Investor Presentaiton

HSBC SFH Cover Pool - Cash flow priorities high quality and diversified collateral Main cover pool metrics¹ Regional distribution1 33 Loan security¹ Pool notional Collateral 11.5% Greater Paris EUR 5.9bn North East 22.2% North West 52.8% South East 100% prime home loans South West 6.6% 6.9% Number of loans 39.2k loans LTV range1 29,3% 25,6% 20,6% Average loan balance EUR 149k Max loan amount EUR1m 12,1% 6,4% 15.6% 84.4% Seasoning¹ Crédit Logement Mortgage < 12 16.4% 15.6% ≥12 - <24 24.4% ≥24 <36 ≥36-<60 ≥60 23.6% 2,9% 1,9% 0,8% 0,5% 20.0% ≤40% >40% >50% >60% >70% >80% >85% >90% >95% ≤50% ≤60% ≤70% ≤80% ≤85% ≤90% ≤95% ≤100% Occupancy type¹ WA seasoning 38 months Loan purpose¹ WA remaining term 161 months 29.4% WA indexed LTV 61.0% 3.1% 67.5% Purchase Remortgage Construction 15.1% 7.7% 77.2% Owner-occupied Buy-to-let Vacation second home 36

View entire presentation