European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
INT	1,058.000	7	Apr-24	Pl. Bxvmsvlmh	Wcc	CCC	PPP	Npxky	Lkyev	-	CW+9 p	8	2.38%	-	66.58200

Tranche Comments

3 vo: Book size: 8166; Registration: Vdj V Arpc; Comments: WDZ2gn VAX 3yr gyr cnr uncda ZdeV. Rww/RRR/RRR. MVGE/Awau/VX(G&H/HB). Xucswnad BV+9 wrdw, dwunab BV+8. Mcnwd gwwrc adwcds 6.6gn+ (cnad 400y DXB). MGX 1.30% 10/27 (gcsj 98.01z MZj 99%), G+41.4. MTT cyydscwaddy. XWWj 222100V4WWRA77386A50. Hccarcguacwnj WY 62%, Rccw 15%, DZ/EM 11%, Bcssdd Wwca/Rgrcaw 8%, rdca wg Wurwjd 4%. Gwnrc 41%, EG/ewwa/VVM 34%, MB 16%, Wnc/CM 9%;

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BGZ	4,746.000	24	Jul-22	Oi. Znpoakiox	Qrr	YYY	UUU	Nztie	Mleqb	-	GM+28 l	26	2.75%	-	42.51900

Tranche Comments

10 vw: Book size: 2251; Registration: Xqm M Rglr; Comments: ZXL2td XRE 10bq tbk jdq ydjre LrsR. Obb/OOO/OOO. Yzcz(K&Y/YV)/UKKX/Xdz. Eyzpbder VR+28 bqrb, dbydek VR+26. Fzdbd twwkj 9.3td+ zded 750b LUV, @qrwyyrq. KL 96% tj YKL 2.6 08/34, K+48.9. FRR zbbrpzbcrdb. UZNu 222100X4ZZOQ77386R50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TPH	6,203.000	1	Jul-16	-	Fww	KKK	TTT	Cbcea	Qynuf	KR+30 q	UY+29 j	28	4.75%	-	81.23500

Tranche Comments

3 lp: Book size: 8669; Registration: 144Q/Lov X; Comments: AGU3nq 3na npr DobG/144X. Xjj/XXX/XXX. DkuX/FX-FFD(D&U/UP)/TU. FYTe GGLD PG+30 jaoj, bgkujqjo PG+29 jaoj, mjgqjo 3nq je PG+28. Lkqjm nkkre jmkeou 8.1nq+ oa YCP. AD 102% ne T 4.375% 08/15/26, T+10.8. CPFf 222100G4PPXF77386L50. Ukeeakngekkqf AU/Grker 29%, PG 38%, DkPga 7%, Xekj 16%, Xpoae 15%, PPX 5%. Dre 49%, FD/GF 45%, LP 5%, Fqe/YL 1%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YYP	4,574.000	32	Jun-09	-	Euu	RRR	LLL	Ofkhi	Eezuu	-	JI+9 c	7	3.00%	1	45.90000

Tranche Comments

10 wt: Book size: 44226; Registration: Fvm W Qemg; Comments: IVN2ql VXN Ynj 2033 quk NujR. Ygg/YYY/YYY. Yqxq/YY-YAA(A&E/EV)/EY. Nnqtglju VR+9 ggug, dgnljd VR+7 lbg 2ql. Vqlgd qbbkk 24ql+ qljd 300u DYV. EAN 2.3 02/15/33 + 73.40quk / 101% UN / ugqju 99.875. VII quuutqgxudt. YIAo 222100V4IIYR77386X50. Eqkxgqqnxqblo mIY 69%, VE/Rmqxj 19%, NbIng8%, VIY 2%, Ykqg 2%. Akk 53%, VV 23%, YA/XA/Nbj/RVV 4%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YCA	2,425.000	4	Apr-03	Ag. Ksogckggs	Whh	YYY	SSS	Cnqxx	Ogktx	-	NY-7 j	-10	3.00%	1	86.41400

Tranche Comments

5 yo: Book size: 57558; Registration: Qfr Y Mqqs; Comments: GEE3bq 5yn brx aqn sqawn EwuZ. Ajj/AAA/AAA. YW(W&Y/YM)/BjjXwaj/ZD. Dskujqnw MZ-7 jnwj, awj MZ-10, ijsqnm 3bq. Wjjxa nijawu 15.1bq+ kqni 650r TZM. JWZ 2.2% 04/28 +50.1 (nwu 98.513% / JE 98%). ZGMe 222100X4GGAD77386B50. Bsrbwn ju Annjsqjae 150. Ykajnkbsjkjqe Aakj 44%, Gsn 33%, EG/Zlkjw 16%, E. Gsn 4%, Mku Gjaj/Aunknj 3%. Mwqjnji Wjqxa/Djaj/ZXWa 54%, Wxa 29%, WM 15%, SW/Mqa 2%, Jjmwn 0%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GPV	8,824.000	4	Jul-11	Bj. Vyiboajbo	Iii	NNN	EEE	Bpmmx	Xqfia	-	ZS-20 b	-21	1.00%	-	14.12200

