GE SCF Investor Report as of September 2015 COLLATERAL DESCRIPTION asset report end of September 2015 Overview data September 30th, 2015 Total Outstanding Current Balance in € 1,326,366,597 Number of loans 19,860 Number of borrowers 17,928 Average Loan Balance in € 66,786 Seasoning in months 104 Remaining terms in months 138 % of variable mortgages 89.65 % Weighted Average Current LTV 54.63 % Weighted Average Current indexed LTV 52.68 % Portfolio breakdowns 1. Unindexed LTV Ranges Distribution September 30th, 2015 Total Loan Balance in Mln € Number of Loans Unindexed LTV ranges 0-<=40% 342 9,818 >40%-<=50% 169 1,984 >50%-<=60% 192 2,017 >60%-<=70% 244 2,272 >70%-<=80% 305 2,967 >80%-<=85% 50 526 >85%-<=90% 15 168 >90%-<=95% 5 76 >95%-<=100% 2 18 >100%-<=105% 1 7 >105%-<=110% 1 7 1,326 19,860 Total 2. Current Arrears Ranges Distribution September 30th, 2015 Total Loan Balance in Mln € Number of Loans Number of months in arrears 0 1,251 18,703 >0-<=1 23 358 >1-<=2 7 112 >2-<=3 4 48 >3 Total 6 nov. 15 42 639 1,326 19,860 -1- 10:32:19 GE SCF Investor Report as of September 2015 3. Seasoning Total September 30th, 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% 29 15 22 36 8 1 0 1 314 155 170 207 297 49 15 5 2 1 1 1,215 112 342 169 192 244 305 50 15 5 2 1 1 1,326 4. Loan Purpose Total September 30th, 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% 79 79 90 158 24 10 4 1 0 1 587 2 1 0 0 330 41 18 29 74 135 26 5 72 83 80 12 0 0 Renovation 2 0 0 0 Other / No data 0 169 192 244 Total >100%<=105% 140 160 Refinance >95%<=100% 408 2 0 342 305 50 15 5 2 1 1 1,326 5. Occupancy Type Total September 30th, 2015 Total Loan Balance in Mln € Occupancy type Owner occupied 6 nov. 15 0>40%<=40% <=50% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% 139 58 69 77 123 27 11 4 1 Buy to Let 19 16 24 62 114 18 4 2 0 Vacation / Second Home 24 22 15 26 56 5 0 Refinance Total Unindexed LTV ranges 160 72 83 80 12 0 0 342 169 192 244 305 50 15 -2- >105%<=110% 0 0 510 0 259 0 1 150 1 1 1,326 408 5 2 10:32:19 GE SCF Investor Report as of September 2015 6. Borrower Type Total September 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% 202 111 136 166 209 Retired 42 10 6 4 1 Protected Life Time Employment 51 26 29 37 Self Employed 47 22 20 Unemployed 0 Other / No data 1 1 342 169 Total >85%<=90% >90%<=95% >95%<=100% >100%<=105% 39 11 4 1 45 6 4 1 0 36 50 6 1 0 0 0 0 0 192 244 305 >105%<=110% 0 0 879 63 199 0 1 183 0 3 50 15 5 2 1 1 1,326 7. Geographic Distribution Total September 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 13 6 8 13 21 2 Auvergne 2 1 2 4 3 0 Basse-Normandie 4 3 4 3 4 0 0 >95%<=100% >100%<=105% >105%<=110% 9 1 0 66 12 18 3 3 3 3 2 0 0 11 5 5 7 5 0 0 Centre 8 4 6 6 6 1 0 Champagne-Ardennes 2 2 1 3 1 0 DOM 4 3 4 12 8 1 Franche-Comté 2 1 2 3 2 0 Haute-Normandie 10 4 4 7 8 1 Ile de France 99 45 56 57 74 14 5 1 Languedoc-Roussillon 20 9 9 13 17 4 1 0 73 Limousin 2 1 1 3 3 0 0 10 Lorraine 5 3 4 5 4 0 1 0 Midi Pyrénéees 14 6 9 13 18 3 0 1 0 64 Nord Pas de Calais 23 12 16 18 26 5 2 1 0 102 Pays de Loire 12 5 6 7 6 1 1 0 39 Picardie 9 4 5 8 8 2 1 1 37 Poitou Charentes 6 3 4 4 4 0 0 0 62 33 29 37 60 11 2 1 Bretagne Provence Alpes Cote Azur Rhone-Alpes 6 nov. 15 0<=40% Aquitaine Bourgogne Total Unindexed LTV ranges 32 0 32 0 10 1 33 10 0 29 14 12 17 24 3 1 342 169 192 244 305 50 15 -3- 16 0 34 1 0 352 22 23 0 5 1 2 1 0 235 0 99 1 1,326 10:32:19