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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
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
/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
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
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
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 Billiton and Rio Tinto Ltd

Jeffrey Epstein
PERSON
Adidas
ORGANIZATION
Shell
ORGANIZATION
Credit Suisse
ORGANIZATION
Siemens
ORGANIZATIONSk Hamad
PERSONShahzad Shahbaz
PERSON
General Motors
ORGANIZATION
Barclays
ORGANIZATIONHSBC Bank Plc
ORGANIZATION
Volkswagen AG
ORGANIZATIONPetroleos Mexicanos
ORGANIZATIONCredit Suisse Group AG
ORGANIZATIONSantander
ORGANIZATIONConocoPhillips
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONRepsol SA
ORGANIZATIONEU Financials
ORGANIZATIONIos=
LOCATIONBanco Bilbao Vizcaya Argentaria
ORGANIZATION