2010-06 GE SCF Investor Report (PDF, 101.0KB)

GE SCF
Investor Report as of June 2010
COLLATERAL DESCRIPTION asset report end of June 2010
Overview data
June 30th, 2010
Total Outstanding Current Balance in €
2,869,846,657
Number of loans
32,515
Number of borrowers
28,423
Average Loan Balance in €
88,262
Seasoning in months
53
Remaining terms in months
187
% of variable mortgages
96.91%
Weighted Average Current LTV
71.13%
Weighted Average Current indexed LTV
71.01%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
June 30th, 2010
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
342
8,902
>40%-<=50%
236
3,063
>50%-<=60%
300
3,202
>60%-<=70%
363
3,357
>70%-<=80%
515
3,741
>80%-<=85%
192
1,487
>85%-<=90%
155
1,424
>90%-<=95%
281
2,634
>95%-<=100%
238
2,268
>100%-<=105%
194
2,001
>105%-<=110%
52
416
>110%
Total
3
20
2,870
32,515
2. Current Arrears Ranges Distribution
June 30th, 2010
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
Total
12 juil. 10
2,826
32,042
>0-<=1
27
305
>1-<=2
5
63
>2-<=3
4
40
>3
7
65
2,870
32,515
-1-
10:13:45
GE SCF
Investor Report as of June 2010
3. Seasoning
Total Loan Balance in Mln €
June 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%
7
4
7
8
18
2
2
3
7
2
10
>=12-<24
26
21
24
27
43
21
13
18
22
28
10
0
>=24-<36
50
36
49
62
120
53
29
55
79
57
13
3
>=36-<60
80
66
86
122
210
71
59
154
99
93
16
179
109
134
144
125
47
52
51
30
13
3
342
236
300
363
515
192
155
281
238
194
52
>=60
Total
71
252
605
1,056
0
886
3 2,870
4. Loan Purpose
Total Loan Balance in Mln
€
June 30th, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Loan
purpose
Purchase
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
181
130
174
216
300
83
90
134
117
115
25
0 1,564
43
30
43
55
91
45
47
139
121
79
27
3
116
75
82
91
124
64
18
9
0
0
Renovation
2
0
1
1
0
Other / No data
0
0
342
236
300
363
515
Construction
Refinance
Total
722
580
0
4
0
192
155
281
238
194
52
3 2,870
5. Occupancy Type
Total Loan Balance in Mln €
June 30th, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Vacation / Second Home
Refinance
Total
12 juil. 10
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
177
118
164
190
194
86
102
147
153
128
26
0 1,486
18
16
20
30
86
31
31
124
82
65
25
3
31
26
34
53
112
11
3
1
2
1
1
273
116
75
82
91
124
64
18
9
0
0
342
236
300
363
515
192
155
281
238
194
52
3 2,870
-2-
531
580
10:13:45
GE SCF
Investor Report as of June 2010
6. Borrower Type
Total Loan Balance in Mln €
June 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 Employed Private Sector
type
Protected Life Time Employment
>105%<=110%
>110%
193
143
192
249
360
137
115
191
164
141
34
2 1,922
49
34
46
47
63
34
25
57
48
37
12
1
454
Self Employed
47
37
46
56
83
18
13
30
24
14
5
0
373
Retired
50
19
15
10
9
3
2
3
2
2
0
0
115
0
0
281
238
Unemployed
0
Other / No data
2
1
1
0
1
0
342
236
300
363
515
192
Total
0
0
155
5
194
52
3 2,870
7. Geographic Distribution
Total Loan Balance in Mln €
June 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%
1
1
2
2
3
2
1
2
1
1
1
0
16
13
10
11
12
18
8
4
19
15
14
6
0
129
Auvergne
2
1
1
3
4
1
1
5
2
1
0
Basse-Normandie
4
3
3
4
6
2
2
2
2
3
1
Bourgogne
3
2
3
3
6
2
1
3
1
1
1
Bretagne
9
5
6
8
9
3
2
4
3
4
1
0
55
Centre
7
5
6
6
13
7
3
6
6
5
1
0
66
Champagne-Ardennes
2
1
2
2
4
2
2
2
1
0
DOM
1
1
3
3
5
5
7
23
17
8
2
0
Franche-Comté
2
1
1
2
4
2
0
2
0
2
1
Haute-Normandie
9
6
6
7
9
4
4
10
9
6
2
Ile de France
97
72
98
114
141
59
62
83
77
60
14
0
877
Languedoc-Roussillon
0
127
21
0
33
27
17
76
18
74
18
12
16
14
27
9
5
11
8
6
2
Limousin
1
2
1
2
4
2
1
3
1
3
0
Lorraine
5
4
3
4
7
4
2
5
1
2
1
37
Midi Pyrénéees
12
9
9
15
20
8
5
20
18
11
3
130
Nord Pas de Calais
21
12
22
24
31
16
16
26
29
31
6
0
233
Pays de Loire
13
8
8
10
16
7
4
5
2
4
2
0
79
Picardie
9
5
9
10
10
6
4
9
11
5
1
Poitou Charentes
5
3
5
5
11
3
1
5
4
1
1
77
51
61
80
120
28
19
22
17
15
5
Rhone-Alpes
12 juil. 10
>60%<=70%
Aquitaine
Provence Alpes Cote Azur
Total
>50%<=60%
31
22
24
34
49
12
9
14
12
10
3
342
236
300
363
515
192
155
281
238
194
52
-3-
19
79
0
43
495
0
220
3 2,870
10:13:45