Q4 2023 Financial Update

54 54 Liquidity and funding Cover pool characteristics Mortgages mainly in three largest and fastest growing city areas in Sweden Type of collateral Single family, 51% LTV distribution 1 Residential apt bldgs, 22% Tenant owned apartments, 27% Interest rate type Regional distribution in Sweden Fixed rate reset <2y, 25% Larger regional cities, 36% Floating (3m), 66% Prior ranking loans >80% 0% 70-80% 2% >25%<75% of property 0.3% value 60-70% 4% 50-60% 6% <25% of 40-50% 10% property value 4.7% 30-40% 14% 20-30% 18% 10-20% 21% No prior ranks 0-10% 24% Fixed rate reset 2y<5y, 9% Fixed rate reset =>5y, 1% Malmö region, 8% Interest payment frequency Quarterly 22% Monthly 95.1% Stockholm region, 41% Gothenburg region, 15% ¹ 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.ascb.se). 78% SEB

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