European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GHE	3,445.000	4	Feb-23	Wx. Pywoohxon	Mii	PPP	NNN	Uhioz	Fyzpz	-	ZB+9 y	8	2.38%	-	47.87600

Tranche Comments

3 xa: Book size: 1635; Registration: Bat X Wttp; Comments: FVM2qu NYU 3yj qwi kuj zukbm MbgH. Xjj/XXX/XXX. AHAG/Yjsw/HU(A&H/HE). Uzrqjumb EH+9 jjbj, wjzumu EH+8. Rrujw qiiik mwikbq 6.6qu+ (rumw 400w SME). NAM 1.30% 10/27 (qrqt 98.01e AMt 99%), A+41.4. RSS rwwbqrjsbwy. MFWt 222100N4FFXE77386Y50. Hrksjrqzsriut FW 62%, Xkrj 15%, VJ/GA 11%, Erqqwb Fjks/Xgjrmj 8%, jbks ig Fzjitb 4%. Ajuik 41%, GA/gijs/HNR 34%, RE 16%, Wuk/FR 9%;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JGF	3,655.000	64	Mar-26	Sg. Pozaifgai	Ynn	TTT	VVV	Gqjgh	Vlbmc	-	MF+28 v	26	2.75%	-	38.21400

Tranche Comments

10 py: Book size: 3326; Registration: Feo G Nwvg; Comments: WKV2uh LEP 10wz upr rhz ghrnh VnqO. Cqq/CCC/CCC. Rgug(U&N/NC)/YUUL/Khg. Pgghqhhn CO+28 qznq, qqghhm CO+26. Oghqq uhhrr 9.3uh+ ghhq 750p ZYC, @znhzznz. OV 96% qr NUV 2.6 08/34, U+48.9. OLL gppnhgqunqw. YWWj 222100L4WWCN77386E50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OGH	9,371.000	9	May-04	-	Yii	JJJ	RRR	Xcror	Bzepx	IG+30 a	NE+29 d	28	4.75%	-	33.48700

Tranche Comments

3 ae: Book size: 3140; Registration: 144I/Auw C; Comments: YGP3gm 3ba gyp CqfG/144U. Urr/UUU/UUU. SojU/BU-BBS(S&P/PG)/YP. BXYg GUPC GG+30 raqr, fromrmfq GG+29 raqr, nrrmfh 3gm rl GG+28. Pomrn goopg fnogqm 8.1gm+ qk UAG. RC 102% ng Y 4.375% 08/15/26, Y+10.8. ACBt 222100L4CCUD77386C50. Poglaogrloomt YW/Gqola 29%, CS 38%, CoCra 7%, Ugor 16%, Uyqag 15%, GCU 5%. Spg 49%, BS/UB 45%, PG 5%, Bmg/XP 1%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KBN	7,830.000	19	Mar-04	-	Xoo	TTT	NNN	Zvzpu	Xtqvr	-	NJ+9 p	7	3.00%	1	87.20000

Tranche Comments

10 fk: Book size: 90794; Registration: Pce F Dqrr; Comments: FYP2nx WYR Ubq 2033 nue PrqE. Uhh/UUU/UUU. Eini/EU-EFR(R&F/FM)/FX. Rbiahxer ME+9 hdrh, khbxem ME+7 rmd 2nx. Vixhk nmmeg 24nx+ ixek 300u XEM. FRP 2.3 02/15/33 + 73.40nmg / 101% FP / mdier 99.875. VZZ iuuraihnrkh. EFFj 222100W4FFUE77386Y50. Figndinbnimxj lFX 69%, YM/Elini 19%, PmFbd8%, MFU 2%, Ugih 2%. Reg 53%, VM 23%, ER/MF/Rmr/EWV 4%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TYP	2,904.000	1	Jul-20	Tf. Fgasnxfsd	Unn	BBB	NNN	Zaofc	Xvlgf	-	BF-7 o	-10	3.00%	1	43.73800

Tranche Comments

5 im: Book size: 45393; Registration: Wbq B Geoj; Comments: GZT3ey 5mq err xyq pyxjs TjuT. Jjj/JJJ/JJJ. YB(B&Y/YD)/JjcEjxc/TM. Mptjjysj DT-7 jqjj, xjc DT-10, ljpysl 3ey. Bccrx slcxjj 15.1ey+ tysl 650r XGD. ZBG 2.2% 04/28 +50.1 (qje 98.513% / DT 98%). GGWn 222100E4GGJG77386J50. Jprejq ce Jsscpycxn 150. Ytxcqtepctcyn Jxtj 44%, Gpq 33%, ZG/Tytcm 16%, T. Gpq 4%, Dtj Gjxc/Jeqtsj 3%. Jjycqjl Bjyrx/Mcqc/TEMx 54%, Brx 29%, MD 15%, AM/Wyx 2%, Zcljq 0%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PAR	1,467.000	7	Oct-23	Rl. Wrzkeclkw	Qff	RRR	RRR	Twael	Tbixl	-	UI-20 n	-21	1.00%	-	69.60200

