Societe Generale : SG SCF HTT Covered Bond Label Reporting 31 10 2022

Harmonised Transparency Template

2022 Version

France

Société Générale SCF

Reporting Date: 31/10/22

Cut-off Date: 31/10/22

Index

Worksheet A: HTT General

Worksheet B2: HTT Public Sector Assets

Worksheet C: HTT Harmonised Glossary

Worksheet E: Optional ECB-ECAIs data

A. Harmonised Transparency Template - General Information	HTT 2022
	Reporting in Domestic Currency	EUR
	CONTENT OF TAB A
	1. Basic Facts
	2. Regulatory Summary
	3. General Cover Pool / Covered Bond Information		`

1. References to Capital Requirements Regulation (CRR) 129(7)
2. References to Capital Requirements Regulation (CRR) 129(1)
   6. Other relevant information

Field	1. Basic Facts
Number
G.1.1.1	Country	France
G.1.1.2	Issuer Name	Société Générale SCF
G.1.1.3	Link to Issuer's Website	http://www.societegenerale.com/fr/mesurer-notre-performance/investisseurs/investisseurs-dette
G.1.1.4	Cut-off date	31/10/22

2. Regulatory Summary

G.2.1.1	UCITS Compliance (Y/N)	Y
G.2.1.2	CRR Compliance (Y/N)	Y
G.2.1.3	LCR status	http://www.ecbc.eu/legislation/list

3. General Cover Pool / Covered Bond Information

	1.General Information		Nominal (mn)
G.3.1.1	Total Cover Assets		17,073.4
G.3.1.2	Outstanding Covered Bonds		12,720.0
	2. Over-collateralisation (OC)		Legal / Regulatory	Actual	Minimum Committed	Purpose
						"Legal" OC: As mentioned in SCF law.
G.3.2.1	OC (%)		5.0%	26.0%	7.5%	"Committed" OC is equal to Contractual OC in
						order to reassure Rating Agencies.
	3. Cover Pool Composition		Nominal (mn)		% Cover Pool
G.3.3.1	Mortgages
G.3.3.2	Public Sector		16,022.9		93.8%
G.3.3.3	Shipping
G.3.3.4	Substitute Assets		1,050.5		6.2%
G.3.3.5	Other
G.3.3.6		Total	17,073.4		100.0%
	4. Cover Pool Amortisation Profile		Contractual	Expected Upon Prepayments	% Total Contractual	% Total Expected Upon Prepayments
G.3.4.1	Weighted Average Life (in years)		6.2	5.9
	Residual Life (mn)
	By buckets:
G.3.4.2	0 - 1 Y		1,765.2	1,924.9	11.0%	12.0%
G.3.4.3	1 - 2 Y		1,696.0	1,816.1	10.6%	11.3%
G.3.4.4	2 - 3 Y		1,586.0	1,670.9	9.9%	10.4%
G.3.4.5	3 - 4 Y		1,491.6	1,544.7	9.3%	9.6%
G.3.4.6	4 - 5 Y		1,328.3	1,357.1	8.3%	8.5%
G.3.4.7	5 - 10 Y		4,879.4	4,781.8	30.5%	29.8%
G.3.4.8	10+ Y		3,276.5	2,927.5	20.4%	18.3%
G.3.4.9		Total	16,022.9	16,022.9	100.0%	100.0%
	5. Maturity of Covered Bonds		Initial Maturity	Extended Maturity	% Total Initial Maturity	% Total Extended Maturity
G.3.5.1	Weighted Average life (in years)		5.1	6.0

	Maturity (mn)
G.3.5.2	By buckets:
G.3.5.3	0 - 1 Y	1,000.0	1,000.0	7.9%	7.9%
G.3.5.4	1 - 2 Y	3,070.0	70.0	24.1%	0.6%
G.3.5.5	2 - 3 Y	1,000.0	3,000.0	7.9%	23.6%
G.3.5.6	3 - 4 Y	1,000.0	1,000.0	7.9%	7.9%
G.3.5.7	4 - 5 Y	1,000.0	1,000.0	7.9%	7.9%
G.3.5.8	5 - 10 Y	3,900.0	4,400.0	30.7%	34.6%
G.3.5.9	10+ Y	1,750.0	2,250.0	13.8%	17.7%
G.3.5.10	Total	12,720.0	12,720.0	100.0%	100.0%
	6. Cover Assets - Currency	Nominal [before hedging] (mn)	Nominal [after hedging] (mn)	% Total [before]	% Total [after]
G.3.6.1	EUR	14,247.0	14,247.0	88.9%	88.9%
G.3.6.2	AUD
G.3.6.3	BRL
G.3.6.4	CAD
G.3.6.5	CHF
G.3.6.6	CZK
G.3.6.7	DKK
G.3.6.8	GBP
G.3.6.9	HKD
G.3.6.10	JPY
G.3.6.11	KRW
G.3.6.12	NOK
G.3.6.13	PLN
G.3.6.14	SEK
G.3.6.15	SGD
G.3.6.16	USD	1,775.9	1,775.9	11.1%	11.1%
G.3.6.17	Other
G.3.6.18	Total	16,022.9	16,022.9	100.0%	100.0%
	7. Covered Bonds - Currency	Nominal [before hedging] (mn)	Nominal [after hedging] (mn)	% Total [before]	% Total [after]
G.3.7.1	EUR	12,720.0	12,720.0	100.0%	100.0%
G.3.7.2	AUD
G.3.7.3	BRL
G.3.7.4	CAD
G.3.7.5	CHF
G.3.7.6	CZK
G.3.7.7	DKK
G.3.7.8	GBP
G.3.7.9	HKD
G.3.7.10	JPY
G.3.7.11	KRW
G.3.7.12	NOK
G.3.7.13	PLN
G.3.7.14	SEK
G.3.7.15	SGD
G.3.7.16	USD	0.0	0.0	0.0%	0.0%
G.3.7.17	Other
G.3.7.18	Total	12,720.0	12,720.0	100.0%	100.0%
	8. Covered Bonds - Breakdown by interest rate	Nominal [before hedging] (mn)	Nominal [after hedging] (mn)	% Total [before]	% Total [after]
G.3.8.1	Fixed coupon	1,720.0	500.0	13.5%	3.9%
G.3.8.2	Floating coupon	10,850.0	12,070.0	85.3%	94.9%
G.3.8.3	Other	150.0	150.0	1.2%	1.2%
G.3.8.4	Total	12,720.0	12,720.0	100.0%	100.0%

