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Säkerhetspoolen

Data per den 30 juni 2017

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

Cover pool data

Cover pool summarySep 2017Jun 2017Mar 2017Dec 2016Sep 2016
Total assets in the cover pool, SEKbn915.7904.0890.8878.4856.3
Number of borrowers1 119 4751 121 6521 123 3531 126 9711 110 669
Number of properties751 909752 889752 859754 463742 981
Average loan size, SEK570 469563 164555 390546 803540 454
Number of loans outstanding1 605 2381 605 2901 603 8751 606 4161 584 410
Over-collateralisation level72.0%74.1%72.6%67.3%63.1%
Weighted Average LTV (property level)49%50%50%50%51%
Average seasoning , months6666666566
 
Type of loans in the pool 
Residentials 91.9%92.0%92.0%92.0%91.7%
of which Single-family housing 56.9%57.1%57.2%57.5%57.4%
of which Tenant owner rights20.5%20.3%20.0%19.9%19.6%
of which Tenant owner associations9.8%10.0%10.2%10.2%10.3%
of which Multi-family housing4.7%4.6%4.6%4.4%4.4%
Public0.8%0.7%0.8%0.8%0.8%
Commercial0.7%0.6%0.5%0.4%0.6%
Forest & Agricultural6.6%6.7%6.7%6.8%6.9%
 
Geographic distribution (more granular in pdf)
North6.4%6.4%6.4%6.4%6.5%
Middle (including Stockholm)44.0%44.2%44.2%44.2%44.8%
South (including Gothenburg and Malmoe)49.6%49.4%49.4%49.4%48.7%
 
Interest rate fixing, floating / fixed
(distribution by refixing period as percentage of total cover pool)
Floating (reset in < 365 days)71.9%72.5%73.1%73.5%72.0%
Fixed, reset period 1-2 Y8.7%8.7%8.6%9.4%10.3%
Fixed, reset period 2-5 Y17.6%16.9%16.5%15.2%15.8%
Fixed, reset period > 5 Y1.8%1.9%1.8%1.9%1.9%
 
Repayment structure, on property level
Amortising66%65%64%63%62%
Interest only34%35%36%37%38%
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)532 970519 360516 115525 055524 873
Weighted average maturity period38 months38 months38 months36 months36 months
FX distribution                                 SEK71%71%70%70%69%
                                                        EUR21%21%19%20%22%
                                                        USD3%3%5%5%5%
                                                        Other5%5%6%5%4%
1) FX-rate as per trade date; Gross outstanding amount, i.e. including intra-group holdings.
 

 

ECBC Covered Bond Label

Swedbank Mortgage is a member of the ECBC Covered Bond Label Initiative. The labelled covered bonds issued by Swedbank Mortgage can be found on the ECBC Covered Bond Label website.

ECBC label initiative

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