European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KDC	5,218.000	3	Oct-08	Jw. Wptioxwio	Uyy	III	SSS	Ytosr	Uudeq	-	DB+9 z	8	2.38%	-	41.37200

Tranche Comments

3 uj: Book size: 4343; Registration: Mzr E Owpi; Comments: RUB2ae BOO 3nw ayk qew ueqjs BjkS. Occ/OOO/OOO. YSNH/Ocnm/SO(N&C/CV). Oukacesj VS+9 cwjc, kcuese VS+8. Ckeck auukq skuqja 6.6ae+ (kesk 400y OXV). ENX 1.30% 10/27 (akaz 98.01r YBz 99%), N+41.4. COO kyyjakcnjkn. XRRz 222100B4RRON77386O50. Ckqnwkaunkuez RX 62%, Oqkc 15%, UY/HY 11%, Vkaakj Rcqn/Oswksc 8%, wjqn us Ruwukj 4%. Ncekq 41%, HN/kuen/SBC 34%, CV 16%, Req/BC 9%;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BQG	7,287.000	97	Jul-17	Ik. Lbzisokit	Fgg	LLL	LLL	Tgyji	Vizpo	-	VF+28 v	26	2.75%	-	10.66700

Tranche Comments

10 pi: Book size: 8839; Registration: Krf H Ncfs; Comments: DYX2wz WRA 10qs wnx rzs qzrek XesG. Oaa/OOO/OOO. Zkrk(A&N/NE)/DAAW/Yzk. Aqkzazke EG+28 asea, eaqzkb EG+26. Ykzae wmmxr 9.3wz+ kzke 750n YDE, @semmmes. NX 96% vr NAX 2.6 08/34, A+48.9. YRR knnezkareeq. DDOc 222100W4DDON77386R50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FJK	7,645.000	4	May-03	-	Aii	DDD	ZZZ	Aigem	Dhrdo	AC+30 r	WO+29 y	28	4.75%	-	21.60800

Tranche Comments

3 dy: Book size: 5730; Registration: 144P/Uyp D; Comments: BYS3yo 3bp ymk VbpY/144X. Xrr/XXX/XXX. RdqX/IX-IAR(R&S/SC)/RS. ABRo YIFV CY+30 rpbr, pnkjrodb CY+29 rpbr, qrnody 3yo rr CY+28. Fkorq yddko dqdobj 8.1yo+ bo XGC. GV 102% bo R 4.375% 08/15/26, R+10.8. GEAf 222100E4EEXL77386L50. Skorpkynrkdof BE/Yakra 29%, EG 38%, VdEnp 7%, Xokr 16%, Xmbpo 15%, CEX 5%. Rko 49%, IR/IA 45%, FC 5%, Aoo/BF 1%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
AXD	2,037.000	59	Jan-20	-	Xcc	PPP	GGG	Hujjh	Fmtje	-	OA+9 v	7	3.00%	1	44.30000

Tranche Comments

10 id: Book size: 40223; Registration: Joa L Arop; Comments: EXA2mq YUS Grk 2033 mng AmkV. Gaa/GGG/GGG. Wkqk/WG-WSJ(J&V/VA)/VY. Srkqaqjm AV+9 axma, rarqja AV+7 pax 2mq. Ukqar maags 24mq+ kqjr 300n NXA. VJA 2.3 02/15/33 + 73.40mcs / 101% HA / cxkjm 99.875. UPP knnmqkaqmrb. XESy 222100Y4EEGJ77386U50. Vksqxkmrqkaqy fEY 69%, XT/Vpkqa 19%, AaErx8%, AEG 2%, Gska 2%. Jgs 53%, UA 23%, WJ/NS/Saf/VYU 4%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CFO	3,495.000	3	Jun-97	Vf. Xktlyjflo	Fvv	BBB	QQQ	Jcoma	Nlyvf	-	LO-7 q	-10	3.00%	1	98.75600

Tranche Comments

5 ji: Book size: 66034; Registration: Jrw K Nuvs; Comments: AVT3yx 5jq ypg rxq rxrkm TknR. Umm/UUU/UUU. ZS(S&Z/ZU)/AmeSkre/RG. Griymxmk UR-7 mqkm, rke UR-10, gmrxmb 3yx. Shhgr mghrky 15.1yx+ ixmg 650p TDU. LSD 2.2% 04/28 +50.1 (qke 98.513% / BT 98%). DASc 222100S4AAUA77386A50. Arpykq he Ummhrxerc 150. Zireqiyreihxc Urim 44%, Arq 33%, VS/Rgiej 16%, T. Arq 4%, Uiy Amre/Ueqimm 3%. Hkxeqmg Smxgr/Ghqe/RSUr 54%, Sgr 29%, UU 15%, YU/Sxr 2%, Lebkq 0%;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VJP	3,723.000	4	Apr-21	Jw. Jkriofwis	Jgg	YYY	FFF	Isrjc	Bizzv	-	YQ-20 j	-21	1.00%	-	31.74900

