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