GE Capital. Industry Research Update Automotive. Key Developments. Key Indicators

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Industry Research Update Automotive Key Developments June U.S. light vehicle SAAR of 17.1 million units was up 2% YoY with soon to be reported July sales estimated to be up by a like amount YoY. Canadian sales fell 3% YoY in June on a daily selling rate (DSR) basis. Our latest regression model of U.S. light vehicle sales suggests a 4% rise in 2015 to 17.1 million units followed by a rise in 2016. Light vehicle unit inventories of 60 days supply in June were up 4 days MoM and look normal at just 2 days above the trailing 5 year April average. North American light vehicle production was up 3% in H1 2015 and up almost YoY in June. Production is expected to rise 2-3% in 2015. Incentives remained tame for the D3 in H1 2015 with D3 market slipping 35 basis points. Incentives rose YoY and 1% MoM on average across all OEM s in June (source:: TrueCar.com). Our weighted PPI index of automotive raw material prices dropped about 1 YoY in June is expected to see further weakness in July. GM and Ford reported robust North American profits in 2Q 2015 of about $3k per car sold for a collective 1 operating margin. UAW negotiations have kicked off mid-july, with the contract expiring September 14 th. Key Indicators Quarterly U.S. Light Vehicles Sales on a SAAR Basis vs. Regression Model 20 Source: BEA, GE Capital Economics and Industry Research 18 16 14 12 10 8 1Q04 1Q05 1Q06 1Q07 1Q08 1Q09 1Q10 1Q11 1Q12 1Q13 1Q14 1Q15 1Q16 Actual Model Forecast U.S. light vehicle SAAR came in at 17.1 million units in Junel on a SAAR basis up 2% YoY and but slightly below consensus of about 17.2 million units. The retail component of sales is estimated to have risen 2% YoY according to JD Power PIN data (with implied fleet sales down slightly). Our quarterly U.S. light vehicle sales regression model shown at left suggests auto sales will average 17.1 million SAAR in 2015 and approach 18 million units in 2016. Industry Research Update: Automotive 1

Mil. Units GE Capital U.S. & Canadian Light Vehicle Sales Trends OEM U.S. Market Share Trends 10 9 8 7 6 5 4 3 2 1 17.1% 19.8% 21.3% 22.9% 22.6% 22.6% 22. 22.6% 23. 34.8% 35. 33.8% 30.1% 32.2% 32.3% 32.3% 31.1% 31.9% 11. 8.9% 9.3% 10.7% 11. 11. 12.6% 12. 12. 14.7% 15.9% 16. 16.6% 15.7% 15.7% 14.7% 15.4% 15. 22.4% 19.9% 19.1% 19.7% 18. 17.9% 17.9% 18.9% 17.6% 2008 2009 2010 2011 2012 2013 2014 Jun-14 Jun-15 Other J3 Chrysler Ford GM Source: Wards The D3 U.S. market share of 45.2% in June was down 29 basis points (bpts) MoM and down 115 bpts YoY. In H1 2015, D3 share dropped 35 bpts YoY with GM down 127 bpts, Ford down 36 bpts and Chrysler/Fiat up 48 bpts. In contrast, Asian OEM s saw their collective H1 2015 U.S. market share rise 86 bpts while European OEMS saw a rise of 23 bpts. U.S. Light Vehicle Sales by Vehicle Segment H1 2015 YoY % Change Luxury Car Middle Car Van Large Car CUV Pickup SUV Small Car Light truck sales continue to see faster growth of 1 YoY in H1 2015 vs. a drop of 2% for car sales. In the month of June, light trucks were up 7% while cars were down 8% YoY. From a powertrain perspective, soft gas pricing have continued to take a toll on hybrid light vehicle sales which were down 19% YoY in H1 2015 and down 23% YoY in the month of June. -2 - -1-1 Canadian Light Vehicle Sales and Production Trends 2.8 2.4 2.0 1.6 1.2-7.6% 0.8 3.7% 0.4 0.0 2009 2010 2011 2012 2013 2014 YTD-Jun Sales Production 2015 Canadian light vehicle sales fell 3% YoY in June on a daily selling rate basis, but managed to eke out a June record on an absolute unit basis given one more selling day in the month. H1 2015 sales rose 3% and reached an all time high. Light trucks continued to propel sales - up 7% YoY in June vs.. a YoY drop for cars. In H1 2015, FCA Canada saw a 1% rise in sales, with its #1 market share slipping to 15.8% from 16.. Ford in the #2 position saw its sales fall 6. and market share slip to 14.2% from 15.6%. Meanwhile GM increased its share to 13.7% from 13.1% on as its sales rose 7%. Industry Research Update: Automotive 2

