2011-12 GE SCF Investor Report (PDF, 156.0KB)

GE SCF
Investor Report as of December 2011
COLLATERAL DESCRIPTION asset report end of December 2011
Overview data
December 31st, 2011
Total Outstanding Current Balance in €
2,424,415,607
Number of loans
29,400
Number of borrowers
25,737
Average Loan Balance in €
82,463
Seasoning in months
69
Remaining terms in months
179
% of variable mortgages
96.13 %
Weighted Average Current LTV
66.78 %
Weighted Average Current indexed LTV
56.73 %
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
December 31st, 2011
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
368
9,743
>40%-<=50%
229
2,955
>50%-<=60%
272
2,949
>60%-<=70%
313
2,758
>70%-<=80%
425
3,033
>80%-<=85%
177
1,531
>85%-<=90%
238
2,312
>90%-<=95%
208
2,194
>95%-<=100%
152
1,572
>100%-<=105%
37
331
>105%-<=110%
4
21
>110%
0
1
2,424
29,400
Total
2. Current Arrears Ranges Distribution
December 31st, 2011
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,370
28,695
>0-<=1
27
354
>1-<=2
6
87
>2-<=3
>3
Total
16 janv. 12
3
46
18
218
2,424
29,400
-1-
10:30:52
GE SCF
Investor Report as of December 2011
3. Seasoning
Total
December 31st, 2011
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%
>=12-<24
2
1
1
1
3
1
0
2
1
2
>=24-<36
21
13
17
21
28
6
6
12
8
14
0
>=36-<60
97
70
86
116
181
71
108
122
81
14
3
249
145
169
175
214
100
124
72
62
7
1
1,317
368
229
272
313
425
177
238
208
152
37
4
0 2,424
>=60
Total
14
146
0
947
4. Loan Purpose
Total
December 31st, 2011
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%
169
120
157
167
231
79
108
104
75
24
1
44
29
36
51
90
78
126
103
77
14
2
153
80
79
94
104
19
4
1
Renovation
2
0
0
0
Other / No data
0
229
272
313
Construction
Refinance
Total
368
1,237
0
651
533
0
0
3
0
425
177
238
208
152
37
4
0 2,424
5. Occupancy Type
Total
December 31st, 2011
Total Loan Balance in Mln €
Occupancy
type
Owner occupied
16 janv. 12
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
139
142
147
82
116
137
89
25
0
Buy to Let
20
14
22
31
84
66
115
69
63
12
3
Vacation / Second Home
29
20
33
46
90
10
3
1
1
0
1
234
153
80
79
94
104
19
4
1
368
229
272
313
425
177
238
208
152
37
4
0 2,424
Refinance
Total
Unindexed LTV ranges
-2-
1,158
0
499
533
10:30:52
GE SCF
Investor Report as of December 2011
6. Borrower Type
Total
December 31st, 2011
Unindexed LTV ranges
Total Loan Balance in Mln €
0>40%<=40% <=50%
Employment Employed Private Sector
type
Protected Life Time Employment
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
211
144
179
216
290
125
161
150
107
27
1
0 1,612
53
37
40
42
57
26
48
40
32
8
1
384
Self Employed
55
33
43
46
70
23
27
15
13
2
2
329
Retired
48
14
9
8
6
3
2
2
1
0
Unemployed
0
Other / No data
1
1
0
368
229
272
Total
95
0
313
1
0
425
177
0
4
238
208
152
37
4
0 2,424
7. Geographic Distribution
Total
December 31st, 2011
Total Loan Balance in Mln €
Region Alsace
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%
2
1
1
2
3
1
1
1
1
1
0
14
Aquitaine
16
9
10
11
16
7
19
11
14
2
0
117
Auvergne
2
1
2
2
3
2
4
1
1
Basse-Normandie
4
2
3
3
5
2
3
2
3
0
27
22
Bourgogne
18
3
2
3
3
5
1
2
1
2
0
10
5
6
7
7
2
5
3
4
0
Centre
7
4
5
7
9
5
5
5
3
1
Champagne-Ardennes
2
1
2
3
3
1
2
1
0
0
DOM
3
2
3
4
12
20
17
14
7
2
Franche-Comté
2
1
1
2
3
1
1
1
2
0
15
Haute-Normandie
9
6
6
7
7
6
7
9
4
2
62
104
72
87
99
110
50
67
69
44
12
1
715
20
12
13
10
25
9
10
7
5
2
0
112
Limousin
1
2
1
3
2
2
3
2
2
Lorraine
6
3
3
4
6
3
4
1
3
0
Midi Pyrénéees
14
9
9
14
17
8
17
15
9
2
0
114
Nord Pas de Calais
21
15
18
20
26
14
23
25
21
4
0
188
Pays de Loire
14
7
7
10
12
3
5
2
4
1
0
65
Picardie
9
6
8
7
10
3
8
10
3
1
Poitou Charentes
6
3
4
4
9
2
4
2
1
0
84
45
61
65
93
25
19
16
12
5
0
Bretagne
Ile de France
Languedoc-Roussillon
Provence Alpes Cote Azur
Rhone-Alpes
Total
16 janv. 12
48
0
53
14
0
0
83
18
32
64
34
425
31
22
21
25
41
10
12
10
9
2
0
184
368
229
272
313
425
177
238
208
152
37
4
0 2,424
-3-
10:30:52