DekaBank Deutsche Girozentrale Mainzer Landstrasse 16 D-60325 Frankfurt am Main, Germany Phone: +49 69 7147-652 Fax: +49 69 7147-1376 e-m: service@deka.de Internet: www.deka.de Publication according to section 28 para. 1 nos. 1 and 3 Pfandbrief Act Pfandbriefe outstanding and their cover Outstanding total nominal value net present value risk-adjusted net present value* Q4 2014 Q4 2014 Q4 2014 Mortgage Pfandbriefe ( mn.) 115.0 115.0 117.0 116.9 111.8 109.6 of which derivatives ( mn.) - - - - - - Cover Pool ( mn.) 203.1 322.9 218.4 343.3 210.4 332.2 of which derivatives ( mn.) - - - - - - Over Collateralization (OC) ( mn.) 88.1 207.9 101.4 226.4 98.6 222.6 OC in % of Pfandbriefe outstanding 76.6 180.8 86.7 193.7 88.2 203.1 Over-Collateralization in Consideration of vdp-credit- Quality-Differentiation-Model OC in % of Pfandbriefe outstanding ( mn.) 88.1 207.9 101.5 226.4 76.6 180.8 86.8 193.7 * The static approach was used for calculating the risk-adjusted net present value according to section 5 para. 1 no. 1 of the Net Present Value Regulation (PfandBarwertV). Outstanding total nominal value net present value risk-adjusted net present value* Q4 2014 Q4 2014 Q4 2014 Public Pfandbriefe ( mn.) 2,971.8 4,436.8 3,535.9 5,142.3 3,595.3 5,389.4 of which derivatives ( mn.) - - - - - - Cover Pool ( mn.) 4,091.3 6,940.9 4,545.9 7,562.2 4,482.1 7,691.5 of which derivatives ( mn.) - - - - - - Over Collateralization (OC) ( mn.) 1,119.5 2,504.1 1,010.0 2,419.9 886.8 2,302.1 OC in % of Pfandbriefe outstanding 37.7 56.4 28.6 47.1 24.7 42.7 Over Collateralization in Consideration of vdp-credit- Quality-Differentiation-Model OC in % of Pfandbriefe outstanding ( mn.) 1,119.5 2,504.1 1,010.0 2,419.9 37.7 56.4 28.6 47.1 * The static approach was used for calculating the risk-adjusted net present value according to section 5 para. 1 no. 1 of the Net Present Value Regulation (PfandBarwertV). Note: The release of the over collateralization with a view to the vdp-credit quality differentiation model is voluntary. page 1
Publication according to section 28 para. 1 no. 2 Pfandbrief Act Maturity structure of Pfandbriefe outstanding and their respective cover pools Mortgage Pfandbriefe Q4 2014 Pfandbriefe outstanding Cover pool Pfandbriefe outstanding Cover pool Maturity: mn. mn. mn. mn. <= 0,5 years 10.0 - - 43.7 > 0,5 years and <= 1 year 20.0 - - 75.6 > 1 year and <= 1,5 years 5.0 88.7 10.0 - > 1,5 years and <= 2 years 50.0 19.5 20.0 - > 2 years and <= 3 years - 29.3 55.0 108.7 > 3 years and <= 4 years 30.0 25.6-29.3 > 4 years and <= 5 years - 40.0 30.0 25.6 > 5 years and <= 10 years - - - 40.0 > 10 years - - - - Public Pfandbriefe Q4 2014 Pfandbriefe outstanding Cover pool Pfandbriefe outstanding Cover pool Maturity: mn. mn. mn. mn. <= 0,5 years 352.4 214.1 714.5 1,507.2 > 0,5 years and <= 1 year 37.0 176.6 682.3 1,761.2 > 1 year and <= 1,5 years 186.8 326.4 328.7 216.4 > 1,5 years and <= 2 years 134.5 119.9 77.0 182.5 > 2 years and <= 3 years 415.1 560.6 339.9 451.5 > 3 years and <= 4 years 512.5 312.7 459.5 685.7 > 4 years and <= 5 years 188.9 221.0 512.5 316.7 > 5 years and <= 10 years 777.1 1,573.0 900.9 1,316.0 > 10 years 367.5 587.0 421.6 503.7 page 2
