Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6275802963DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS28/01/2015 28/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.254 %BE6275803979DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS28/01/2015 28/10/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.407 %BE6275804019TB HOLCIM FINANCE(BELG.)2221. HOLCIM FINANCE(BELGIUM)0300. INGBELGIUM S.A.29/01/2015 20/03/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.111 %BE6275806030 TB VILLE DE SERAING 2455. VILLE DE SERAINGBE6275807046 TB OCMW GENK 2344. OCMW GENK0830. BELFIUSBANK0830. BELFIUSBANK29/01/2015 27/02/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.305 %29/01/2015 27/02/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.255 %BE6275808051TB VILLE DECHARLEROI2350. VILLE DECHARLEROI0830. BELFIUSBANK29/01/2015 27/02/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.255 %BE6275809067 TB STAD AARSCHOT 2382. STAD AARSCHOT0830. BELFIUSBANK29/01/2015 27/02/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.255 %BE6275810073TB BRUSSELSMUNICIPALITIESREGIONAL FUND2423. BRUSSELSMUNICIPALITIESREGIONAL FUND0830. BELFIUSBANK29/01/2015 27/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.155 %BE6275811089TB HOLCIM FINANCE(BELG.)2221. HOLCIM FINANCE(BELGIUM)0300. INGBELGIUM S.A.30/01/2015 27/02/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.095 %BE6275812095 TB STAD TONGEREN 2473. STAD TONGEREN0830. BELFIUSBANK30/01/2015 21/12/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.497 %BE6275814117TB ALCOPACOORDINATIONCENTER2118. ALCOPA C.CENTER0830. BELFIUSBANK28/01/2015 28/07/2015 EUR Float ACT/360 zcp ST N 0.788 %BE6275816138 DB KBC BANK 0401. KBC BANK NV 0401. KBC BANK 29/01/2015 29/04/2015 USD Float ACT/360 zcp ST Tier N 21.5% 0.27 %Page 169 of 196