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5.00% 275 Ba 1 BB+ BB+ 2 Federation of Malaysia<=> Senior 5.00% 146 A3 A- A- 3 Autos General Motors Co Senior 5.00% 210 BBB- BBB- 4 Volkswagen AG Senior 5.00% 162 2 EFTA_R1_01569926 EFTA02463080 A3 BBB+ BBB+ 5 Commodity Producer Petroleos Mexicanos Senior 5.00% 350 Baa3 BBB+
span> *.A0 We identified 3 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, A
64104 275 Bal BB+ BB+ 2 Federation of Malaysia<=> Senior 5.00% 146 A3 A- A- 3 Autos General Motors Co Senior 5.00% 210 BBB- BBB- 4 Volkswagen AG Senior 5.00% 162 A3 2 EFTA_R1_01571315 EFTA02464105 BBB+ BBB+ 5 Commodity Producer Petroleos Mexicanos Senior 5.00% 350 Baa3 BBB+
/span> * We identified 3 baskets 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, Adi
eration of Malaysia Senior Senior 5.00% 5.00% 275 146 Sal A3 BB+ A- BB+ A- 3 Autos General Motors Co Senior 5.00% 210 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%
tock at 70% strike • We identified 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, Sant
Entities connected to both Volkswagen AG and Billiton

Jeffrey Epstein
PERSON
Barclays
ORGANIZATION

BNP Paribas
ORGANIZATION
Credit Suisse
ORGANIZATIONHSBC Bank Plc
ORGANIZATION
Adidas
ORGANIZATION
Shell
ORGANIZATION
General Motors
ORGANIZATION
Siemens
ORGANIZATION
Bloomberg L.P.
ORGANIZATIONAsia Pacific
LOCATION
Royal Bank of Scotland
ORGANIZATIONCredit Suisse Group AG
ORGANIZATIONShahzad Shahbaz
PERSONSk Hamad
PERSONBHP Billiton Ltd
ORGANIZATIONPetroleos Mexicanos
ORGANIZATION
Richard Kahn
PERSONSantander
ORGANIZATION