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nside 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 ranges between 8.
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
wnside 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 ranges between 8.
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
ortable 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 — 9.5% without any
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 General Motors and EU Financials

Jeffrey Epstein
PERSON
Siemens
ORGANIZATION
Credit Suisse
ORGANIZATION
Barclays
ORGANIZATION
Shell
ORGANIZATION
Volkswagen AG
ORGANIZATIONPetroleos Mexicanos
ORGANIZATION
Adidas
ORGANIZATIONBilliton
ORGANIZATIONCredit Suisse Group AG
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONRepsol SA
ORGANIZATIONConocoPhillips
ORGANIZATIONSk Hamad
PERSONShahzad Shahbaz
PERSON
Royal Bank of Scotland
ORGANIZATIONIos=
LOCATIONSantander
ORGANIZATION