Toyota Hyundai VW Honda Nissan Ford GM Fiat Chrysler European Asian Days Supply N.American GE Capital North American Production & Inventory Trends Production growth slowing; inventories look normal. N.A. Light Vehicle Production by OEM 5.0 Source: IHS Automotive FORECAST 4.5 0.31 0.32 0.34 0.28 0.29 0.31 0.32 0.31 0.31 0.32 0.35 0.33 4.0 3.5 3.0 1.64 1.68 1.67 1.68 1.71 1.77 1.70 1.69 1.77 1.84 1.79 1.76 2.5 2.0 0.67 0.71 0.70 0.74 0.71 0.70 0.68 0.67 0.64 0.69 0.65 0.68 1.5 1.0 0.77 0.79 0.69 0.69 0.72 0.83 0.81 0.79 0.82 0.82 0.81 0.80 0.5 0.85 0.89 0.83 0.81 0.83 0.90 0.85 0.77 0.85 0.92 0.85 0.82 0.0 1Q14 2Q14 3Q14 4Q14 1Q15 2Q15 3Q15 4Q15 1Q16 2Q16 3Q16 4Q16 GM Ford Chrysler/Fiat Asian European Other 6 4 3 - -3 U.S. Light Vehicle Inventory Days Supply Source: Wards -4 % Above/Below 5 Year Avg (Left Scale) Inventories Days Supply (Right Scale) 100 90 80 70 60 50 40 30 N.A. Light Vehicle Production by Segment U.S. Light Vehicle Inventory by Major OEM 3 3 2 FORECAST 85 70 June 2015 2 55 1 Source: IHS Automotive 40 1Q14 2Q14 3Q14 4Q14 1Q15 2Q15 3Q15 4Q15 1Q16 2Q16 3Q16 4Q16 Small Car Other Car CUV MPV Pickup SUV Van 25 North American light vehicle production was up 3% in H1 2015 and up almost YoY in June. Mexican production grew 9% in H1 2015, followed by the U.S. up 3% and Canada down 8%. Looking forward, North American light vehicle production growth is expected growth 2-3% in 2015. Light vehicle segment shares of production are expected to remain relatively stable over the next 2 years, with pickups seeing some modest gains. (Note that segment classifications shown in graph are based on IHS Automotive definitions which differ from those of Ward s shown on previous page. Van s for example do not include minivans under IHS segment definition). Light vehicle unit inventories of 60 days supply in June were up 4 days MoM and up 1 day YoY. Inventories look relatively normal at just 2 days above the trailing 5 year June average. On a absolute basis, inventories were up only 29k units MoM and 59k units YoY in June. North American (primarily D3) inventory rose to 71 days supply in June vs. May but was flat vs. a year ago. Asian brand inventories rose 3days both MoM and YoY to 52 days supply while European inventories fell 2 days both MoM and YoY to 47 days supply. Industry Research Update: Automotive 3

Pricing & Raw Material Cost Trends Pricing remains firm with incentives tame. Gas and raw material prices down. 24% 18% 12% 6% -6% New & Used Light Vehicle Price Trends -12% 2 2 1 - -1 - -2 Source: Manheim; Bureau of Labor Statistics Manheim Used Vehicle Price Index YoY %chg New Car & Truck CPI YoY %chg (Right Scale) Incentive Spending per Unit - YoY % Change Source: Autodata Corp; TrueCar.com -2 YoY % Change in Average Incentive Spending per Unit Sold 4% 3% 2% 1% -1% 140 135 130 125 120 115 Automotive Raw Materials Price Trends 110 $4.25 $4.00 $3.75 $3.50 $3.25 $3.00 $2.75 $2.50 U.S. Average Gas Pricing Source: BEA; GE Capital Industry Research "Automotive Raw Material Index" $2.25 Source: U.S. Energy Information Administration $2.00 U.S. Gas Price - Average All Types New vehicle CPI rose 1.2% YoY in June while used vehicle CPI fell 0.7%. Manheim s Index of wholesale used vehicle pricing was essentially flat both MoM and YoY in June. Wholesale prices have held up well reflecting strong retail demand, greater operating efficiencies, and good remarketing practices, but rising supply is expected to become a headwind to pricing eventually. Incentives rose YoY and 1% MoM on average across all OEM s in June according to TrueCar.com. Incentives remained tame for the D3 in H1 2015 up only 2% for GM and FCA, and down 16% for Ford. In contrast, luxury German OEMs, Nissan and Hyundai/Kia saw significant increases in incentive spending. Our weighted PPI index of automotive raw material prices dropped about 1 YoY in June is expected to see further weakness in July given weakness seen across the spot steel and base metals spectrum. The average price of gasoline in the U.S. (all grades avg) rose slightly to an average of about $2.89 per gallon in June vs. $2.83 in May, and has been steady in the $2.83- $2.92 range through July. The EIA s latest forecast shows gasoline pricing (all grades) averaging $2.57 per gallon in 2015 and $2.63 in 2016. Industry Research Update: Automotive 4

GE Capital Commitments $10+ Billion in Investments Across the Value Chain* *GE Capital as of November 2014; Americas only; Note includes direct exposure of motorcycle floor plan financing $1.1 Billion Auto Parts $0.5 Billion Vehicle Manufacturing $8.7 Billion Distribution & Service GE CAPITAL AMERICAS INDUSTRY RESEARCH TEAM Richard Aldrich, CFA Automotive Metals & Mining Chemicals & Plastics Richard.Aldrich@ge.com 646-428-7365 GE Capital is an extension of GE s rich heritage of building and supporting growth. Investing in the sectors we know best, we can provide more than just financing: We bring insight, knowledge and expertise to every loan. And as a result, businesses that finance with GE Capital benefit from the global know-how and expertise of GE. gecapital.com This publication provides general information and should not be used or taken as business, financial, tax, accounting, legal or other advice. It has been prepared without regard to the circumstances and objectives of anyone who may review it; therefore, you should not rely on this publication in place of expert advice or the exercise of your independent judgment. The views expressed in this publication reflect those of the authors and contributors and not necessarily the views of General Electric Capital Corporation or any of its affiliates (together, GE ). GE does not guarantee that the information contained in this publication is reliable, accurate, complete or current, and GE assumes no responsibility to update or amend the publication. GE makes no representation or warranties of any kind whatsoever regarding the contents of this publication, and accepts no liability of any kind for any loss or harm arising from the use of the information contained in this publication. GE, General Electric Company, General Electric, General Electric Capital Corporation, the GE Logo, and various other marks and logos used in this publication are registered trademarks, trade names and service marks of General Electric Company. You may not use, reproduce, or redistribute this publication, any part of this publication, or any trademark or trade name without the written permission of GE. Industry Research Update: Automotive 5