2009-09 GE SCF Investor Report (PDF, 98.8KB)

GE SCF
Investor Report as of September 2009
COLLATERAL DESCRIPTION asset report end of September 2009
Overview data
September 30th, 2009
Total Outstanding Current Balance in €
1,295,989,027
Number of loans
14,655
Number of borrowers
12,821
Average Loan Balance in €
88,433
Seasoning in months
52
Remaining terms in months
224
% of variable mortgages
98.16%
Weighted Average Current LTV
74.77%
Weighted Average Current indexed LTV
73.23%
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
September 30th, 2009
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
125
3,635
>40%-<=50%
95
1,343
>50%-<=60%
126
1,359
>60%-<=70%
156
1,479
>70%-<=80%
217
1,663
>80%-<=85%
70
583
>85%-<=90%
70
618
>90%-<=95%
74
693
>95%-<=100%
185
1,606
>100%-<=105%
108
1,058
>105%-<=110%
67
597
>110%
Total
3
21
1,296
14,655
2. Current Arrears Ranges Distribution
September 30th, 2009
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
Total
9 oct. 09
1,284
14,536
>0-<=1
10
99
>1-<=2
1
13
>2-<=3
0
4
>3
1
3
1,296
14,655
-1-
17:04:03
GE SCF
Investor Report as of September 2009
3. Seasoning
Total Loan Balance in Mln €
September 30th, 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
1
1
1
1
4
1
2
1
3
2
4
>=12-<24
4
7
13
14
27
12
7
9
31
33
15
1
174
2
250
>=24-<36
9
8
13
20
42
10
12
15
60
40
17
>=36-<60
33
29
40
55
88
29
28
33
80
28
29
>=60
78
51
58
66
55
18
21
15
10
5
2
125
95
126
156
217
70
70
74
185
108
67
Total
21
473
0
379
3 1,296
4. Loan Purpose
Total Loan Balance in Mln
€
September 30th, 2009
0>40%<=40% <=50%
Loan
purpose
Total
Unindexed LTV ranges
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
Purchase
82
66
91
113
156
45
47
46
71
66
30
0
814
Construction
20
15
20
28
47
17
19
28
114
42
37
3
389
Refinance
22
14
14
15
14
8
3
Renovation
1
0
1
0
0
Other / No data
0
0
125
95
126
156
217
Total
0
92
0
2
0
70
70
74
185
108
67
3 1,296
5. Occupancy Type
Total Loan Balance in Mln €
September 30th, 2009
Total
Unindexed LTV ranges
0>40%<=40% <=50%
Occupancy Owner occupied
type
Buy to Let
Total
9 oct. 09
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
80
58
80
97
104
46
52
50
79
73
30
0
751
10
9
13
19
46
12
13
23
105
34
36
3
324
Vacation / Second Home
12
14
18
25
53
4
1
1
1
1
Refinance
22
14
14
15
14
8
3
125
95
126
156
217
70
70
-2-
129
0
74
185
108
92
67
3 1,296
17:04:03
GE SCF
Investor Report as of September 2009
6. Borrower Type
Total Loan Balance in Mln €
September 30th, 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 Employed Private Sector
type
Self Employed
>105%<=110%
>110%
72
56
83
99
150
53
50
54
119
78
44
22
19
20
32
42
7
6
7
26
9
6
Protected Life Time Employment
20
14
17
21
22
10
13
12
38
21
16
1
205
Retired
11
6
4
4
3
1
1
1
2
1
1
0
35
0
0
0
125
95
126
156
217
70
70
74
185
108
67
Other / No data
Total
2
861
195
0
3 1,296
7. Geographic Distribution
Total Loan Balance in Mln €
September 30th, 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
0
0
0
1
4
3
4
4
7
2
3
3
16
5
7
Auvergne
0
0
0
0
1
0
0
0
4
1
0
8
Basse-Normandie
2
0
0
1
1
1
0
1
1
1
2
12
Bourgogne
1
0
1
1
1
1
0
0
1
0
0
0
7
Bretagne
2
2
2
2
3
1
1
0
3
1
3
0
20
Centre
2
2
2
2
2
1
1
1
5
2
2
22
Champagne-Ardennes
1
0
0
1
0
0
1
1
1
1
DOM
0
0
1
2
2
1
3
6
15
11
3
44
Franche-Comté
1
0
0
0
1
0
0
1
1
0
2
0
6
Haute-Normandie
3
2
2
3
3
2
1
2
5
4
2
0
29
4
0
421
1
57
6
40
32
44
53
66
28
30
31
48
33
16
Languedoc-Roussillon
7
3
7
8
11
3
2
3
6
5
2
Limousin
0
1
1
0
1
0
0
2
0
1
Lorraine
1
1
1
1
1
1
0
1
3
0
1
0
Midi Pyrénéees
4
2
4
5
8
3
2
3
19
5
5
0
60
Nord Pas de Calais
7
5
8
10
11
4
7
8
17
17
9
0
104
Pays de Loire
4
3
3
4
6
1
1
1
3
2
2
0
29
Picardie
3
2
4
3
3
2
1
1
6
3
1
Poitou Charentes
1
1
1
1
4
1
0
1
5
0
1
31
24
30
41
62
14
10
8
14
9
4
Provence Alpes Cote Azur
Rhone-Alpes
9 oct. 09
>60%<=70%
Aquitaine
Ile de France
Total
>50%<=60%
11
9
10
14
23
6
4
3
9
6
4
125
95
126
156
217
70
70
74
185
108
67
-3-
57
8
11
30
0
16
245
0
100
3 1,296
17:04:03