GE SCF Investor Report as of March 2015 COLLATERAL DESCRIPTION asset report end of March 2015 Overview data March 31st, 2015 Total Outstanding Current Balance in € 1,471,933,151 Number of loans 21,215 Number of borrowers 19,072 Average Loan Balance in € 69,382 Seasoning in months 98 Remaining terms in months 142 % of variable mortgages 91.56 % Weighted Average Current LTV 55.99 % Weighted Average Current indexed LTV 52.66 % Portfolio breakdowns 1. Unindexed LTV Ranges Distribution March 31st, 2015 Total Loan Balance in Mln € Number of Loans Unindexed LTV ranges 0-<=40% 360 9,953 >40%-<=50% 182 2,211 >50%-<=60% 203 2,071 >60%-<=70% 259 2,330 >70%-<=80% 345 3,250 >80%-<=85% 84 944 >85%-<=90% 25 288 >90%-<=95% 9 118 >95%-<=100% 2 32 >100%-<=105% 1 12 >105%-<=110% 1 6 1,472 21,215 Total 2. Current Arrears Ranges Distribution March 31st, 2015 Total Loan Balance in Mln € Number of Loans Number of months in arrears 0 1,394 20,116 >0-<=1 26 356 >1-<=2 7 108 >2-<=3 4 67 >3 Total 10 avr. 15 41 568 1,472 21,215 -1- 22:19:14 GE SCF Investor Report as of March 2015 3. Seasoning Total March 31st, 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 5 2 5 7 6 >=36-<60 34 19 24 41 13 2 2 2 0 322 161 174 212 326 82 23 7 2 1 1 1,310 360 182 203 259 345 84 25 9 2 1 1 1,472 >=60 Total 24 137 4. Loan Purpose Total March 31st, 2015 Total Loan Balance in Mln € Loan purpose Purchase Construction Refinance Unindexed LTV ranges 0<=40% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% 147 85 87 94 177 39 14 7 1 1 1 653 42 19 26 67 145 44 11 2 1 0 0 358 170 79 90 98 22 1 0 0 0 203 259 Renovation 2 Other / No data 0 Total >40%<=50% 460 2 0 360 182 345 84 25 9 2 1 1 1,472 5. Occupancy Type Total March 31st, 2015 Total Loan Balance in Mln € Occupancy type Owner occupied Buy to Let Vacation / Second Home Refinance Total 10 avr. 15 Unindexed LTV ranges 0>40%<=40% <=50% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% 148 65 73 81 135 45 18 7 2 17 16 22 53 126 33 7 2 1 24 22 19 27 61 5 1 170 79 90 98 22 1 0 360 182 203 259 345 84 25 -2- >105%<=110% 1 0 575 0 278 0 1 160 1 1 1,472 460 9 2 22:19:14 GE SCF Investor Report as of March 2015 6. Borrower Type Total March 31st, 2015 Unindexed LTV ranges Total Loan Balance in Mln € Employment type 0>40%<=40% <=50% Protected Life Time Employment >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% 54 27 34 36 52 14 5 2 0 213 117 143 180 234 62 19 7 2 1 1 977 Self Employed 48 25 20 38 58 8 1 0 0 0 1 199 Retired 45 12 7 5 2 Employed Private Sector Unemployed 0 Other / No data 1 1 0 0 0 360 182 203 259 345 Total 223 70 0 3 84 25 9 2 1 1 1,472 7. Geographic Distribution Total March 31st, 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 3 1 0 0 14 8 9 12 23 6 1 Auvergne 2 2 2 3 4 0 Basse-Normandie 5 2 4 3 4 1 0 >95%<=100% >100%<=105% >105%<=110% 9 0 0 0 72 13 20 4 3 3 4 2 1 0 11 5 5 7 6 1 0 Centre 8 5 6 8 7 1 1 Champagne-Ardennes 2 2 2 3 2 0 0 DOM 4 3 3 12 10 2 1 Franche-Comté 2 1 2 2 2 1 11 4 5 7 9 2 1 0 0 104 48 60 63 83 24 8 2 1 21 10 8 13 21 4 1 0 0 Limousin 2 1 2 2 3 0 Lorraine 6 3 3 6 4 1 0 0 Midi Pyrénéees 15 6 9 14 20 4 1 1 0 Nord Pas de Calais 24 14 16 20 27 9 3 2 0 Pays de Loire 13 6 7 8 7 3 1 0 43 Picardie 9 4 6 9 8 2 2 1 41 Poitou Charentes 6 3 4 5 5 1 0 0 67 35 33 40 66 13 4 1 0 Bretagne Haute-Normandie Ile de France Languedoc-Roussillon Provence Alpes Cote Azur Rhone-Alpes 10 avr. 15 0<=40% Aquitaine Bourgogne Total Unindexed LTV ranges 0 0 36 0 35 0 11 36 10 39 1 1 395 79 0 11 25 70 0 114 25 31 16 12 17 28 5 1 0 0 360 182 203 259 345 84 25 9 2 -3- 17 1 0 259 0 111 1 1,472 22:19:14