2011-09 GE SCF Investor Report (PDF, 156.0KB)

GE SCF
Investor Report as of September 2011
COLLATERAL DESCRIPTION asset report end of September 2011
Overview data
September 30th, 2011
Total Outstanding Current Balance in €
2,507,362,051
Number of loans
30,199
Number of borrowers
26,426
Average Loan Balance in €
83,028
Seasoning in months
66
Remaining terms in months
180
% of variable mortgages
96.30 %
Weighted Average Current LTV
67.34 %
Weighted Average Current indexed LTV
58.57 %
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
September 30th, 2011
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
372
9,905
>40%-<=50%
235
2,984
>50%-<=60%
279
3,075
>60%-<=70%
319
2,786
>70%-<=80%
445
3,175
>80%-<=85%
171
1,450
>85%-<=90%
233
2,225
>90%-<=95%
217
2,185
>95%-<=100%
184
1,955
>100%-<=105%
48
425
>105%-<=110%
5
33
>110%
0
1
2,507
30,199
Total
2. Current Arrears Ranges Distribution
September 30th, 2011
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,452
29,505
>0-<=1
30
383
>1-<=2
6
90
>2-<=3
>3
Total
17 oct. 11
3
35
16
186
2,507
30,199
-1-
16:24:56
GE SCF
Investor Report as of September 2011
3. Seasoning
Total
September 30th, 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
5
4
4
4
7
2
1
2
3
6
1
38
>=24-<36
25
16
19
22
36
9
8
15
18
13
1
181
>=36-<60
102
73
93
123
201
73
114
127
104
19
4
0 1,033
>=60
240
142
163
170
202
87
110
73
59
9
0
1,255
372
235
279
319
445
171
233
217
184
48
5
0 2,507
Total
4. Loan Purpose
Total
September 30th, 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%
172
122
157
176
240
82
106
100
98
27
2
44
30
38
51
90
67
121
116
86
21
3
154
82
83
92
116
23
5
1
Renovation
2
0
0
0
Other / No data
0
235
279
319
Construction
Refinance
Total
372
1,282
0
667
555
0
0
3
0
445
171
233
217
184
48
5
0 2,507
5. Occupancy Type
Total
September 30th, 2011
Total Loan Balance in Mln €
Occupancy
type
Owner occupied
17 oct. 11
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
142
146
152
83
114
131
116
29
1
Buy to Let
21
14
22
32
83
56
111
84
67
18
4
Vacation / Second Home
30
20
32
50
94
9
3
1
1
0
1
242
153
82
83
92
116
23
5
1
372
235
279
319
445
171
233
217
184
48
5
0 2,507
Refinance
Total
Unindexed LTV ranges
-2-
1,199
0
512
555
16:24:56
GE SCF
Investor Report as of September 2011
6. Borrower Type
Total
September 30th, 2011
Unindexed LTV ranges
Total Loan Balance in Mln €
0>40%<=40% <=50%
Employment Employed Private Sector
type
Self Employed
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
211
147
183
220
303
123
158
153
131
34
2
0 1,665
56
34
43
49
74
20
27
20
14
3
2
341
Protected Life Time Employment
54
37
42
42
60
25
46
42
38
10
1
397
Retired
49
15
10
9
7
3
3
2
2
0
Unemployed
0
Other / No data
1
1
0
372
235
279
Total
100
0
0
1
319
0
445
171
0
233
217
184
4
48
5
0 2,507
7. Geographic Distribution
Total
September 30th, 2011
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
4
1
1
1
1
1
1
14
16
10
11
11
17
5
18
14
15
3
0
121
Auvergne
2
1
2
2
3
1
4
2
1
0
19
Basse-Normandie
5
2
3
4
5
2
2
2
3
1
28
23
3
2
3
3
5
1
2
1
2
1
10
6
6
7
8
1
4
4
4
1
Centre
7
4
5
7
10
5
5
6
5
1
0
Champagne-Ardennes
2
1
1
3
3
2
2
1
0
DOM
2
3
3
4
11
12
23
15
9
2
1
Franche-Comté
2
1
1
2
3
1
1
1
3
1
15
Haute-Normandie
9
6
7
6
8
6
7
10
5
2
64
104
73
89
100
116
53
63
69
55
16
1
740
20
12
14
11
25
10
10
7
6
2
1
116
Limousin
1
2
1
2
3
2
3
2
3
Lorraine
6
3
3
4
7
2
4
1
2
1
Midi Pyrénéees
14
9
8
15
17
8
16
17
11
2
0
117
Nord Pas de Calais
22
14
19
21
27
14
23
24
26
5
0
195
Pays de Loire
14
7
7
10
13
4
5
2
4
2
0
67
Picardie
9
5
8
7
10
4
7
10
5
1
Poitou Charentes
5
3
4
4
9
2
3
3
1
0
85
48
59
69
99
26
19
15
16
5
0
Bretagne
Ile de France
Languedoc-Roussillon
Provence Alpes Cote Azur
Rhone-Alpes
17 oct. 11
0>40%<=40% <=50%
Aquitaine
Bourgogne
Total
Unindexed LTV ranges
49
55
15
0
84
18
33
66
35
441
32
22
22
25
44
10
12
10
10
3
1
191
372
235
279
319
445
171
233
217
184
48
5
0 2,507
-3-
16:24:56