Investor Presentaiton

Securities portfolio evolution Portfolios evolution Group, Book value € bn % of total assets 12% 10% 11% 14% 14% 14% 14% 16% 16% 17% 20% 21% €15.0bn €14.3bn €13.1bn €12.8bn €12.1bn €10.4bn €10.6bn €9.9bn €8.7bn 13% 33% 37% €7.0bn €5.9bn 0% €5.2bn 0.02% 1% Mod. Duration C.3Y H1 2023 New investments Group Other 12% 87% 87% 42% 86% 86% 84% 77% ECB eligible / Other HQLAS 87% 100% 99% 99.8% 67% 63% DV012 & CS01 < €200k 23% 16% 14% 14% 13% 13% Dec-16 Dec-17 Dec-18 Dec-19 Dec-20 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 1 HTM / AMC AFS / FVOCI 1❘ HTM/AMC: ex Held to Maturity, Amortised Cost. AFS/FVOCI: ex Available for Sale, Fair Value through Other Comprehensive Income. 2] DV01 is the monetary change in the portfolio value for 1 basis point change in interest rates. DV01 & CS01 perimeter is Group excl. Alpha Life 46% GGBS/T-Bills HQLAS 41 ALPHA SERVICES AND HOLDINGS

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