Investor Presentaiton

46 Cover pool characteristics: mortgages mainly in three largest and fastest growing city areas in Sweden Type of loans Residential apt bldgs, 21% Interest rate type Geographical distribution Fixed rate reset =>5y, 1% Fixed rate. reset 2y<5y, 15% Larger regional cities, 36% Single family, Tenant Floating (3m), 51% 52% owned apartments, 27% Fixed rate reset <2y, 32% LTV distribution >75% 0% 70-75% 1% Prior ranking loans >25%<75% of property 0.3% 60-70% 3% value 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) Stockholm region, 41% Malmö region, 8% Gothenburg region, 15% Interest payment frequency Quarterly Monthly 95.1% 21% 79% SEB

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