GE SCF Investor Report as of December 2014 COLLATERAL DESCRIPTION asset report end of December 2014 Overview data December 31st, 2014 Total Outstanding Current Balance in € 1,537,242,117 Number of loans 21,935 Number of borrowers 19,695 Average Loan Balance in € 70,082 Seasoning in months 96 Remaining terms in months 144 % of variable mortgages 92.25 % Weighted Average Current LTV 56.68 % Weighted Average Current indexed LTV 52.16 % Portfolio breakdowns 1. Unindexed LTV Ranges Distribution December 31st, 2014 Total Loan Balance in Mln € Number of Loans Unindexed LTV ranges 0-<=40% 364 10,126 >40%-<=50% 188 2,293 >50%-<=60% 210 2,111 >60%-<=70% 267 2,372 >70%-<=80% 354 3,273 >80%-<=85% 106 1,193 >85%-<=90% 32 359 >90%-<=95% 11 142 >95%-<=100% 4 48 >100%-<=105% 1 13 >105%-<=110% 1 5 1,537 21,935 Total 2. Current Arrears Ranges Distribution December 31st, 2014 Total Loan Balance in Mln € Number of Loans Number of months in arrears 0 1,463 20,894 >0-<=1 24 341 >1-<=2 7 112 >2-<=3 4 60 >3 Total 5 févr. 15 38 528 1,537 21,935 -1- 18:10:07 GE SCF Investor Report as of December 2014 3. Seasoning Total December 31st, 2014 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 8 6 8 10 9 >=36-<60 35 20 25 46 14 2 4 3 1 322 162 177 211 331 103 28 8 3 1 1 1,347 364 188 210 267 354 106 32 11 4 1 1 1,537 >=60 Total 41 149 4. Loan Purpose Total December 31st, 2014 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% 149 87 91 95 182 50 16 9 3 1 1 683 42 19 25 65 145 55 15 2 1 0 0 370 171 82 94 107 27 1 0 0 0 210 267 Renovation 2 Other / No data 0 Total >40%<=50% 482 2 0 364 188 354 106 32 11 4 1 1 1,537 5. Occupancy Type Total December 31st, 2014 Total Loan Balance in Mln € Occupancy type Owner occupied Buy to Let Vacation / Second Home Refinance Total 5 févr. 15 Unindexed LTV ranges 0>40%<=40% <=50% >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% 151 68 75 81 136 58 22 9 3 17 16 21 50 129 42 9 2 1 24 22 20 29 62 6 1 171 82 94 107 27 1 0 364 188 210 267 354 106 32 -2- >105%<=110% 1 0 605 0 286 0 1 164 1 1 1,537 482 11 4 18:10:07 GE SCF Investor Report as of December 2014 6. Borrower Type Total December 31st, 2014 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% >105%<=110% 213 121 149 184 240 77 25 8 3 Protected Life Time Employment 55 27 32 39 53 18 5 2 1 Retired 46 13 7 6 2 0 25 22 38 59 11 1 0 0 0 1 106 32 11 4 1 1 1,537 Unemployed 0 Self Employed 49 Other / No data Total 1 0 1,020 233 75 0 1 1 0 0 0 364 188 210 267 354 206 3 7. Geographic Distribution Total December 31st, 2014 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 1 14 8 9 11 23 8 1 Auvergne 2 2 2 4 4 0 Basse-Normandie 5 3 3 4 4 2 1 >95%<=100% >100%<=105% >105%<=110% 10 0 0 0 75 14 21 4 2 4 4 3 1 0 11 5 6 8 6 2 0 0 Centre 8 5 7 8 7 2 1 0 37 Champagne-Ardennes 2 2 2 3 2 0 0 0 0 11 DOM 4 3 3 12 12 3 1 0 Franche-Comté 2 1 2 3 2 1 0 11 5 5 6 9 3 1 0 0 105 50 63 64 86 30 11 3 2 21 10 8 14 21 6 2 0 0 Limousin 2 1 2 2 4 1 Lorraine 6 3 4 6 5 2 0 1 Midi Pyrénéees 15 6 9 15 20 5 2 1 0 Nord Pas de Calais 24 14 15 21 26 13 4 2 1 Pays de Loire 13 6 7 9 7 3 1 0 0 Picardie 9 4 7 8 9 3 2 1 Poitou Charentes 6 3 4 5 6 1 0 0 69 36 34 40 70 14 4 1 0 Bretagne Haute-Normandie Ile de France Languedoc-Roussillon Provence Alpes Cote Azur Rhone-Alpes 5 févr. 15 0<=40% Aquitaine Bourgogne Total Unindexed LTV ranges 18 0 37 37 11 40 1 1 415 82 0 12 26 73 0 120 46 43 26 30 17 13 18 29 6 1 0 0 364 188 210 267 354 106 32 11 4 -3- 0 1 0 269 0 115 1 1,537 18:10:07