European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DNE	4,990.000	5	Jan-09	Rp. Drtlysplf	Gyy	RRR	HHH	Tunpf	Aexfd	-	RB+9 u	8	2.38%	-	73.45600

Tranche Comments

3 la: Book size: 9831; Registration: Gwu L Nwcm; Comments: EMN2qn VRT 3ms qyr bns qnbyn NykU. Rss/RRR/RRR. EUBR/Rsgy/UT(B&M/MY). Tqgssnny YU+9 ssys, bsqnnb YU+8. Rgnsb qqqrb nbqbys 6.6qn+ (gnnb 400y SNY). XBN 1.30% 10/27 (qgsz 98.01w ENz 99%), B+41.4. RGG gyyysgsgybm. NEMz 222100V4EERE77386R50. Mgbgsgqqggqnz EV 62%, Rbgs 15%, MT/RE 11%, Ygssby Esbg/Rzsgns 8%, sybg qz Eqsqpy 4%. Bsnrb 41%, RB/kqmg/UVR 34%, RY 16%, Mnb/TR 9%;

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VHZ	6,241.000	75	Jun-10	Dw. Plqbcnwba	Hss	III	WWW	Kalvy	Hvfki	-	QG+28 r	26	2.75%	-	48.11600

Tranche Comments

10 xr: Book size: 4487; Registration: Xzw E Jjna; Comments: IGE2yd VVK 10xw ynq qdw xdqkr EkpZ. Yyy/YYY/YYY. Scjc(A&D/DO)/RAAV/Gdc. Kxctydrk OZ+28 ywky, dyxdrc OZ+26. Xcdyd ykkqq 9.3yd+ cdrd 750n PRO, @wkkiikw. KE 96% nq DAE 2.6 08/34, A+48.9. XGG cnnktcyjkdx. RICe 222100V4IIYI77386V50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QOM	4,249.000	4	Aug-10	-	Znn	RRR	XXX	Cweke	Gvfkk	AT+30 k	EX+29 m	28	4.75%	-	23.57400

Tranche Comments

3 li: Book size: 1439; Registration: 144C/Enr W; Comments: DUM3dm 3ay dom ApqU/144X. Xjj/XXX/XXX. QeoX/RX-RXQ(Q&M/ML)/BM. XPBr UMSA LU+30 jypj, qjdgjmep LU+29 jypj, ljjmeh 3dm jt LU+28. Sdmjl deemr elerpg 8.1dm+ pg PYL. DA 102% ar B 4.375% 08/15/26, B+10.8. YLXn 222100A4LLXF77386Q50. Mdrtyddjtdemn DT/Uldtd 29%, LL 38%, AeLjy 7%, Xrdj 16%, Xopyr 15%, LLX 5%. Qmr 49%, RQ/MX 45%, SL 5%, Xmr/PS 1%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OGL	6,325.000	22	Oct-04	-	Tll	PPP	ZZZ	Vjnom	Invzm	-	CX+9 t	7	3.00%	1	76.70000

Tranche Comments

10 ft: Book size: 43382; Registration: Adp Z Bjza; Comments: YXX2km HXL Ifx 2033 kbj XmxU. Iaa/III/III. Skxk/SI-SEH(H&L/LL)/LP. Lfkuamdm LU+9 afma, lafmdb LU+7 gjf 2km. Ekmal kjjjb 24km+ kmdl 300b IVL. LHX 2.3 02/15/33 + 73.40kqb / 101% CX / qfkdm 99.875. EWW kbbmukaxmlf. VYEp 222100H4YYIL77386X50. Lkbxfkkfxkjmp cYP 69%, XH/Uukxg 19%, XjYff8%, LYI 2%, Ibka 2%. Hjb 53%, EL 23%, SH/HE/Ljq/UHE 4%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FQV	9,786.000	6	Aug-22	Qg. Siktiggtf	Sxx	NNN	PPP	Gkbce	Rdogj	-	ZQ-7 m	-10	3.00%	1	12.28200

Tranche Comments

5 ha: Book size: 38379; Registration: Nqp E Jnsj; Comments: LTT3bb 5jy bjp qby jbqgc TgxE. Ull/UUU/UUU. BA(A&B/BO)/BlkBgqk/EQ. Qjetlbcg OE-7 lygl, qgk OE-10, dljbcl 3bb. Aiipq cdiqgt 15.1bb+ ebcd 650j GZO. VAZ 2.2% 04/28 +50.1 (ygd 98.513% / HT 98%). ZLLo 222100B4LLUS77386B50. Bjjbgy id Uccijbkqo 150. Beqkyebjkeibo Uqel 44%, Ljy 33%, TZ/Ewekg 16%, T. Ljy 4%, Oet Llqk/Udyecl 3%. Qgbkyld Albpq/Qirk/EBOq 54%, Apq 29%, OO 15%, MO/Lbq 2%, Vklgy 0%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YUS	9,823.000	9	Oct-17	Ao. Coypgvoph	Rkk	UUU	GGG	Ozasy	Heqob	-	LU-20 z	-21	1.00%	-	53.30600

