GE SCF Investor Report as of September 2009 COLLATERAL DESCRIPTION asset report end of September 2009 Overview data September 30th, 2009 Total Outstanding Current Balance in € 1,295,989,027 Number of loans 14,655 Number of borrowers 12,821 Average Loan Balance in € 88,433 Seasoning in months 52 Remaining terms in months 224 % of variable mortgages 98.16% Weighted Average Current LTV 74.77% Weighted Average Current indexed LTV 73.23% Portfolio breakdowns 1. Unindexed LTV Ranges Distribution September 30th, 2009 Total Loan Balance in Mln € Number of Loans Unindexed LTV ranges 0-<=40% 125 3,635 >40%-<=50% 95 1,343 >50%-<=60% 126 1,359 >60%-<=70% 156 1,479 >70%-<=80% 217 1,663 >80%-<=85% 70 583 >85%-<=90% 70 618 >90%-<=95% 74 693 >95%-<=100% 185 1,606 >100%-<=105% 108 1,058 >105%-<=110% 67 597 >110% Total 3 21 1,296 14,655 2. Current Arrears Ranges Distribution September 30th, 2009 Total Loan Balance in Mln € Number of Loans Number of months in arrears 0 Total 9 oct. 09 1,284 14,536 >0-<=1 10 99 >1-<=2 1 13 >2-<=3 0 4 >3 1 3 1,296 14,655 -1- 17:04:03 GE SCF Investor Report as of September 2009 3. Seasoning Total Loan Balance in Mln € September 30th, 2009 Total Unindexed LTV ranges 0>40%<=40% <=50% Seasoning (in months) >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% >110% <12 1 1 1 1 4 1 2 1 3 2 4 >=12-<24 4 7 13 14 27 12 7 9 31 33 15 1 174 2 250 >=24-<36 9 8 13 20 42 10 12 15 60 40 17 >=36-<60 33 29 40 55 88 29 28 33 80 28 29 >=60 78 51 58 66 55 18 21 15 10 5 2 125 95 126 156 217 70 70 74 185 108 67 Total 21 473 0 379 3 1,296 4. Loan Purpose Total Loan Balance in Mln € September 30th, 2009 0>40%<=40% <=50% Loan purpose Total Unindexed LTV ranges >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% >110% Purchase 82 66 91 113 156 45 47 46 71 66 30 0 814 Construction 20 15 20 28 47 17 19 28 114 42 37 3 389 Refinance 22 14 14 15 14 8 3 Renovation 1 0 1 0 0 Other / No data 0 0 125 95 126 156 217 Total 0 92 0 2 0 70 70 74 185 108 67 3 1,296 5. Occupancy Type Total Loan Balance in Mln € September 30th, 2009 Total Unindexed LTV ranges 0>40%<=40% <=50% Occupancy Owner occupied type Buy to Let Total 9 oct. 09 >50%<=60% >60%<=70% >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% >110% 80 58 80 97 104 46 52 50 79 73 30 0 751 10 9 13 19 46 12 13 23 105 34 36 3 324 Vacation / Second Home 12 14 18 25 53 4 1 1 1 1 Refinance 22 14 14 15 14 8 3 125 95 126 156 217 70 70 -2- 129 0 74 185 108 92 67 3 1,296 17:04:03 GE SCF Investor Report as of September 2009 6. Borrower Type Total Loan Balance in Mln € September 30th, 2009 Total Unindexed LTV ranges 0>40%- >50%- >60%- >70%- >80%- >85%- >90%- >95%>100%<=40% <=50% <=60% <=70% <=80% <=85% <=90% <=95% <=100% <=105% Employment Employed Private Sector type Self Employed >105%<=110% >110% 72 56 83 99 150 53 50 54 119 78 44 22 19 20 32 42 7 6 7 26 9 6 Protected Life Time Employment 20 14 17 21 22 10 13 12 38 21 16 1 205 Retired 11 6 4 4 3 1 1 1 2 1 1 0 35 0 0 0 125 95 126 156 217 70 70 74 185 108 67 Other / No data Total 2 861 195 0 3 1,296 7. Geographic Distribution Total Loan Balance in Mln € September 30th, 2009 Total Unindexed LTV ranges 0>40%<=40% <=50% Region Alsace >70%<=80% >80%<=85% >85%<=90% >90%<=95% >95%<=100% >100%<=105% >105%<=110% >110% 0 0 0 1 1 0 0 0 0 0 1 4 3 4 4 7 2 3 3 16 5 7 Auvergne 0 0 0 0 1 0 0 0 4 1 0 8 Basse-Normandie 2 0 0 1 1 1 0 1 1 1 2 12 Bourgogne 1 0 1 1 1 1 0 0 1 0 0 0 7 Bretagne 2 2 2 2 3 1 1 0 3 1 3 0 20 Centre 2 2 2 2 2 1 1 1 5 2 2 22 Champagne-Ardennes 1 0 0 1 0 0 1 1 1 1 DOM 0 0 1 2 2 1 3 6 15 11 3 44 Franche-Comté 1 0 0 0 1 0 0 1 1 0 2 0 6 Haute-Normandie 3 2 2 3 3 2 1 2 5 4 2 0 29 4 0 421 1 57 6 40 32 44 53 66 28 30 31 48 33 16 Languedoc-Roussillon 7 3 7 8 11 3 2 3 6 5 2 Limousin 0 1 1 0 1 0 0 2 0 1 Lorraine 1 1 1 1 1 1 0 1 3 0 1 0 Midi Pyrénéees 4 2 4 5 8 3 2 3 19 5 5 0 60 Nord Pas de Calais 7 5 8 10 11 4 7 8 17 17 9 0 104 Pays de Loire 4 3 3 4 6 1 1 1 3 2 2 0 29 Picardie 3 2 4 3 3 2 1 1 6 3 1 Poitou Charentes 1 1 1 1 4 1 0 1 5 0 1 31 24 30 41 62 14 10 8 14 9 4 Provence Alpes Cote Azur Rhone-Alpes 9 oct. 09 >60%<=70% Aquitaine Ile de France Total >50%<=60% 11 9 10 14 23 6 4 3 9 6 4 125 95 126 156 217 70 70 74 185 108 67 -3- 57 8 11 30 0 16 245 0 100 3 1,296 17:04:03