2012-03 GE SCF Investor Report (PDF, 156.0KB)

GE SCF
Investor Report as of March 2012
COLLATERAL DESCRIPTION asset report end of March 2012
Overview data
March 31st, 2012
Total Outstanding Current Balance in €
2,339,206,571
Number of loans
28,677
Number of borrowers
25,085
Average Loan Balance in €
81,571
Seasoning in months
72
Remaining terms in months
177
% of variable mortgages
95.96 %
Weighted Average Current LTV
66.26 %
Weighted Average Current indexed LTV
56.62 %
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
March 31st, 2012
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
364
9,675
>40%-<=50%
226
2,941
>50%-<=60%
265
2,853
>60%-<=70%
299
2,611
>70%-<=80%
413
2,985
>80%-<=85%
180
1,582
>85%-<=90%
237
2,333
>90%-<=95%
208
2,250
>95%-<=100%
118
1,185
>100%-<=105%
27
247
>105%-<=110%
2
14
>110%
0
1
2,339
28,677
Total
2. Current Arrears Ranges Distribution
March 31st, 2012
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,276
27,835
>0-<=1
30
408
>1-<=2
6
99
>2-<=3
>3
Total
13 avr. 12
6
63
22
272
2,339
28,677
-1-
10:49:28
GE SCF
Investor Report as of March 2012
3. Seasoning
Total
March 31st, 2012
Total Loan Balance in Mln €
Seasoning (in
months)
Unindexed LTV ranges
0>40%<=40% <=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
>=24-<36
17
11
12
17
22
6
5
12
9
12
0
>=36-<60
87
60
79
98
155
63
90
111
51
10
1
260
155
174
183
235
112
142
85
58
5
1
1,409
364
226
265
299
413
180
237
208
118
27
2
0 2,339
>=60
Total
124
0
806
4. Loan Purpose
Total
March 31st, 2012
Total Loan Balance in Mln €
Loan
purpose
Purchase
Unindexed LTV ranges
0<=40%
>40%<=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
168
118
153
158
225
82
101
113
54
17
1
44
30
34
50
92
82
135
94
64
10
1
150
78
77
90
96
16
1
1
Renovation
2
0
0
0
0
Other / No data
0
226
265
299
413
Construction
Refinance
Total
364
1,190
0
636
509
0
3
0
180
237
208
118
27
2
0 2,339
5. Occupancy Type
Total
March 31st, 2012
Total Loan Balance in Mln €
Occupancy
type
Owner occupied
Buy to Let
Vacation / Second Home
Refinance
Total
13 avr. 12
Unindexed LTV ranges
0>40%<=40% <=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
166
116
133
133
146
85
113
142
64
18
0
20
15
22
31
85
70
118
64
53
9
1
1
29
18
33
44
85
9
4
1
150
78
77
90
96
16
1
1
364
226
265
299
413
180
237
208
-2-
1,118
0
488
1
225
2
0 2,339
509
118
27
10:49:28
GE SCF
Investor Report as of March 2012
6. Borrower Type
Total
March 31st, 2012
Unindexed LTV ranges
Total Loan Balance in Mln €
0>40%<=40% <=50%
Employment Self Employed
type
Employed Private Sector
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
54
32
41
45
68
22
27
17
9
1
1
317
209
142
178
204
283
128
161
151
80
21
1
0 1,558
Protected Life Time Employment
53
37
38
41
55
28
47
39
28
5
0
370
Retired
47
13
9
8
6
3
2
2
1
0
Unemployed
0
Other / No data
1
1
0
1
0
0
364
226
265
299
413
180
Total
90
0
0
4
237
208
118
27
2
0 2,339
7. Geographic Distribution
Total
March 31st, 2012
Total Loan Balance in Mln €
Region Alsace
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
1
1
1
2
3
1
1
1
1
1
15
9
10
10
16
10
19
12
11
1
Auvergne
2
1
2
2
3
2
4
1
0
Basse-Normandie
4
2
3
3
5
2
3
1
3
0
27
13
21
0
114
18
3
2
2
3
4
2
2
1
1
0
10
5
5
7
7
1
5
2
3
0
Centre
7
4
5
7
9
5
5
6
2
1
Champagne-Ardennes
2
1
2
3
4
1
1
1
DOM
3
2
2
5
13
20
16
13
5
1
Franche-Comté
2
1
2
2
2
1
1
1
2
0
14
Haute-Normandie
9
6
6
6
7
5
9
8
3
1
60
104
72
84
94
107
50
68
69
33
9
1
690
20
11
12
10
25
9
9
8
3
2
0
109
Limousin
1
1
1
2
3
2
3
2
2
Lorraine
5
3
3
4
6
3
4
1
2
0
31
Midi Pyrénéees
14
8
10
12
17
8
18
13
8
1
109
Nord Pas de Calais
21
14
18
21
25
15
22
28
14
3
Pays de Loire
13
7
7
9
12
3
5
2
4
1
62
Picardie
9
6
7
7
9
3
8
10
2
1
62
Poitou Charentes
6
3
4
4
8
2
3
2
1
0
81
44
59
59
92
25
19
15
10
3
0
Bretagne
Ile de France
Languedoc-Roussillon
Provence Alpes Cote Azur
Rhone-Alpes
13 avr. 12
0>40%<=40% <=50%
Aquitaine
Bourgogne
Total
Unindexed LTV ranges
46
0
51
0
14
0
0
81
17
0
182
33
407
31
21
21
24
37
11
11
10
8
1
0
178
364
226
265
299
413
180
237
208
118
27
2
0 2,339
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10:49:28