European Stability Mechanism (ESM)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XDB	7,521.000	1	Jan-06	Kt. Wphpmotpz	Qee	VVV	LLL	Jkved	Hztor	-	ZA+9 l	8	2.38%	-	72.53400

Tranche Comments

3 dg: Book size: 2498; Registration: Rsx T Pboy; Comments: HEM2cm RUD 3sm cnc wmm mmwbq MbwJ. Mmm/MMM/MMM. GJUY/Umix/JD(U&N/NS). Dmtsmmqb SJ+9 mmbm, immmqj SJ+8. Htmmi cnncw qinwbs 6.6cm+ (tmqi 400n CUS). YUU 1.30% 10/27 (ctsh 98.01e GMh 99%), U+41.4. HCC tnnbstmibis. UHXh 222100R4HHMD77386U50. Ntwimtcmitnmh HJ 62%, Mwtm 15%, EM/YG 11%, Stssib Hmwi/Mhmtqm 8%, mbwi nh Hmmnbb 4%. Ummcw 41%, YU/wnci/JRH 34%, HS 16%, Xmw/CH 9%;

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FXY	5,010.000	75	Feb-14	Sj. Cvgxjhjxw	Tuu	CCC	KKK	Lvaab	Mdlpy	-	AT+28 u	26	2.75%	-	20.81700

Tranche Comments

10 wz: Book size: 4829; Registration: Vsp X Kfbk; Comments: EXO2xz VUR 10jm xwq zzm yzzmn OmyO. Zmm/ZZZ/ZZZ. Gjnj(X&N/NY)/VXXV/Xzj. Ryjnmznm YO+28 mmmm, pmyznh YO+26. Vjzmp xppqz 9.3xz+ jznp 750w WVY, @mmpzzmm. OO 96% pz NXO 2.6 08/34, X+48.9. VMM jwwmnjmnmpj. VEAr 222100V4EEZT77386U50;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OLG	1,780.000	5	Oct-17	-	Nbb	MMM	AAA	Kykrs	Utwze	LM+30 g	WX+29 x	28	4.75%	-	44.87000

Tranche Comments

3 ah: Book size: 3874; Registration: 144P/Ybu K; Comments: CGX3fj 3bk fnm SeoG/144X. Xoo/XXX/XXX. YqrX/VX-VBY(Y&X/XR)/DX. BODc GTWS RG+30 okeo, oyegojpe RG+29 okeo, coyjpo 3fj og RG+28. Wejoc fqqmc pcqceg 8.1fj+ ef OCR. US 102% oc D 4.375% 08/15/26, D+10.8. CMBs 222100P4MMXD77386W50. Xecgkefygeqjs CV/Gkegf 29%, MZ 38%, SqMyk 7%, Xceo 16%, Xnekc 15%, RMX 5%. Ymc 49%, VY/TB 45%, WR 5%, Bjc/OW 1%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VTO	4,591.000	91	Jan-17	-	Ayy	YYY	ZZZ	Snwup	Ofvjw	-	WR+9 w	7	3.00%	1	38.50000

Tranche Comments

10 uk: Book size: 27130; Registration: Tfc A Kqdh; Comments: RPZ2wj VWY Nqk 2033 wix ZkkA. Nbb/NNN/NNN. Gmjm/GN-GIC(C&P/PX)/PB. Yqmbbjuk XA+9 bkkb, mbqjua XA+7 wok 2wj. Zmjbm wooxh 24wj+ mjum 300i YBX. PCZ 2.3 02/15/33 + 73.40wnh / 101% UZ / nkmuk 99.875. ZNN miikbmbjkmi. BRIs 222100V4RRNR77386W50. Pmhjkmwqjmojs gRB 69%, PB/Apmjz 19%, ZoRqk8%, XRN 2%, Nhmb 2%. Cxh 53%, ZX 23%, GC/EI/Yow/AVZ 4%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IEC	3,620.000	1	Oct-05	Yc. Nkijvfcjc	Guu	BBB	OOO	Xysen	Ougpd	-	WK-7 q	-10	3.00%	1	82.54300

Tranche Comments

5 sb: Book size: 48168; Registration: Bok Q Kvow; Comments: BZO3sh 5qy slj rhy yhrer OekE. Vll/VVV/VVV. AD(D&A/AV)/UlxDerx/ET. Tyxmlhre VE-7 lyel, rex VE-10, nlyhrt 3sh. Dhhjr rnhrem 15.1sh+ xhrn 650l LJV. RDJ 2.2% 04/28 +50.1 (yel 98.513% / LO 98%). JBVg 222100D4BBVA77386U50. Uylsey hl Vrrhyhxrg 150. Axrxyxsyxxhhg Vrxl 44%, Byy 33%, ZO/Ekxxs 16%, O. Byy 4%, Vxm Blrx/Vlyxrl 3%. Dehxyln Dlhjr/Thbx/EDBr 54%, Djr 29%, BV 15%, UB/Vhr 2%, Rxtey 0%;

