Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0110134-000 XS0883120825 PPN100 CA-CA USDJPY/SPX 5% 050223CREDIT AGRICOLE CIB FINANCE (GUERNSUSD 2/5/2023 12/30/2020 96.6 0110136-000 XS0897026232 PPN100 CA-CA USDJPY/SPX 5.1%080323CREDIT AGRICOLE CIB FINANCE (GUERNSUSD 3/8/2023 12/30/2020 97.04 0110245-000 XS1186422363 PPN100 CA-CA USDJPY/AUDUSD 6.25%CREDIT AGRICOLE CIB FINANCIALUSD SOLUT 2/17/2025 12/30/2020 96.83 0110246-000 XS0836291699 PPN100 SGIS-SGIS SPX/EURUSD 5.5%SG ISSUER USD 5/28/2023 12/29/2020 95.79 0110270-000 XS1152094857 PPN100 CA-CA USDJPY/AUDUSD 7%CREDIT AGRICOLE CIB FINANCE (GUERNSUSD 12/18/2024 12/30/2020 97.41 0110277-000 XS0813926846 PPN100 SGIS-SGIS SPX/USDJPY 5.2%SG ISSUER USD 1/2/2023 12/29/2020 96.1 0110346-000 XS0836274844 PPN100 SGIS-SGIS SPX/EURUSD 5.6%SG ISSUER USD 3/28/2023 12/29/2020 95.94 0110347-000 XS0836291186 PPN100 SGIS-SGIS SPX/EURUSD 5.9%SG ISSUER USD 5/22/2023 12/29/2020 95.72 0110349-000 XS0813931929 PPN100 SGIS-SGIS SPX/USDJPY 070228SG ISSUER USD 2/7/2028 12/29/2020 89.63 0110353-000 XS0836269174 PPN100 SGIS-SGIS SPX/USDJPY 100428SG ISSUER USD 4/10/2028 12/29/2020 89.29 0112800-000 XS1415184024 CLN BNPP-BNP PEOPLE REP OF CHINABNP PARIBAS ISSUANCE B.V. USD 6/23/2021 12/30/2020 101.002 0113019-000 XS1420453620 CLN BNPP-BNP PEOPLE REP OF CHINABNP PARIBAS ISSUANCE B.V. USD 6/23/2021 12/30/2020 101.053 0113186-000 XS1385813065 BNPP-BNP CHINA DEV BANK/BNPI50EUBNP PARIBAS ISSUANCE B.V. USD 12/6/2021 12/30/2020 98.09939 0117848-000 XS0962000724 CLN BNPP-BNP PEOPLE REP OF CHINABNP PARIBAS ISSUANCE B.V. USD 12/23/2021 12/30/2020 102.24 0147888-000 XS1935900719 PPN100 BNPP-BNP PINEEHA 230421BNP PARIBAS ISSUANCE B.V. USD 4/23/2021 12/30/2020 106.44663 0148097-000 XS1942343176 BNPP-BNP MGOIEAA 290421 BNP PARIBAS ISSUANCE B.V. USD 4/29/2021 12/30/2020 105.26284 0148411-000 XS1942300523 PPN100 BNPP-BNP ABAA2EH 030521BNP PARIBAS ISSUANCE B.V. USD 5/3/2021 12/30/2020 106.37638 0155826-000 XS2092094627 DAC UBS-XOP/GDX 8% 311220 UBS AG, London Branch USD 12/31/2020 12/25/2020 88.56 0155833-000 XS2058844320 DAC SGIS-LHA/VOD/SEV/RDSA 12%SG ISSUER USD 1/4/2021 12/28/2020 76.28 0155937-000 XS2049233534 FCN BNPP-XOP/INGA/GLE/BAC/ACABNP PARIBAS ISSUANCE B.V. USD 1/5/2021 12/30/2020 77.72807 0155939-000 XS2092340095 DAC UBS-GS/WFC/BAC 8% 050121 UBS AG, London Branch USD 1/5/2021 12/29/2020 68.33 0155974-000 XS2092280762 DAC UBS-BAC/MET/WBA/AMAT/MMMUBS 9% AG, London Branch USD 1/6/2021 12/30/2020 97.74 0155975-000 XS2092307987 FCN UBS-BOC_LTD/I&CBOC/C_CON_BK/UBS AG, London Branch HKD 1/7/2021 12/30/2020 87.38 0155996-000 XS2092310262 DAC UBS-XOP/OIH/IVZ 12% 070121 UBS AG, London Branch USD 1/7/2021 12/30/2020 80.31 0156002-000 XS2092360010 DAC UBS-HSBC/C_CON_BK/I&CBOC/UBS AG, London Branch EUR 1/7/2021 12/30/2020 70.76 0156004-000 XS2052353617 DAC BNPP-PANW/XLNX/DD/WBA/IVZBNP 10% PARIBAS ISSUANCE B.V. USD 1/7/2021 12/30/2020 100.25154 0156053-000 XS2092337547 DAC UBS-XOP/BIDU 9% 070121 UBS AG, London Branch USD 1/7/2021 12/30/2020 79.71 0156058-000 XS2052359903 DAC BNPP-GEELY/PING_AN/HS_CEI/HSBCBNP PARIBAS ISSUANCE B.V. JPY 1/12/2021 12/30/2020 85.26801 0156066-000 XS2087587569 DAC CS-GLE/ACA/INGA/ABN/CS 8%CREDIT SUISSE GROUP JPY 1/12/2021 12/30/2020 60.4198 0156089-000 XS2092358204 FCN UBS-MU/TSM/AMD/XOP/NFLX UBS12.86% AG, London Branch USD 1/11/2021 12/30/2020 93.42 0156109-000 XS2092281570 DAC UBS-AMAT/MMM/MET/BAC/LLYUBS 9% AG, London Branch USD 1/12/2021 12/30/2020 97.73 0156115-000 XS2092376289 DAC UBS-MET/NFLX/NKE/SBUX 9%UBS AG, London Branch USD 1/12/2021 12/30/2020 97.72 0156119-000 XS2092354633 DAC UBS-MET/MMM/NFLX/NKE/SBUXUBS 10% AG, London Branch USD 1/12/2021 12/30/2020 97.8 0156221-000 XS2091100326 DAC UBS-DIS/WFC/TSM 8% 190121 UBS AG, London Branch USD 1/19/2021 12/30/2020 71.5

1/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0156245-000 XS2091063375 DAC UBS-XOP/GDX 8% 220121 UBS AG, London Branch USD 1/22/2021 12/30/2020 78.41 0156280-000 XS2091034277 DAC UBS-XLNX/CSCO/DD/WBA/IVZUBS 10% AG, London Branch USD 1/22/2021 12/30/2020 91.96 0156298-000 XS2087541061 DAC CS-GLW/NVDA/V/MMM/FB 10%CREDIT SUISSE GROUP USD 1/22/2021 12/30/2020 98.1384 0156390-000 XS2088004853 DAC SGIS-TSLA/JD/COST/NKE/MMMSG 10% ISSUER USD 1/26/2021 12/30/2020 99.49 0156396-000 XS2096703488 DAC MS-JPM/JD/SQ/NFLX/NVDA 10%MORGAN STANLEY & CO. INTERNATIONALUSD 1/26/2021 12/30/2020 98.78 0156399-000 XS2052377558 PPN100 BNPP-BNP SPX 260121 BNP PARIBAS ISSUANCE B.V. USD 1/26/2021 12/30/2020 99.38747 0156439-000 XS2052382475 DAC BNPP-C_PET&CHEM/ENI/ENGI/OIHBNP PARIBAS ISSUANCE B.V. USD 1/26/2021 12/30/2020 70.25339 0156455-000 XS2087980491 DAC SGIS-DTE/CTL/BT/A/TEF 12% SG ISSUER USD 1/26/2021 12/30/2020 73.16 0156567-000 XS2096730374 DAC MS-XOP/ACA/GLE/INGA/BAC 10.42%MORGAN STANLEY & CO. INTERNATIONALUSD 1/28/2021 12/30/2020 72.42 0156668-000 XS2087508870 DAC CS-GILD/BMY/BIIB/XOP 12% CREDIT SUISSE GROUP EUR 1/28/2021 12/30/2020 88.6236 0156690-000 XS2087510348 DAC CS-FB/GLW/JPM/NVDA/TSM 10%CREDIT SUISSE GROUP USD 1/28/2021 12/30/2020 98.2411 0156692-000 XS2100238877 DAC UBS-TSLA/TSM/NVDA/JPM/AAPLUBS 10% AG, London Branch USD 1/28/2021 12/30/2020 97.77 0156702-000 XS2100203657 DAC UBS-XLNX/CSCO/DD/WBA/IVZUBS AG, London Branch USD 2/1/2021 12/30/2020 94.78 0156706-000 XS2100167167 DAC UBS-PFE/XLNX/TME/WBA/XOPUBS 9.38% AG, London Branch USD 2/1/2021 12/30/2020 91.71 0156768-000 XS2088041624 DAC SGIS-XLNX/CSCO/DD/WBA/IVZSG ISSUER USD 2/2/2021 12/30/2020 96.08 0156804-000 XS2087482464 DAC CS-AAPL/COST/FB/SQ/MMM 10%CREDIT SUISSE GROUP USD 2/2/2021 12/30/2020 98.1239 0156856-000 XS2087489717 DAC CS-AMZN/BABA/MET/NFLX 10%CREDIT SUISSE GROUP USD 2/2/2021 12/30/2020 98.0975 0156857-000 XS2087495011 DAC CS-BP//ACA/INGA/RDSA/FP 8%CREDIT SUISSE GROUP JPY 2/2/2021 12/30/2020 63.2567 0156896-000 XS2103921065 DAC MS-GLE/INGA/BARC/BNP/ABNMORGAN