Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6272265511TB BARRY CALLEBAUTSERVICES NV BELGIAN2111. BARRY CALLEBAUTSERVICES N.V.0200. BNPPARIBAS FORTIS13/10/2014 13/03/2015 EUR Float ACT/360 zcp ST N 0.545 %BE6272278647TB ANHEUSER-BUSCHINBEV2047. ANHEUSER-BUSCHINBEV NV0200. BNPPARIBAS FORTIS13/10/2014 12/10/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.4 %BE6272279652TB UMICOREFIN.SERVICES2012. UMICOREFINANCIAL SERVICES N.V.0200. BNPPARIBAS FORTIS13/10/2014 13/10/2015 EUR Float ACT/360 zcp ST N 0.482 %BE6272280668TB ANHEUSER-BUSCHINBEV2047. ANHEUSER-BUSCHINBEV NV0200. BNPPARIBAS FORTIS14/10/2014 05/10/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.4 %BE6272282680 DB KBC BANK 0401. KBC BANK NV 0401. KBC BANK 14/10/2014 13/10/2015 EUR Float ACT/360 zcp ST Tier N 6.5% 0.2 %BE6272292788TB BARRY CALLEBAUTSERVICES NV BELGIAN2111. BARRY CALLEBAUTSERVICES N.V.0200. BNPPARIBAS FORTIS14/10/2014 14/04/2015 EUR Float ACT/360 zcp ST N 0.398 %BE6272295815 TB AQUAFIN 2186. AQUAFIN NV0200. BNPPARIBAS FORTIS17/10/2014 17/10/2024 EUR Fixed ACT/ACT LT Tier N 1.73% 6.0%BE6272309954BE6272310960BE6272311976DB SUMITOMO MITSUIBANKINGCORPORATIONDB SUMITOMO MITSUIBANKINGCORPORATIONDB SUMITOMO MITSUIBANKING CORP.2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation2400. Sumitomo MitsuiBanking Corporation4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS4017. BNPPARIBASSECURITIESSERVICES PARIS16/10/2014 17/02/2015 GBP Float ACT/365 zcp ST N 0.58 %17/10/2014 17/03/2015 GBP Float ACT/365 zcp ST N 0.605 %17/10/2014 17/04/2015 GBP Float ACT/365 zcp ST Tier N 21.5% 0.63 %Page 97 of 196