Cadenza Document

X/N Status: 2 (security only allowed in X)ISIN Asset Name Issuer Paying AgentBE0001712638 REGION WALLONNE 2026. REGION WALLONNEBE0002204700FINANCIERE REMYCOINTREAU2443. FINANCIERE REMYCOINTREAU SA/NVBE0002211770 EANDIS CVBA 2242. EANDISBE0002212786 EANDIS CVBA 2242. EANDIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARISIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%28/01/2011 28/01/2019 EUR Fixed 30/360 LT Tier N 4.0% 2.5%13/08/2013 13/08/2023 EUR Fixed ACT/ACT LT N 4.0%05/03/2014 05/03/2044 EUR Fixed ACT/ACT LT Tier N 3.55% 9.0%05/03/2014 05/03/2036 EUR Fixed ACT/ACT LT Tier N 3.55% 9.0%Avg Rate%BE0002220862 INTEGRALE 2469. INTEGRALE0300. INGBELGIUM S.A.18/12/2014 31/01/2025 EUR Fixed ACT/ACT LT N 6.25%BE0002345172BE0002346188BE0002347194BE0002348200DIAMOND MORTGAGEFIN 2006 ADIAMOND MORTGAGEFIN 2006 BDIAMOND MORTGAGEFIN 2006 CDIAMOND MORTGAGEFIN 2006 D2301. DIAMONDMORTGAGE FINANCE 2006N.V2301. DIAMONDMORTGAGE FINANCE 2006N.V2301. DIAMONDMORTGAGE FINANCE 2006N.V2301. DIAMONDMORTGAGE FINANCE 2006N.V0724. RBS PLCBELGIANBRANCH0724. RBS PLCBELGIANBRANCH0724. RBS PLCBELGIANBRANCH0724. RBS PLCBELGIANBRANCH03/11/2006 16/09/2033 EUR Float ACT/360 LT N03/11/2006 16/09/2033 EUR Float ACT/360 LT N03/11/2006 16/09/2033 EUR Float ACT/360 LT N03/11/2006 16/09/2033 EUR Float ACT/360 LT NBE0002359314 B-TRA 2006 1A CLASS C 2299. B-TRA 2006-10200. BNPPARIBAS FORTIS31/10/2006 29/01/2021 EUR Float ACT/360 LT NPage 174 of 196