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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
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
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=
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
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
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 Shell and Repsol SA

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
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONEU Financials
ORGANIZATION
Barclays
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONBNP P
ORGANIZATIONAssicurazioni Generali SpA
ORGANIZATION