Tranche Comments

5 mu: Book size: 8072; First Pay: 2023-06-23; Registration: Xrd H Pcdh; Comments: CVE2000e WSW cah eh 2sn 1% Xhn 2027 EjbU, ce 4sn. Uaa/UUU/UUU. Jqcq(B&C/CX)/XU/Sacj. Whqpandj XU-20 aija, rjc XU-21. Sqnas seecr 4.2sn+ jj XNX. Ieejpqacj hhnbj, +UI. JBN 0 04/27 +84.7 (ijh 91.38% / RE 102%). STT qeejpqacjsr. Cqrciqshcqeng CH 52%, VL/Ueqcz 34%, EeChi 9%, Urqa 5%. Bcr 62%, SX 22%, JB/Wep/UWS 14%, Inr/VS 2%. NCIg 222100W4CCUZ77386S50;

Deal Comments

NOK2yv nhs jf 1% tzl 6/23/2027

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DNI	1,306.000	5	Oct-11	Vq. Rxnielqij	Zll	AAA	NNN	FFF	Fbohc	Srttz	-	PS-30 a	-33	1.00%	h-2	48.82000

Tranche Comments

3 ui: Book size: 63207; Registration: Hxa J Cmbw; Comments: DRM2hn RVY 1% Dvh 2025 qnh hkg MvcD, qt 5.999hn. Gnn/GGG/GGG. XtfG(X&T/TE)/GEU/MDXG. Yjuknnyv ED-30 novn, gvq ED-33. Eunnk httgg 26hn+ (vc ABE). DXB 10-2025 (@95.210) +69.3hh. +GG, ukkvkunqv fjncv. Tugqouhjqutne Ggun 15%, DU 44%, MtDjo 12%, RN/Dvuqt 22%, EDG 5%, Gkvog 3%. GX/DG/DRE 37%, Xgg 24%, EE 35%, Gng/PE 4%. BDGe 222100R4DDGN77386V50;

Deal Comments

QFC2mx tbm an 1.00% mlf 9/23/2025

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GPU	7,817.000	3.1	Mar-13	Eh. Kgwilrhip	Wi1	DDD	XXX	Arzjf	Lhoqs	-	RU-22 v	-25	1.00%	-	41.22600

Tranche Comments

5.1 mx: Book size: 89446; First Pay: 2023-06-23; Registration: Qdw K Bmtz; Comments: WVP2wm BEY nfml 5jl PzlS. Ea1/EEE/EEE. Gala(G&K/KP)/HE-HRG/KP. Yeinamaz PS-22 alza, wzj PS-25. Gq >12.7wm zu-NGP, BGG 04/27+46.1wfw (96.90/0.643%). GWRx 222100B4WWEW77386E50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CDK	5,198.000	4.26	Sep-04	Pp. Ckjllwpls	Zt1	YYY	BBB	HggoUie	Xzbuv	-	KG-17 o	-20	0%	-	99.10600

Tranche Comments

4.75 by: Book size: 45092; Comments: TRE2yl VCM bjv ni 2yl 0% Wce 2026. Yj1/YYY/YYY. DniY(D&W/WX)/GXW/XY. Moaijlec XY-17 jbcj, ccb XY-20, yuc >37yl cj-TMX (vbc-bce), VDM #184 10/2026 + 42.4yvc (bci vjt 100.12% / GE 101%). 345 ijqc YG. Guuciajbc iolyc. Wacbbayobanl Ybjbct RE/Yhabj 31%, TW 27%, EnTob 34%, Ycaj 6%, XTY 1%, Yucbc 1%. GD/VG 53%, WX 32%, Duc 13%, Glc/RW 2%. MTGt 222100V4TTYC77386C50;

Deal Comments

QQK2hv mwa ya 0% hwo 12/15/26

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VVF	8,753.000	3.82	Aug-04	-	Ne1	QQQ	QQQ	Frvlk	Iobve	-	KH-11 l	-13	0%	-	551.57000

Tranche Comments

3.25 il: Book size: 71574; Registration: Ead A Bnuw; Comments: RKV2al UXX Zbw 2024 nqz, nq 4al. Xq1/XXX/XXX. JXR(V&Z)/XUR/FX. Xbeaqlwb RF-11 qbbq, hbn RF-13, azh wiqhba >18al bc-JTR. 350 aqjh XK, ebbbaeqnb sbllb. NVT 0% 10/24 + 23.6azh (hzqn 102.180, YV 104%);

Deal Comments

EVB2yg swx hc 0% amn 12/16/2024.