STANLEY & CO. INTERNATIONALEUR 2/3/2021 12/30/2020 64.43 0156927-000 XS2087481656 DAC CS-XOP/GDX 8% 030221 CREDIT SUISSE GROUP USD 2/3/2021 12/30/2020 81.8149 0156937-000 XS2087475922 DAC CS-BIIB/PFE/GILD/XOP 10% CREDIT SUISSE GROUP JPY 2/3/2021 12/30/2020 91.0126 0156955-000 XS2103931619 DAC MS-HSBC/I&CBOC/C_CON_BK/MORGAN STANLEY & CO. INTERNATIONALUSD 2/4/2021 12/30/2020 73.68 0156958-000 XS2087465618 DAC CS-MET/NFLX/NKE/SQ/TSM 10%CREDIT SUISSE GROUP USD 2/4/2021 12/30/2020 99.0388 0156960-000 XS2087465535 DAC CS-AIR/ASML/CRM/KER/UTX 10%CREDIT SUISSE GROUP USD 2/4/2021 12/30/2020 88.0852 0157055-000 XS2100145197 DAC UBS-XOP/TWTR 9% 040221 UBS AG, London Branch USD 2/4/2021 12/30/2020 82.81 0157119-000 XS2100038194 DAC UBS-MET/BABA/NKE/SBUX/COSTUBS 9% AG, London Branch USD 2/9/2021 12/30/2020 97.64 0157182-000 XS2100043350 DAC UBS-TSLA/COST/C 9% 090221 UBS AG, London Branch USD 2/9/2021 12/30/2020 98.13 0157219-000 XS2088341263 DAC SGIS-GILD/WBA/DD/IVZ/XLNXSG 12% ISSUER USD 2/9/2021 12/30/2020 95.57 0157260-000 XS2102214330 DAC CS-AMZN/BABA/MET/NKE/SBUXCREDIT 9% SUISSE GROUP USD 2/10/2021 12/30/2020 98.2227 0157265-000 XS2102267965 DAC CS-AMS/INCY/SGO 12% 100221CREDIT SUISSE GROUP USD 2/10/2021 12/30/2020 88.6146 0157657-000 XS2065778784 FCN BNPP-C_PET&CHEM/C_MOB/ BNP PARIBAS ISSUANCE B.V. USD 2/19/2021 12/30/2020 73.18349 0157679-000 XS2107423282 FCN MS-C_RAILWAY/I&CBOC/C_LIFEMORGAN 8% STANLEY & CO. INTERNATIONALUSD 2/19/2021 12/30/2020 78.25 0157699-000 XS2108761466 DAC UBS-MET/AMZN/SBUX/NKE/NFLXUBS AG, London Branch USD 2/23/2021 12/30/2020 97.88 0157734-000 XS2108942090 DAC UBS-TSLA/C/COST/NKE 9% 230221UBS AG, London Branch USD 2/23/2021 12/30/2020 98.01

2/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0157765-000 XS2108732798 DAC UBS-MET/C/TSM/BABA/AMZN UBS9% AG, London Branch USD 2/23/2021 12/30/2020 96.22 0157840-000 XS2108656245 DAC UBS-AMZN/CSCO/GOOGL/FB/MSFTUBS AG, London Branch USD 2/24/2021 12/30/2020 97.58 0157851-000 XS2102171001 DAC CS-GLE/ACA/BARC/LLOY/INGACREDIT 8% SUISSE GROUP EUR 2/24/2021 12/30/2020 70.8733 0157862-000 XS2102171340 FCN CS-AMZN/SKX/FB 8% 250221 CREDIT SUISSE GROUP USD 2/25/2021 12/30/2020 97.2717 0157886-000 XS2108385464 DAC SGIS-AMS/INCY/SGO/FRE/WDI SG12% ISSUER EUR 2/24/2021 12/4/2020 1.17 0157917-000 XS2108786026 DAC UBS-BARC/LLOY/TSCO/BP/ 8%UBS AG, London Branch GBP 2/25/2021 12/30/2020 67.5 0157976-000 XS2108768552 DAC UBS-BARC/LLOY/TSCO/BP/ 8%UBS AG, London Branch USD 2/25/2021 12/30/2020 68.12 0157989-000 XS2108369856 SGIS-SGIS X/RDSB/DAI 010321 SG ISSUER USD 3/1/2021 12/30/2020 93.26 0158028-000 XS2102156549 DAC CS-BP/RDS/B/XOM 8% 250221 CREDIT SUISSE GROUP USD 2/25/2021 12/30/2020 68.6756 0158165-000 XS2108749768 DAC UBS-MET/SQ/GOOGL/AMZN/JDUBS 10% AG, London Branch USD 3/2/2021 12/30/2020 97.97 0158171-000 XS2116601472 FCN CS-AMD/FB/MU/XLNX/XOP 13%CREDIT SUISSE GROUP USD 3/2/2021 12/30/2020 97.4648 0158218-000 XS2108881447 FCN UBS-ABN/VOW3/BIIB 8% 030321UBS AG, London Branch CNY 3/3/2021 12/30/2020 74.32 0158248-000 XS2108746079 FCN UBS-BNP/BMW/ABBV 8% 030321UBS AG, London Branch CNY 3/3/2021 12/30/2020 95.42 0158257-000 XS2067746813 DAC BNPP-PANW/ADBE/PBR/MRK/BIIBBNP PARIBAS ISSUANCE B.V. USD 3/3/2021 12/30/2020 91.36839 0158264-000 XS2108658613 FCN UBS-GLE/DAI/GILD 8% 030321 UBS AG, London Branch CNY 3/3/2021 12/30/2020 72 0158273-000 XS2067747464 FCN BNPP-BIIB/MRK/PFE 8% 030321BNP PARIBAS ISSUANCE B.V. USD 3/3/2021 12/30/2020 96.37876 0158275-000 XS2067747035 DAC BNPP-BP//FP/RDSA/XLE/XOP 8%BNP PARIBAS ISSUANCE B.V. EUR 3/3/2021 12/30/2020 68.89947 0158276-000 XS2067747621 DAC BNPP-XOP/XLE/FP/BP//RDSA 8%BNP PARIBAS ISSUANCE B.V. EUR 3/3/2021 12/30/2020 69.07312 0158293-000 XS2118463301 DAC MS-MELCO_INTL/SANDS_C/WYNNMORGAN 12% STANLEY & CO. INTERNATIONALUSD 3/4/2021 12/30/2020 92.35 0158395-000 XS2116581005 DAC CS-GILD/BIIB/WBA/TSM/XOM 10%CREDIT SUISSE GROUP USD 3/4/2021 12/30/2020 90.0844 0158419-000 XS2119148406 DAC UBS-MELCO_INTL/SANDS_C/WYNNUBS AG, London Branch USD 3/5/2021 12/30/2020 91.99 0158430-000 XS2116580536 DAC CS-JD/MET/NFLX/SBUX/SQ 10%CREDIT SUISSE GROUP USD 3/4/2021 12/30/2020 98.6254 0158450-000 XS2112351106 SGIS-SGIS BP//FP/RDSA 040321 SG ISSUER EUR 3/4/2021 12/30/2020 53.96 0158544-000 XS2119416779 DAC UBS-XOM/CVX/COP/OXY 10% 080321UBS AG, London Branch USD 3/8/2021 12/30/2020 61.09 0158585-000 XS2116567517 DAC CS-OXY/TEVA 12% 090321 CREDIT SUISSE GROUP USD 3/9/2021 12/30/2020 68.4492 0158696-000 XS2074208328 FCN BNPP-HSBC/SANDS_C/WYNN 8%BNP PARIBAS ISSUANCE B.V. USD 3/10/2021 12/30/2020 88.47678 0158722-000 XS2116549028 DAC CS-GOOGL/V/AMD/MET/HSBC CREDIT10% SUISSE GROUP USD 3/10/2021 12/30/2020 96.2207 0158736-000 XS2119129018 FCN UBS-XOP/OIH 12.88% 110321 UBS AG, London Branch USD 3/11/2021 12/30/2020 81.47 0158816-000 XS2112431551 DAC SGIS-AMS/INCY/SGO 12% 120321SG ISSUER USD 3/12/2021 12/30/2020 94.95 0158919-000 XS2119431810 DAC UBS-BABA/TSM/C/BAC/AMD 20.15%UBS AG, London Branch USD 3/15/2021 12/30/2020 100.01 0158926-000 XS2119272248 DAC UBS-C/WFC/V 8% 150321 UBS AG, London Branch USD 3/15/2021 12/30/2020 84.27 0158978-000 XS2108292611 DAC SGIS-TEVA/OXY 12% 160321 SG ISSUER EUR 3/16/2021 12/30/2020 80.84 0159154-000 XS2129295064 DAC UBS-BABA/TSM/AMD/C/AMATUBS 28.15% AG, London Branch USD 3/19/2021 12/30/2020 101.13 0159241-000 XS2108233102 DAC SGIS-GLE/ACA/HSBA/LLOY 12%SG ISSUER EUR 3/22/2021 12/30/2020 89.71

