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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
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 Financials (sub) Banco Bilbao Vizcaya Argentaria SA Subordinated 5.00% 265 Baa3 BBB+ 12 Banco Santander SA</=> Subordinated 5.00% 265 Baal BBB+ 1
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=
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 Financials (sub) Banco Bilbao Vizcaya Argentaria SA Subordinated 5.00% 265 Baa3 BBB+ 12 Banco Santander SA</=> Subordinated 5.00% 265 Baal BBB+ 1
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
ips 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) Argentaria SA Subordinated 5.00% 265 Baa3 BBB+ 12 Banco Santander SA Subordinated 5.00% 265 Baa2 BBB+ 13
Entities connected to both Shell and EU Financials

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
ORGANIZATIONRepsol SA
ORGANIZATION
Barclays
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONBNP P
ORGANIZATIONAssicurazioni Generali SpA
ORGANIZATION