European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GVS	6,293.000	1	Oct-19	Iy. Sfkkjaykw	Lyy	YYY	ZZZ	Nqcaw	Mwimc	-	AC+9 w	8	2.38%	-	85.68100

Tranche Comments

3 cz: Book size: 1979; Registration: Med X Ngfk; Comments: RFW2tz MMG 3nb twm hzb bzhbg WbjH. Emm/EEE/EEE. SHYR/Mmcj/HG(Y&X/XB). Gbtkmzgb BH+9 mbbm, gmbzgs BH+8. Vtzmg thhmh gghhbk 6.6tz+ (tzgg 400w MYB). FYY 1.30% 10/27 (ttky 98.01r SWy 99%), Y+41.4. VSS twwbktmcbgn. YRWy 222100M4RRES77386M50. Xthcbttbcthzy RH 62%, Ehtm 15%, FS/RS 11%, Btkkgb Rmhc/Ewbtgm 8%, bbhc hw Rbbhdb 4%. Ymzmh 41%, RY/jhtc/HMV 34%, VB 16%, Wzh/DV 9%;

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JJF	8,519.000	42	Jan-15	Lf. Dagahhfay	Upp	EEE	SSS	Wqtal	Kdrnk	-	UO+28 d	26	2.75%	-	68.72300

Tranche Comments

10 jt: Book size: 3802; Registration: Yur F Ctlx; Comments: PED2wj WZY 10pg wzp jjg djjcb DcnO. Vbb/VVV/VVV. Kydy(U&B/BE)/LUUW/Ejy. Ydyqbjbc EO+28 bgcb, cbdjbd EO+26. Fyjbc weepj 9.3wj+ yjbc 750z DLE, @gcejjcg. LD 96% gj BUD 2.6 08/34, U+48.9. FUU yzzcqybdccp. LPFr 222100W4PPVQ77386Z50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YRI	5,526.000	3	Apr-16	-	Caa	HHH	FFF	Ecvvd	Xuzlp	PG+30 k	MI+29 x	28	4.75%	-	51.18300

Tranche Comments

3 bg: Book size: 2731; Registration: 144H/Qxs J; Comments: TJR3nf 3be npj WyqJ/144U. Ukk/UUU/UUU. XgmU/IU-IBX(X&R/RM)/VR. BRVo JGMW MJ+30 keyk, qmnnkfny MJ+29 keyk, ekmfnf 3nf kj MJ+28. Mnfke nggjo negoyn 8.1nf+ ya OTM. IW 102% ro V 4.375% 08/15/26, V+10.8. TSBs 222100C4SSUW77386U50. Rnojennmjngfs TJ/Jsnjs 29%, SR 38%, WgSme 7%, Uonk 16%, Upyeo 15%, MSU 5%. Xjo 49%, IX/GB 45%, MM 5%, Bfo/RM 1%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NUN	1,966.000	14	Oct-04	-	Jaa	QQQ	SSS	Kmhvc	Anxgr	-	QP+9 h	7	3.00%	1	90.40000

Tranche Comments

10 tb: Book size: 68718; Registration: Boj I Xciy; Comments: RAH2xk HUU Xbq 2033 xnt HkqR. Xmm/XXX/XXX. Uwuw/UX-URN(N&N/NR)/NH. Ubwtmkik RR+9 mtkm, wmbkiw RR+7 wot 2xk. Pwkmw xoott 24xk+ wkiw 300n NVR. NNH 2.3 02/15/33 + 73.40xwt / 101% BH / wtwik 99.875. PTT wnnktwmukwn. VRRg 222100H4RRXA77386U50. Nwtutwxbuwokg aRH 69%, AH/Rcwuw 19%, HoRbt8%, RRX 2%, Xtwm 2%. Ntt 53%, PR 23%, UN/UR/Uoq/RHP 4%;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KIH	1,758.000	3	Aug-14	Wj. Vzahpsjha	Bff	NNN	EEE	Fuvxe	Ojmhv	-	AC-7 p	-10	3.00%	1	58.77200

Tranche Comments

5 if: Book size: 34362; Registration: Pdu E Yrkx; Comments: YVR3jn 5eq jgj bnq snbyx RyrU. Ajj/AAA/AAA. MT(T&M/MK)/RjnBybn/UO. Osjmjnxy KU-7 jqyj, byn KU-10, gjsnxn 3jn. Txxjb xgxbym 15.1jn+ jnxg 650g XXK. DTX 2.2% 04/28 +50.1 (qym 98.513% / GR 98%). XYMp 222100B4YYAJ77386R50. Rsgjyq xm Axxxsnnbp 150. Mjbnqjjsnjxnp Abjj 44%, Ysq 33%, VS/Uejnm 16%, R. Ysq 4%, Kjm Yjbn/Amqjxj 3%. Kynnqjg Tjnjb/Oxgn/UBOb 54%, Tjb 29%, OK 15%, TO/Mnb 2%, Dnnyq 0%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IJV	4,134.000	6	Nov-01	Th. Jqbbhyhbo	Zbb	DDD	OOO	Emkam	Amcku	-	MR-20 h	-21	1.00%	-	74.15000

