2009-12 GE SCF Investor Report (PDF, 101.0KB)

GE SCF
Investor Report as of December 2009
COLLATERAL DESCRIPTION asset report end of December 2009
Overview data
December 31st, 2009
Total Outstanding Current Balance in €
1,792,862,685
Number of loans
20,717
Number of borrowers
17,881
Average Loan Balance in €
86,541
Seasoning in months
55
Remaining terms in months
202
% of variable mortgages
97.91%
Weighted Average Current LTV
74.11%
Weighted Average Current indexed LTV
71.35%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
December 31st, 2009
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
181
5,332
>40%-<=50%
134
1,848
>50%-<=60%
177
1,934
>60%-<=70%
214
2,080
>70%-<=80%
299
2,259
>80%-<=85%
98
811
>85%-<=90%
96
901
>90%-<=95%
140
1,322
>95%-<=100%
223
2,023
>100%-<=105%
159
1,623
>105%-<=110%
66
561
>110%
Total
3
23
1,793
20,717
2. Current Arrears Ranges Distribution
December 31st, 2009
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
Total
6 janv. 10
1,773
20,507
>0-<=1
13
143
>1-<=2
5
42
>2-<=3
2
14
>3
1
11
1,793
20,717
-1-
09:47:37
GE SCF
Investor Report as of December 2009
3. Seasoning
Total Loan Balance in Mln €
December 31st, 2009
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
1
1
2
1
1
1
2
1
3
>=12-<24
6
7
14
11
30
10
9
15
30
39
13
0
184
>=24-<36
13
14
22
33
65
21
16
39
70
63
16
3
375
>=36-<60
39
36
49
70
119
39
36
60
104
47
31
123
78
91
99
82
27
35
25
17
9
3
181
134
177
214
299
98
96
140
223
159
66
>=60
Total
14
631
0
589
3 1,793
4. Loan Purpose
Total Loan Balance in Mln
€
December 31st, 2009
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
98
132
159
220
65
66
85
93
105
24
0 1,174
Construction
31
22
31
40
65
26
28
55
130
54
42
3
Refinance
23
14
14
14
14
7
2
Renovation
1
0
1
0
0
Other / No data
0
0
181
134
177
214
299
Total
0
528
89
0
2
0
98
96
140
223
159
66
3 1,793
5. Occupancy Type
Total Loan Balance in Mln €
December 31st, 2009
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Total
6 janv. 10
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
123
86
122
142
152
67
74
92
111
116
26
0 1,111
14
11
16
22
59
18
18
47
111
42
41
3
Vacation / Second Home
22
23
25
36
74
6
2
1
1
1
Refinance
22
14
14
14
14
7
2
181
134
177
214
299
98
96
-2-
191
0
140
223
159
402
88
66
3 1,793
09:47:37
GE SCF
Investor Report as of December 2009
6. Borrower Type
Total Loan Balance in Mln €
December 31st, 2009
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
25
28
28
15
17
26
46
30
18
1
106
80
112
139
211
72
71
98
145
117
41
2 1,194
Self Employed
32
27
34
42
56
11
8
15
29
11
6
0
272
Retired
16
8
6
5
4
1
1
1
2
1
1
0
45
Unemployed
0
0
Other / No data
1
1
0
0
0
181
134
177
214
299
Total
0
98
278
0
0
0
0
96
140
223
3
159
66
3 1,793
7. Geographic Distribution
Total Loan Balance in Mln €
December 31st, 2009
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
0
1
0
5
5
5
4
10
2
3
5
18
9
8
Auvergne
0
0
0
0
1
0
0
1
5
1
0
9
Basse-Normandie
2
1
1
2
2
1
1
1
2
2
2
15
Bourgogne
1
1
1
1
1
1
0
1
2
1
1
0
10
Bretagne
3
2
3
2
4
1
1
1
4
1
3
0
25
Centre
3
2
2
3
3
1
1
3
5
4
1
Champagne-Ardennes
1
1
1
1
1
0
1
1
1
1
DOM
0
0
1
2
3
2
5
15
14
10
4
0
Franche-Comté
1
0
0
0
0
1
0
1
1
0
2
0
7
Haute-Normandie
4
3
3
4
4
2
2
3
7
5
2
0
40
Ile de France
59
46
65
76
93
40
42
54
64
54
15
0
608
Languedoc-Roussillon
10
5
8
10
16
4
3
4
9
5
2
0
76
Limousin
0
1
1
0
2
0
0
1
2
1
1
10
Lorraine
1
2
1
1
2
1
0
1
3
0
1
13
Midi Pyrénéees
5
3
5
8
10
3
3
7
22
6
5
11
6
10
15
17
8
11
16
21
28
7
Pays de Loire
6
3
3
5
6
2
1
1
3
3
2
35
Picardie
5
3
5
5
5
2
2
3
10
5
1
46
Poitou Charentes
1
1
2
2
5
1
1
2
4
1
1
47
35
45
56
85
17
13
13
16
13
4
0
345
0
133
Provence Alpes Cote Azur
Rhone-Alpes
6 janv. 10
>60%<=70%
Aquitaine
Nord Pas de Calais
Total
>50%<=60%
75
29
8
15
14
14
18
29
9
6
5
11
8
4
181
134
177
214
299
98
96
140
223
159
66
-3-
5
1
57
78
0
148
21
3 1,793
09:47:37