Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6275080537DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK23/12/2014 02/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.15 %BE6275081543DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS24/12/2014 24/09/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.452 %BE6275090635 TB STAD IZEGEM 2470. STAD IZEGEM0830. BELFIUSBANK29/12/2014 30/03/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.331 %BE6275092656BE6275093662MUT.VIEINTERPROF.SECUREXSUBORDINATEDCSS.D'ASS.ACC.TRAVAIL COM SUBORDINATED2471. SECUREX VIE2472. CAISSED'ASSURANCEACCIDENTS DU TRAVAIL4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS06/01/2015 05/04/2025 EUR Float ACT/360 LT N06/01/2015 05/04/2025 EUR Float ACT/360 LT NBE6275094678 TB NMBS HOLDING 2001. N.M.B.S.BE6275095683 TB UCB SA 2329. UCB SABE6275096699 TB AQUAFIN 2186. AQUAFIN NVBE6275097705 TB STAD GENT 2190. STAD GENT0200. BNPPARIBAS FORTIS0200. BNPPARIBAS FORTIS0200. BNPPARIBAS FORTIS0300. INGBELGIUM S.A.29/12/2014 27/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.09 %29/12/2014 30/03/2015 EUR Float ACT/360 zcp ST N 0.279 %31/12/2014 30/06/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.234 %29/12/2014 30/03/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.299 %BE6275100731TB LVMH FINANCEBELGIQUE2383. LVMH FINANCEBELGIQUE SA0200. BNPPARIBAS FORTIS29/12/2014 30/03/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.08 %BE6275102752 TB BEFIMMO 2088. BEFIMMO SA0830. BELFIUSBANK29/12/2014 27/02/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.198 %Page 142 of 196