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* Q3 2015 Q3 2015 Q3 2015 Mortgage Pfandbriefe ( mn.) 110,0 115,0 111,8 116,7 107,7 111,1 of which derivatives ( mn.) - - - - - - Cover Pool ( mn.) 346,1 232,0 372,0 247,6 344,4 238,9 of which derivatives ( mn.) - - - - - - Over Collateralization (OC) ( mn.) 236,1 117,0 260,2 130,9 236,7 127,8 OC in % of Pfandbriefe outstanding 214,6 101,7 232,7 112,2 219,8 115,0 Over-Collateralization in Consideration of vdp-credit- Quality-Differentiation-Model OC in % of Pfandbriefe outstanding ( mn.) 236,1 117,0 260,1 130,9 214,6 101,7 232,6 112,2 * 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* Q3 2015 Q3 2015 Q3 2015 Public Pfandbriefe ( mn.) 2.665,0 3.495,9 3.218,5 4.077,3 3.185,8 4.163,2 of which derivatives ( mn.) - - - - - - Cover Pool ( mn.) 3.837,0 5.105,7 4.285,9 5.561,9 4.147,2 5.513,9 of which derivatives ( mn.) - - - - - - Over Collateralization (OC) ( mn.) 1.172,0 1.609,8 1.067,4 1.484,6 961,4 1.350,7 OC in % of Pfandbriefe outstanding 44,0 46,0 33,2 36,4 30,2 32,4 Over Collateralization in Consideration of vdp-credit- Quality-Differentiation-Model OC in % of Pfandbriefe outstanding ( mn.) 1.172,1 1.609,8 1.067,4 1.484,7 44,0 46,0 33,2 36,4 * 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 Q3 2015 Pfandbriefe outstanding Cover pool Pfandbriefe outstanding Cover pool Maturity: mn. mn. mn. mn. <= 0,5 years 25,0-10,0 29,0 > 0,5 years and <= 1 year 45,0 88,2 - - > 1 year and <= 1,5 years 5,0 19,5 25,0 - > 1,5 years and <= 2 years - - 45,0 88,7 > 2 years and <= 3 years - 29,3 5,0 19,5 > 3 years and <= 4 years 30,0 92,5-54,9 > 4 years and <= 5 years - 49,9 30,0 40,0 > 5 years and <= 10 years 5,0 66,7 - - > 10 years - - - - Public Pfandbriefe Q3 2015 Pfandbriefe outstanding Cover pool Pfandbriefe outstanding Cover pool Maturity: mn. mn. mn. mn. <= 0,5 years 49,4 317,4 522,7 1.225,6 > 0,5 years and <= 1 year 271,5 40,7 313,2 268,2 > 1 year and <= 1,5 years 49,0 323,9 49,4 319,1 > 1,5 years and <= 2 years 369,3 178,3 276,5 16,5 > 2 years and <= 3 years 532,5 406,0 335,1 577,1 > 3 years and <= 4 years 227,7 161,3 532,5 369,7 > 4 years and <= 5 years 180,0 517,1 232,4 79,3 > 5 years and <= 10 years 669,7 1.379,4 866,7 1.538,3 > 10 years 315,8 513,0 367,5 711,9 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 Q3 2015 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 12,2 - more than 10 mn. Euros 294,0 192,0 Total 306,2 192,0 Cover Assets used to secure public Pfandbriefe according to their amount in tranches Cover Assets Q3 2015 mn. mn. up to 10 mn. Euros 57,3 139,6 more than 10 mn. Euros up to 100 mn. Euros 1.008,3 1.413,5 more than 100 mn. Euros 2.731,4 3.472,6 Total 3.797,0 5.025,7 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 thereof Residential Commercial Total thereof Total thereof 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 Q3 mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. Total - all states year 2016 306,1 - - - - - - 306,1 206,9 29,3-69,9 - - - - year 2015 192,1 - - - - - - 192,1 114,3 58,3-19,5 - - - - Germany year 2016 169,1 - - - - - - 169,1 69,9 29,3-69,9 - - - - year 2015 77,8 - - - - - - 77,8-58,3-19,5 - - - - France year 2016 137,0 - - - - - - 137,0 137,0 - - - - - - - year 2015 114,3 - - - - - - 114,3 114,3 - - - - - - - page 4
Publication according to section 28 para. 3 no. 2 Pfandbrief Act Volume of claims used to cover Public Pfandbriefe Cover assets Total thereof owed by thereof granted by in the total included claims which are granted for reasons of promoting exports State Regional Local Other debtors State Regional Local State Q3 mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. Other debtors Total - all states year 2016 3.797,0 1.331,1 79,7 1.004,7 399,6 936,5 1.331,1 43,9 1,5 - year 2015 5.025,8 1.252,1 1.370,1 1.231,9 457,1 1.966,7 - - - - Germany year 2016 2.574,0 379,6-928,2 328,2 936,5 379,6-1,5 - year 2015 3.993,0 455,5 493,7 1.111,4 421,2 1.966,7 - - - - Great Britain year 2016 483,6 483,6 - - - - 483,6 - - - year 2015 375,3 375,3 375,3 - - - - - - - Latvia year 2016 71,4 - - - 71,4 - - - - - year 2015 35,9 - - - 35,9 - - - - - Netherlands year 2016 28,6 28,6 - - - - 28,6 - - - Poland year 2016 79,7-79,7 - - - - - - - year 2015 108,7 29,1 108,7 - - - - - - - Spain year 2016 - - - - - - - - - - year 2015 0,5 - - 0,5 - - - - - - Canada year 2016 120,4 - - 76,5 - - - 43,9 - - year 2015 120,0 - - 120,0 - - - - - - Norway year 2016 100,0 100,0 - - - - 100,0 - - - USA year 2016 339,3 339,3 - - - - 339,3 - - - year 2015 392,4 392,4 392,4 - - - - - - - Note: The splitting of the cover assets will be stated from the first quarter 2016 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 thereof Total thereof State Regional Local Other debtors State Regional Local Other debtors State Q3 mn. mn. mn. mn. mn. mn. mn. mn. mn. mn. Total - all states year 2016 - - - - - - - - - - Germany year 2016 - - - - - - - - - - Great Britain year 2016 - - - - - - - - - - Latvia year 2016 - - - - - - - - - - Netherlands year 2016 - - - - - - - - - - Poland year 2016 - - - - - - - - - - Spain year 2016 - - - - - - - - - - Canada year 2016 - - - - - - - - - - Norway year 2016 - - - - - - - - - - USA year 2016 - - - - - - - - - - page 6
Publication according to section 28 para. 1 nos. 4, 5 and 6 Pfandbrief Act Further cover assets - in detail for Mortgage Pfandbriefe Further cover assets for Mortgage Pfandbriefe according to section 19 para. 1 nos. 1, 2 and 3 Pfandbrief Act Total thereof equalization claims according to section 19 para. 1 no. 1 overall claims according to section 19 para. 1 no. 2 thereof Covered Bonds according to Article 129 Regulation (EU) Nr. 575/2013 claims according to section 19 para. 1 no. 3 State Q3 mn. mn. mn. mn. mn. Total - all states Jahr 2016 40,0 - - - 40,0 Jahr 2015 40,0 - - - 40,0 Germany Jahr 2016 40,0 - - - 40,0 Jahr 2015 40,0 - - - 40,0 page 7
Publication according to section 28 para. 1 nos. 4 and 5 Pfandbrief Act Further cover assets - in detail for Public Pfandbriefe Further cover assets for Public Pfandbriefe according to section 20 para. 2 nos. 1 and 2 Pfandbrief Act Total thereof equalization claims according to section 20 para. 2 no. 1 claims according to section 20 para. 2 no. 2 overall thereof Covered Bonds according to Article 129 Regulation (EU) Nr. 575/2013 State Q3 mn. mn. mn. mn. Total - all states Jahr 2016 40,0-40,0 - Jahr 2015 80,0-80,0 20,0 Germany Jahr 2016 40,0-40,0 - Jahr 2015 80,0-80,0 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 Q3 2015 Outstanding Pfandbriefe ( mn.) 110,0 115,0 thereof percentage share of fixed-rate Pfandbriefe section 28 para. 1 no. 9 % 81,8 82,6 Cover Pool ( mn.) 346,1 232,0 thereof total amount of the claims which exceed the limits laid down in 13 para. 1 section 28 para. 1 no. 7 thereof total amount of the claims which exceed the percentage threshold laid down in 19 para 1 no. 2 section 28 para. 1 no. 8 thereof total amount of the claims which exceed the percentage threshold laid down in 19 para 1 no. 3 section 28 para. 1 no. 8 thereof 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.) - - % 68,1 38,3 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 2,7 4,6 % 59,1 44,6 average loan-to-value ratio, weighted using the market value % - - page 9
Public Pfandbriefe Q3 2015 Outstanding Pfandbriefe ( mn.) 2.665,0 3.495,9 thereof percentage share of fixed-rate Pfandbriefe section 28 para. 1 no. 9 % 93,3 93,6 Cover Pool ( mn.) 3.837,0 5.105,7 thereof total amount of the claims which exceed the percentage threshold laid down in 20 para 2 section 28 para. 1 no. 8 thereof 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.) - - % 60,4 61,0 CAD - - CHF - - CZK - - DKK - - GBP - - HKD - - JPY - - NOK - - SEK - - USD 308,4 157,8 AUD - - page 10