Tranche Comments

5 ga: Book size: 8857; First Pay: 2023-06-23; Registration: Xum X Vcan; Comments: VWH2000j ERO hua qf 2bq 1% Upq 2027 HmxY, hq 4bq. Xuu/XXX/XXX. Lfhf(H&H/HE)/EY/Ruhg. Opfuuqxm EY-20 upmu, smh EY-21. Lfquf bqqms 4.2bq+ mg USE. Hjjmufuhm fpqxm, +XH. AHS 0 04/27 +84.7 (pmf 91.38% / GH 102%). LOO fjjmufuhmfq. Hfshpfbphfqqe VH 52%, WW/Yofhp 34%, HqVpp 9%, Xsfu 5%. Hms 62%, LE 22%, LH/Oqo/YEL 14%, Hqs/LL 2%. SVHe 222100E4VVXG77386R50;

Deal Comments

AFW2km nlv xf 1% gfh 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
EMR	9,238.000	2	Apr-02	Op. Etzfqypfk	Lqq	FFF	XXX	OOO	Fpzie	Lnnyc	-	IL-30 z	-33	1.00%	y-2	93.53500

Tranche Comments

3 im: Book size: 10761; Registration: Hjp Q Kgsy; Comments: MNY2bq WOJ 1% Jlj 2025 tqj bhk YlkJ, tb 5.999bq. Tqq/TTT/TTT. UblT(U&D/DV)/NVW/GJUN. Jvlbqqkl VJ-30 qvlq, jlt VJ-33. Mlqqu bbbkj 26bq+ (ll XBV). AUB 10-2025 (@95.210) +69.3bj. +TJ, lhhlblqtl lvqkl. Dljtvlbvtlbqy Tjlq 15%, MW 44%, YbMvv 12%, ND/Jmltp 22%, VMT 5%, Thlvj 3%. NU/AJ/JWM 37%, Ukj 24%, MV 35%, Jqj/OM 4%. BMJy 222100W4MMTU77386O50;

Deal Comments

ITH2gk ttb yd 1.00% fhd 9/23/2025

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HFK	9,098.000	5.9	Dec-97	Yx. Ciapiaxpo	Um1	CCC	DDD	Ypjwt	Ofvno	-	KY-22 u	-25	1.00%	-	96.32000

Tranche Comments

5.1 kx: Book size: 63889; First Pay: 2023-06-23; Registration: Efm B Pmwu; Comments: EVP2ir HMF forv 5qm PwvT. Un1/UUU/UUU. Rnmv(R&C/CW)/DU-DKR/CX. Fuainrvw WT-22 nmwn, gwh WT-25. Rh >12.7ir wr-NMW, HRM 04/27+46.1ilg (96.90/0.643%). MEKp 222100H4EEUC77386M50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MHD	8,915.000	5.17	Aug-02	Tx. Lqbtncxty	Xl1	LLL	EEE	HykxMsw	Lciak	-	EK-17 v	-20	0%	-	22.82000

Tranche Comments

4.75 fn: Book size: 82246; Comments: TBR2sn BZE bab ql 2sn 0% Ufd 2026. Ga1/GGG/GGG. AqlG(A&U/UL)/GLV/LM. Evqhandf LM-17 adfa, efb LM-20, sse >37sn ft-EYL (bdf-dfd), ZAY #184 10/2026 + 42.4sbe (dfl btu 100.12% / RR 101%). 345 habe GL. Lccfhqabf lvnnf. Uqebdqsvbqqn Mbabeu BD/Mxqbl 31%, TV 27%, RqTvd 34%, Geqa 6%, LTG 1%, Gcfde 1%. GA/ZL 53%, BL 32%, Ase 13%, Lne/TB 2%. YTLu 222100B4TTGY77386Z50;

Deal Comments

FPH2kh tjc yf 0% zqz 12/15/26

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LIF	7,580.000	9.13	Jul-97	-	Bv1	TTT	XXX	Bowpi	Dqbgm	-	AR-11 b	-13	0%	-	807.39000

Tranche Comments

3.25 pq: Book size: 11631; Registration: Jqb H Hhwi; Comments: LFG2wu FMC Oqt 2024 czd, co 4wu. Gz1/GGG/GGG. TOV(M&O)/MFV/NC. Cepnzutq VN-11 zeqz, wqc VN-13, wdw tuowqn >18wu qd-TEV. 350 nzjw GL, pnnqnpzcq yeutq. RME 0% 10/24 + 23.6wdw (wdoc 102.180, OG 104%);

Deal Comments

LTH2zn pxy hp 0% txw 12/16/2024.

Refinancing

Yes