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Investor Presentaiton

ESM AS AN INVESTOR Asset class distribution of investments (in %) 11.3 The ESM is a significant investor in SSA space 46.1 11.9 ✓ ✓ Unlike other peers, the ESM is not allowed to on-lend its paid-in capital. With €80.5bn paid in capital, highest capitalised IFI globally 18.1 ✓ We invest in highly secured liquid fixed income assets rated "A" and above. Public Sovereign Sub-sovereign/ government- related agency 12.6 Supranational Covered bonds Eurosystem Ratings distribution of investments (in %) 1.2 1.8 6.0 8.8 4.3 30.3 47.6 Eurosystem central banks and Bank for International Settlements AAA AA AA+ AA- A+ ■ A Source: ESM Annual Report 2021 ESM as a sustainable and responsible investor - ESG The ESM is currently building a responsible investment framework to assess the alignment of issuers with ESG criteria. ✓ Of our investments, €7.7bn are split between green, social and sustainability bonds (in. addition to €0.3bn invested in pandemic bonds). □ PRI membership In February 2020 the ESM became signatory of United Nations Principles for Responsible Investments. ✓ As a PRI signatory, the ESM will include ESG criteria within its investment processes. 21 21 25m
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