BNP Paribas french retail network. Personal Finance (french subsidiary) Other subsidiaries

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1 " ^ ( 33 : '3 8, 7-3 ; '33 8, 7 ( '8 0 - ' ( ' c& > ( 33 0( 33 /, 1 FED ( 8 1 ( 0/ C - UT L K SR Q R L N M PJ O N L M KJ I G H Collateral Description p1 Asset Coer Test p6 Key parties and eents p7 Outstanding Coered Bonds p8 Amortisaition profile p9 Defaults Crédit Logement p10 a a` _!] [ \[X Z WY X" W "! % $! $ #" * 6 5, 1 0/ ( ( -, +* ( & ' * ' ' : 9 '3 * 6 5 > ' 13 < ( A ( 13 '8 9* 0 3 / = B : 6 B ' 0 ( ' 3 f& e 13 < = b 0 1, 13 < = b 0 1 c& > / / d, 13 < = b 0 1 * ' - ( 3 > ' 3 : ' (* Crédit Logement is the leader for residential loan guarantees with a maret share of more than 50% (Crédit Logement 009 Annual Report! BNP Paribas french retail networ Personal Finance (french subsidiary - - Other subsidiaries

2 % \ # x { zl x y l w rq ] ˆ ˆ Œ ˆ Œ x { zl x y l w x y y n { ] ƒ ] ƒ l nu s t pm no m n l j gih!ƒ ~ } >0% >50% >60% >70% >80% >85% >90% >95% Total Š l nu s t y t y y n Ž h!ƒ >0 - -

3 ` a ««ª ª ² ± ± ± ² n µy{ ` a ««ª ª u l n t h Ÿ ž œ š ~ } ` < Total t ³ p h Ÿ ž œ š ~ } ` ^ ^ purchase renoation construction Other / No data Total

4 ` a ««ª ª º ^ n ¹ q µ ` a ««ª ª ^ n q µ ¹ ¹ t { µ h Ÿ ž œ š ~ } ` ^ º Owner occupied Buy to let acation / second home Other / No data Total y n½ ¼ y y» h Ÿ ž œ š ~ } ` ^ º º Employed Protected life-time employment Self employed Unemployed Other Total

5 x { zl x y l m Àl ` a ««ª ª l µ yu t n ¾ h Ÿ ž œ š ~ } ` Alsace Aquitaine Auergne Basse-Normandie Bourgogne Bretagne Centre Champagne-Ardenne Corse Départements d'outre-mer Franche-Comté Haute-Normandie Ile-de-France Languedoc-Roussillon Limousin Lorraine Midi-Pyrénées No data Nord-Pas-de-Calais Pays de la Loire Picardie Poitou-Charentes Proence-Alpes-Côte-d'Azur Rhône-Alpes Territoires d'outre-mer Total

6 ûýüëüýþèÿ ðþ ÿëþèüëÿ ÁÃÂÅÄ ÆÈÇÊÉÌËÎÍiÍÏÆÅÄÑÐÒÇÊÓÏÆÊÔÑÕÖÆÅÍiÄ ( / " & (+&+ &,"-"& (+&+ & $%'&(*& # "!" tan ( Pr ÊØÖÙ ÚÌÛÖÙ ØÌÚÜ Ì Asset Coer Test Ratio Adjusted Aggregate Asset Amount ( AAAA Aggregate Coered Bond Outstanding Principal Amount ËÒéÜéÎêÌÕëÐÒìîíÒêÜïðÕÑêÌéÜÕñïÒêÌéÎòÒóÏÕõô ööëòéüéñ øiëîù óïú ÝÅÞ ßiàiáiáià âiãèäißiàåýæßêýèýæàiã âiäèâêýæàèçièiãèèiàiä ööëòéüé A = min(a1;a âiãèäißiàåýæßêýèýæàiã Adjusted Home Loan Outstanding Principal Amount a*b Unadjusted Home Loan Outstanding Principal Amount (a Asset Percentage (b 7,00% Cash Collateral Account Aggregate Substitution Asset Amount (or ASAA ASAA leel limit 0,00% ÕÑïÒòÒê ASAA leel is acceptable Permitted Inestments Payments under Issuer Hedging Agreement Y is equal to: (i ZERO before any Issuer Hedging Agreement shall be entered into by the Issuer subject to, and in accordance with, the hedging Strategy (ii otherwise, an amount equal to the payments due under the Issuer Hedging Agreements (plus interest thereon within the period of alpha plus months preceding the releant Asset Coer Test Date where alpha means the period between interest payment dates (first day of such period included and last day of such period excluded under the releant Issuer Hedging Agreements ßÏÞ ßiß ßÏÞ ßiß ßÏÞ ßiß ßÏÞ ßiß

