3
Shared Docs
3
Same-Page
3 / 3
Mentions
to own in a downside scenario at a 30% discount.qp> *=/span> * Basket 1; BHP Billiton, Bank of America, Shell, BNP P=ribas *=/span> *.A0 Basket2; Credit Suisse, General Motors, BASF, General=Electric *=/span> * Basket 3; Barclays, Adidas, Siemens, Santander=u> *=/span> * The coupon on the above baskets r
A- A- 7 BHP Billiton Ltd Senior 5.00% 158 A3 3 EFTA_R1_01569927 EFTA02463081 A A+ 8 ConocoPhillips Senior 5.00% 170 Baal A A- 9 Repsol SA Senior 5.00% 265 Baal BBB- BBB 10 Consumer Staples Tesco PLC Senior 5.00% 265 BB+ BB+ 4 EFTA_R1_01569928 EFTA02463082 11 EU Financ
to own in a downside scenario at a 30% discount.=/p> •=/span> * Basket 1; BHP Billiton, Bank of America, Shell, BNP P=ribas *=/span> * Basket2; Credit Suisse, General Motors, BASF, General=Electric *=/span> * Basket 3; Barclays, Adidas, Siemens, Santander=u> *=/span> * The coupon on the above baskets r
A- A- 7 BHP Billiton Ltd Senior 5.00% 158 A3 A 3 EFTA_R1_01571316 EFTA02464106 A+ 8 ConocoPhillips Senior 5.00% 170 Baal A A- 9 Repsol SA Senior 5.00% 265 Baal BBB- BBB 10 Consumer Staples Tesco PLC Senior 5.00% 265 BB+ BB+ 11 4 EFTA_R1_01571317 EFTA02464107 EU Financ
cks we are comfortable to own in a downside scenario at a 30% discount. • Basket 1; BHP Billiton, Bank of America, Shell, BNP Paribas • Basket2; Credit Suisse, General Motors, BASF, General Electric • Basket 3; Barclays, Adidas, Siemens, Santander • The coupon on the above baskets ranges between 8.5 — 9
Tinto Ltd Senior 5.00% 175 Baal A- A- 7 BHP Billiton Ltd Senior 5.00% 158 A3 A A+ 8 ConocoPhillips Senior 5.00% 170 Baa2 A A- 9 Repsol SA Senior 5.00% 265 Baa2 BBB- BBB 10 Consumer Staples Tesco PLC Senior 5.00% 265 BB+ BB+ EU Financials Banco Bilbao Vizcaya 11 (sub) Ar
Entities connected to both Credit Suisse and Repsol SA

Jeffrey Epstein
PERSON
Adidas
ORGANIZATION
Royal Bank of Scotland
ORGANIZATION
General Motors
ORGANIZATION
Shell
ORGANIZATIONBilliton
ORGANIZATION
Barclays
ORGANIZATION
Siemens
ORGANIZATIONCredit Suisse Group AG
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONShahzad Shahbaz
PERSONSk Hamad
PERSON
Volkswagen AG
ORGANIZATIONSantander
ORGANIZATIONPetroleos Mexicanos
ORGANIZATIONConocoPhillips
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONEU Financials
ORGANIZATIONBanco Bilbao Vizcaya Argentaria
ORGANIZATION