3/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0159337-000 XS2129964834 DAC CS-GILD/PFE/GS/C 8% 230321 CREDIT SUISSE GROUP USD 3/23/2021 12/30/2020 97.6573 0159602-000 XS2129039140 UBS-UBS RDSB/BP//XOM 050421 UBS AG, London Branch USD 4/5/2021 12/30/2020 93.03 0159820-000 XS2129038092 UBS-UBS BP//RDSB/XOM 090421 UBS AG, London Branch USD 4/9/2021 12/30/2020 95.52 0159901-000 XS2129293101 UBS-UBS BP//RDSB/XOM 120421 UBS AG, London Branch USD 4/12/2021 12/30/2020 96.27 0160114-000 XS2129892746 CS-CS KO/NKE/JPM/DIS 200421 CREDIT SUISSE GROUP USD 4/20/2021 12/30/2020 95.0813 0160119-000 XS2129892662 CS-CS JNJ/SBUX/AXP/T 200421 CREDIT SUISSE GROUP USD 4/20/2021 12/30/2020 94.531 0160147-000 XS2129896069 CS-CS BAC/KR/PYPL/MRK 200421 CREDIT SUISSE GROUP USD 4/20/2021 12/30/2020 95.0504 0160150-000 XS2129887662 CS-CS BAC/KR/PYPL/MRK 210421 CREDIT SUISSE GROUP USD 4/21/2021 12/30/2020 94.9987 0160178-000 XS2129890880 CS-CS BP//RDSB/XOM 200421 CREDIT SUISSE GROUP USD 4/20/2021 12/30/2020 90.0829 0161512-000 XS2171273514 FCN MS-XOM 10% 010621 23.7702 MORGAN STANLEY & CO. INTERNATIONALUSD 6/1/2021 12/30/2020 99.62 0161514-000 XS2171271492 FCN MS-XOM 10% 010621 23.7702 MORGAN STANLEY & CO. INTERNATIONALCNY 6/1/2021 12/30/2020 98.9 0161591-000 XS2171275998 DAC MS-XOM 10% 010621 25.4742 MORGAN STANLEY & CO. INTERNATIONALUSD 6/1/2021 12/30/2020 98.42 0161901-000 XS2166498340 DAC CS-XOM/OXY 36.58% 070621 CREDIT SUISSE GROUP USD 6/7/2021 12/30/2020 105.4562 0162499-000 XS2164288115 FCN UBS-C/T/TSM 10% 210621 UBS AG, London Branch CNY 6/21/2021 12/30/2020 100.09 0162508-000 XS2179075606 FCN MS-C/T/GILD 10% 210621 MORGAN STANLEY & CO. INTERNATIONALCNY 6/21/2021 12/30/2020 98.63 0162510-000 XS2164319019 FCN UBS-BAC/XOM/PFE 10% 210621UBS AG, London Branch CNY 6/21/2021 12/30/2020 99.46 0162694-000 XS2166425541 DAC CS-C/DIS/MAR/NKE/SBUX 22.76%CREDIT SUISSE AG USD 6/24/2021 12/30/2020 98.5626 0162954-000 XS2164358850 DAC UBS-DIS/INTC/MCD 10% 290621UBS AG, London Branch USD 6/29/2021 12/30/2020 93.17 0163145-000 XS2166395298 FCN CS-BIIB/C/FDX 10% 020721 CREDIT SUISSE AG CNY 7/2/2021 12/30/2020 98.6065 0163147-000 XS2166394994 FCN CS-WBA/C/VOW3 10% 020721 CREDIT SUISSE AG CNY 7/2/2021 12/30/2020 98.3732 0163257-000 XS2188646942 DAC CS-BP/XOM/COP/CVX 15% 010721CREDIT SUISSE AG USD 7/1/2021 12/30/2020 99.4403 0163444-000 XS2174779301 FCN SGIS-XLE 8% 060721 32.13312 SG ISSUER USD 7/6/2021 12/30/2020 97.22 0163639-000 XS2141483318 DAC BNPP-T/MU/COP/C/WMT 15% 290121BNP PARIBAS ISSUANCE B.V. USD 1/29/2021 12/30/2020 101.58143 0163699-000 XS2188615806 DAC CS-C/COP/MU/T/WMT 15% 010421CREDIT SUISSE AG USD 4/1/2021 12/30/2020 99.5837 0164001-000 XS2188587088 FCN CS-BP/COP/CVX/XOM 12% 160721CREDIT SUISSE AG USD 7/16/2021 12/30/2020 97.4059 0164151-000 XS2174714191 DAC SGIS-XOM/BA 12% 210721 SG ISSUER USD 7/21/2021 12/30/2020 99.89 0164220-000 XS2174715248 DAC SGIS-TEVA/PFE/MRK/BIIB 18.56%SG ISSUER USD 7/23/2021 12/30/2020 95.8 0164336-000 XS2174704556 FCN SGIS-PFE/MRK/GILD 8% 260121SG ISSUER USD 1/26/2021 12/30/2020 87.53 0164466-000 XS2174694732 DAC SGIS-PFE/MRK/TEVA 13.23% SG ISSUER USD 7/27/2021 12/30/2020 95.91 0164541-000 XS2174691639 FCN SGIS-PFE/MRK/GILD 8% 280121SG ISSUER USD 1/28/2021 12/30/2020 89.93 0164557-000 XS2174691126 DAC SGIS-ZBH/MDT/TEVA 20.94% SG ISSUER USD 7/28/2021 12/30/2020 97.3 0164647-000 XS2198104742 DAC CS-FDX/MMM/NFLX/NVDA/V 18%CREDIT SUISSE AG USD 7/30/2021 12/30/2020 98.6634 0164760-000 XS2198121597 FCN CS-AMD/NVDA/MU/TSM/INTC 18%CREDIT SUISSE AG USD 8/2/2021 12/30/2020 98.7917 0164955-000 XS2207221552 FCN MS-GILD/BIIB/PFE/MRK 12.2% MORGAN STANLEY & CO. INTERNATIONALCNY 7/29/2021 12/30/2020 87.82

4/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0164958-000 XS2158776984 FCN BNPP-MRK/T/C 10% 050821 BNP PARIBAS ISSUANCE B.V. CNY 8/5/2021 12/30/2020 99.55636 0164961-000 XS2207221040 FCN MS-PFE/T/XOM 10% 050821 MORGAN STANLEY & CO. INTERNATIONALCNY 8/5/2021 12/30/2020 97.09 0165142-000 XS2198090859 FCN CS-PANW/CRM/MSFT/AVGO/INTCCREDIT 8% SUISSE AG GBP 8/10/2021 12/30/2020 96.173 0165211-000 XS2198066719 DAC CS-AMAT/AVGO/INTC/LRCX 15.3%CREDIT SUISSE AG USD 8/11/2021 12/30/2020 97.1102 0165216-000 XS2198086154 FCN CS-AMAT/LRCX/AVGO/INTC 14.13%CREDIT SUISSE AG CNY 8/4/2021 12/30/2020 96.0336 0165247-000 XS2198066479 DAC CS-CRM/GOOGL/INTC/MSFT/PANWCREDIT SUISSE AG USD 8/11/2021 12/30/2020 94.9594 0165273-000 XS2198065315 DAC CS-AMD/ATVI/BA/INTC/NKE 10%CREDIT SUISSE AG USD 8/4/2021 12/30/2020 98.9395 0165341-000 XS2198081437 DAC CS-TEVA/CVS/MRK 15.80% 120821CREDIT SUISSE AG USD 8/12/2021 12/30/2020 95.6022 0165826-000 XS2174519491 FCN SGIS-INTC/XOM/BAC 8% 240521SG ISSUER USD 5/24/2021 12/30/2020 96.94 0165889-000 XS2210309667 FCN CS-ADYEN 8% 180821 1231.473452CREDIT SUISSE AG EUR 8/18/2021 12/30/2020 101.0973 0165900-000 XS2210310087 DAC CS-AMD/CSCO/INTC/MU/XLNXCREDIT 23.2% SUISSE AG USD 2/25/2021 12/30/2020 99.3918 0166108-000 XS2176116874 FCN SGIS-GLEN/XOM 12% 230821 SG ISSUER USD 8/23/2021 12/30/2020 94.63 0166561-000 XS2176080237 FCN SGIS-SUN_ART/C_MOB/HK_EXCHSG ISSUER10% CNY 9/9/2021 12/30/2020 83.46 0166871-000 XS2224536669 DAC MS-TENCENT/MEITUAN_D/NETEASEMORGAN STANLEY & CO. INTERNATIONALUSD 9/9/2021 12/30/2020 96.61 0166910-000 XS2210226960 DAC CS-JD/WMT/BABA/MSFT/AMZNCREDIT SUISSE AG USD 9/15/2021 12/30/2020 95.1105 0166911-000 XS2210226887 DAC CS-BABA/FB/JD/MSFT/WMT 32.29%CREDIT SUISSE AG USD 9/15/2021 12/30/2020 93.2492 0166953-000 XS2224544416 FCN MS-C_TOWER/C_LIFE/CNOOC 10%MORGAN STANLEY & CO. INTERNATIONALCNY 9/10/2021 12/30/2020 91.44 0166971-000 XS2223328852 DAC CS-WMT/JD/BABA/MSFT/FB 33.48%CREDIT SUISSE AG USD 9/16/2021 12/30/2020 93.9274 0167007-000 XS2224544929 FCN MS-C_TOWER/C_PET&CHEM/SUN_ARTMORGAN STANLEY & CO. INTERNATIONALCNY 9/10/2021 12/30/2020 88.49 0167041-000 XS2223323382 DAC CS-PANW/SPG/TSM/INTC/CRM CREDIT20% SUISSE AG USD 9/17/2021 12/30/2020 99.8129 0167106-000 XS2223314399 DAC CS-AMZN/DIS/NKE/SBUX/TSM CREDIT9% SUISSE AG USD 9/20/2021 12/30/2020 97.4174 0167162-000 XS2223314639 DAC CS-BABA/FB/JD/MSFT/WMT 35.42%CREDIT SUISSE AG USD 9/20/2021 12/30/2020 93.4058 0167233-000 XS2223308581 DAC CS-AMZN/BABA/JD/MSFT/WMTCREDIT SUISSE AG USD 9/21/2021 12/30/2020 91.9097 0167234-000 XS2223307427 DAC CS-BABA/FB/JD/MSFT/WMT 