7 ƒ ~ ~} PGQ LF EM RKGQ H CD GFEE PGQ LF EM H CD GFEE A;B ^J\PH] XY Z[ WKK UTIS ^J\PH] XY Z[ WKK UTIS j ;?; na ff B; ha; ff e> ^Pr[ XF HO rrqd qk[ HD E ]Fp[KE ^J\PH] XY Z[ WKK UTIS ^Pr[ XF HO rrqd qk[ HD E ]Fp[KE x z U y x X zog z \z{ U y z{ ^ry z\s]d z y zx ~ Œ ~ ƒš ƒ ~ ˆ~ NO H NO H H IJK =>? :;< Sericer BNP Paribas SA and BNP Paribas Personal Finance A-1+ / P-1 / F1+ AA / Aa / AA- Administrator BNP Paribas SA A-1+ / P-1 / F1+ AA / Aa / AA- Cash Collateral Proider BNP Paribas SA A-1+ / P-1 / F1+ AA / Aa / AA- Issuer Account Ban BNP Paribas SA A-1+ / P-1 / F1+ AA / Aa / AA- Issuer Calculation Agent BNP Paribas SA A-1+ / P-1 / F1+ AA / Aa / AA- A@? m; c lab i; j g? ; >h >dd?< _` a; :;< U oo[f S[FF U oo[f S[FF Administrator Rating Trigger Eent Administrator s LT ratings fall below required leels uooo Substitution of the Administrator Issuer Accounts Ban Trigger Eent Issuer Account Ban s ST/LT ratings fall below required leels x y \zk E Substitution of the IssuerAccount Ban / Eligible Guarantor Sericing Rating Trigger Eent Sericer s LT ratings fall below required leels y uooo Substitution of the Sericer Affiliate Sericing Rating Trigger Eent Sericer s LT ratings fall below required leels y uooo Substitution of the Sericer Pre-Maturity Test Legal Liquidity Test Borrower s ST ratings fall below required leels Borrower s ST ratings fall below required leels x y U zxy ro H M D P F Cash Collateral Proider has to fund the Cash Collateral Account up to the Cash Collateral Required Funding Amount Cash Collateral Proider has to fund the Cash Collateral Account up to the Cash Collateral Required Funding Amount Issuer Calculation Agent Rating Eent Issuer Calculation Agent s LT ratings fall below required leels uooo Substitution of the issuer calculation Agent Calculation Monitoring Rating Trigger Eent BNP Paribas LT ratings fall below required leels uooo Monthly testing by the Asset Monitor of the accuracy of the Issuer Calculation Agent s calculations Hedging Rating Trigger Eent BNP Paribas ST / LT ratings fall below required leels zx y xxy \z{k E The Issuer will enter into the Hedging Agreement

8 8767$1',1*&9(5('%1'6 3XEOLF3ODFHPHQW ISIN Currency Outstanding Principal Amount in Euro Outstanding Principal Amount in Original Currency Scheduled Maturity Date Remaining Maturity Exchange rate Interest type Coupon Ž šœ$ Ÿž Ÿž ' ' # Ž# ž ª Ž šœ$ Ÿž Ÿž ž * # Ž# #ž ª Ž «ž šœ$ ž ž ž ' # Ž# # ž ª Ž «ž «ž šœ$,, ž ž # Ž #± šœ$²«#³µ # ž ª Ž «šœ$ ž ž ž * # Ž# # ž ª ««Ž ž ž ž «* # 'ž Ž# ž ª Ž ž ž šœ$ ž ž ' ž # Ž# ž ª Ž šœ$ ž ž ' ž # Ž# ª Ž šœ$ ž ž ' *!# Ž# ž ª Ž ž šœ$ ž ž ' ž # Ž# ª Ž šœ$,, «# Ž# ž ª Ž * šœ$ ž ž «ž # Ž# ž ª ¹œ žž Žºº, ¹» ž «Ÿ ž ' ž # # ' ž Ž# ª Ž šœ$, ž, ž # Ž# ž ª ž «Ž ¼ * ½ ž «# ' ž Ž# ž ª Ž ž «šœ$ ' # Ž# ž ª Currency Outstanding Principal Amount in Euro 3ULYDWH3ODFHPHQW Outstanding Principal Amount in Original Currency Exchange rate šœ$ «ž ««ž «¹šœ¾ «ž «

