Cadenza Document

X/N Status: 2 (security only allowed in X)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE0002374461PENATES - 1 CLASS B2340. PENATES FUNDINGNV0830. BELFIUSBANK27/10/2008 28/01/2041 EUR Float ACT/360 LT NBE0002375476PENATES - 1 CLASS C2340. PENATES FUNDINGNV0830. BELFIUSBANK27/10/2008 28/01/2041 EUR Float ACT/360 LT NBE0002376482PENATES - 1 CLASS D2340. PENATES FUNDINGNV0830. BELFIUSBANK27/10/2008 28/01/2041 EUR Float ACT/360 LT NBE0002377498PENATES - 1 CLASS E2340. PENATES FUNDINGNV0830. BELFIUSBANK27/10/2008 28/01/2041 EUR Float ACT/360 LT NBE0002383553 BELGIAN LION CLASS A 2346. BELGIAN LION NVBE0002384569 BELGIAN LION CLASS B 2346. BELGIAN LION NV0300. INGBELGIUM S.A.0300. INGBELGIUM S.A.12/01/2009 25/11/2045 EUR Float ACT/360 LT Tier N 10.0%12/01/2009 25/11/2045 EUR Float ACT/360 LT NBE0002387596ESMEE MASTERISSUER-1CLASS A2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT Tier N 10.0%BE0002388602ESMEE MASTERISSUER-1CLASS B2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT NBE0002389618ESMEE MASTERISSUER-1CLASS C2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT NBE0002390624ESMEE MASTERISSUER-1CLASS D2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT NBE0002391630ESMEE MASTERISSUER-1CLASS E2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT NBE0002392646ESMEE MASTERISSUER-1CLASS F2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT NPage 176 of 196