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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
5.00% 162 2 EFTA_R1_01569926 EFTA02463080 A3 BBB+ BBB+ 5 Commodity Producer Petroleos Mexicanos Senior 5.00% 350 Baa3 BBB+ 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
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=
5.00% 162 A3 2 EFTA_R1_01571315 EFTA02464105 BBB+ BBB+ 5 Commodity Producer Petroleos Mexicanos Senior 5.00% 350 Baa3 BBB+ 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
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
BBB- BBB- 4 Volkswagen AG Senior 5.00% 162 A3 888+ BBB+ 5 Commodity Petroleos Mexicanos Senior 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
Entities connected to both Shell and Rio Tinto Ltd

Jeffrey Epstein
PERSON
Adidas
ORGANIZATION
Credit Suisse
ORGANIZATIONBilliton
ORGANIZATION
General Motors
ORGANIZATIONSantander
ORGANIZATION
Siemens
ORGANIZATIONPetroleos Mexicanos
ORGANIZATIONShahzad Shahbaz
PERSONSk Hamad
PERSONCredit Suisse Group AG
ORGANIZATION
Volkswagen AG
ORGANIZATIONConocoPhillips
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONRepsol SA
ORGANIZATIONEU Financials
ORGANIZATION
Barclays
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONBNP P
ORGANIZATIONAssicurazioni Generali SpA
ORGANIZATION