annual report - Hypo Real Estate Holding AG

Group Accounts
Group On-Balance Sheet December 2006
120
Financial Infrastructure Sub-
Institutions Finance Sovereign Sovereign Total
AAA 1% 0% 5% 33% 39%
AA1 1% 0% 0% 4% 5%
AA2 1% 0% 9% 18% 28%
AA3 1% 0% 1% 11% 13%
A1 0% 0% 4% 4% 8%
A2 0% 0% 2% 2% 4%
A3 0% 0% 1% 1% 2%
BBB1 0% 0% 0% 0% 0%
BBB2 0% 0% 0% 0% 0%
BBB3 0% 0% 0% 0% 0%
Below BBB3 0% 1% 0% 0% 1%
Group Off-Balance Sheet December 2006
Financial Infrastructure Sub-
Institutions Finance Sovereign Sovereign Total
AAA 0% 3% 0% 39% 42%
AA1 0% 0% 0% 7% 7%
AA2 0% 0% 2% 25% 27%
AA3 0% 1% 0% 12% 13%
A1 0% 0% 0% 2% 2%
A2 0% 0% 0% 1% 1%
A3 0% 1% 0% 2% 3%
BBB1 0% 2% 0% 0% 2%
BBB2 0% 0% 0% 0% 0%
BBB3 0% 2% 0% 0% 2%
Below BBB3 0% 1% 0% 0% 1%