GE SCF Investor Report as of June 2015 COLLATERAL DESCRIPTION asset report end of June 2015 Overview data June 30th, 2015 Total Outstanding Current Balance in € 1,403,558,160 Number of loans 20,647 Number of borrowers 18,599 Average Loan Balance in € 67,979 Seasoning in months 101 Remaining terms in months 140 % of variable mortgages 89.98 % Weighted Average Current LTV 55.27 % Weighted Average Current indexed LTV 52.70 % Portfolio breakdowns 1. Unindexed LTV Ranges Distribution June 30th, 2015 Total Loan Balance in Mln € Number of Loans Unindexed LTV ranges 0-<=40% 353 9,940 >40%-<=50% 178 2,132 >50%-<=60% 197 2,033 >60%-<=70% 256 2,335 >70%-<=80% 324 3,131 >80%-<=85% 65 713 >85%-<=90% 21 239 >90%-<=95% 6 83 >95%-<=100% 2 24 >100%-<=105% 1 13 >105%-<=110% 1 4 1,404 20,647 Total 2. Current Arrears Ranges Distribution June 30th, 2015 Total Loan Balance in Mln € Number of Loans Number of months in arrears 0 1,325 19,466 >0-<=1 26 390 >1-<=2 7 107 >2-<=3 4 57 >3 Total 31 juil. 15 41 627 1,404 20,647 -1- 11:25:10 GE SCF Investor Report as of June 2015 3. Seasoning Total June 30th, 2015 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% >=24-<36 1 0 1 2 2 >=36-<60 33 17 24 40 10 2 1 1 319 160 172 214 312 64 20 5 2 1 1 1,268 353 178 197 256 324 65 21 6 2 1 1 1,404 >=60 Total 6 129 4. Loan Purpose Total June 30th, 2015 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% 143 84 86 93 165 31 13 4 1 1 1 621 41 18 27 71 142 34 8 2 1 0 0 345 167 76 84 91 16 0 0 Renovation 2 0 0 0 Other / No data 0 178 197 256 Construction Refinance Total 436 2 0 353 324 65 21 6 2 1 1 1,404 5. Occupancy Type Total June 30th, 2015 Total Loan Balance in Mln € Occupancy type Owner occupied Buy to Let Vacation / Second Home Refinance Total 31 juil. 15 Unindexed LTV ranges 0>40%<=40% <=50% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% 144 62 73 79 129 35 15 5 1 18 17 22 59 121 25 5 1 0 23 23 18 26 57 5 1 167 76 84 91 16 0 0 353 178 197 256 324 65 21 -2- >105%<=110% 1 0 544 0 270 0 1 155 1 1 1,404 436 6 2 11:25:10 GE SCF Investor Report as of June 2015 6. Borrower Type Total June 30th, 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% 209 115 139 177 221 48 16 4 1 Protected Life Time Employment 52 27 31 37 49 9 4 1 0 Self Employed 47 24 21 37 52 8 1 0 0 Retired 44 11 6 5 1 Unemployed 0 Other / No data 1 1 0 0 0 353 178 197 256 324 Total >105%<=110% 1 0 0 1 932 211 191 66 0 3 65 21 6 2 1 1 1,404 7. Geographic Distribution Total June 30th, 2015 Total Loan Balance in Mln € Region Alsace >40%<=50% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% 2 1 2 2 1 1 0 14 7 8 13 22 3 1 Auvergne 2 2 2 3 4 0 Basse-Normandie 4 2 4 3 4 1 0 >95%<=100% >100%<=105% >105%<=110% 9 0 69 13 19 4 3 3 3 3 0 0 11 4 5 7 6 1 0 Centre 8 5 6 7 7 1 1 Champagne-Ardennes 2 2 1 3 1 0 DOM 4 3 4 12 9 1 Franche-Comté 2 1 2 2 2 1 10 4 4 7 9 1 102 47 59 58 77 19 21 10 8 13 19 4 Limousin 2 1 1 3 3 0 Lorraine 6 3 4 6 4 1 0 0 Midi Pyrénéees 15 6 9 14 20 2 1 1 0 Nord Pas de Calais 24 13 16 19 26 6 2 1 0 Pays de Loire 13 6 6 8 7 2 1 0 41 Picardie 9 4 6 8 8 2 1 1 39 Poitou Charentes 6 4 4 5 4 1 0 0 64 35 30 40 62 12 3 1 Bretagne Haute-Normandie Ile de France Languedoc-Roussillon Provence Alpes Cote Azur Rhone-Alpes 31 juil. 15 0<=40% Aquitaine Bourgogne Total Unindexed LTV ranges 34 0 34 0 10 1 35 10 0 0 0 7 2 1 1 0 77 0 11 30 15 13 17 26 4 1 353 178 197 256 324 65 21 -3- 17 0 37 1 373 24 68 0 109 24 0 0 6 1 2 1 0 248 0 105 1 1,404 11:25:10