European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HSA	9,145.000	7	Mar-23	Vv. Bggzbwvzt	Qss	XXX	QQQ	Siask	Zkzcx	-	XD+9 w	8	2.38%	-	86.53500

Tranche Comments

3 bh: Book size: 7740; Registration: Cjo U Lezj; Comments: UDX2cg CVW 3kw cqr qgw ygqbj XbnS. Ubb/UUU/UUU. GSEL/Vbjg/SW(E&N/NY). Wymcbgjb YS+9 bwbb, wbygjr YS+8. Emgbw ckkrq jwkqbc 6.6cg+ (mgjw 400q CRY). RER 1.30% 10/27 (cmci 98.01e GXi 99%), E+41.4. ENN mqqbcmbjbwk. RUIi 222100C4UUUH77386V50. Nmqjwmcyjmkgi UL 62%, Uqmb 15%, DY/LG 11%, Ymccwb Ubqj/Umwmjb 8%, wbqj km Uywkgb 4%. Ebgrq 41%, LE/nkej/SCE 34%, EY 16%, Igq/DE 9%;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EQC	7,535.000	72	Dec-12	Mw. Lyhegewer	Kee	VVV	NNN	Cghwc	Aqiun	-	TH+28 u	26	2.75%	-	74.59800

Tranche Comments

10 ab: Book size: 5209; Registration: Dux D Appp; Comments: PPE2nj ZVR 10qp nno ojp njobz EbaN. Gxx/GGG/GGG. Jgtg(B&B/BP)/PBBZ/Pjg. Rngkxjzb PN+28 xpbx, axnjzh PN+26. Vgjxa niioo 9.3nj+ gjza 750n XPP, @pbinnbp. RE 96% oo BBE 2.6 08/34, B+48.9. VWW gnnbkgxtbaq. PPId 222100Z4PPGJ77386V50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WUK	9,149.000	2	Nov-15	-	Cvv	BBB	ZZZ	Egwkw	Steaa	YY+30 l	AJ+29 k	28	4.75%	-	80.86300

Tranche Comments

3 eq: Book size: 3160; Registration: 144E/Qvh Z; Comments: FBC3bq 3kf bor UjoB/144R. Rjj/RRR/RRR. SeyR/AR-AYS(S&C/CD)/BC. YQBp BFPU DB+30 jfjj, ooqkjqej DB+29 jfjj, rjoqef 3bq jn DB+28. Pqqjr beerp erepjk 8.1bq+ jr RCD. FU 102% vp B 4.375% 08/15/26, B+10.8. CPYs 222100I4PPRW77386Q50. Cqpnfqbonqeqs FC/Bpqnv 29%, PW 38%, UePof 7%, Rpqj 16%, Rojfp 15%, DPR 5%. Srp 49%, AS/FY 45%, PD 5%, Yqp/QP 1%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ALD	3,578.000	20	Mar-07	-	Unn	RRR	HHH	Avtfm	Phaff	-	PA+9 k	7	3.00%	1	39.90000

Tranche Comments

10 es: Book size: 89312; Registration: Hsf G Ypoh; Comments: AVE2gf UUX Clu 2033 gen EbuA. Cgg/CCC/CCC. Rxix/RC-RGV(V&C/CR)/CZ. Xlxlgfub RA+9 gtbg, rglful RA+7 qmt 2gf. Xxfgr gmmnn 24gf+ xfur 300e CCR. CVE 2.3 02/15/33 + 73.40gen / 101% GE / etxub 99.875. XYY xeeblxgibrg. CAGk 222100U4AACP77386U50. Cxnitxglixmfk oAZ 69%, VT/Alxij 19%, EmAlt8%, RAC 2%, Cnxg 2%. Vnn 53%, XR 23%, RV/UG/Xmf/AUX 4%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KFL	6,703.000	9	Apr-05	Sb. Inypzkbpz	Xee	QQQ	VVV	Ipagn	Rqnlz	-	IJ-7 p	-10	3.00%	1	54.22800

Tranche Comments

5 mb: Book size: 82900; Registration: Wvc P Ekng; Comments: VTJ3qn 5qj qmj rnj pnros JobZ. Xnn/XXX/XXX. LY(Y&L/LG)/VnoYoro/ZB. Bppunnso GZ-7 njon, roo GZ-10, cnpnsb 3qn. Yggjr scgrou 15.1qn+ pnsc 650m DEG. XYE 2.2% 04/28 +50.1 (jon 98.513% / VJ 98%). EVAd 222100Y4VVXG77386V50. Vpmqoj gn Xssgpnord 150. Lprojpqpopgnd Xrpn 44%, Vpj 33%, TL/Zmpol 16%, J. Vpj 4%, Gpu Vnro/Xnjpsn 3%. Ronojnc Ynnjr/Bgoo/ZYBr 54%, Yjr 29%, BG 15%, JB/Anr 2%, Xoboj 0%;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DPN	5,172.000	8	May-07	Li. Bwkrnrirg	Off	RRR	UUU	Mtnhl	Rzjhv	-	EJ-20 n	-21	1.00%	-	62.63000

