2010-03 GE SCF Investor Report (PDF, 101.0KB)

GE SCF
Investor Report as of March 2010
COLLATERAL DESCRIPTION asset report end of March 2010
Overview data
March 31st, 2010
Total Outstanding Current Balance in €
1,732,179,903
Number of loans
20,269
Number of borrowers
17,487
Average Loan Balance in €
85,460
Seasoning in months
57
Remaining terms in months
191
% of variable mortgages
97.83%
Weighted Average Current LTV
73.37%
Weighted Average Current indexed LTV
70.77%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
March 31st, 2010
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
181
5,367
>40%-<=50%
132
1,819
>50%-<=60%
176
1,934
>60%-<=70%
209
2,028
>70%-<=80%
290
2,172
>80%-<=85%
93
758
>85%-<=90%
98
938
>90%-<=95%
158
1,509
>95%-<=100%
202
1,859
>100%-<=105%
149
1,544
>105%-<=110%
42
328
>110%
Total
2
13
1,732
20,269
2. Current Arrears Ranges Distribution
March 31st, 2010
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
Total
7 avr. 10
1,708
20,002
>0-<=1
15
177
>1-<=2
4
37
>2-<=3
2
22
>3
3
31
1,732
20,269
-1-
09:13:03
GE SCF
Investor Report as of March 2010
3. Seasoning
Total Loan Balance in Mln €
March 31st, 2010
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
0
0
0
0
0
0
0
0
>=12-<24
4
4
6
5
19
8
8
11
18
28
6
0
116
>=24-<36
12
13
25
32
57
19
16
36
60
56
12
1
339
>=36-<60
37
36
46
68
128
37
38
79
106
56
20
127
80
99
103
86
30
35
32
18
9
2
181
132
176
209
290
93
98
158
202
149
42
>=60
Total
2
5
651
0
622
2 1,732
4. Loan Purpose
Total Loan Balance in Mln
€
March 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%
127
96
130
158
211
61
66
90
83
98
12
0 1,132
Construction
31
22
32
37
65
26
30
68
119
51
30
1
Refinance
23
14
13
13
14
6
1
Renovation
1
0
1
0
0
Other / No data
0
0
181
132
176
209
290
Total
0
513
85
0
2
0
93
98
158
202
149
42
2 1,732
5. Occupancy Type
Total Loan Balance in Mln €
March 31st, 2010
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Total
7 avr. 10
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
122
85
120
139
147
63
75
97
100
107
13
0 1,068
14
12
16
22
58
18
19
60
101
42
29
2
Vacation / Second Home
23
21
26
34
71
7
2
1
1
0
Refinance
23
14
13
13
14
6
1
181
132
176
209
290
93
98
-2-
187
0
158
202
149
393
85
42
2 1,732
09:13:03
GE SCF
Investor Report as of March 2010
6. Borrower Type
Total Loan Balance in Mln €
March 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 Protected Life Time Employment
type
Employed Private Sector
>105%<=110%
>110%
27
18
23
27
28
15
16
31
44
28
11
0
107
79
111
137
204
69
71
108
133
109
26
1 1,154
Self Employed
32
27
35
41
54
9
10
17
24
10
5
Retired
15
7
7
4
3
1
1
2
1
2
0
Unemployed
0
Other / No data
1
1
0
0
0
0
181
132
176
209
290
93
Total
264
0
0
98
269
43
0
0
0
158
202
3
149
42
2 1,732
7. Geographic Distribution
Total Loan Balance in Mln €
March 31st, 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%
0
0
0
1
1
0
0
1
1
0
0
5
5
5
4
10
3
2
7
17
9
6
Auvergne
0
0
0
0
1
0
0
2
4
1
0
Basse-Normandie
2
1
1
2
2
1
0
1
2
2
1
Bourgogne
1
1
1
1
1
1
1
1
1
1
1
Bretagne
3
2
3
2
4
1
1
1
4
2
1
Centre
3
3
2
2
3
1
1
3
4
4
0
Champagne-Ardennes
1
1
1
1
1
1
1
1
1
1
DOM
0
0
1
2
4
3
5
16
13
8
3
Franche-Comté
1
0
0
0
0
0
0
1
0
1
2
7
Haute-Normandie
4
3
3
4
4
2
3
4
7
4
1
39
Ile de France
59
46
64
75
92
36
43
56
56
49
9
0
585
Languedoc-Roussillon
10
5
9
8
16
3
3
6
8
5
1
0
74
Limousin
0
1
1
0
2
0
0
1
2
1
0
10
Lorraine
1
2
1
1
2
1
0
2
2
0
1
13
Midi Pyrénéees
5
3
5
8
10
3
3
9
21
7
3
76
11
6
10
15
16
7
11
17
20
27
3
144
Pays de Loire
5
3
4
4
6
2
1
2
3
3
2
35
Picardie
5
4
4
4
5
3
2
4
9
4
0
Poitou Charentes
1
1
2
2
5
1
1
2
4
0
1
0
20
48
33
46
55
80
16
13
14
14
11
3
0
333
Provence Alpes Cote Azur
Rhone-Alpes
7 avr. 10
>60%<=70%
Aquitaine
Nord Pas de Calais
Total
>50%<=60%
5
1
74
0
15
9
10
0
24
27
7
0
56
44
16
13
14
17
28
8
5
7
10
8
3
129
181
132
176
209
290
93
98
158
202
149
42
2 1,732
-3-
09:13:03