Säkerhetspoolen

Data per den 30 Juni 2019

Beräkning av belåningsgraden (eng. loan-to-value) enligt definition av Svenska emittenter av säkerställda obligationer www.ascb.se

ECBC Covered Bond Label

Swedbank Hypotek är medlem i ECBC Covered Bond Label Initiative. De obligationer som är emitterade av Swedbank Hypotek och som ingår i detta initiativ kan hittas på hemsidan för ECBC Covered Bond Label.

ECBC Covered Bond Label

Data enligt ECBC:s harmoniserade transparensmall (HTT)

Data avseende Säkerhetspoolen

Cover pool summary	Jun 2019	Mar 2019	Dec 2018	Sep 2018	Jun 2018
Total assets in the cover pool, SEKbn	984.4	976.1	968.0	959.8	955.1
Number of borrowers	1 106 373	1 111 816	1 115 299	1 118 058	1 120 305
Number of properties	747 097	750 085	751 947	753 043	754 104
Average loan size, SEK	610 986	605 693	599 915	594 881	591 486
Number of loans outstanding	1 611 092	1 611 524	1 613 517	1 613 370	1 614 784
Over-collateralisation level	80 8	89.4	102.3	98.6	78.7
Weighted Average LTV (property level)	52%	51%	51%	51%	51%
Average seasoning, months	68	68	67	67	66

Type of loans in the pool	Jun 2019	Mar 2019	Dec 2018	Sep 2018	Jun 2018
Residentials	92.2%	92.2%	92.4%	92.6%	92.3%
of which Single-family housing	56.7%	56.8%	57.0%	57.0%	57.1%
of which Tenant owner rights	21.7%	21.5%	21.5%	21.3%	21.0%
of which Tenant owner associations	9.0%	9.1%	9.1%	9.4%	9.3%
of which Multi-family housing	4.8%	4.8%	4.8%	4.9%	4.9%
Public	0.6%	0.6%	0.6%	0.5%	0.6%
Commercial	1.1%	1.0%	0.8%	0.8%	0.8%
Forest & Agricultural	6.1%	6.2%	6.2%	6.1%	6.3%

Geographic distribution (more granular in pdf)	Jun 2019	Mar 2019	Dec 2018	Sep 2018	Jun 2018
North	6.7%	6.6%	6.5%	6.5%	6.5%
Middle (including Stockholm)	43.9%	43.8%	44.0%	44.0%	44.0%
South (including Gothenburg and Malmoe)	49.4%	49.6%	49.5%	49.5%	49.5%

Interest rate fixing, floating / fixed	Jun 2019	Mar 2019	Dec 2018	Sep 2018	Jun 2018
(distribution by refixing period as percentage of total cover pool)
Floating (reset in < 365 days)	68.2%	67.9%	68.6%	70.5%	70.4%
Fixed, reset period 1-2 Y	11.1%	11.3%	11.8%	11.1%	11.0%
Fixed, reset period 2-5 Y	19.3%	19.4%	18.1%	16.9%	17.1%
Fixed, reset period > 5 Y	1.4%	1.4%	1.5%	1.5%	1.5%

Repayment structure, on property level	Jun 2019	Mar 2019	Dec 2018	Sep 2018	Jun 2018
Amortising	72%	71%	71%	70%	69%
Interest only	28%	29%	29%	30%	31%
Dynamic pool	YES	YES	YES	YES	YES
Non-performing loans 1) (see pdf. for split of loans past due 0-60 days)	None	None	None	None	None
1) Loans past due > 60 days are not eligible for the cover pool

Covered bonds		Jun 2019	Mar 2019	Dec 2018	Sep 2018	Jun 2018
Rating of the Covered bond programme (S&P / Moody's)		AAA/Aaa	AAA/Aaa	AAA/Aaa	AAA/Aaa	AAA/Aaa
Total outstanding amount, nominal, SEKm 1)		544 434	515 345	478 371	483 194	534 458
Weighted average maturity period		42 months	42 months	42 months	44 months	40 months
FX distribution	SEK	67%	68%	69%	68%	71%
	EUR	28%	27%	26%	26%	23%
	USD	2%	2%	2%	2%	2%
	Other	3%	3%	3%	4%	4%
1) FX-rate as per trade date; Gross outstanding amount, i.e. including intra-group holdings.