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baskets based on stocks we are comfor=able 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, Santande
+ BBB+ 6 Rio Tinto Ltd Senior 5.00% 175 Baal 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
askets based on stocks we are comfor=able 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=
+ BBB+ 6 Rio Tinto Ltd Senior 5.00% 175 Baal 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
dentified 3 baskets based on stocks 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
ior 5.00% 350 Baa3 BBB+ BBB+ 6 Producer Rio 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
Entities connected to both Shell and ConocoPhillips

Jeffrey Epstein
PERSON
Adidas
ORGANIZATION
Credit Suisse
ORGANIZATIONBilliton
ORGANIZATION
General Motors
ORGANIZATIONSantander
ORGANIZATION
Siemens
ORGANIZATIONPetroleos Mexicanos
ORGANIZATIONShahzad Shahbaz
PERSONSk Hamad
PERSON
Volkswagen AG
ORGANIZATION
Barclays
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONRepsol SA
ORGANIZATIONEU Financials
ORGANIZATIONCredit Suisse Group AG
ORGANIZATION
Paul Ryan
PERSON
Royal Bank of Scotland
ORGANIZATION