Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6269344402DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS17/07/2014 16/07/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.4575 %BE6269352488DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS22/07/2014 22/04/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.36 %BE6269377733 TB BEFIMMO 2088. BEFIMMO SABE6269404032 TB UCB SA 2329. UCB SA0830. BELFIUSBANK0200. BNPPARIBAS FORTIS22/07/2014 05/06/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.537 %23/07/2014 22/07/2015 EUR Float ACT/360 zcp ST N 0.885 %BE6269406052TB DEME C.CENTER2158. DEMECOORDINATION CENTERN.V.0200. BNPPARIBAS FORTIS23/07/2014 05/06/2015 EUR Float ACT/360 zcp ST N 0.786 %BE6269407068 EMTN BELFIUS BANK 0830. BELFIUS BANK0830. BELFIUSBANK28/07/2014 28/07/2015 EUR Float ACT/360 ST Tier N 6.5%BE6269412118TB LEASINVEST REALESTATE2155. LEASINVEST REALESTATE C.V.A.0830. BELFIUSBANK23/07/2014 05/06/2015 EUR Float ACT/360 zcp ST N 0.696 %BE6269433320TB SOCIETE PUBLIQUEDE GESTION DE L'EAU2289. SOCIETE PUBLIQUEDE GESTION DE L'EAU0830. BELFIUSBANK24/07/2014 05/06/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.628 %BE6269434336 EMTN BELFIUS BANK 0830. BELFIUS BANK0830. BELFIUSBANK25/07/2014 24/07/2015 EUR Float ACT/360 ST NBE6269436356 DB KBC BANK 0401. KBC BANK NV 0401. KBC BANK 24/07/2014 23/07/2015 USD Float ACT/360 zcp ST Tier N 21.5% 0.55 %BE6269478770DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS23/07/2014 22/07/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.43 %BE6269482814 TB ATENOR GROUP 2170. ATENOR GROUP0830. BELFIUSBANK25/07/2014 24/07/2015 EUR Float ACT/360 zcp ST N 1.119 %Page 76 of 196