38.6%CREDIT SUISSE AG USD 9/21/2021 12/30/2020 91.4986 0167336-000 XS2223301651 FCN CS-AMD/AMZN/FB/TSM 12.45%CREDIT SUISSE AG USD 9/22/2021 12/30/2020 98.5855 0167500-000 XS2174205398 FCN BNPP-C_TOWER/C_LIFE/C_MOBBNP 10% PARIBAS ISSUANCE B.V. CNY 9/28/2021 12/30/2020 90.79647 0167980-000 XS2209474084 ELN UBS-SQ/BYND 061021 UBS AG, London Branch USD 10/6/2021 12/30/2020 100.42 0168061-000 XS2184614688 BNPP-BNP TENCENT/MEITUAN_D 120421BNP PARIBAS ISSUANCE B.V. HKD 4/12/2021 12/30/2020 110.24598 0168357-000 XS2231636700 DAC CS-AAPL/C/CVX/INTC/MU 12%CREDIT SUISSE AG USD 10/13/2021 12/30/2020 99.5986 0168451-000 XS2185588873 BNPP-BNP JD/AAPL 220421 BNP PARIBAS ISSUANCE B.V. USD 4/22/2021 12/30/2020 117.64084 0168460-000 XS2185588956 BNPP-BNP JD/FB 220421 BNP PARIBAS ISSUANCE B.V. USD 4/22/2021 12/30/2020 110.98488 0168464-000 XS2185589095 BNPP-BNP GOOG/JD 220421 BNP PARIBAS ISSUANCE B.V. USD 4/22/2021 12/30/2020 115.26836 0168470-000 XS2231628350 DAC CS-BABA/COST/NKE/TSM/WMTCREDIT 9% SUISSE AG USD 10/22/2021 12/30/2020 93.3739 0168564-000 XS2185592396 BNPP-BNP JD/AAPL/AMZN 220421 BNP PARIBAS ISSUANCE B.V. USD 4/22/2021 12/30/2020 113.14238

5/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0168758-000 XS2239687754 DAC MS-TSM/NVDA/AMD/DIS/UAL MORGAN18.17% STANLEY & CO. INTERNATIONALUSD 10/25/2021 12/30/2020 98.73 0168779-000 XS2242082787 FCN CS-PVH/SPG/INTC/BA 20% 011121CREDIT SUISSE AG USD 11/1/2021 12/30/2020 100.165 0168783-000 XS2231600938 FCN CS-BA 14.25% 290421 142.477 CREDIT SUISSE AG USD 4/29/2021 12/30/2020 100.6163 0168794-000 XS2242082431 FCN CS-BA/AAPL/DIS/SBUX/JD 9.5%CREDIT SUISSE AG USD 11/1/2021 12/30/2020 98.5134 0168795-000 XS2239693562 DAC MS-BABA/CRM/ADBE/PYPL/TSLAMORGAN STANLEY & CO. INTERNATIONALUSD 10/26/2021 12/30/2020 98 0168797-000 XS2239694370 FCN MS-NFLX/ZM 21.24% 300421 MORGAN STANLEY & CO. INTERNATIONALUSD 4/30/2021 12/30/2020 85.7 0168799-000 XS2239693729 FCN MS-TSLA/SBUX/NKE/BABA/JD MORGAN9.37% STANLEY & CO. INTERNATIONALUSD 10/26/2021 12/30/2020 96.9 0168820-000 XS2242139991 DAC CS-AAPLAMZN/BABA/FB/GOOGLCREDIT SUISSE AG USD 11/1/2021 12/30/2020 85.9536 0168880-000 XS2242076623 FCN CS-SBUX/MCD/NFLX 6% 021121CREDIT SUISSE AG USD 11/2/2021 12/30/2020 96.584 0168963-000 XS2242072713 FCN CS-PVH/GE/INTC/TSM/JPM 17%CREDIT SUISSE AG USD 4/27/2021 12/30/2020 99.1596 0168965-000 XS2239705838 DAC MS-NCLH/C/INTC 36.36% 211021MORGAN STANLEY & CO. INTERNATIONALUSD 10/21/2021 12/30/2020 105.38 0169095-000 XS2242059967 DAC CS-AAPL/AMZN/FB/GOOGL/JDCREDIT SUISSE AG USD 11/5/2021 12/29/2020 100.1651 0169183-000 XS2242051121 DAC CS-AAPL/AMZN/BABA/FB/GOOGLCREDIT SUISSE AG USD 11/8/2021 12/30/2020 88.4396 0169232-000 XS2242048846 DAC CS-AAPL/AMZN/FB/GOOGL/BABACREDIT SUISSE AG USD 11/9/2021 12/30/2020 87.2621 0169313-000 XS2249371480 FCN MS-PING_AN_HEALTH/TENCENTMORGAN 9% STANLEY & CO. INTERNATIONALUSD 11/5/2021 12/30/2020 95.39 0169322-000 XS2242030802 DAC CS-MLCO/JD/BABA 11.51% 041121CREDIT SUISSE AG USD 11/4/2021 12/30/2020 94.9742 0169329-000 XS2249373775 MS-MS BABA/AAPL/AMZN 110521 MORGAN STANLEY & CO. INTERNATIONALUSD 5/11/2021 12/28/2020 71.32 0169408-000 XS2249384111 MS-MS-BABA/AAPL/AMZN 130521 MORGAN STANLEY & CO. INTERNATIONALUSD 5/13/2021 12/28/2020 71.26 0169468-000 XS2249385944 DAC MS-AMZN/AAPL/TSLA/TSM/BABAMORGAN STANLEY & CO. INTERNATIONALUSD 11/10/2021 12/30/2020 96.76 0169536-000 XS2249397444 MS-MS-JD/FB 170521 MORGAN STANLEY & CO. INTERNATIONALUSD 5/17/2021 12/30/2020 99.64 0169786-000 XS2250840845 FCN CS-TSLA/AMZN/MSFT/TSM 10.25%CREDIT SUISSE AG USD 2/25/2021 12/29/2020 97.7235 0169787-000 XS2250829871 FCN CS-TSLA/AAPL/FDX/NVDA 21.63%CREDIT SUISSE AG USD 2/25/2021 12/30/2020 97.9036 0169792-000 XS2249423117 FCN MS-TSLA/AAPL/FDX/NVDA 19.3%MORGAN STANLEY & CO. INTERNATIONALUSD 5/25/2021 12/30/2020 97.04 0169799-000 XS2249423208 FCN MS-TSLA/FB/AAPL/GOOGL/MSFTMORGAN STANLEY & CO. INTERNATIONALUSD 5/25/2021 12/30/2020 97.1 0169846-000 XS2250834871 DAC CS-TSLA/AMZN 18.47% 291121 CREDIT SUISSE AG USD 11/29/2021 12/28/2020 97.6533 0169853-000 XS2249429668 DAC MS-TSLA/FB 20.35% 221121 MORGAN STANLEY & CO. INTERNATIONALUSD 11/22/2021 12/30/2020 97.79 0169855-000 XS2249429585 DAC MS-TSLA/MSFT 17.27% 221121 MORGAN STANLEY & CO. INTERNATIONALUSD 11/22/2021 12/28/2020 97.7 0169860-000 XS2249429312 FCN MS-PTON/BYND/NFLX 15.6% 270521MORGAN STANLEY & CO. INTERNATIONALUSD 5/27/2021 12/30/2020 92.25 0169893-000 XS2249418380 MS-MS-BABA/JD/AMZN 210521 MORGAN STANLEY & CO. INTERNATIONALUSD 5/21/2021 12/28/2020 76.65 0169895-000 XS2249431052 MS-MS-BABA/JD/AMZN 270521 MORGAN STANLEY & CO. INTERNATIONALUSD 5/27/2021 12/28/2020 73.2 0169991-000 XS2250821621 DAC CS-TSLA/FB 18% 301121 CREDIT SUISSE AG USD 11/30/2021 12/28/2020 97.5783 0170026-000 XS2250818593 DAC CS-NVDA/AMD/CRM/PLTR 20.49%CREDIT SUISSE AG USD 12/1/2021 12/30/2020 98.4061 0170044-000 XS2250814410 DAC CS-AAPL/TSLA 16.6% 011221 CREDIT SUISSE AG USD 12/1/2021 12/28/2020 98.8826 0170090-000 XS2250816209 DAC CS-AAL/PLTR 43.59% 011221 CREDIT SUISSE AG USD 12/1/2021 12/28/2020 101.1318

