2010-09 GE SCF Investor Report (PDF, 100.0KB)

GE SCF
Investor Report as of September 2010
COLLATERAL DESCRIPTION asset report end of September 2010
Overview data
September 30th, 2010
Total Outstanding Current Balance in €
2,967,142,204
Number of loans
33,799
Number of borrowers
29,541
Average Loan Balance in €
87,788
Seasoning in months
55
Remaining terms in months
184
% of variable mortgages
97.02%
Weighted Average Current LTV
69.94%
Weighted Average Current indexed LTV
65.18%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
September 30th, 2010
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
388
9,849
>40%-<=50%
257
3,245
>50%-<=60%
314
3,334
>60%-<=70%
371
3,382
>70%-<=80%
523
3,732
>80%-<=85%
190
1,501
>85%-<=90%
170
1,560
>90%-<=95%
303
2,846
>95%-<=100%
233
2,287
>100%-<=105%
179
1,762
>105%-<=110%
35
281
>110%
Total
3
20
2,967
33,799
2. Current Arrears Ranges Distribution
September 30th, 2010
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,920
33,253
>0-<=1
28
331
>1-<=2
4
59
>2-<=3
3
47
12
109
2,967
33,799
>3
Total
21 oct. 10
-1-
11:22:17
GE SCF
Investor Report as of September 2010
3. Seasoning
Total Loan Balance in Mln €
September 30th, 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%
4
4
4
5
8
1
2
1
4
2
6
>=12-<24
25
18
21
24
41
11
10
11
19
23
7
>=24-<36
52
36
47
56
106
48
29
55
72
46
10
>=36-<60
98
77
99
136
229
76
69
170
108
95
9
208
121
144
150
139
55
60
65
30
14
2
388
257
314
371
523
190
170
303
233
179
35
>=60
Total
0
42
210
3
559
1,166
0
989
3 2,967
4. Loan Purpose
Total Loan Balance in Mln
€
September 30th, 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%
181
129
173
211
293
85
88
137
126
93
17
44
31
42
56
96
48
65
161
107
87
18
160
97
99
103
134
58
17
5
0
Renovation
3
0
0
1
0
Other / No data
0
0
388
257
314
371
523
Construction
Refinance
Total
0
1,533
3
757
0
673
0
4
0
190
170
303
233
179
35
3 2,967
5. Occupancy Type
Total Loan Balance in Mln €
September 30th, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Vacation / Second Home
Refinance
Total
21 oct. 10
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
177
118
160
182
187
87
103
153
158
103
17
0 1,445
20
16
21
31
92
35
48
143
74
76
17
3
30
26
35
54
110
10
3
1
2
0
1
160
97
99
103
134
58
17
5
0
388
257
314
371
523
190
170
303
233
-2-
272
0
179
35
577
673
3 2,967
11:22:17
GE SCF
Investor Report as of September 2010
6. Borrower Type
Total Loan Balance in Mln €
September 30th, 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 Self Employed
type
Protected Life Time Employment
Employed Private Sector
Retired
>110%
56
42
48
60
84
19
15
34
20
15
5
1
398
57
39
50
52
63
34
27
62
44
39
7
1
475
217
154
202
249
366
134
125
203
167
124
23
2 1,966
57
21
14
10
9
3
3
3
2
1
0
123
0
0
303
233
Unemployed
0
Other / No data
2
1
1
388
257
314
Total
>105%<=110%
0
371
1
0
523
190
0
170
5
179
35
3 2,967
7. Geographic Distribution
Total Loan Balance in Mln €
September 30th, 2010
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
3
2
1
2
1
1
1
1
16
16
11
13
14
18
8
5
23
12
17
2
0
138
Auvergne
2
1
1
3
4
1
1
6
1
1
0
21
Basse-Normandie
5
3
4
4
6
2
1
3
1
3
0
33
Bourgogne
3
2
3
3
6
2
2
3
1
1
1
Bretagne
9
6
6
9
9
3
1
6
2
4
0
0
56
Centre
8
5
7
6
14
6
4
6
6
4
1
0
66
Champagne-Ardennes
2
1
2
2
4
2
2
2
1
0
DOM
2
3
3
4
8
6
13
26
17
8
2
1
Franche-Comté
2
2
1
2
4
1
1
2
0
3
0
10
6
7
8
10
5
5
11
8
5
1
110
78
101
114
140
60
64
85
79
52
10
0
891
2
0
135
Ile de France
Languedoc-Roussillon
27
18
91
18
76
22
13
17
15
27
10
6
11
8
5
Limousin
1
2
1
2
4
2
1
4
1
3
Lorraine
5
4
3
4
7
4
1
5
1
3
1
Midi Pyrénéees
14
10
10
17
19
9
7
23
15
10
2
Nord Pas de Calais
23
13
22
24
32
16
16
29
31
24
4
Pays de Loire
14
9
9
10
15
6
4
6
2
5
1
Picardie
10
5
9
10
11
5
5
10
10
4
1
5
3
5
5
11
3
2
5
3
1
0
43
91
56
63
84
124
27
19
22
19
14
3
522
Poitou Charentes
Provence Alpes Cote Azur
Rhone-Alpes
21 oct. 10
>60%<=70%
Aquitaine
Haute-Normandie
Total
>50%<=60%
20
33
24
26
33
48
12
8
15
14
10
2
388
257
314
371
523
190
170
303
233
179
35
-3-
38
0
137
234
0
82
79
0
225
3 2,967
11:22:17