Value of mortgage Loan pool

Real Estate Assets
in Millions Euro
Mortgage Pfandbriefe in Circulation
in Millions Euro
Over-
collateralisation
in Millions Euro
Nominal 9,626 8,285 1,341
NVP 10,448 8,419 2,029
rising yields *) 9,885 8,040 1,846
falling yields *) 10,616 8,546 2,069
*) dynamic simulation according to German Pfandbrief Act

Date: 09/30/2018