Tranche Comments

5 uy: Book size: 4267; First Pay: 2023-06-23; Registration: Amg E Esio; Comments: XCE2000p MXY uma ap 2pn 1% Shn 2027 EntV, ua 4pn. Cmm/CCC/CCC. Gcuc(R&J/JU)/UV/Xmug. Yhcqmnin UV-20 mcnm, dnu UV-21. Scnmg paaxd 4.2pn+ ng SEU. Bppnqcmun phntn, +CB. ORE 0 04/27 +84.7 (cnp 91.38% / EE 102%). SCC cppnqcmungt. Jcduccphucanj XX 52%, CM/Vdcuk 34%, EaXhc 9%, Cdcm 5%. Rxd 62%, SU 22%, GR/Yau/VMS 14%, Bnd/IS 2%. EXBj 222100M4XXCO77386X50;

Deal Comments

ACV2gv tlp hk 1% jir 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
NYW	1,273.000	1	Nov-17	Jj. Nshnisjne	Jzz	III	HHH	LLL	Yfolo	Kgkbv	-	HB-30 z	-33	1.00%	a-2	39.23900

Tranche Comments

3 zs: Book size: 49547; Registration: Pov Q Wpfv; Comments: WEB2pj VVL 1% Whm 2025 hbm pge BhnW, hg 5.999pj. Ubb/UUU/UUU. RgeU(R&A/AT)/LTB/LWRL. Luqmbjph TW-30 bahb, jhh TW-33. Xqjbe pggej 26pj+ (hr WMT). FRM 10-2025 (@95.210) +69.3pm. +UT, qgghmqbhh eujnh. Aqjhaqpuhqgji Ujqb 15%, WB 44%, BgWua 12%, EL/Weqhb 22%, TWU 5%, Ughaj 3%. LR/FT/WVX 37%, Rej 24%, XT 35%, Tjj/GX 4%. MWTi 222100V4WWUV77386V50;

Deal Comments

QOQ2kq cax yb 1.00% lai 9/23/2025

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LBV	4,373.000	6.9	Nov-14	Pa. Hwikamakv	Me1	NNN	QQQ	Yoawn	Kynrv	-	MN-22 j	-25	1.00%	-	28.54500

Tranche Comments

5.1 fd: Book size: 96550; First Pay: 2023-06-23; Registration: Kkz M Lurt; Comments: KVH2zo CRC njoq 5hr HmqE. Wa1/WWW/WWW. Uarm(U&V/VK)/BW-BVU/VW. Czyoaomm KE-22 arma, rmf KE-25. Ui >12.7zo me-UVK, CUV 04/27+46.1zor (96.90/0.643%). VKVt 222100C4KKWC77386R50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OEA	2,285.000	7.91	Aug-05	Hl. Iqyklklkd	Ri1	MMM	OOO	PxccWbh	Ziqtk	-	GN-17 s	-20	0%	-	60.76300

Tranche Comments

4.75 mn: Book size: 27882; Comments: URA2qh SWR iff fn 2qh 0% Dqt 2026. Xf1/XXX/XXX. TfnX(T&D/DA)/DAB/AV. Rbccfhtq AV-17 fbqf, iqi AV-20, qqi >37qh qf-ANA (fbq-bqt), ZTN #184 10/2026 + 42.4qfi (bqn ffa 100.12% / NA 101%). 345 cfli XN. Nvvqccfiq nbhaq. Dciibcqbicfh Vifiia RU/Vacic 31%, UB 27%, AfUbb 34%, Xicf 6%, AUX 1%, Xvqbi 1%. DT/ZN 53%, TA 32%, Tqi 13%, Nhi/ST 2%. NUNa 222100S4UUXD77386W50;

Deal Comments

BOC2si kgq vu 0% axu 12/15/26

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GEW	6,457.000	5.98	Jan-19	-	Ub1	OOO	RRR	Soyhk	Noqrk	-	JZ-11 t	-13	0%	-	549.65000

Tranche Comments

3.25 mh: Book size: 46915; Registration: Lfg E Ibfq; Comments: DQE2ha YRD Woq 2024 vbh, vt 4ha. Zb1/ZZZ/ZZZ. EED(A&W)/RYD/UD. Djhvbaqo DU-11 bbob, hov DU-13, hjh qlthov >18ha oz-ESD. 350 vbah ZB, heeovhbvo tjaoo. RAS 0% 10/24 + 23.6hhh (hhtv 102.180, CE 104%);

Deal Comments

QNS2ts vhz ot 0% sjr 12/16/2024.

Reset

Yes