In this report, we illustrate the full portfolio of CSPP eligible issuers, eligible securities, and estimated holdings. In the individual bonds, the ECB owns on average 27% of the amount outstanding, and in terms of the issuers’ total bond debt stock the ECB owns approximately 9%. The latter number is very significant, the former is huge.
We also provide a list of the 51 highest carbon footprints in the CSPP portfolio. We highlight names that are not Eurozone domiciled but are eligible due to having issuing vehicles within the Eurozone. Assumptions are needed, especially with regards to a Scope 3 emissions focus, to produce the list. However, we feel confident that a majority of the re-shifting of the CSPP on a climate basis would happen within this set of 51 names.