6/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0170110-000 XS2250814501 DAC CS-NFLX/NVDA/TSLA 11.32% CREDIT SUISSE AG USD 8/30/2021 12/30/2020 97.6072 0170111-000 XS2250812554 DAC CS-TSLA/AAPL 14.15% 011221 CREDIT SUISSE AG USD 12/1/2021 12/28/2020 98.6785 0170114-000 XS2250817512 FCN CS-AMZN/BABA/NKE/SBUX/TSLACREDIT 9% SUISSE AG USD 12/1/2021 12/30/2020 96.0677 0170117-000 XS2250817272 DAC CS-DIS/LUV/WYNN 12.03% 011221CREDIT SUISSE AG USD 12/1/2021 12/28/2020 98.5018 0170123-000 XS2250814923 DAC CS-TSM 28.01% 280121 83.277 CREDIT SUISSE AG USD 1/28/2021 12/28/2020 99.8335 0170128-000 XS2250814170 DAC CS-AMAT/AMD/ASML/BABA/TSMCREDIT SUISSE AG USD 12/1/2021 12/30/2020 95.1547 0170129-000 XS2257369442 DAC MS-SPG/LVS/AMD 18% 241121 MORGAN STANLEY & CO. INTERNATIONALUSD 11/24/2021 12/28/2020 98.88 0170133-000 XS2250812984 DAC CS-BA/DIS/UAL 20% 011221 CREDIT SUISSE AG USD 12/1/2021 12/28/2020 99.166 0170137-000 XS2250813875 DAC CS-AAPL/AMD/AMZN/BAC/TSMCREDIT 11% SUISSE AG USD 12/1/2021 12/28/2020 98.416 0170140-000 XS2250796922 DAC CS-NCLH 28.16% 021221 CREDIT SUISSE AG USD 12/2/2021 12/28/2020 99.846 0170143-000 XS2250806408 DAC CS-ABN/GLE/ACA 10% 310821 CREDIT SUISSE AG EUR 8/31/2021 12/30/2020 95.664 0170151-000 XS2250801193 FCN CS-TSLA/SBUX/AMZN/NKE/BABACREDIT 9% SUISSE AG USD 12/2/2021 12/30/2020 95.5478 0170156-000 XS2245418210 FCN UBS-BABA 12% 220121 235.1704UBS AG, London Branch USD 1/22/2021 12/30/2020 96.05 0170161-000 XS2250795528 FCN CS-TSLA/DIS/SBUX 10.2% 021221CREDIT SUISSE AG USD 12/2/2021 12/28/2020 98.3493 0170167-000 XS2250798977 FCN CS-BA/DIS/BABA/JNJ/SBUX 9.2%CREDIT SUISSE AG USD 12/2/2021 12/30/2020 94.2528 0170168-000 XS2250801862 FCN CS-MSFT/TSM/AMD 6% 021221CREDIT SUISSE AG USD 12/2/2021 12/28/2020 97.9993 0170169-000 XS2250796849 DAC CS-BA/DIS/AAL 41.86% 021221CREDIT SUISSE AG USD 12/2/2021 12/28/2020 100.9876 0170170-000 XS2250800385 DAC CS-BA/IBM/TSM 12% 010921 CREDIT SUISSE AG USD 9/1/2021 12/28/2020 98.4993 0170172-000 XS2250796252 DAC CS-TSLA/SBUX/AMZN/NKE/BABACREDIT 10% SUISSE AG USD 12/2/2021 12/30/2020 96.2825 0170174-000 XS2250796336 DAC CS-DIS/SBUX/NKE/BA/TSM 10%CREDIT SUISSE AG USD 12/2/2021 12/28/2020 98.3326 0170178-000 XS2250799355 DAC CS-AAL/PLTR 50% 021221 CREDIT SUISSE AG USD 12/2/2021 12/28/2020 101.666 0170181-000 XS2250797573 DAC CS-BA/BABA/TSLA 20% 021221CREDIT SUISSE AG USD 12/2/2021 12/30/2020 97.6696 0170188-000 XS2250803561 DAC CS-ABN/ACA/GLE 12% 010921 CREDIT SUISSE AG USD 9/1/2021 12/30/2020 95.6009 0170193-000 XS2257376066 MS-MS-BABA/AMZN 020621 MORGAN STANLEY & CO. INTERNATIONALUSD 6/2/2021 12/28/2020 81.33 0170200-000 XS2250798118 DAC CS-NVDA/NFLX/SNOW 17.33% CREDIT SUISSE AG USD 12/2/2021 12/30/2020 96.3929 0170210-000 XS2250801433 DAC CS-BA/DIS/AAL 28.11% 021221CREDIT SUISSE AG USD 12/2/2021 12/28/2020 99.8418 0170217-000 XS2250795957 DAC CS-AAPL/AMZN/NKE/SBUX/TSLACREDIT 10% SUISSE AG USD 12/2/2021 12/28/2020 98.3326 0170229-000 XS2121111392 DAC SGIS-ABN/BNP/ACA 12% 010921SG ISSUER USD 9/1/2021 12/30/2020 97.59 0170242-000 XS2250784910 DAC CS-AAL/PLTR 50% 021221 CREDIT SUISSE AG USD 12/2/2021 12/28/2020 101.666 0170243-000 XS2257380845 DAC MS-IVZ/T/WELL 10% 261121 MORGAN STANLEY & CO. INTERNATIONALUSD 11/26/2021 12/28/2020 97.71 0170244-000 XS2121102565 DAC SGIS-WORK/CRM/TDOC 21.09%SG ISSUER USD 12/2/2021 12/30/2020 100.08 0170269-000 XS2121093715 DAC SGIS-C/AAPL/PFE 12% 031221 SG ISSUER USD 12/3/2021 12/29/2020 100.02 0170324-000 XS2250779910 DAC CS-MU/SQ/QCOM/CRM/MRVL 14.54%CREDIT SUISSE AG USD 12/3/2021 12/30/2020 96.7192 0170325-000 XS2245544353 DAC UBS-MRNA/PFE 26.99% 031221UBS AG, London Branch USD 12/3/2021 12/29/2020 100.2

7/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0170356-000 XS2202218652 FCN BNPP-QQQ/TSLA 8% 040621 BNP PARIBAS ISSUANCE B.V. USD 6/4/2021 12/30/2020 100.32671 0170392-000 XS2257395280 DAC MS-LMT/SPCE/BABA 39.53% 301121MORGAN STANLEY & CO. INTERNATIONALUSD 11/30/2021 12/30/2020 98.01 0170393-000 XS2202218496 DAC BNPP-ALIBABA_GRP/TENCENTBNP 8% PARIBAS ISSUANCE B.V. USD 6/4/2021 12/30/2020 97.14412 0170400-000 XS2250772311 DAC CS-AAL/INTC/SQ/TSLA 25.22% USD 12/6/2021 12/30/2020 99.5818 0170401-000 XS2250775413 DAC CS-LVS/MAR/MGM/XOM 15% 061221CREDIT SUISSE AG USD 12/6/2021 12/30/2020 98.0931 0170411-000 XS2250772824 DAC CS-PFE/MRNA/NCLH/UAL 33.64%CREDIT SUISSE AG USD 12/6/2021 12/30/2020 100.0355 0170429-000 XS2121087311 FCN SGIS-WORK/TDOC/SQ 12.36% SG ISSUER USD 6/4/2021 12/30/2020 99.98 0170463-000 XS2245716233 DAC UBS-AAPL/AMD 9% 071221 UBS AG, London Branch USD 12/7/2021 12/30/2020 98.72 0170464-000 XS2186742248 DAC BNPP-ALIBABA_GRP/TENCENTBNP 8% PARIBAS ISSUANCE B.V. USD 3/5/2021 12/30/2020 98.24466 0170467-000 XS2250763591 DAC CS-PFE/MRNA/NCLH/UAL 34.72%CREDIT SUISSE AG USD 12/7/2021 12/30/2020 99.8676 0170469-000 XS2250761975 FCN CS-MU/AMD/PVH/SPG/C 15% 011221CREDIT SUISSE AG USD 12/1/2021 12/28/2020 98.7493 0170471-000 XS2121078088 SGIS-SGIS BABA/AMZN 050321 SG ISSUER USD 3/5/2021 12/30/2020 94.06 0170498-000 XS2257402326 DAC MS-TSLA/AAPL 17.4% 011221 MORGAN STANLEY & CO. INTERNATIONALUSD 12/1/2021 12/30/2020 98.91 0170501-000 XS2121077783 SGIS-SGIS INTC/AMZN 050321 SG ISSUER USD 3/5/2021 12/30/2020 102.13 0170503-000 XS2257402599 DAC MS-TSLA/FB 18.6% 011221 MORGAN STANLEY & CO. INTERNATIONALUSD 12/1/2021 12/30/2020 99.04 0170505-000 XS2250763088 DAC CS-TSLA/BA/SPG/BABA 20% 071221CREDIT SUISSE AG USD 12/7/2021 12/30/2020 97.8085 0170506-000 XS2245729566 DAC UBS-TSLA/AMZN 8% 071221 UBS AG, London Branch USD 12/7/2021 12/30/2020 98.63 0170508-000 XS2250750697 DAC CS-BA/DIS/SBUX/NKE/HLT 12.6%CREDIT SUISSE AG USD 12/8/2021 12/30/2020 98.4875 0170509-000 XS2257402243 DAC MS-TSLA/MSFT 16.68% 011221 MORGAN STANLEY & CO. INTERNATIONALUSD 12/1/2021 12/30/2020 98.84 0170511-000 XS2257402672 FCN MS-AAPL/AAL/BIIB 18% 070621MORGAN STANLEY & CO. INTERNATIONALUSD 6/7/2021 12/30/2020 98.89 0170516-000 XS2186748013 BNPP-BNP XOM/BABA 080321 BNP PARIBAS ISSUANCE B.V. USD 3/8/2021 12/28/2020 88.9025 0170531-000 XS2250752800 DAC CS-AMD/LULU/NKE/TSM 10% 081221CREDIT SUISSE AG USD 12/8/2021 12/30/2020 98.1705 0170535-000 XS2250751661 DAC CS-CNK/OXY 35.95% 081221 CREDIT SUISSE AG USD 12/8/2021 12/30/2020 100.4852 0170537-000 XS2257407390 DAC MS-BA/DIS/LVS 11.8% 021221 MORGAN STANLEY & CO. INTERNATIONALUSD 12/2/2021 12/29/2020 98.14 0170560-000 XS2186747049 DAC BNPP-TENCENT/ALIBABA_GRPBNP 8% PARIBAS ISSUANCE B.V. USD 6/8/2021 12/30/2020 97.72708 0170561-000 XS2250751315 FCN CS-JD 8.83% 080621 72.4285 CREDIT SUISSE AG USD 6/8/2021 12/30/2020 96.9007 0170564-000 XS2257408877 DAC MS-NCLH/AAPL/UAL/TSM 29.01%MORGAN STANLEY & CO. INTERNATIONALUSD 6/8/2021 12/30/2020 99.87 0170565-000 XS2245742403 FCN UBS-ASML/TSM 8% 080621 UBS AG, London Branch USD 6/8/2021 12/30/2020 98.83 0170570-000 XS2257409768 DAC MS-MGM/LVS/MAR 13.2% 021221MORGAN STANLEY & CO. INTERNATIONALUSD 12/2/2021 12/30/2020 98.41 0170577-000 XS2245649962 FCN UBS-GLEN/XOM/COP 12% 021221UBS AG, London Branch USD 12/2/2021 12/30/2020 96.65 0170591-000 XS2250753105 DAC CS-PLTR/SNOW/U 35.45% 081221CREDIT SUISSE AG USD 12/8/2021 12/30/2020 100.4437 0170594-000 XS2250750937 DAC CS-ISRG/TDOC/BNTX 36.34% CREDIT SUISSE AG USD 12/8/2021 12/30/2020 92.5538 0170609-000 XS2250738643 FCN CS-MU/AMD/C/PVH/SPG 15% 021221CREDIT SUISSE AG USD 12/2/2021 12/28/2020 98.7493 0170618-000 XS2257414925 DAC MS-NCLH/AAPL/UAL/TSM 29.46%MORGAN STANLEY & CO. INTERNATIONALUSD 12/3/2021 12/30/2020 99.91

