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Säkerhetspoolen

Data per den 31 mars 2018

Beräkning av belåningsgraden (eng. loan-to-value) enligt definition av Association of Swedish Covered Bond Issuers www.ascb.se

Cover pool data

Cover pool summaryMar 2018Dec 2017Sep 2017Jun 2017Mar 2017
Total assets in the cover pool, SEKbn942.0928.6915.7904.0890.8
Number of borrowers1 121 1101 119 0651 119 4751 121 6521 123 353
Number of properties754 153752 474751 909752 889752 859
Average loan size, SEK584 517577 975570 469563 164555 390
Number of loans outstanding1 611 6361 606 5671 605 2381 605 2901 603 875
Over-collateralisation level79.685.572.0%74.1%72.6%
Weighted Average LTV (property level)50%49%49%50%50%
Average seasoning , months6666666666
 
Type of loans in the pool 
Residentials 92.0%91.9%91.9%92.0%92.0%
of which Single-family housing 57.0%59.9%56.9%57.1%57.2%
of which Tenant owner rights20.9%20.7%20.5%20.3%20.0%
of which Tenant owner associations9.4%9.6%9.8%10.0%10.2%
of which Multi-family housing4.7%4.7%4.7%4.6%4.6%
Public0.7%0.7%0.8%0.7%0.8%
Commercial0.8%0.8%0.7%0.6%0.5%
Forest & Agricultural6.5%6.6%6.6%6.7%6.7%
 
Geographic distribution (more granular in pdf)
North6.5%6.5%6.4%6.4%6.4%
Middle (including Stockholm)44.0%43.9%44.0%44.2%44.2%
South (including Gothenburg and Malmoe)49.5%49.6%49.6%49.4%49.4%
 
Interest rate fixing, floating / fixed
(distribution by refixing period as percentage of total cover pool)
Floating (reset in < 365 days)70.1%70.8%71.9%72.5%73.1%
Fixed, reset period 1-2 Y10.2%9.1%8.7%8.7%8.6%
Fixed, reset period 2-5 Y18.1%18.4%17.6%16.9%16.5%
Fixed, reset period > 5 Y1.6%1.7%1.8%1.9%1.8%
 
Repayment structure, on property level
Amortising68%68%66%65%64%
Interest only32%32%34%35%36%
Dynamic poolYESYESYESYESYES
 

Non-performing loans 1)

(see pdf. for split of loans past due 0-60 days)

NonNonNonNonNon
1) Loans past due > 60 days are not eligible for the cover pool
 
Covered bonds
Rating of the Covered bond programme (S&P / Moody's)AAA/AaaAAA/AaaAAA/AaaAAA/AaaAAA/Aaa
Total outstanding amount, nominal, SEKm 1)524 453500 598532 970519 360516 115
Weighted average maturity period39 months39 months38 months38 months38 months
FX distribution                                 SEK70%69%71%71%70%
                                                        EUR23%22%21%21%19%
                                                        USD2%3%3%3%5%
                                                        Other5%6%5%5%6%
1) FX-rate as per trade date; Gross outstanding amount, i.e. including intra-group holdings.
 

 

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