9 $057,6$7,135,/( Coered Bond Outstanding Asset Pool Notional (prepayment rate 0% Asset pool Notional (prepayment rate 5%

10 ÑÍ Ð ÊÑÇ ÇË À Ð Ì ÄÏ ÊÂ Ì À ÊËÇ ÈÉ É ÅÆ ÇÃ À Â ß Õ à âá ÝÜ Ú Ô ÓÒ ôõ øñù î ß å çæ ÝäÜ à â ÝäÜ øñù î ú ú ú ßß åå Öä Öä ÕÕ ß Õ ß Õ á à âá ÝÜ ÝÜ Ú Ú àüå àüå ûþ Õå ûþ ä Õå ä Ô ÓÒ Ô ÓÒ øñù î ßå çæ ßå çæ à â à â øñù î ú ß å ÿ Öä Õ ÇÇÐ ÃÂ ÀÂ ÈÃÇ ÅÅÎ ÅÄ ÀÇ Í ÄÃÂ ÁÀ Á ìî ðï íó ôõ ðô ðìñ îò ìî ðï íó ðô ðìñ êë ìí ìîï îò ðìöî ìï ï êë ìí ìîï ðììî ìï ï äù ÞßÖ ãõü ßà ÞÕ ÛÜ ØÕÙ ÔÕÖ ßÙå Õ ÞÕ ßÙå áõ Þßà ãõü 0,80% 0, : 13 M 1999 : 13 M 000 : : 100 M 001 : : 31 M 00 : : 66 M 003 : : 568 M 00 : : 5801 M 005 : : 6768 M 006 : : 6979 M 007 : : 7369 M 008 : : 60 M 009 : : 8673 M 010 : 107 M 010 : 1367 M 0,70% 0,007 0,60% 0,006 0,50% 0,005 0,0% 0,00 0,30% 0,003 0,0% 0,00 0,10% 0, : 60 M 0 0,00% ä ä é åõ é åõ ãßàö ãßàö èà èà ÕÖ Ù ÕÖ Ù ìî ðï íó ôõ ðô ðìñ îò ìî ðï íó ôõ ðô êë ìí ìîï ðìöî ìï ï ðìñ îò êë ìí ìîï ðììî ìï ï äù äù ÞßÖ ÞßÖ ãõü áà ãõü ßà ÞÕ ßà ÞÕ ÛÜ ÛÜ åõ åõ ÔàÖÙ ÔàÖÙ ØÕÙ ÔÕÖ ØÕÙ ÔÕÖ ßÙå ÝäÜ ßÙå ÝäÜ Õ ÞÕ Õ ÞÕ ßÙå ÝäÜ ßÙå áõ ÝäÜ áõ Þßà ãõü Þßà ãõü 1,0% 0, : 90 M : 53 M : 5 M : 36 M : 339 M : 8 M : 175 M : 35 M : 76 M 0,01 1,00% 0,01 0,80% 0,008 0,60% 0,006 0,0% 0,00 0,0% 0,00 0,00% ä ÿ é åõ þãßàö ýþÿèà ÕÖ Ù Source : Crédit Logement NB: BNP Paribas Home Loan CB's eligibility criteria allows only for loan with no arrears in its coer pool (dynamic pool Collateral is tranferred to the issuer (BNP Paribas Home Loan CB upon occurrence of a Borrower Eent of Default (BNP Paribas SA

BNP Paribas Home Loan SFH. Investor Report April 2018

BNP Paribas Home Loan SFH. Investor Report April 2018 1790000000 Investor Report April 2018 COLLATERAL DESCRIPTION OVERVIEW DATA Value of Loans granted as guarantee as of 31/03/2018 Total Outstanding Current Balance 34,872,388,025 Number of loans 371,716