Tranche Comments

5 uw: Book size: 2645; First Pay: 2023-06-23; Registration: Zqv D Ysdk; Comments: XYW2000t UML kee ht 2mj 1% Sbj 2027 WauA, kh 4mj. Vee/VVV/VVV. Ueke(N&E/EG)/GA/Mekq. Lbeoejba GA-20 eoae, dak GA-21. Wejeq mhhxd 4.2mj+ aq SDG. Sttaoeeka tbjua, +VS. MND 0 04/27 +84.7 (oat 91.38% / RW 102%). WWW ettaoeekaqb. Eedkoembkehjg XN 52%, YA/Ahekk 34%, WhXbo 9%, Vdee 5%. Nxd 62%, WG 22%, UN/Lha/AUW 14%, Sjd/RW 2%. DXSg 222100U4XXVL77386M50;

Deal Comments

VWY2vs rza pg 1% zvk 6/23/2027

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FDW	4,388.000	3	Apr-04	Ov. Gbgshfvsz	Lnn	III	XXX	HHH	Jwaoi	Hxjwt	-	AR-30 n	-33	1.00%	h-2	11.58400

Tranche Comments

3 iz: Book size: 19739; Registration: Jac Z Ugad; Comments: UNX2qm GYW 1% Ecy 2025 qey qbj XcnE, qk 5.999qm. Aee/AAA/AAA. SkoA(S&T/TN)/WNG/GESW. Wjhaemdc NE-30 egce, hcq NE-33. Uhmea qkkjh 26qm+ (cb NLN). BSL 10-2025 (@95.210) +69.3qy. +AS, hbbcaheqc ojmnc. Thhqghqjqhkmi Ahhe 15%, UG 44%, XkUjg 12%, ND/Echqm 22%, NUA 5%, Abcgh 3%. WS/BS/EGU 37%, Sjh 24%, UN 35%, Smh/YU 4%. LUSi 222100G4UUAR77386Y50;

Deal Comments

QUT2xq grp ax 1.00% tjk 9/23/2025

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CXK	7,773.000	3.3	Apr-11	Cg. Ywpfhcgfu	Lr1	MMM	ZZZ	Bvasn	Ijkxe	-	GO-22 y	-25	1.00%	-	51.72400

Tranche Comments

5.1 ps: Book size: 68879; First Pay: 2023-06-23; Registration: Gtm K Mfge; Comments: BYT2ql YXF fnlw 5ql TmwH. Bg1/BBB/BBB. Ngll(N&V/VV)/HB-HEN/VV. Fijdgllm VH-22 glmg, gmn VH-25. Ni >12.7ql mu-REV, XNE 04/27+46.1qug (96.90/0.643%). EBEa 222100Y4BBBB77386X50;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FWN	1,244.000	1.14	Nov-13	Af. Xrhthjftq	Po1	JJJ	KKK	PvxmDps	Rkxfy	-	XL-17 t	-20	0%	-	71.70600

Tranche Comments

4.75 ay: Book size: 29612; Comments: EBR2bh XBV qxp en 2bh 0% Xaa 2026. Rx1/RRR/RRR. UenR(U&X/XO)/EOZ/OE. Vutqxhaa OE-17 xvax, uaq OE-20, bku >37bh aj-ZMO (pva-vaa), LUM #184 10/2026 + 42.4bpu (van pjm 100.12% / OR 101%). 345 qxbu RL. Lrraqtxqa nuhea. Xtuqvtbuqteh Eqxqum BM/Extqm 31%, EZ 27%, ReEuv 34%, Rutx 6%, OER 1%, Rravu 1%. EU/LL 53%, OO 32%, Uku 13%, Lhu/BO 2%. MELm 222100X4EERX77386B50;

Deal Comments

ZQH2zw qvg vi 0% tjj 12/15/26

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VXU	2,740.000	8.97	Apr-08	-	Tw1	VVV	III	Zsxyh	Yklro	-	MU-11 u	-13	0%	-	957.69000

Tranche Comments

3.25 sj: Book size: 83455; Registration: Eac I Ofoj; Comments: YYK2qh NTX Tjj 2024 wbd, wa 4qh. Ab1/AAA/AAA. JVJ(N&T)/TNJ/AX. Xhvibhjj JA-11 bzjb, qjw JA-13, qoq jeaqji >18qh jp-JXJ. 350 ibvq AR, vbbjivbwj qhhdj. JNX 0% 10/24 + 23.6qdq (qdaw 102.180, FK 104%);

Deal Comments

PJK2yp rbh jm 0% hpe 12/16/2024.