		266
Consumer:
Single family residential mortgage	2,631		2,217		4,848		2,638		2,394		5,032
Other consumer	—		—		—		294		—		294
Total	$	2,631	$	6,366	$	8,997	$	2,932	$	18,905	$	21,837

We had commitments to lend to customers with outstanding loans that were classified as TDRs of $63 thousand and $135 thousand as of December 31, 2020 and 2019. Accruing TDRs were $4.7 million and nonaccrual TDRs were $4.3 million at December 31, 2020, compared to accruing TDRs of $6.6 million and nonaccrual TDRs of $15.2 million at December 31, 2019. The decrease in TDRs during the year ended December 31, 2020 was primarily due to one commercial and industrial relationship.


	Year Ended December 31,
	2020					2019					2018
($ in thousands)	Number of Loans	Pre-Modification Outstanding Recorded Investment		Post-Modification Outstanding Recorded Investment		Number of Loans	Pre-Modification Outstanding Recorded Investment		Post-Modification Outstanding Recorded Investment		Number of Loans	Pre-Modification Outstanding Recorded Investment		Post-Modification Outstanding Recorded Investment
Commercial:
Commercial and industrial	1	$	5,000	$	5,000	12	$	18,512	$	18,193	2	$	171	$	163
SBA	—	—		—		2	3,214		869		1	187		187



Total	1	$	5,000	$	5,000	14	$	21,726	$	19,062	3	$	358	$	350

For the year ended December 31, 2020, there was one SBA loan that was modified as a TDR during the past 12 months that had a subsequent payment default. For the years ended December 31, 2019, and 2018, there were no loans that were modified as TDRs during the past 12 months that had a subsequent payment default. The following table summarizes the TDRs by modification type for the periods indicated:


	Modification Type
	Change in Principal Payments and Interest Rates			Change in Principal Payments			Extension of Maturity(1)		Other			Total
($ in thousands)	Count	Amount		Count	Amount			Count	Amount		Count	Amount		Count	Amount
Year ended December 31, 2020
Commercial:
Commercial and industrial	—	$	—	—	$	—		1	$	5,000	—	$	—	1	$	5,000




Total	—	$	—	—	$	—		1	$	5,000	—	$	—	1	$	5,000
Year ended December 31, 2019
Commercial:
Commercial and industrial	12	$	18,193	—	$	—		—	$	—	—	$	—	12	$	18,193
SBA	2	869		—	—			—	—		—	—		2	869


Total	14	$	19,062	—	$	—		—	$	—	—	$	—	14	$	19,062
Year ended December 31, 2018
Commercial:
Commercial and industrial	—	$	—	2	$	163		—	$	—	—	$	—	2	$	163
SBA	—	—		—	—			—	—		1	187		1	187
Total	—	$	—	2	$	163		—	$	—	1	$	187	3	$	350


	Year Ended December 31,
	2020				2019				2018
($ in thousands)	Transfers from Held-For-Sale		Transfers to Held-For-Sale		Transfers from Held-For-Sale		Transfers to Held-For-Sale		Transfers from Held-For-Sale		Transfers to Held-For-Sale
Commercial:
Commercial and industrial	$	—	$	—	$	—	$	—	$	—	$	(1,133)
Commercial real estate	—		—		—		(573)		—		—
Multifamily	—		—		—		(752,087)		—		(81,449)
SBA	—		—		—		(559)		—		—
Construction	—		—		—		(2,519)		—		(434)
Consumer:
Single family residential mortgage	—		—		—		(383,859)		—		(289,617)
Other consumer	—		—		—		—		—		(4,362)
Total	$	—	$	—	$	—	$	(1,139,597)	$	—	$	(376,995)

Included in transfers to loans held for sale for the year ended December 31, 2019 is $573.9 million in multifamily loans from loans held-for-investment related to our completed Freddie Mac multifamily securitization which closed during the third quarter of 2019. The loans included in the securitization had a weighted average coupon of 3.79% and a weighted average term to initial reset of 3.5 years. The related mortgage servicing rights were also sold.

In connection with the securitization, during the second quarter of 2019, we entered into interest rate swap agreements with a combined notional value of $543.4 million to offset variability in the fair value of the related loans as a result of changes in market interest rates. During the year ended December 31, 2019, we realized a loss of $9.0 million related to these swap agreements due to a decline in interest rates since their execution and this was offset by the $8.9 million gross gain realized on the loans sold into the securitization. The swap agreements were closed at the time the loans were sold into the securitization.

Our NTM portfolio is comprised of three interest only products: Green Loans, Interest Only loans and a small number of additional loans with the potential for negative amortization. As of December 31, 2020 and 2019, the NTM loans totaled $437.1 million, or 7.4% of total loans, and $600.7 million, or 10.1% of total loans, respectively. The total NTM portfolio decreased by $163.5 million, or 27.2%, during the year ended December 31, 2020.


