Cadenza Document

X/N Status: 2 (security only allowed in X)ISIN Asset Name Issuer Paying AgentBE0002411834 B-ARENA 3 -CLASS A2 2298. B-ARENA N.V / S.A.BE0002412840 B-ARENA 3 -CLASS B 2298. B-ARENA N.V / S.A.BE0002413855 B-ARENA 3 -CLASS C 2298. B-ARENA N.V / S.A.4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARISIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%23/01/2012 22/01/2045 EUR Float ACT/360 LT Tier N 10.0%23/01/2012 22/01/2045 EUR Float ACT/360 LT N23/01/2012 22/01/2045 EUR Float ACT/360 LT NAvg Rate%BE0002415876BELGIAN LION RMBS IICLASS A12346. BELGIAN LION NV0300. INGBELGIUM S.A.05/07/2012 25/11/2047 EUR Float ACT/360 LT Tier N 10.0%BE0002416882BELGIAN LION RMBS IICLASS A22346. BELGIAN LION NV0300. INGBELGIUM S.A.05/07/2012 25/11/2047 EUR Float ACT/360 LT Tier N 10.0%BE0002417898BELGIAN LION SME IICLASS A12346. BELGIAN LION NV0300. INGBELGIUM S.A.14/08/2012 10/11/2039 EUR Float ACT/360 LT Tier N 10.0%BE0002418904BELGIAN LION SME IICLASS A22346. BELGIAN LION NV0300. INGBELGIUM S.A.14/08/2012 10/11/2039 EUR Float ACT/360 LT Tier N 10.0%BE0002469444MERCURIUS FUNDINGS.A.2409. MERCURIUSFUNDING SA0830. BELFIUSBANK12/05/2014 24/04/2035 EUR Fixed ACT/ACT LT Tier N 2.75% 10.0%BE0008048945BE0008049950BE-STRIPS/OLD IO2015-03-28BE-STRIPS/OLD IO2016-03-28BE0008050966 PO/ 2015-03-289000. KINGDOM OFBELGIUM-TREASURYPRIM. MARKET9000. KINGDOM OFBELGIUM-TREASURYPRIM. MARKET9000. KINGDOM OFBELGIUM-TREASURYPRIM. MARKET9777. BNB - NBB 02/02/1998 28/03/2015 EUR Float Strip LT Tier N 0.5%9777. BNB - NBB 30/04/1998 28/03/2016 EUR Float Strip LT Tier N 2.0%9777. BNB - NBB 02/02/1998 28/03/2015 EUR Float Strip LT Tier N 0.5%Page 178 of 196