8/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0170619-000 XS2250738569 DAC CS-CNK/OXY 32.98% 091221 CREDIT SUISSE AG USD 12/9/2021 12/30/2020 100.2244 0170622-000 XS2250738999 DAC CS-PLTR/PINS/PYPL 12.72% CREDIT SUISSE AG USD 12/9/2021 12/30/2020 97.5686 0170623-000 XS2250739377 DAC CS-AAPL/AMD/NFLX 12% 091221CREDIT SUISSE AG USD 12/9/2021 12/30/2020 98.435 0170625-000 XS2250739294 FCN CS-BA/DIS/TSM/SBUX/JNJ 9.45%CREDIT SUISSE AG USD 12/9/2021 12/30/2020 98.1663 0170626-000 XS2121063130 SGIS-SGIS BABA/AMZN 040321 SG ISSUER USD 3/4/2021 12/23/2020 97.07 0170627-000 XS2250739021 DAC CS-MU/AMD/TXN/SQ/PYPL 14.16%CREDIT SUISSE AG USD 12/9/2021 12/30/2020 98.506 0170629-000 XS2202226242 DAC BNPP-TSLA/GOOGL 20.4% 091221BNP PARIBAS ISSUANCE B.V. USD 12/9/2021 12/30/2020 102.29992 0170677-000 XS2257424486 DAC MS-TSLA/TSM/DIS 19.36% 061221MORGAN STANLEY & CO. INTERNATIONALUSD 12/6/2021 12/30/2020 99.03 0170678-000 XS2261421429 FCN CS-PLTR 11.37% 101221 11.99568CREDIT SUISSE AG USD 12/10/2021 12/30/2020 98.3139 0170687-000 XS2261419282 DAC CS-AMD/MU/PYPL/SQ/TXN 14.5%CREDIT SUISSE AG USD 12/10/2021 12/30/2020 97.9174 0170690-000 XS2261423128 DAC CS-AMAT/AMD/AMZN/BABA/MUCREDIT 12% SUISSE AG USD 12/10/2021 12/30/2020 93.3832 0170735-000 XS2202200874 FCN BNPP-TSLA/FB/GOOGL/AAPL/AMZNBNP PARIBAS ISSUANCE B.V. AUD 3/11/2021 12/30/2020 100.88205 0170743-000 XS2261412519 FCN CS-BAC/AMD/PVH/SPG/C 14.5%CREDIT SUISSE AG USD 12/6/2021 12/30/2020 95.9912 0170745-000 XS2261416189 DAC CS-BA/AAL/BABA/TSM 21% 130921CREDIT SUISSE AG USD 9/13/2021 12/30/2020 94.2431 0170748-000 XS2257436654 FCN MS-BA/C/XLE/XOP 11.5% 071221MORGAN STANLEY & CO. INTERNATIONALUSD 12/7/2021 12/30/2020 95.55 0170760-000 XS2202200957 FCN BNPP-TSLA/SQ/PYPL/AMD/TSMBNP PARIBAS ISSUANCE B.V. HKD 3/11/2021 12/30/2020 100.42026 0170768-000 XS2236259755 DAC SGIS-AAPL/GS/CRM/GM/FB 15%SG ISSUER USD 12/14/2021 12/30/2020 95.73 0170776-000 XS2261399070 DAC CS-OXY/CNK/TSLA/AAL 45.26%CREDIT SUISSE AG USD 12/7/2021 12/30/2020 99.9486 0170811-000 XS2261399310 DAC CS-BA/C/AMD/C 10% 141221 CREDIT SUISSE AG USD 12/14/2021 12/30/2020 96.0317 0170814-000 XS2261403286 DAC CS-OXY/CNK/AAPL/TSLA 38.84%CREDIT SUISSE AG USD 12/14/2021 12/30/2020 97.2104 0170819-000 XS2257448311 DAC MS-SPG/XOM/TSLA 26.41% 081221MORGAN STANLEY & CO. INTERNATIONALUSD 12/8/2021 12/30/2020 97.71 0170821-000 XS2261398692 DAC CS-CNK/AAL 41.56% 141221 CREDIT SUISSE AG USD 12/14/2021 12/30/2020 97.6825 0170823-000 XS2261398775 FCN CS-AMD/C/PVH/SPG/WFC 13.5%CREDIT SUISSE AG USD 6/14/2021 12/30/2020 96.0272 0170825-000 XS2261398858 DAC CS-AAL/C/BA 23.72% 141221 CREDIT SUISSE AG USD 12/14/2021 12/30/2020 96.815 0170922-000 XS2245442863 UBS-UBS JD/AAPL/AMZN 160621 UBS AG, London Branch USD 6/16/2021 12/30/2020 93.8 0170938-000 XS2261383744 DAC CS-AAPL/FB/GOOGL/NFLX/NVDACREDIT SUISSE AG USD 12/16/2021 12/30/2020 94.6123 0170941-000 XS2261383660 DAC CS-HSBC/ADBE/BABA/FB/NFLXCREDIT SUISSE AG USD 12/16/2021 12/30/2020 90.1021 0170951-000 XS2261383157 DAC CS-OXY/CNK/TSLA/AAL 33.96%CREDIT SUISSE AG USD 12/16/2021 12/30/2020 96.4133 0170954-000 XS2202217092 DAC BNPP-SQ/PYPL/FLT/PINS/V 12%BNP PARIBAS ISSUANCE B.V. USD 12/16/2021 12/30/2020 100.21574 0170955-000 XS2261377779 DAC CS-AAPL/AMZN/KR/WMT 12% CREDIT161221 SUISSE AG USD 12/16/2021 12/30/2020 93.8874 0170959-000 XS2245472852 UBS-UBS JD/AAPL/AMZN 160621 UBS AG, London Branch USD 6/16/2021 12/30/2020 93.8 0170963-000 XS2204165778 FCN BNPP-C_MOB/TENCENT/C_LIFEBNP 10% PARIBAS ISSUANCE B.V. USD 12/17/2021 12/30/2020 98.16771 0170982-000 XS2204165695 FCN BNPP-C_MOB/TENCENT/C_PET&CHEMBNP PARIBAS ISSUANCE B.V. USD 12/17/2021 12/30/2020 98.23308 0170984-000 XS2202217332 DAC BNPP-NFLX/TDOC/FSLY 19.07%BNP PARIBAS ISSUANCE B.V. USD 12/16/2021 12/30/2020 102.53857

9/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0171028-000 XS2236236118 FCN SGIS-AMD/NVDA/GOOGL/TSLASG 20% ISSUER USD 6/17/2021 12/30/2020 100.05 0171041-000 XS2261377266 DAC CS-CNK/OXY 36.14% 171221 CREDIT SUISSE AG USD 12/17/2021 12/30/2020 95.9439 0171049-000 XS2204166073 DAC BNPP-PLTR/FSLY/TDOC 41.75%BNP PARIBAS ISSUANCE B.V. USD 12/17/2021 12/30/2020 102.27677 0171050-000 XS2261376458 FCN CS-AMD/MSFT/NVDA/TSM 10%CREDIT SUISSE AG USD 6/17/2021 12/30/2020 94.9267 0171054-000 XS2261376961 DAC CS-AAL/CSCO/MU/OXY/TSM 24.27%CREDIT SUISSE AG USD 12/10/2021 12/30/2020 98.3299 0171055-000 XS2261376029 DAC CS-AAL/CNK/OXY/TSLA 30.65%CREDIT SUISSE AG USD 12/10/2021 12/30/2020 98.698 0171058-000 XS2261375641 DAC CS-AAPL/AMD/BA/SPG 23.07% CREDIT SUISSE AG USD 12/17/2021 12/30/2020 95.4862 0171060-000 XS2261376292 DAC CS-AMAT/C/INTC/MU/PFE 12%CREDIT SUISSE AG USD 12/10/2021 12/30/2020 94.1629 0171061-000 XS2204166669 DAC BNPP-FSLY/PLTR 28.31% 171221BNP PARIBAS ISSUANCE B.V. USD 12/17/2021 12/30/2020 107.21152 0171069-000 XS2245469551 DAC UBS-SPG/NVDA/TSLA 20.77% UBS AG, London Branch USD 12/17/2021 12/30/2020 96.69 0171070-000 XS2261376888 DAC CS-AZN/JNJ/NVAX 38.18% 171221 USD 12/17/2021 12/30/2020 