Publication according to section 28 para. 2 no. 1 a Pfandbrief Act, section 28 para. 3 no. 1 Pfandbrief Act and section 28 para. 4 no. 1 a Pfandbrief Act Mortgage loans used as cover for Mortgage Pfandbriefe according to their amount in tranches Cover Assets Q4 2014 mn. mn. up to 300,000 Euros - - more than 300,000 Euros up to 1 mn. Euros - - more than 1 mn. Euros up to 10 mn. Euros - 25.0 more than 10 mn. Euros 163.1 257.9 Total 163.1 282.9 Cover Assets used to secure public Pfandbriefe according to their amount in tranches Cover Assets Q4 2014 mn. mn. up to 10 mn. Euros 78.5 - more than 10 mn. Euros up to 100 mn. Euros 890.4 - more than 100 mn. Euros 3,007.3 - Total 3,976.2 - Note: The data for public Pfandbriefe will be stated from the second quarter 2015 onwards. page 3
Publication according to section 28 para. 2 no. 1 b, c and no. 2 Pfandbrief Act Volume of claims used to cover Mortgage Pfandbriefe according to states in which the real property is located, according to property type and the total amount of payments in arrears for at least 90 days as well as the total amount of these claims inasmuch as the respective amount in arrears is at least 5 percent of the claim Cover assets Total Residential Commercial Total Total Apartments Single-and Multiplefamily Buildings Building land Office two-family houses houses under construction buildings Retail buildings Industrial buildings other Buildings commercially under used construction buildings Building land Total amount of payments in arrears for at least 90 days Total amount of these claims inasmuch as the respective amount in arrears is at least 5 percent of the claim State Q4 mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. Total - all states year 2015 163.1 - - - - - - 163.1 114.3 29.3-19.5 - - - - year 2014 283.0 - - - - - - 283.0 199.2 64.3-19.5 - - - - Germany year 2015 48.8 - - - - - - 48.8-29.3-19.5 - - - - year 2014 102.8 - - - - - - 102.8 19.0 64.3-19.5 - - - - France year 2015 114.3 - - - - - - 114.3 114.3 - - - - - - - year 2014 180.2 - - - - - - 180.2 180.2 - - - - - - - page 4
Publication according to section 28 para. 3 no. 2 Pfandbrief Act Volume of claims used to cover Public Pfandbriefe Cover assets Total in the total included claims which are granted for reasons of promoting exports State Regional Local Other debtors State Q4 mn. mn. mn. mn. mn. mn. Total - all states year 2015 3,976.3 1,173.9 1,263.7 1,206.9 421.1 1,084.6 year 2014 6,765.9-177.5 1,097.9 541.6 4,948.9 Germany year 2015 2,986.6 422.6 432.6 1,083.5 385.9 1,084.6 year 2014 6,279.0-98.2 1,024.8 503.5 4,652.5 Great Britain year 2015 368.5 368.5 368.5 - - - year 2014 148.9 - - - - 148.9 Latvia year 2015 35.2 - - - 35.2 - year 2014 38.1 - - - 38.1 - Netherlands year 2015 2.3 2.3 2.3 - - - year 2014 - - - - - - Poland year 2015 79.8-79.8 - - - year 2014 137.6-79.3 - - 58.3 Spain year 2015 - - - - - - year 2014 2.8 - - 2.8 - - Canada year 2015 123.4 - - 123.4 - - year 2014 110.7 - - 70.3-40.4 USA year 2015 380.5 380.5 380.5 - - - year 2014 48.8 - - - - 48.8 Note: The claims which are granted for reasons of promoting exports will be stated from the second quarter 2015 onwards. page 5
Publication according to section 28 para. 3 no. 3 Pfandbrief Act Total amount of payments in arrears for at least 90 days as well as the total amount of these claims inasmuch as the respective amount in arrears is at least 5 percent of the claim Amount of claims in arrears for at least 90 days Total amount of these claims inasmuch as the respectiveamount in arrears is at least 5 % of the claim Total Total State Regional Local Other debtors State Regional Local Other debtors State Q4 mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. Total - all states year 2015 - - - - - - - - - - Germany year 2015 - - - - - - - - - - Great Britain year 2015 - - - - - - - - - - Latvia year 2015 - - - - - - - - - - Netherlands year 2015 - - - - - - - - - - Poland year 2015 - - - - - - - - - - Spain year 2015 - - - - - - - - - - Canada year 2015 - - - - - - - - - - USA year 2015 - - - - - - - - - - page 6
