GE SCF Investor Report as of December 2015 COLLATERAL DESCRIPTION asset report end of December 2015 Overview data December 31st, 2015 Total Outstanding Current Balance in € 1,256,111,736 Number of loans 19,091 Number of borrowers 17,278 Average Loan Balance in € 65,796 Seasoning in months 106 Remaining terms in months 136 % of variable mortgages 89.14 % Weighted Average Current LTV 53.89 % Weighted Average Current indexed LTV 51.19 % Portfolio breakdowns 1. Unindexed LTV Ranges Distribution December 31st, 2015 Total Loan Balance in Mln € Number of Loans Unindexed LTV ranges 0-<=40% 333 9,626 >40%-<=50% 162 1,881 >50%-<=60% 192 2,022 >60%-<=70% 245 2,348 >70%-<=80% 263 2,562 >80%-<=85% 42 417 >85%-<=90% 13 147 >90%-<=95% 4 61 >95%-<=100% 1 14 >100%-<=105% 1 7 >105%-<=110% 1 6 1,256 19,091 Total 2. Current Arrears Ranges Distribution December 31st, 2015 Total Loan Balance in Mln € Number of Loans Number of months in arrears 0 1,183 17,958 >0-<=1 21 325 >1-<=2 6 98 >2-<=3 2 41 >3 Total 19 janv. 16 44 669 1,256 19,091 -1- 23:00:38 GE SCF Investor Report as of December 2015 3. Seasoning Total December 31st, 2015 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% 24 11 18 30 4 0 309 151 174 215 259 41 13 0 4 1 1 1 1,168 88 333 162 192 245 263 42 13 4 1 1 1 1,256 4. Loan Purpose Total December 31st, 2015 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% 76 75 93 143 20 8 3 0 0 0 555 2 1 0 0 314 39 17 34 83 111 21 5 70 83 68 9 0 0 Renovation 2 0 0 0 Other / No data 0 162 192 245 Total >100%<=105% 137 155 Refinance >95%<=100% 385 2 0 333 263 42 13 4 1 1 1 1,256 5. Occupancy Type Total December 31st, 2015 Total Loan Balance in Mln € Occupancy type Owner occupied 19 janv. 16 0>40%<=40% <=50% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% 134 55 65 80 111 21 8 3 1 Buy to Let 19 16 29 70 92 15 4 1 0 Vacation / Second Home 24 21 15 26 51 5 0 Refinance Total Unindexed LTV ranges 155 70 83 68 9 0 0 333 162 192 245 263 42 13 -2- >105%<=110% 0 0 480 0 248 0 143 1 1 1,256 385 4 1 23:00:38 GE SCF Investor Report as of December 2015 6. Borrower Type Total December 31st, 2015 Unindexed LTV ranges Total Loan Balance in Mln € Employment type 0>40%<=40% <=50% Employed Private Sector >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% 197 108 135 165 184 31 10 3 1 0 0 835 Self Employed 46 20 21 37 43 6 0 0 0 0 0 174 Protected Life Time Employment 50 24 30 39 35 5 3 1 0 Retired 40 9 5 3 1 Unemployed 0 Other / No data 1 1 0 0 0 333 162 192 245 263 Total 186 59 0 3 42 13 4 1 1 1 1,256 7. Geographic Distribution Total December 31st, 2015 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% 2 1 2 2 1 1 Aquitaine 13 6 8 15 17 2 Auvergne 2 1 2 4 2 0 12 Basse-Normandie 4 3 3 4 3 1 17 Bourgogne 8 1 3 3 3 4 2 0 0 10 4 5 7 4 0 0 Centre 8 4 6 6 6 1 0 Champagne-Ardennes 2 2 1 3 1 0 DOM 4 2 5 11 7 1 0 Bretagne Franche-Comté 0 63 15 0 31 0 30 0 9 31 2 1 2 2 2 Haute-Normandie 10 3 4 7 7 1 0 0 Ile de France 96 45 53 55 66 11 4 1 Languedoc-Roussillon 19 9 9 12 16 4 1 Limousin 2 1 1 3 2 0 Lorraine 5 2 4 5 3 0 0 0 Midi Pyrénéees 14 5 9 16 13 2 0 1 0 60 Nord Pas de Calais 23 11 16 18 22 3 2 1 0 96 Pays de Loire 11 5 6 7 6 1 1 0 37 Picardie 8 4 6 7 7 1 1 0 35 Poitou Charentes 6 3 5 4 3 0 0 0 60 33 26 38 54 11 2 1 Provence Alpes Cote Azur Rhone-Alpes Total 19 janv. 16 9 0 0 0 331 70 0 28 12 12 17 21 2 0 0 333 162 192 245 263 42 13 4 -3- 32 10 21 22 1 1 0 224 0 93 1 1,256 23:00:38