Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6275404869DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK13/01/2015 13/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.01 %BE6275405874TB TESSENDERLOCHEMIE2384. TESSENDERLOCHEMIE NV0200. BNPPARIBAS FORTIS13/01/2015 13/02/2015 EUR Float ACT/360 zcp ST N 0.259 %BE6275406880TB TESSENDERLOCHEMIE2384. TESSENDERLOCHEMIE NV0200. BNPPARIBAS FORTIS13/01/2015 13/03/2015 EUR Float ACT/360 zcp ST N 0.288 %BE6275411930 TB UCB SA 2329. UCB SA0200. BNPPARIBAS FORTIS13/01/2015 12/01/2016 EUR Float ACT/360 zcp ST N 0.518 %BE6275414967DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK14/01/2015 14/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.105 %BE6275416012 TB FINEA 2291. FINEA 0401. KBC BANK 14/01/2015 14/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.321 %BE6275418034BE6275419040TB SWCS (GARANTIEREG.WAL.)TB SWCS (GARANTIEETAT BELGE)2250. SOC WAL CREDITSOCIAL (GARANTIEREG.WAL)2255. SOC WAL CREDITSOCIAL GAR. ETATBELGE0830. BELFIUSBANK0830. BELFIUSBANK14/01/2015 14/07/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.317 %14/01/2015 14/04/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.221 %BE6275430153 TB BEFIMMO 2088. BEFIMMO SA0830. BELFIUSBANK14/01/2015 10/03/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.183 %BE6275431169DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK15/01/2015 15/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.105 %BE6275432175TB LEASINVEST REALESTATE2155. LEASINVEST REALESTATE C.V.A.0300. INGBELGIUM S.A.15/01/2015 15/04/2015 EUR Float ACT/360 zcp ST N 0.331 %BE6275433181 DB KBC BANK 0401. KBC BANK NV 0401. KBC BANK 15/01/2015 15/04/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.55 %Page 155 of 196