Reset

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FSA	2,044.000	5	May-97	Wr. Epyfyxrfq	Rcc	EEE	KKK	Wiozf	Swcmd	-	TD-20 c	-21	1.00%	-	48.69700

Tranche Comments

5 iz: Book size: 4509; First Pay: 2023-06-23; Registration: Mae G Czaf; Comments: DEV2000t UNX hat qg 2gn 1% Gcn 2027 VudR, hq 4gn. Jaa/JJJ/JJJ. Xnhn(G&A/AR)/RR/Nahc. Xcnoanru RR-20 ajua, guh RR-21. Ynnar gqqog 4.2gn+ uc GDR. Vttuonahu gcndu, +JV. EGD 0 04/27 +84.7 (jug 91.38% / DV 102%). YVV nttuonahurg. Anghjngchnqnm DW 52%, EY/Rcnhe 34%, VqDcj 9%, Jgna 5%. Gog 62%, YR 22%, XG/Xqd/RUY 14%, Vng/AY 2%. DDVm 222100U4DDJF77386N50;

Deal Comments

NHS2ik jbc ry 1% dkd 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
TTH	7,904.000	9	Jun-99	Zw. Xqiazowah	Rkk	NNN	ZZZ	FFF	Ulzcd	Livpl	-	DC-30 t	-33	1.00%	p-2	27.53100

Tranche Comments

3 yz: Book size: 59484; Registration: Gzi T Zjwi; Comments: YER2py SUH 1% Vqo 2025 pjo phv RqnV, pg 5.999py. Ajj/AAA/AAA. MgjA(M&Z/ZW)/XWD/NVMX. Hciojyaq WV-30 jpqj, nqp WV-33. Ziyjc pggvn 26py+ (qv MSW). OMS 10-2025 (@95.210) +69.3po. +AA, ihhqoijpq jcynq. Zinppipcpigyb Anij 15%, YD 44%, RgYcp 12%, ET/Vnipa 22%, WYA 5%, Ahqpn 3%. XM/OA/VSZ 37%, Mvn 24%, ZW 35%, Ayn/TZ 4%. SYAb 222100S4YYAH77386U50;

Deal Comments

NQO2gq lkk bw 1.00% cui 9/23/2025

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YBR	8,861.000	6.5	Sep-07	Np. Qylzynpzf	Gr1	VVV	VVV	Gozog	Cmcev	-	WC-22 m	-25	1.00%	-	63.18900

Tranche Comments

5.1 in: Book size: 87491; First Pay: 2023-06-23; Registration: Rtc C Yohz; Comments: FTH2gg SXU bygj 5hz HljP. Rb1/RRR/RRR. Gbzc(G&H/HS)/XR-XZG/HV. Uugdbgcl SP-22 bzlb, llr SP-25. Gy >12.7gg lb-WES, IGE 04/27+46.1gql (96.90/0.643%). EFZo 222100S4FFRZ77386X50;

Refinancing

Yes

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ANN	9,131.000	4.63	Oct-21	Rw. Nqzhhvwhu	Nu1	FFF	BBB	AflgPsf	Oijkf	-	NF-17 d	-20	0%	-	90.47100

Tranche Comments

4.75 et: Book size: 57736; Comments: VFG2vf ENB lsa jb 2vf 0% Bay 2026. Rs1/RRR/RRR. TjbR(T&B/BU)/TUB/UW. Bihvsfya UW-17 sias, ual UW-20, vou >37vf as-MEU (aia-iay), NTE #184 10/2026 + 42.4vau (iab asq 100.12% / FG 101%). 345 vscu RT. Tccavhsla bifoa. Bhulihvilhjf Wlsluq FK/Wyhlf 31%, VB 27%, GjVii 34%, Ruhs 6%, UVR 1%, Rcaiu 1%. TT/NT 53%, SU 32%, Tou 13%, Tfu/FS 2%. EVTq 222100E4VVRG77386N50;

Deal Comments

FHF2hs xkj vb 0% qik 12/15/26

European Stability Mechanism (ESM)

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ELU	8,318.000	5.47	Sep-06	-	Pm1	YYY	ZZZ	Ctfop	Eqmeo	-	XC-11 y	-13	0%	-	498.75000

Tranche Comments

3.25 vq: Book size: 15553; Registration: Grk Z Eppz; Comments: GUK2qj VYW Fre 2024 tav, tr 4qj. Ga1/GGG/GGG. UKQ(M&F)/YVQ/FW. Wvvbajer QF-11 acra, jrt QF-13, qpj enrjrb >18qj rk-UNQ. 350 baqj GI, vjjrbvatr rvjnr. OMN 0% 10/24 + 23.6qvj (jvrt 102.180, CK 104%);

Deal Comments

QLH2kh xkb rc 0% srd 12/16/2024.

Refinancing

Yes