2016-03 GE SCF Investor Report (PDF, 160KB)

GE SCF
Investor Report as of March 2016
COLLATERAL DESCRIPTION asset report end of March 2016
Overview data
March 31st, 2016
Total Outstanding Current Balance in €
1,195,330,639
Number of loans
18,432
Number of borrowers
16,706
Average Loan Balance in €
64,851
Seasoning in months
109
Remaining terms in months
134
% of variable mortgages
89.66 %
Weighted Average Current LTV
53.23 %
Weighted Average Current indexed LTV
50.96 %
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
March 31st, 2016
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
326
9,456
>40%-<=50%
156
1,813
>50%-<=60%
190
2,018
>60%-<=70%
236
2,319
>70%-<=80%
237
2,306
>80%-<=85%
34
316
>85%-<=90%
11
136
>90%-<=95%
4
46
>95%-<=100%
1
15
>100%-<=105%
0
4
>105%-<=110%
0
1
>110%
0
2
1,195
18,432
Total
2. Current Arrears Ranges Distribution
March 31st, 2016
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
1,122
17,334
>0-<=1
21
301
>1-<=2
5
77
>2-<=3
>3
Total
25 avr. 16
3
36
45
684
1,195
18,432
-1-
18:41:32
GE SCF
Investor Report as of March 2016
3. Seasoning
Total
March 31st, 2016
Total Loan Balance in Mln €
Seasoning (in
months)
>=36-<60
>=60
Total
Unindexed LTV ranges
0>40%<=40% <=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
20
9
15
24
3
0
306
147
175
212
234
34
11
4
1
0
0
0 1,125
71
326
156
190
236
237
34
11
4
1
0
0
0 1,195
4. Loan Purpose
Total
March 31st, 2016
Total Loan Balance in Mln €
Loan
purpose
Purchase
Construction
Unindexed LTV ranges
0<=40%
>40%<=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>105%<=110%
72
71
91
134
17
6
2
1
0
2
1
0
38
16
39
86
96
17
4
67
79
59
7
0
0
Renovation
2
0
0
0
Other / No data
0
156
190
236
Total
>100%<=105%
135
152
Refinance
>95%<=100%
326
>110%
0
0
529
299
365
2
0
237
34
11
4
1
0
0
0 1,195
5. Occupancy Type
Total
March 31st, 2016
Total Loan Balance in Mln €
Occupancy
type
Owner occupied
25 avr. 16
0>40%<=40% <=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
130
54
62
79
101
17
7
2
1
Buy to Let
19
15
34
73
78
12
4
1
0
Vacation / Second Home
25
20
14
25
51
4
0
Refinance
Total
Unindexed LTV ranges
152
67
79
59
7
0
0
326
156
190
236
237
34
11
-2-
>105%<=110%
>110%
0
0
0
0
454
238
139
365
4
1
0
0
0 1,195
18:41:32
GE SCF
Investor Report as of March 2016
6. Borrower Type
Total
March 31st, 2016
Unindexed LTV ranges
Total Loan Balance in Mln €
0>40%<=40% <=50%
Employment Protected Life Time Employment
type
Employed Private Sector
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
48
23
30
39
31
4
2
1
0
195
103
133
158
167
25
8
2
1
0
Self Employed
44
20
21
36
39
5
0
0
0
0
Retired
38
9
5
3
1
Unemployed
0
Other / No data
1
1
0
0
0
326
156
190
236
237
Total
>110%
177
0
0
793
167
55
0
3
34
11
4
1
0
0
0 1,195
7. Geographic Distribution
Total
March 31st, 2016
Total Loan Balance in Mln €
Region Alsace
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
2
1
2
2
1
0
12
7
9
16
15
1
Auvergne
2
1
3
4
1
0
11
Basse-Normandie
4
2
3
3
3
0
16
0
3
3
3
4
1
10
4
6
6
3
Centre
8
4
6
5
5
Champagne-Ardennes
2
2
1
3
DOM
4
2
8
Franche-Comté
2
1
Haute-Normandie
9
3
Ile de France
94
Languedoc-Roussillon
19
Limousin
Lorraine
Bretagne
7
0
0
60
0
14
0
0
30
0
0
0
29
1
0
0
9
9
6
1
0
30
2
2
2
5
7
6
1
0
0
43
51
53
60
9
3
1
8
9
13
14
4
1
0
2
1
1
3
2
0
5
3
4
5
2
0
9
30
0
0
314
67
0
9
0
0
21
Midi Pyrénéees
13
6
9
16
11
2
0
1
0
57
Nord Pas de Calais
22
11
16
17
20
3
2
1
0
91
Pays de Loire
11
4
7
6
5
1
1
0
35
Picardie
8
4
7
6
6
1
1
0
33
Poitou Charentes
6
3
5
4
2
0
0
59
32
23
37
52
2
1
Provence Alpes Cote Azur
Rhone-Alpes
25 avr. 16
0>40%<=40% <=50%
Aquitaine
Bourgogne
Total
Unindexed LTV ranges
9
28
10
11
16
20
2
0
0
326
156
190
236
237
34
11
4
-3-
20
0
1
0
215
0
88
0
0 1,195
18:41:32