SEB Nordic Outlook

48 Cover pool characteristics: mortgages mainly in three largest and fastest growing city areas in Sweden Type of loans Interest rate type Geographical distribution Residential apt bldgs, 21% Fixed rate reset =>5y, 2% Fixed rate reset 2y<5y,. 17% Larger regional cities, 36% Single family, 52% Tenant owned apartments, 27% Fixed rate reset <2y, 31% LTV distribution >75% 0% Prior ranking loans >25%<75% 70-75% 1% of property 0.3% 60-70% 4% value 50-60% 7% <25% of 40-50% 11% property 5.0% 30-40% 15% value 20-30% 18% 10-20% 21% No prior ranks 0-10% 23% 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) Floating (3m), 50% Stockholm region, 41% Malmö region, 8% Gothenburg region, 15% Interest payment frequency Quarterly 22% Monthly 94.7% 78% SEB

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