	9. Substitute Assets - Type	Nominal (mn)	% Substitute Assets
G.3.9.1	Cash	770.5	73.3%
G.3.9.2	Exposures to/guaranteed by Supranational, Sovereign, Agency (SSA)
G.3.9.3	Exposures to central banks
G.3.9.4	Exposures to credit institutions	280.0	26.7%
G.3.9.5	Other
G.3.9.6	Total	1,050.5	100.0%
OG.3.9.1	o/w EU gvts or quasi govts
OG.3.9.2	o/w third-party countries Credit Quality Step 1 (CQS1) gvts or quasi govts
OG.3.9.3	o/w third-party countries Credit Quality Step 2 (CQS2) gvts or quasi govts
OG.3.9.4	o/w EU central banks
OG.3.9.5	o/w third-party countries Credit Quality Step 1 (CQS1) central banks
OG.3.9.6	o/w third-party countries Credit Quality Step 2 (CQS2) central banks
OG.3.9.7	o/w CQS1 credit institutions
OG.3.9.8	o/w CQS2 credit institutions	1,050.5	100.0%
OG.3.9.9
OG.3.9.10
OG.3.9.11
OG.3.9.12
	10. Substitute Assets - Country	Nominal (mn)	% Substitute Assets
G.3.10.1	Domestic (Country of Issuer)	1,050.5	100.0%
G.3.10.2	Eurozone
G.3.10.3	Rest of European Union (EU)
G.3.10.4	European Economic Area (not member of EU)
G.3.10.5	Switzerland
G.3.10.6	Australia
G.3.10.7	Brazil
G.3.10.8	Canada
G.3.10.9	Japan
G.3.10.10	Korea
G.3.10.11	New Zealand
G.3.10.12	Singapore
G.3.10.13	US
G.3.10.14	Other
G.3.10.15	Total EU	1,050.5	100.0%
G.3.10.16	Total	1,050.5	100.0%
	11. Liquid Assets	Nominal (mn)	% Cover Pool	% Covered Bonds
G.3.11.1	Substitute and other marketable assets	1,050.5	6.2%	8.3%
G.3.11.2	Central bank eligible assets	746.2	4.4%	5.9%
G.3.11.3	Other
G.3.11.4	Total	1,796.7	10.5%	14.1%
	12. Bond List
G.3.12.1	Bond list	https://coveredbondlabel.com/issuer/15/
	13. Derivatives & Swaps
G.3.13.1	Derivatives in the register / cover pool [notional] (mn)	1,370.0
G.3.13.2	Type of interest rate swaps (intra-group, external or both)	Intra-group
G.3.13.3	Type of currency rate swaps (intra-group, external or both)	Intra-group

14. Sustainable or other special purpose strategy - optional

G.3.14.1	Cover pool involved in a sustainable/special purpose strategy? (Y/N)
G.3.14.2	If yes to G.3.14.1 is there a commitment (1) or are already sustainable
components present (2)?
G.3.14.3	specific criteria
G.3.14.4	link to the committed objective criteria
	4. References to Capital Requirements Regulation (CRR)	Row	Row
	129(7)

The issuer believes that, at the time of its issuance and based on transparency data made publicly available by the issuer, these covered bonds would satisfy the eligibility criteria for Article 129(7) of the Capital Requirements Regulation (EU) 575/2013. It should be noted, however, that

whether or not exposures in the form of covered bonds are eligible to preferential treatment under Regulation (EU) 575/2013 is ultimately a matter to be determined by a relevant investor institution and its relevant supervisory authority and the issuer does not accept any responsibility in this regard.

G.4.1.1	(i)	Value of the cover pool outstanding covered bonds:	38
G.4.1.2			(i)	Value of covered bonds:	39
G.4.1.3			(ii)	Geographical distribution:	48 for Public Sector Assets
G.4.1.4			(ii)	Type of cover assets:	52
G.4.1.5				(ii)	Loan size:	18 for Public Sector Assets
G.4.1.6			(ii)	Interest rate risk - cover pool:	129 for Public Sector Assets
G.4.1.7			(ii)	Currency risk - cover pool:	111
G.4.1.8			(ii)	Interest rate risk - covered bond:	163
G.4.1.9		(ii)	Currency risk - covered bond:	137
G.4.1.10	(Please refer to "Tab D. HTT Harmonised Glossary" for hedging strategy)	17 for Harmonised Glossary
G.4.1.11		(iii)	Maturity structure of cover assets:	65
G.4.1.12		(iii)	Maturity structure of covered bonds:	88
G.4.1.13	(iv)	Percentage of loans more than ninety days past due:	166 for Public Sector Assets
	5. References to Capital Requirements Regulation (CRR)
					129(1)
G.5.1.1		Exposure to credit institute credit quality step 1 & 2	280.0
		6. Other relevant information
		1. Optional information e.g. Rating triggers