Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6269858690 TB COFINIMMO 2049. COFINIMMO N.V.0830. BELFIUSBANK11/08/2014 31/07/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.623 %BE6269862734TB SWCS (GARANTIEREG.WAL.)2250. SOC WAL CREDITSOCIAL (GARANTIEREG.WAL)0830. BELFIUSBANK11/08/2014 11/05/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.545 %BE6269867782 TB PUBLIFIN 2421. PUBLIFINBE6269889034 TB BEFIMMO 2088. BEFIMMO SA0830. BELFIUSBANK0830. BELFIUSBANK11/08/2014 11/02/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.754 %12/08/2014 31/07/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.57 %BE6269908222TB LVMH FINANCEBELGIQUE2383. LVMH FINANCEBELGIQUE SA0200. BNPPARIBAS FORTIS13/08/2014 13/02/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.29 %BE6269919336BE6269967814BE6269973879BE6269986038BE6269991087DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKING CORP.DB SUMITOMO MITSUIBANKINGCORPORATIONDB SUMITOMO MITSUIBANKINGCORPORATION2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS14/08/2014 13/02/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.65 %08/09/2014 09/02/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.61 %11/09/2014 11/03/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.65 %22/09/2014 23/03/2015 GBP Float ACT/365 zcp ST N 0.65 %26/09/2014 26/02/2015 GBP Fixed n.a. ST N 0.62%Page 80 of 196