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