Publication according to section 28 para. 1 nos. 4, 5 and 6 Pfandbrief Act Further Cover Assets -in detail Further cover assets for Mortgage Pfandbriefe according to section 19 para. 1 nos. 1, 2 and 3 Total equalization claims according to section 19 para. 1 no. 1 overall claims according to section 19 para. 1 no. 2 Covered Bonds according to Article 129 Regulation (EU) Nr. 575/2013 claims according to section 19 para. 1 no. 3 State Q4 mn. mn. mn. mn. mn. Total - all states Jahr 2015 40.0 - - - 40.0 Jahr 2014 40.0-40.0 - - Germany Jahr 2015 40.0 - - - 40.0 Jahr 2014 40.0-40.0 - - page 7
Publication according to section 28 para. 1 nos. 4 and 5 Pfandbrief Act Further Cover Assets -in detail Further cover assets for Public Pfandbriefe according to section 20 para. 2 nos. 1 and 2 Total equalization claims according to section 20 para. 2 no. 1 overall claims according to section 20 para. 2 no. 2 Covered Bonds according to Article 129 Regulation (EU) Nr. 575/2013 State Q4 mn. mn. mn. mn. Total - all states Jahr 2015 115.0-115.0 65.0 Jahr 2014 175.0-175.0 20.0 Germany Jahr 2015 115.0-115.0 65.0 Jahr 2014 175.0-175.0 20.0 page 8
Publication according to section 28 para. 1 nos.7, 8, 9, 10 and 11 Pfandbrief Act and section 28 para. 2 no. 3 Pfandbrief Act Key figures about outstanding Pfandbriefe and Cover Pool Mortgage Pfandbriefe Q4 2014 Outstanding Pfandbriefe ( mn.) 115.0 115.0 percentage share of fixed-rate Pfandbriefe section 28 para. 1 no. 9 % 82.61 82.61 Cover Pool ( mn.) 203.1 322.9 total amount of the claims which exceed the limits laid down in 13 para. 1 section 28 para. 1 no. 7 total amount of the claims which exceed the percentage threshold laid down in 19 para 1 no. 2 section 28 para. 1 no. 8 total amount of the claims which exceed the percentage threshold laid down in 19 para 1 no. 3 section 28 para. 1 no. 8 percentage share of fixed-rate cover assets section 28 para. 1 no. 9 Net present value pursuant to 6 of the Pfandbruef Net Present Value Regulation for each foreign currency in Euro section 28 para. 1 no. 10 (Net Total) ( mn.) - - ( mn.) - - ( mn.) - - % 43.72 27.88 CAD - - CHF - - CZK - - DKK - - GBP - - HKD - - JPY - - NOK - - SEK - - USD - - AUD - - volume-weighted average of the matuerity that has passed since the loan was granted (seasoning) section 28 para. 1 no. 11 average loan-to-value ratio, weighted using the mortgage lending value section 28 para. 2 no. 3 * years 3.7 4.2 % 47.30 42.60 average loan-to-value ratio, weighted using the market value % - - *Change of calculation methodology due to adjustment of PfandBG for Q 2 2015 page 9
Public Pfandbriefe Q4 2014 Outstanding Pfandbriefe ( mn.) 2,971.8 4,436.8 percentage share of fixed-rate Pfandbriefe section 28 para. 1 no. 9 % 92.27 90.03 Cover Pool ( mn.) 4,091.3 6,940.9 total amount of the claims which exceed the percentage threshold laid down in 20 para 2 section 28 para. 1 no. 8 percentage share of fixed-rate cover assets section 28 para. 1 no. 9 Net present value pursuant to 6 of the Pfandbruef Net Present Value Regulation for each foreign currency in Euro section 28 para. 1 no. 10 (Net Total) ( mn.) - - % 66.87 72.08 CAD - - CHF - - CZK - - DKK - - GBP - - HKD - - JPY - - NOK - - SEK - - USD 151.1 62.4 AUD - - page 10