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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
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
/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
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
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
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 Billiton and EU Financials

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
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONRepsol SA
ORGANIZATIONIos=
LOCATIONBanco Bilbao Vizcaya Argentaria
ORGANIZATION