Investor Presentaiton

Well diversified mixed high-quality cover pool COVERED BOND LABEL HTT 77% - Residential ML WA LtMLV - 75.9% Number of loans 32,062 Cover pool assets residential and CRE mortgages + substitute assets + derivatives 125 9,358 Cover pool Receivables (PLN, USD, EUR) + substitute assets + derivatives Covered bonds outstanding all issues + overcollateralisation 9,358 9,358 114 114 125 775 Overcollateralisation Actual, non-committed 25.4% Regulatory minimum at 10% Covered bonds potential PLN 775 mn 1,221 Internal OC 15% Average size PLN 0.25 mn 10 largest exposures - 0.2% NPLS - 0.1% PLN Residential loans 7,869 PLN Mortgages 8,237 Covered Bonds 3,960 23% CRE loans WA LtMLV - 62.5% Number of loans 118 Average size PLN 10.59 mn 10 largest exposures - 26.9% NPLs 0.00% Covered Bonds Investor Presentation CRE loans EUR USD 13 1,250 869 EUR Covered Bonds 3,402 Covered bond swap characteristics: Swap to be included into the cover pool, Swap surviving the issuer default, Swap counterparty meets all Moody's criteria for Aal rating. Based on mBH HTT report - 2022-06-30 32

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