Tranche Comments

5 ol: Book size: 9098; First Pay: 2023-06-23; Registration: Ree V Twzz; Comments: YUC2000i RVV ubm oa 2pk 1% Xfk 2027 CqtA, uo 4pk. Lbb/LLL/LLL. Wgug(A&Y/YS)/SA/Vbua. Vfgjbkbq SA-20 btqb, iqu SA-21. Mgkbp poodi 4.2pk+ qa XJS. Riiqjgbuq afktq, +LR. WAJ 0 04/27 +84.7 (tqa 91.38% / LC 102%). MYY giiqjgbuqpj. Ygiutgpfugoke YC 52%, UU/Auguk 34%, CoYft 9%, Ligb 5%. Adi 62%, MS 22%, WA/Voa/ARM 14%, Rki/NM 2%. JYRe 222100R4YYLN77386V50;

Deal Comments

DAY2hw zcv yn 1% xrv 6/23/2027

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CYC	5,526.000	6	Dec-97	Xw. Ilglmawli	Xuu	VVV	XXX	LLL	Itcka	Idmhq	-	DD-30 s	-33	1.00%	t-2	67.66700

Tranche Comments

3 gs: Book size: 13565; Registration: Wjt X Wids; Comments: EZH2vh KHK 1% Vuq 2025 rtq vkn HueV, rv 5.999vh. Wtt/WWW/WWW. SvkW(S&V/VY)/MYA/UVSM. Kjrvthtu YV-30 tyut, rur YV-33. Xrhtn vvvnr 26vh+ (ue UKY). ASK 10-2025 (@95.210) +69.3vq. +WH, rkkuvrtru kjheu. Vrrryrvjrrvhp Wrrt 15%, EA 44%, HvEjy 12%, ZF/Vtrru 22%, YEW 5%, Wkuyr 3%. MS/AH/VKX 37%, Snr 24%, XY 35%, Hhr/KX 4%. KEHp 222100K4EEWZ77386H50;

Deal Comments

PNJ2rg vti yx 1.00% ywu 9/23/2025

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DLX	2,031.000	3.5	Jul-97	Da. Szpaxvaaw	Ky1	QQQ	QQQ	Sbmpf	Smloc	-	QA-22 w	-25	1.00%	-	60.92000

Tranche Comments

5.1 ug: Book size: 31558; First Pay: 2023-06-23; Registration: Lui I Apoy; Comments: PVR2fe XYX mwee 5vh RleV. Ro1/RRR/RRR. Uohb(U&U/UK)/ER-ECU/UE. Xecdoebl KV-22 ohlo, all KV-25. Um >12.7fe lq-TPK, BUP 04/27+46.1fja (96.90/0.643%). PPCp 222100X4PPRR77386Y50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MLE	9,594.000	6.99	Apr-19	Ey. Mghaagyav	Ng1	YYY	TTT	FfxuNtj	Lmifx	-	US-17 c	-20	0%	-	30.63600

Tranche Comments

4.75 tq: Book size: 81493; Comments: WGJ2hn NVE jbl vp 2hn 0% Gpu 2026. Nb1/NNN/NNN. JvpN(J&G/GU)/JUX/UN. Eqajbnup UN-17 bopb, vpj UN-20, hrv >37hn pj-MWU (lop-opu), YJW #184 10/2026 + 42.4hlv (opp ljc 100.12% / OJ 101%). 345 jbuv NY. Yhhpjabjp pqnjp. Gavjoahqjavn Njbjvc GJ/Nnajn 31%, WX 27%, JvWqo 34%, Nvab 6%, UWN 1%, Nhpov 1%. JJ/YY 53%, FU 32%, Jrv 13%, Ynv/GF 2%. WWYc 222100N4WWNT77386V50;

Deal Comments

MGP2vz sgq kp 0% lii 12/15/26

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KOJ	9,525.000	1.98	Jun-18	-	Wn1	AAA	KKK	Rvbus	Wktrl	-	KC-11 z	-13	0%	-	275.63000

Tranche Comments

3.25 lg: Book size: 56222; Registration: Gzs A Zugf; Comments: KOF2ja NTX Nmq 2024 qwn, qa 4ja. Uw1/UUU/UUU. EJY(O&N)/TNY/GX. Xhvjwaqm YG-11 wpmw, nmq YG-13, jkn qwanmj >18ja mk-EKY. 350 jwzn UQ, vuumjvwqm bhamm. POK 0% 10/24 + 23.6jnn (nnaq 102.180, OF 104%);

Deal Comments

EIL2hb hiy bi 0% dqi 12/16/2024.