First Quarter 2022 Investor Presentation

50 Cover pool characteristics: mortgages mainly in three largest and fastest growing city areas in Sweden Type of loans Residential apt bldgs, 19% Interest rate type Geographical distribution Fixed rate reset =>5y, 1% Fixed rate reset 2y<5y, 16% Single family, 53% Tenant owned apartments, 28% Fixed rate reset <2y, 35% LTV distribution Floating (3m), 47% Larger regional cities, 36% Stockholm region, 41% Malmö region, 8% Gothenburg region, 15% Prior ranking loans >25%<75% of property 0.3% value Interest payment frequency Quarterly 20% >75% 0% 70-75% 1% 60-70% 3% 50-60% 6% <25% of 40-50% 9% property 4.6% 30-40% 14% value 20-30% 19% 10-20% 23% No prior ranks 0-10% 26% Note: Distribution in different LTV buckets based on exact order of priority for the individual mortgage deeds according to the Association of Swedish Covered Bond Issuers (www.asbc.se) Monthly 95.1% 80% SEB

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