2011-03 GE SCF Investor Report (PDF, 100.0KB)

GE SCF
Investor Report as of March 2011
COLLATERAL DESCRIPTION asset report end of March 2011
Overview data
March 31st, 2011
Total Outstanding Current Balance in €
2,727,921,046
Number of loans
31,967
Number of borrowers
27,966
Average Loan Balance in €
85,336
Seasoning in months
61
Remaining terms in months
179
% of variable mortgages
96.62%
Weighted Average Current LTV
68.47%
Weighted Average Current indexed LTV
59.85%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
March 31st, 2011
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
383
9,984
>40%-<=50%
248
3,072
>50%-<=60%
295
3,215
>60%-<=70%
349
3,091
>70%-<=80%
486
3,461
>80%-<=85%
173
1,411
>85%-<=90%
189
1,770
>90%-<=95%
270
2,616
>95%-<=100%
223
2,352
>100%-<=105%
98
872
>105%-<=110%
13
114
>110%
Total
2
9
2,728
31,967
2. Current Arrears Ranges Distribution
March 31st, 2011
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,681
31,378
>0-<=1
29
340
>1-<=2
4
70
>2-<=3
3
42
11
137
2,728
31,967
>3
Total
7 avr. 11
-1-
12:31:05
GE SCF
Investor Report as of March 2011
3. Seasoning
Total Loan Balance in Mln €
March 31st, 2011
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Seasoning (in
months)
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
>=12-<24
18
12
13
17
29
5
5
8
12
15
5
0
139
>=24-<36
37
28
26
32
61
23
19
29
45
14
4
1
318
>=36-<60
103
83
103
145
236
75
88
156
126
53
4
0 1,171
>=60
226
126
153
155
161
70
78
76
40
15
1
1,100
383
248
295
349
486
173
189
270
223
98
13
2 2,728
Total
4. Loan Purpose
Total Loan Balance in Mln
€
March 31st, 2011
0>40%<=40% <=50%
Loan
purpose
Total
Unindexed LTV ranges
Purchase
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
177
126
168
196
264
84
96
110
134
42
7
0 1,402
44
31
39
54
92
54
83
158
89
56
6
1
159
92
88
98
131
36
10
2
0
Renovation
3
0
0
1
0
0
Other / No data
0
248
295
349
486
173
Construction
Refinance
Total
383
707
615
0
4
13
2 2,728
0
189
270
223
98
5. Occupancy Type
Total Loan Balance in Mln €
March 31st, 2011
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Vacation / Second Home
Refinance
Total
7 avr. 11
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
173
117
154
163
169
85
104
138
157
47
6
21
16
21
34
86
41
72
129
64
50
6
30
24
32
54
100
11
3
1
2
0
1
257
159
92
88
98
131
36
10
2
0
383
248
295
349
486
173
189
270
223
98
13
2 2,728
-2-
1,313
2
542
615
12:31:05
GE SCF
Investor Report as of March 2011
6. Borrower Type
Total Loan Balance in Mln €
March 31st, 2011
Total
Unindexed LTV ranges
0>40%- >50%- >60%- >70%- >80%- >85%- >90%- >95%>100%<=40% <=50% <=60% <=70% <=80% <=85% <=90% <=95% <=100% <=105%
Employment Employed Private Sector
type
Protected Life Time Employment
>105%<=110%
>110%
216
151
191
236
335
124
134
184
163
64
9
1 1,807
57
39
45
49
63
28
31
56
41
25
2
0
436
Self Employed
56
38
46
55
79
19
21
28
16
9
2
1
368
Retired
53
19
12
10
8
3
3
2
3
0
0
Unemployed
0
Other / No data
1
1
0
383
248
295
Total
112
0
0
1
349
0
486
173
0
189
270
223
5
98
13
2 2,728
7. Geographic Distribution
Total Loan Balance in Mln €
March 31st, 2011
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Region Alsace
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
2
1
2
1
4
1
1
1
1
1
1
17
10
11
13
17
6
9
22
13
10
1
Auvergne
2
1
1
2
4
1
2
5
1
1
Basse-Normandie
5
2
3
4
5
2
2
3
2
2
Bourgogne
3
2
3
3
6
1
2
2
1
1
Bretagne
9
6
6
7
9
2
2
5
3
2
0
Centre
8
5
6
6
13
5
5
5
7
2
0
0
Champagne-Ardennes
2
1
2
2
4
2
1
2
1
DOM
2
3
2
4
9
8
21
18
14
5
1
1
Franche-Comté
2
1
2
2
4
1
1
1
1
3
10
6
7
7
9
5
6
11
6
4
0
70
107
74
97
107
128
57
60
77
74
25
4
811
1
Ile de France
Languedoc-Roussillon
15
0
128
20
0
31
25
53
61
17
88
16
20
14
16
13
26
10
6
11
7
3
Limousin
1
2
1
2
3
2
1
3
2
1
Lorraine
5
3
4
4
7
2
3
4
1
2
0
Midi Pyrénéees
15
9
8
16
19
7
9
23
12
6
0
Nord Pas de Calais
22
15
19
24
29
14
19
27
34
9
2
214
Pays de Loire
14
8
8
10
14
5
3
5
3
4
1
73
Picardie
9
6
8
9
12
3
5
11
8
1
0
72
Poitou Charentes
5
3
5
5
10
2
2
4
1
1
0
90
53
61
79
108
27
19
17
19
9
1
0
482
0
208
Provence Alpes Cote Azur
Rhone-Alpes
7 avr. 11
>60%<=70%
Aquitaine
Haute-Normandie
Total
>50%<=60%
126
19
33
23
24
30
47
10
11
12
12
7
1
383
248
295
349
486
173
189
270
223
98
13
-3-
0
35
0
126
38
2 2,728
12:31:05