	December 31,
	2020						2019
($ in thousands)	Count	Amount			Percent		Count	Amount			Percent
Green Loans (HELOC) - first liens	48	$	31,587		7.2	%	69	$	49,959		8.3	%
Interest Only - first liens	283	401,640			91.9	%	376	545,371			90.8	%
Negative amortization	8	2,288			0.5	%	9	3,027			0.5	%
Total NTM - first liens	339	435,515			99.6	%	454	598,357			99.6	%
Green Loans (HELOC) - second liens	5	1,598			0.4	%	7	2,299			0.4	%
Total NTM - second liens	5	1,598			0.4	%	7	2,299			0.4	%
Total NTM loans	344	$	437,113		100.0	%	461	$	600,656		100.0	%
Total loans		$	5,898,405					$	5,951,885
Percentage to total loans		7.4		%				10.1		%

Green Loans are SFR first and second mortgage lines of credit with a linked checking account that allows all types of deposits and withdrawals to be performed. The loans are generally interest only for a 15-year term with a balloon payment due at maturity. At December 31, 2020 and 2019, Green Loans totaled $33.2 million and $52.3 million. At December 31, 2020 and 2019, $4.0 million and $1.5 million of our Green Loans were nonperforming. As a result of their unique payment feature, Green Loans possess higher credit risk due to the potential for negative amortization; however, management believes the risk is mitigated through our loan terms and underwriting standards, including our policies on LTV ratios and our contractual ability to curtail loans when the value of the underlying collateral declines. We discontinued origination of the Green Loans products in 2011.

Interest Only loans are primarily SFR first mortgage loans with payment features that allow interest only payments in initial periods before converting to a fully amortizing loan. At December 31, 2020 and 2019, Interest Only loans totaled $401.6 million and $545.4 million. At December 31, 2020 and 2019, $4.7 million and $11.5 million of the Interest Only loans were nonperforming.

Negative amortization loans totaled $2.3 million and $3.0 million at December 31, 2020 and 2019. We discontinued origination of negative amortization loans in 2007. At December 31, 2020 and 2019, none of the loans with the potential for negative amortization were nonperforming. These loans pose a potentially higher credit risk because of the lack of principal amortization and potential for negative amortization; however, management believes the risk is mitigated through the loan terms and underwriting standards, including our policies on LTV ratios.

We proactively manage the NTM portfolio by performing detailed analyses on the portfolio. We have determined that significant performance indicators for NTMs are LTV ratios and FICO scores. Accordingly, we manage credit risk in the NTM portfolio through periodic review of the loan portfolio that includes refreshing FICO scores on the Green Loans and HELOCs, as needed in conjunction with portfolio management, and ordering third party AVMs. The loan review is designed to provide a method of identifying borrowers who may be experiencing financial difficulty before they actually fail to make a loan payment. Upon receipt of the updated FICO scores, an exception report is run to identify loans with a decrease in FICO score of 10% or more and/or a resulting FICO score of 620 or less. The loans are then further analyzed to determine if the risk rating should be downgraded, which will increase the reserves established for potential losses.

For revolving lines of credit, based on the loan agreement and loan covenants of the particular loan, as well as applicable rules and regulations, we could suspend the borrowing privileges or reduce the credit limit at any time we reasonably believe that the borrower will be unable to fulfill their repayment obligations under the agreement or certain other conditions are met. In many cases, the decrease in FICO score is the first indication that the borrower may have difficulty in making their future payment obligations.

Our management meets at least quarterly to review the loans classified as special mention, substandard, or doubtful and determines whether a suspension or reduction in credit limit is warranted. If a line has been suspended and the borrower would like to have their credit privileges reinstated, they would need to provide updated financials showing their ability to meet their payment obligations.



	By FICO Scores Obtained During the Quarter Ended December 31, 2020					By FICO Scores Obtained During the Quarter Ended December 31, 2019					Change
($ in thousands)	Count	Amount		Percent		Count	Amount		Percent		Count	Amount		Percent
FICO score
800+	11	$	5,773	18.3	%	12	$	3,130	9.9	%	(1)	$	2,643	84.4	%
700-799	24	16,472		52.1	%	24	17,408		55.1	%	—	(936)		(5.4)	%
600-699	9	7,717		24.4	%	6	7,959		25.2	%	3	(242)		(3.0)	%
<600	2	1,097		3.5	%	4	2,562		8.1	%	(2)	(1,465)		(57.2)	%
No FICO score	2	528		1.7	%	2	528		1.7	%	—	—		—	%
Total	48	$	31,587	100.0	%	48	$	31,587	100.0	%	—	$	—	—	%


LTV Ratios	Green					Interest Only					Negative Amortization					Total
($ in thousands)	Count	Amount		Percent		Count	Amount		Percent		Count	Amount		Percent		Count	Amount		Percent
December 31, 2020
< 61	42	$	25,946	82.1	%	190	$	271,108	67.5	%	8	$	2,288	100.0	%	240	$	299,342	68.7	%
61-80	6	5,641		17.9	%	91	126,281		31.4	%	—	—		—	%	97	131,922		30.3	%
81-100	—	—		—	%	2	4,251		1.1	%	—	—		—	%	2	4,251		1.0	%
> 100	—	—		—	%	—	—		—	%	—	—		—	%	—	—		—	%
Total	48	$	31,587	100.0	%	283	$	401,640	100.0	%	8	$	2,288	100.0	%	339	$	435,515	100.0	%
December 31, 2019
< 61	54	$	37,804	75.6	%	231	$	346,899	63.6	%	9	$	3,027	100.0	%	294	$	387,730	64.8	%
61-80	12	8,531		17.1	%	136	183,664		33.7	%	—	—		—	%	148	192,195		32.1	%
81-100	3	3,624		7.3	%	6	7,081		1.3	%	—	—		—	%	9	10,705		1.8	%
> 100	—	—		—	%	3	7,727		1.4	%	—	—		—	%	3	7,727		1.3	%
Total	69	$	49,959	100.0	%	376	$	545,371	100.0	%	9	$	3,027	100.0	%	454	$	598,357	100.0	%