2011-06 GE SCF Investor Report (PDF, 157.0KB)

GE SCF
Investor Report as of June 2011
COLLATERAL DESCRIPTION asset report end of June 2011
Overview data
June 30th, 2011
Total Outstanding Current Balance in €
2,610,402,732
Number of loans
31,054
Number of borrowers
27,174
Average Loan Balance in €
84,060
Seasoning in months
63
Remaining terms in months
179
% of variable mortgages
96.51 %
Weighted Average Current LTV
67.85 %
Weighted Average Current indexed LTV
58.90 %
Portfolio breakdowns
1. Unindexed LTV Ranges Distribution
June 30th, 2011
Total Loan Balance in Mln € Number of Loans
Unindexed LTV ranges 0-<=40%
379
9,996
>40%-<=50%
241
2,987
>50%-<=60%
284
3,133
>60%-<=70%
334
2,952
>70%-<=80%
464
3,319
>80%-<=85%
167
1,382
>85%-<=90%
203
1,947
>90%-<=95%
255
2,472
>95%-<=100%
205
2,182
>100%-<=105%
69
613
>105%-<=110%
8
63
>110%
1
8
2,610
31,054
Total
2. Current Arrears Ranges Distribution
June 30th, 2011
Total Loan Balance in Mln € Number of Loans
Number of months in arrears 0
2,557
30,377
>0-<=1
30
380
>1-<=2
6
84
>2-<=3
>3
Total
19 juil. 11
4
50
12
163
2,610
31,054
-1-
09:09:46
GE SCF
Investor Report as of June 2011
3. Seasoning
Total
June 30th, 2011
Total Loan Balance in Mln €
Seasoning (in
months)
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%
>=12-<24
11
8
8
11
17
3
3
5
7
11
2
>=24-<36
31
22
24
27
42
14
15
21
28
12
2
0
>=36-<60
105
80
97
134
222
75
97
152
121
32
4
1 1,121
>=60
233
131
154
162
182
74
89
77
49
14
0
1,166
379
241
284
334
464
167
203
255
205
69
8
1 2,610
Total
85
239
4. Loan Purpose
Total
June 30th, 2011
Total Loan Balance in Mln €
Loan
purpose
Purchase
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%
175
124
160
187
250
83
99
106
118
33
3
45
30
38
53
91
56
95
148
87
36
5
157
87
85
94
123
27
8
1
0
Renovation
2
0
0
0
0
0
Other / No data
0
241
284
334
464
167
Construction
Refinance
Total
379
1,338
0
686
1
583
0
3
0
203
255
205
69
8
1 2,610
5. Occupancy Type
Total
June 30th, 2011
Total Loan Balance in Mln €
Occupancy
type
Owner occupied
19 juil. 11
0>40%<=40% <=50%
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
171
119
146
154
161
83
107
136
139
36
2
Buy to Let
21
14
21
33
84
46
85
117
65
32
5
Vacation / Second Home
30
21
32
53
96
11
3
1
1
0
1
157
87
85
94
123
27
8
1
0
379
241
284
334
464
167
203
255
205
Refinance
Total
Unindexed LTV ranges
-2-
1,254
0
249
1
69
8
524
583
1 2,610
09:09:46
GE SCF
Investor Report as of June 2011
6. Borrower Type
Total
June 30th, 2011
Unindexed LTV ranges
Total Loan Balance in Mln €
0>40%<=40% <=50%
Employment Employed Private Sector
type
Protected Life Time Employment
>50%<=60%
>60%<=70%
>70%<=80%
>80%<=85%
>85%<=90%
>90%<=95%
>95%<=100%
>100%<=105%
>105%<=110%
>110%
215
148
187
228
318
119
142
175
150
45
5
1 1,732
56
38
44
45
62
26
35
53
39
18
1
0
416
Self Employed
56
37
42
52
76
20
23
25
15
6
2
0
353
Retired
51
17
11
9
8
2
3
2
2
0
Unemployed
0
Other / No data
1
1
0
379
241
284
Total
105
0
0
1
334
0
464
167
0
203
255
205
4
69
8
1 2,610
7. Geographic Distribution
Total
June 30th, 2011
Total Loan Balance in Mln €
Region Alsace
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%
2
1
1
2
4
1
1
1
1
1
1
Aquitaine
16
10
11
12
17
5
13
19
13
7
0
Auvergne
2
1
1
2
4
1
3
4
1
0
19
Basse-Normandie
5
2
3
4
6
2
1
4
2
1
30
Bourgogne
3
2
3
3
5
1
2
2
2
1
24
Bretagne
9
6
6
7
8
1
3
4
3
1
Centre
7
4
6
7
11
4
5
5
5
1
0
Champagne-Ardennes
2
1
2
2
4
2
1
1
1
DOM
2
3
2
4
10
10
22
18
11
2
1
Franche-Comté
2
1
1
2
4
0
1
1
2
2
16
10
5
7
6
8
5
7
10
6
3
67
106
75
92
103
121
54
62
73
66
20
2
773
21
13
14
12
25
9
7
10
6
2
1
120
Limousin
1
2
1
2
3
2
2
3
2
1
Lorraine
6
3
4
4
7
2
3
2
2
1
0
34
Midi Pyrénéees
14
9
8
16
18
6
12
22
12
3
0
121
Nord Pas de Calais
23
14
19
22
28
14
19
27
31
7
1
204
Pays de Loire
14
7
8
10
14
5
3
4
5
2
0
71
Picardie
9
6
8
8
10
4
5
12
6
1
0
69
Poitou Charentes
5
3
4
4
9
2
2
4
1
0
0
37
Provence Alpes Cote Azur
87
50
60
75
101
28
18
17
17
7
0
461
Rhone-Alpes
32
23
23
26
46
10
11
12
10
5
1
Haute-Normandie
Ile de France
Languedoc-Roussillon
19 juil. 11
57
16
0
241
284
334
464
-3-
167
203
255
205
69
86
18
199
1
379
124
51
Other / No data
Total
15
0
8
1
1 2,610
09:09:46