Cadenza Document

X/N Status: 2 (security only allowed in X)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE0002393651ESMEE MASTERISSUER-1CLASS G2369. ESMEE MASTERISSUER NV0200. BNPPARIBAS FORTIS02/12/2009 25/04/2050 EUR Float ACT/360 LT NBE0002400720ROYAL STREET RS 2 -CLASS A2381. ROYAL STREET S.A.0702. AXA BANKEUROPE (IPPA)05/11/2010 05/11/2049 EUR Float ACT/360 LT NBE0002402742BE0002403757BE0002404763BE0002405778B ARENA 2 SENIORCLASS AB ARENA 2 MEZZANINECLASS BB ARENA 2 JUNIORCLASS CB ARENA 2SUBORDINATED CLASSD2298. B-ARENA N.V / S.A.2298. B-ARENA N.V / S.A.2298. B-ARENA N.V / S.A.2298. B-ARENA N.V / S.A.4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS23/09/2011 22/10/2044 EUR Float ACT/360 LT Tier N 10.0%23/09/2011 22/10/2044 EUR Float ACT/360 LT N23/09/2011 22/10/2044 EUR Float ACT/360 LT N23/09/2011 22/10/2044 EUR Float ACT/360 LT NBE0002406784RECORD LION CLASSA12399. RECORD LION SA0300. INGBELGIUM S.A.17/11/2011 25/02/2043 EUR Float ACT/360 LT Tier N 10.0%BE0002407790RECORD LION CLASSA22399. RECORD LION SA0300. INGBELGIUM S.A.17/11/2011 25/02/2043 EUR Float ACT/360 LT Tier N 10.0%BE0002408806PENATES - 4 CLASS A2404. PENATES FUNDINGNV0830. BELFIUSBANK19/12/2011 27/11/2045 EUR Float ACT/360 LT Tier N 10.0%BE0002409812ROYAL STREET RS-3CLASS A2401. ROYAL STREET S.A.0702. AXA BANKEUROPE (IPPA)08/12/2011 25/10/2051 EUR Float ACT/360 LT NPage 177 of 196