2010-12 GE SCF Investor Report (PDF, 101.0KB)

GE SCF
Investor Report as of December 2010
COLLATERAL DESCRIPTION asset report end of December 2010
Overview data
December 31st, 2010
Total Outstanding Current Balance in €
2,851,823,915
Number of loans
32,942
Number of borrowers
28,794
Average Loan Balance in €
86,571
Seasoning in months
58
Remaining terms in months
180
% of variable mortgages
96.83%
Weighted Average Current LTV
69.27%
Weighted Average Current indexed LTV
62.87%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
December 31st, 2010
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
384
9,935
>40%-<=50%
252
3,145
>50%-<=60%
307
3,282
>60%-<=70%
359
3,233
>70%-<=80%
503
3,598
>80%-<=85%
182
1,465
>85%-<=90%
188
1,713
>90%-<=95%
279
2,664
>95%-<=100%
237
2,412
>100%-<=105%
135
1,297
>105%-<=110%
23
184
>110%
Total
2
14
2,852
32,942
2. Current Arrears Ranges Distribution
December 31st, 2010
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,803
32,365
>0-<=1
25
314
>1-<=2
8
82
>2-<=3
3
41
13
140
2,852
32,942
>3
Total
10 janv. 11
-1-
13:30:07
GE SCF
Investor Report as of December 2010
3. Seasoning
Total Loan Balance in Mln €
December 31st, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Seasoning (in
months)
<12
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
1
2
1
1
3
1
1
1
3
1
2
0
16
20
15
18
21
35
7
6
8
14
15
6
0
166
>=24-<36
45
31
37
41
85
34
23
41
60
32
7
2
437
>=36-<60
102
82
104
146
234
75
90
156
126
73
6
0 1,194
>=60
216
122
148
149
146
66
68
73
34
15
1
0 1,039
384
252
307
359
503
182
188
279
237
135
23
2 2,852
>=12-<24
Total
4. Loan Purpose
Total Loan Balance in Mln
€
December 31st, 2010
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%
179
127
174
204
274
86
95
120
137
63
11
0 1,470
44
31
41
54
95
50
81
155
99
72
12
2
736
159
95
91
101
134
46
12
3
0
0
642
Renovation
3
0
0
1
0
0
0
4
Other / No data
0
0
384
252
307
359
503
182
Construction
Refinance
Total
0
188
279
237
135
23
2 2,852
5. Occupancy Type
Total Loan Balance in Mln €
December 31st, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Vacation / Second Home
Refinance
Total
10 janv. 11
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
175
117
160
171
176
88
105
142
164
72
11
0 1,382
21
16
22
32
90
38
68
131
71
63
11
2
30
25
34
55
103
10
3
1
2
0
1
159
95
91
101
134
46
12
3
0
384
252
307
359
503
182
188
279
237
-2-
264
0
135
23
565
641
2 2,852
13:30:07
GE SCF
Investor Report as of December 2010
6. Borrower Type
Total Loan Balance in Mln €
December 31st, 2010
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
153
197
242
351
130
134
187
169
92
16
56
39
48
50
64
30
31
58
44
31
4
Retired
54
20
13
10
8
3
3
3
2
1
0
Self Employed
56
39
48
57
79
20
19
31
21
11
3
Unemployed
0
Other / No data
2
1
1
384
252
307
Total
1 1,889
1
117
1
0
1
359
182
385
0
0
503
456
0
188
279
5
237
135
23
2 2,852
7. Geographic Distribution
Total Loan Balance in Mln €
December 31st, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Region Alsace
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
2
1
2
1
4
2
1
1
1
1
1
0
16
Aquitaine
16
10
12
14
17
7
8
21
13
13
1
0
133
Auvergne
2
1
1
3
4
1
2
5
1
1
Basse-Normandie
4
3
3
4
6
2
1
3
1
3
0
Bourgogne
3
2
3
3
6
2
1
3
2
1
0
Bretagne
9
6
6
8
9
3
2
5
2
4
0
0
54
Centre
8
5
6
6
13
5
5
6
6
3
1
0
63
Champagne-Ardennes
2
1
1
2
5
1
2
2
1
DOM
2
3
3
4
8
7
22
18
15
6
1
1
Franche-Comté
2
1
1
2
3
1
1
1
1
2
0
10
6
7
7
10
5
5
11
8
4
1
109
74
102
109
135
58
63
81
79
38
7
0
854
1
0
131
Haute-Normandie
Ile de France
Languedoc-Roussillon
21
32
26
17
90
17
74
21
13
17
13
28
9
6
11
8
4
Limousin
1
2
1
2
3
1
1
4
2
2
Lorraine
5
4
3
4
7
3
2
4
1
2
0
Midi Pyrénéees
15
10
9
17
18
8
8
22
14
8
1
Nord Pas de Calais
23
13
20
24
29
16
18
27
35
15
3
224
Pays de Loire
14
8
8
10
14
5
4
5
2
5
1
77
Picardie
9
6
8
9
11
5
5
11
8
3
0
76
Poitou Charentes
5
4
5
5
10
3
2
5
3
1
0
89
56
63
80
115
28
19
19
18
12
2
0
502
0
216
Provence Alpes Cote Azur
Rhone-Alpes
Total
10 janv. 11
20
33
23
25
31
47
11
10
13
14
7
2
384
252
307
359
503
182
188
279
237
135
23
-3-
36
0
131
42
2 2,852
13:30:07