89.0381 0171071-000 XS2245380816 FCN UBS-AAL/AAPL 8% 170621 UBS AG, London Branch USD 6/17/2021 12/30/2020 96.96 0171073-000 XS2245417246 DAC UBS-WYNN/CRM/TSLA 22.05%UBS AG, London Branch USD 12/17/2021 12/30/2020 97.53 0171089-000 XS2236228446 FCN SGIS-TSLA/AAPL 12% 190221 SG ISSUER USD 2/19/2021 12/30/2020 99.98 0171120-000 XS2265393871 DAC MS-SPG/MLCO/TSLA 24.61% 141221MORGAN STANLEY & CO. INTERNATIONALUSD 12/14/2021 12/30/2020 96.57 0171131-000 XS2261360023 DAC CS-BA/DAL/LVS 14% 201221 CREDIT SUISSE AG USD 12/20/2021 12/30/2020 95.0634 0171132-000 XS2261502939 FCN CS-BA/GE/PVH/SPG/UAL 17.5%CREDIT SUISSE AG USD 12/20/2021 12/30/2020 95.2037 0171145-000 XS2245431585 DAC UBS-WYNN/CRM/TSLA 22.57%UBS AG, London Branch USD 12/20/2021 12/30/2020 97.3 0171151-000 XS2261347277 DAC CS-DIS/EXPE/LVS/MGM/XOM 15.48%CREDIT SUISSE AG USD 12/21/2021 12/30/2020 96.2108 0171152-000 XS2204177518 DAC BNPP-NIO 20% 190321 24.5186 BNP PARIBAS ISSUANCE B.V. USD 3/19/2021 12/30/2020 100.94724 0171170-000 XS2261349992 DAC CS-MET/MMM/AAPL/TSM/MU 9%CREDIT SUISSE AG USD 12/21/2021 12/30/2020 95.2779 0171171-000 XS2261350222 FCN CS-COP/CVX/XOM 12% 141221 CREDIT SUISSE AG USD 12/14/2021 12/30/2020 92.5225 0171174-000 XS2265398599 DAC MS-MAC 40.17% 210621 7.9920 MORGAN STANLEY & CO. INTERNATIONALUSD 6/21/2021 12/2/2020 98.27 0171177-000 XS2261346972 FCN CS-AMD/MRNA/TSM 21.6% 210621CREDIT SUISSE AG USD 6/21/2021 12/30/2020 91.6613 0171189-000 XS2236224700 FCN SGIS-PFE 9.27% 190221 37.411616SG ISSUER USD 2/19/2021 12/30/2020 95.34 0171190-000 XS2261346386 DAC CS-AAPL/ADBE/AMD/SQ/TSM 16.2%CREDIT SUISSE AG USD 12/21/2021 12/30/2020 96.1426 0171191-000 XS2261347863 DAC CS-NCLH/UAL/PFE/GDX 31.49%CREDIT SUISSE AG USD 3/19/2021 12/30/2020 95.5404 0171192-000 XS2261347608 FCN CS-MRNA 15.82% 190221 93.50952CREDIT SUISSE AG USD 2/19/2021 12/30/2020 93.9372 0171196-000 XS2204177195 DAC BNPP-PFE/JNJ/NVAX 32.58% BNP PARIBAS ISSUANCE B.V. USD 12/21/2021 12/30/2020 96.00174 0171206-000 XS2265401484 FCN MS-MAC 21.3% 220621 8.528 MORGAN STANLEY & CO. INTERNATIONALUSD 6/22/2021 12/30/2020 90.29 0171211-000 XS2261350578 DAC CS-AMD/TSM/MRNA 22.2% 211221CREDIT SUISSE AG USD 12/21/2021 12/30/2020 90.5113 0171232-000 XS2261334291 DAC CS-T/COP/BA 10% 221221 CREDIT SUISSE AG USD 12/22/2021 12/30/2020 91.0423 0171249-000 XS2261334457 DAC CS-AIG/GILD/SPG 12% 221221 CREDIT SUISSE AG USD 12/22/2021 12/30/2020 90.9422 0171251-000 XS2261337559 DAC CS-AMD/SHOP/SQ/TSM 18.64%CREDIT SUISSE AG USD 12/22/2021 12/30/2020 95.0788

10/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0171277-000 XS2261334705 DAC CS-AAPL/BA/CSCO/IBM/INTC 10%CREDIT SUISSE AG USD 9/22/2021 12/30/2020 93.0986 0171312-000 XS2270261386 FCN CS-BA/PFE/TSM 6% 231221 CREDIT SUISSE AG USD 12/23/2021 12/30/2020 93.3396 0171321-000 XS2236179482 FCN SGIS-GM/NFLX 6% 231221 SG ISSUER USD 12/23/2021 12/30/2020 97.85 0171333-000 XS2261361690 FCN CS-WFC/INTC/PVH/SPG/GE 12.6%CREDIT SUISSE AG USD 12/20/2021 12/30/2020 95.0255 0171335-000 XS2204169846 DAC BNPP-AAC_TECH/GEELY/C_TOWERBNP PARIBAS ISSUANCE B.V. USD 12/20/2021 12/30/2020 98.56186 0171340-000 XS2236177510 FCN SGIS-TSLA/CRM/AAPL 10% 231221SG ISSUER USD 12/23/2021 12/30/2020 100.37 0171343-000 XS2236175498 DAC SGIS-BNP/DBK/STAN 8% 230621SG ISSUER USD 6/23/2021 12/30/2020 95.65 0171347-000 XS2261324060 DAC CS-AAL/BA/TSM 14.05% 230621CREDIT SUISSE AG USD 6/23/2021 12/30/2020 93.948 0171350-000 XS2270260909 DAC CS-BA/DIS/HLT/SBUX/SHAK 16.8%CREDIT SUISSE AG USD 12/23/2021 12/30/2020 93.3188 0171355-000 XS2261323922 DAC CS-AMD/MRNA/TSM 26.13% 230621CREDIT SUISSE AG USD 6/23/2021 12/30/2020 86.6575 0171359-000 XS2270260735 FCN CS-TSM/PFE/BA 4% 231221 CREDIT SUISSE AG USD 12/23/2021 12/30/2020 93.399 0171361-000 XS2270262517 DAC CS-MGM/LVS/DIS/EXPE/XOM 12.6%CREDIT SUISSE AG USD 12/23/2021 12/30/2020 94.1144 0171386-000 XS2221248169 FCN BNPP-TDOC/FSLY/NFLX 12.81%BNP PARIBAS ISSUANCE B.V. CNY 6/24/2021 12/30/2020 99.96166 0171397-000 XS2270255909 DAC CS-MRNA/AAPL/NVDA 10% 240621CREDIT SUISSE AG USD 6/24/2021 12/30/2020 86.6853 0171422-000 XS2265407507 FCN MS-MAC 24.88% 240621 9.544 MORGAN STANLEY & CO. INTERNATIONALUSD 6/24/2021 12/30/2020 89.21 0171424-000 XS2270249928 FCN CS-MU/SPG/PVH/BAC/AMD 16.5%CREDIT SUISSE AG USD 12/24/2021 12/30/2020 93.4164 0171430-000 XS2236167636 DAC SGIS-NFLX/AAPL/BA 10.88% SG ISSUER USD 12/27/2021 12/30/2020 96.24 0171442-000 XS2263208816 FCN UBS-NCLH/AMZN 15% 271221 UBS AG, London Branch USD 12/27/2021 12/30/2020 92.52 0171443-000 XS2270251155 DAC CS-DIS/EXPE/LVS/MGM/XOM 12.3%CREDIT SUISSE AG USD 12/24/2021 12/30/2020 93.4929 0171445-000 XS2263372968 DAC UBS-SPG/CRM/GILD 12% 271221UBS AG, London Branch USD 12/27/2021 12/30/2020 90.28 0171448-000 XS2270257350 DAC CS-BA/DIS/HLT/SBUX/SHAK 16.3%CREDIT SUISSE AG USD 12/24/2021 12/30/2020 92.4991 0171452-000 XS2221228997 DAC BNPP-C/BYND/BA/WMT/DIS 10%BNP PARIBAS ISSUANCE B.V. USD 12/27/2021 12/30/2020 97.24516 0171458-000 XS2236167396 DAC SGIS-CRM/BA/NFLX 10% 240621SG ISSUER USD 6/24/2021 12/30/2020 95.37 0171459-000 XS2236167040 FCN SGIS-TSLA/JPM/ZM 12% 240621SG ISSUER USD 6/24/2021 12/30/2020 96.65 0171460-000 XS2270249845 DAC CS-CNK/CRM 32.61% 241221 CREDIT SUISSE AG USD 12/24/2021 12/30/2020 99.8374 0171463-000 XS2236170937 DAC SGIS-TSM/AMZN/AMD 10% 240621SG ISSUER USD 6/24/2021 12/30/2020 97.4 0171464-000 XS2236170697 DAC SGIS-TSM/BABA/TEVA 10% 240621SG ISSUER USD 6/24/2021 12/30/2020 93.99 0171487-000 XS2270251825 DAC CS-CNK/AAL 50% 271221 CREDIT SUISSE AG USD 12/27/2021 12/30/2020 96.7231 0171488-000 XS2270244374 DAC CS-PANW/CRM/NFLX/ADBE 12%CREDIT SUISSE AG USD 6/25/2021 12/30/2020 94.0469 0171529-000 XS2236153685 DAC SGIS-ABN/GLE/ACA/ATO/VOW3SG 10% ISSUER EUR 9/28/2021 12/30/2020 95.83 0171595-000 XS2221235349 BNPP-BNP SUMITOMO/NINTENDO/MITSU_BNP PARIBAS ISSUANCE B.V. JPY 12/28/2021 12/30/2020 96.30847 0171599-000 XS2270233765 FCN CS-MRNA/NCLH 35.55% 280621CREDIT SUISSE AG JPY 6/28/2021 12/30/2020 86.123 0171600-000 XS2270233682 FCN CS-AMD/MRNA/TSM 28.2% 280621CREDIT SUISSE AG JPY 6/28/2021 12/30/2020 85.4734 0171603-000 XS2263390358 FCN UBS-NCLH/GOOGL/SQ 17.59% UBS AG, London Branch USD 6/28/2021 12/30/2020 92.74