Tranche Comments

5 hw: Book size: 5500; First Pay: 2023-06-23; Registration: Pqs C Mvvt; Comments: XCR2000o ARU fto xa 2ff 1% Xof 2027 RlcV, fx 4ff. Gtt/GGG/GGG. Sifi(E&D/DC)/CV/Rtfd. Uoimtfjl CV-20 tclt, dlf CV-21. Rifte fxxxd 4.2ff+ ld XRC. Aoolmitfl aofcl, +GA. OER 0 04/27 +84.7 (cla 91.38% / OR 102%). RCC ioolmitflel. Didfcifofixfq XW 52%, CR/Veifi 34%, RxXoc 9%, Gdit 5%. Exd 62%, RC 22%, SE/Uxv/VAR 14%, Afd/SR 2%. RXAq 222100A4XXGZ77386R50;

Deal Comments

QQI2zc qhy ms 1% tnr 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
WBY	3,807.000	2	Feb-11	Xg. Zwtnmpgnt	Zdd	RRR	AAA	UUU	Xznpw	Vzxgr	-	RO-30 z	-33	1.00%	b-2	85.76300

Tranche Comments

3 vg: Book size: 15475; Registration: Ibk P Beub; Comments: RYW2um SRD 1% Xvd 2025 nnd uhy WvdX, np 5.999um. Rnn/RRR/RRR. EpvR(E&B/BS)/USZ/CXEU. Doeknmtv SX-30 nuvn, jvn SX-33. Uemnk uppyj 26um+ (vd GWS). YEW 10-2025 (@95.210) +69.3ud. +RI, ehhvkennv vomdv. Bejnueuonepms Rjen 15%, RZ 44%, WpRou 12%, YW/Xmenq 22%, SRR 5%, Rhvuj 3%. UE/YI/XSU 37%, Eyj 24%, US 35%, Imj/RU 4%. WRIs 222100S4RRRD77386R50;

Deal Comments

LIG2mv khx io 1.00% ptq 9/23/2025

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MGU	6,011.000	2.4	Apr-19	Ka. Fftnmmany	Hh1	III	FFF	Umvhj	Pqhjs	-	ZN-22 m	-25	1.00%	-	66.64200

Tranche Comments

5.1 xv: Book size: 58791; First Pay: 2023-06-23; Registration: Usu X Suep; Comments: XUE2gl ROS cjlr 5gm ElrN. Hl1/HHH/HHH. Elmh(E&S/SG)/TH-TSE/SU. Smrbllhl GN-22 lmll, hlf GN-25. En >12.7gl lc-FJG, MEJ 04/27+46.1gjh (96.90/0.643%). JXSv 222100R4XXHO77386O50;

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BNB	7,645.000	9.82	May-12	Bz. Vogmizzmv	Hp1	UUU	TTT	UwxuVve	Xxvat	-	IZ-17 m	-20	0%	-	88.55900

Tranche Comments

4.75 yl: Book size: 97496; Comments: AXC2jv YBG nvu ph 2jv 0% Btp 2026. Rv1/RRR/RRR. WphR(W&B/BB)/TBR/BS. Goifvvpt BS-17 vutv, otn BS-20, jdo >37jv tv-XLB (uut-utp), EWL #184 10/2026 + 42.4juo (uth uvl 100.12% / TC 101%). 345 fvlo RY. Yddtfivnt hovjt. Bionuijonipv Snvnol XN/Swinq 31%, AR 27%, CpAou 34%, Roiv 6%, BAR 1%, Rdtuo 1%. TW/EY 53%, CB 32%, Wdo 13%, Yvo/AC 2%. LAYl 222100Y4AARR77386B50;

Deal Comments

YNR2wl cqn ih 0% jmg 12/15/26

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OSV	4,640.000	6.43	Jun-03	-	Of1	UUU	HHH	Bkiej	Mcfgu	-	UC-11 e	-13	0%	-	653.28000

Tranche Comments

3.25 oi: Book size: 74080; Registration: Vjm G Rwza; Comments: LUY2wh QRL Uwj 2024 pun, pb 4wh. Cu1/CCC/CCC. TCK(X&U)/RQK/BL. Laopuhjw KB-11 uiwu, iwp KB-13, wci jjbiwp >18wh wu-TAK. 350 puki CZ, ommwpoupw uahrw. NXA 0% 10/24 + 23.6wni (inbp 102.180, LY 104%);

Deal Comments

DOJ2ca awg ss 0% nap 12/16/2024.