11/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0171606-000 XS2270238210 FCN CS-AMD/TSM/MRNA 15.9% 260321CREDIT SUISSE AG USD 3/26/2021 12/30/2020 86.815 0171607-000 XS2270238483 DAC CS-BA/MRNA 22.2% 281221 CREDIT SUISSE AG USD 12/28/2021 12/30/2020 82.225 0171608-000 XS2270233419 FCN CS-NCLH/MRNA 31.3% 260321 CREDIT SUISSE AG USD 3/26/2021 12/30/2020 85.7242 0171610-000 XS2270233849 DAC CS-AMD/MRNA/TSM 21.6% 281221CREDIT SUISSE AG USD 12/28/2021 12/30/2020 82.2748 0171611-000 XS2270230233 FCN CS-AMD/PVH/SPG/WFC/MU 16.5%CREDIT SUISSE AG USD 12/30/2021 12/30/2020 92.9571 0171613-000 XS2221235182 DAC BNPP-TSLA/BA/C/COST/NKE 15.42%BNP PARIBAS ISSUANCE B.V. USD 12/28/2021 12/30/2020 100.77582 0171615-000 XS2270226470 DAC CS-AAL/NCLH/CNK 42.5% 221221CREDIT SUISSE AG USD 12/22/2021 12/30/2020 92.6545 0171616-000 XS2236151390 FCN SGIS-GLEN/BA 12% 211221 SG ISSUER USD 12/21/2021 12/30/2020 96.27 0171618-000 XS2270233922 DAC CS-C/BA/MAR/COST/NKE 10% CREDIT SUISSE AG USD 12/28/2021 12/30/2020 91.786 0171619-000 XS2270226553 DAC CS-WFC/OXY/CNK/AAL 40.06%CREDIT SUISSE AG USD 12/22/2021 12/30/2020 90.0251 0171622-000 XS2221234961 FCN BNPP-C/BYND/BA/DIS/AMZN 10.53%BNP PARIBAS ISSUANCE B.V. JPY 6/28/2021 12/30/2020 96.38765 0171624-000 XS2265417050 FCN MS-BA/MRNA 12% 221221 MORGAN STANLEY & CO. INTERNATIONALUSD 12/22/2021 12/30/2020 85.83 0171642-000 XS2265416912 DAC MS-BA/MRNA 11.58% 301221 MORGAN STANLEY & CO. INTERNATIONALUSD 12/30/2021 12/30/2020 88.01 0171643-000 XS2265416672 DAC MS-NCLH/AAL/PFE/MRNA 44.23%MORGAN STANLEY & CO. INTERNATIONALUSD 12/22/2021 12/30/2020 85.25 0171656-000 XS2270230662 DAC CS-TSM/NFLX/AMD 9% 301221CREDIT SUISSE AG USD 12/30/2021 12/30/2020 94.7121 0171672-000 XS2236135781 FCN SGIS-CRM/FB/XOM 6% 311221 SG ISSUER USD 12/31/2021 12/30/2020 97.55 0171674-000 XS2221245819 FCN BNPP-TENCENT/JD_COM/MEITUANBNP PARIBAS6% ISSUANCE B.V. USD 12/31/2021 12/30/2020 97.40674 0171680-000 XS2263422730 FCN UBS-CSCO/INTC/AAPL 6% 311221UBS AG, London Branch USD 12/31/2021 12/30/2020 94.84 0171684-000 XS2263190774 FCN UBS-UAL/AMD/SPG 13.68% 311221UBS AG, London Branch USD 12/31/2021 12/30/2020 91.93 0171689-000 XS2265422720 DAC MS-PFE/NCLH/AAL 44.08% 040122MORGAN STANLEY & CO. INTERNATIONALUSD 1/4/2022 12/30/2020 98.36 0171690-000 XS2236134032 DAC SGIS-VOW3/TSM/ASML/MU/AMDSG ISSUER USD 12/31/2021 12/30/2020 99.51 0171707-000 XS2265420948 DAC MS-PFE/NCLH/AAL 64.79% 010421MORGAN STANLEY & CO. INTERNATIONALUSD 4/1/2021 12/30/2020 96.75 0171711-000 XS2270212769 DAC CS-NFLX/UAL/SQ/AMZN/NVDACREDIT 18.74% SUISSE AG USD 12/31/2021 12/30/2020 91.0668 0171730-000 XS2265423454 DAC MS-NCLH/AAL 43.2% 040122 MORGAN STANLEY & CO. INTERNATIONALUSD 1/4/2022 12/30/2020 98.11 0171746-000 XS2270222305 DAC CS-SPG/BA/XOM/NKE/MAR 15%CREDIT SUISSE AG USD 12/31/2021 12/30/2020 91.1895 0171750-000 XS2270212843 DAC CS-MGM/LVS/BA/EXPE/XOM 18%CREDIT SUISSE AG USD 12/31/2021 12/30/2020 92.4443 0171789-000 XS2270207843 DAC CS-AAL/DAL/UAL 22.47% 030122CREDIT SUISSE AG USD 1/3/2022 12/30/2020 89.7882 0171821-000 XS2236114356 DAC SGIS-AALP/TSM 20.57% 040321SG ISSUER USD 3/4/2021 12/30/2020 99.74 0171834-000 XS2204205400 BNPP-BNP AMD/ADM/FSLR/BA/TSMBNP PARIBAS ISSUANCE B.V. USD 4/1/2021 12/30/2020 95.97094 0171835-000 XS2265425749 DAC MS-NCLH/PFE/SPG/MRNA 32.16%MORGAN STANLEY & CO. INTERNATIONALUSD 1/4/2022 12/16/2020 97.8 0171867-000 XS2270214468 FCN CS-AMD/MU/PVH/SPG/T 15% 040122CREDIT SUISSE AG USD 1/4/2022 12/30/2020 91.1674 0171868-000 XS2204214659 DAC BNPP-TSLA/AAPL/TSM 12% 060721BNP PARIBAS ISSUANCE B.V. USD 7/6/2021 12/30/2020 100.34729 0171869-000 XS2263385275 DAC UBS-NCLH/OXY 27.82% 040122UBS AG, London Branch USD 1/4/2022 12/16/2020 97.5 0171870-000 XS2263275252 DAC UBS-AAPL/AMD 9% 040122 UBS AG, London Branch USD 1/4/2022 12/30/2020 93.72

12/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0171894-000 XS2236103318 DAC SIGS-ABN/ACA/GLE/ATO 9% 051021SG ISSUER EUR 10/5/2021 12/17/2020 97.9 0171907-000 XS2270199131 DAC CS-AAL/DAL/UAL 31.23% 050122CREDIT SUISSE AG USD 1/5/2022 12/30/2020 91.1515 0171908-000 XS2236100645 DAC SGIS-VOW3/DAI/BMW/RDSA 9%SG ISSUER EUR 10/5/2021 12/21/2020 97.9 0171920-000 XS2236102260 FCN SGIS-AMZN/GS/MS 6% 050122 SG ISSUER USD 1/5/2022 12/30/2020 99.11 0171921-000 XS2236104126 FCN SGIS-C/HSBC/WFC 6% 050122 SG ISSUER USD 1/5/2022 12/30/2020 98.24 0171922-000 XS2221778124 FCN BNPP-SPY/QQQ 5% 050122 BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/17/2020 99 0171923-000 XS2270198083 DAC CS-BA/BABA/COST/DIS/XOM 10%CREDIT SUISSE AG USD 1/5/2022 12/30/2020 89.0939 0171925-000 XS2270263911 DAC CS-BA/BABA/COST/MAR/XOM CREDIT10% SUISSE AG USD 1/5/2022 12/30/2020 89.563 0171926-000 XS2236103821 FCN SGIS-FXI/GLD/BA 6% 050122 SG ISSUER USD 1/5/2022 12/18/2020 99 0171927-000 XS2265435037 DAC MS-PFE/UAL/NCLH/AAL 53.44%MORGAN STANLEY & CO. INTERNATIONALUSD 4/6/2021 12/17/2020 98 0171935-000 XS2221778397 BNPP-BNP AMZN/MSFT/GOOG/AAPLBNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/22/2020 98 0171939-000 XS2221778470 BNPP-BNP TSM/AMD/NVDA 050122BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/22/2020 98 0171941-000 XS2221778637 BNPP-BNP NFLX/DIS/AAPL/GOOG/AMZNBNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/21/2020 98 0171942-000 XS2270191740 FCN CS-CNK/PFE/TSLA/UAL 21% 070122CREDIT SUISSE AG USD 1/7/2022 12/30/2020 94.1343 0171943-000 XS2221778710 DAC BNPP-TSLA/AAPL/TSM 11.03% BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/17/2020 98.5 0171947-000 XS2221778801 DAC BNPP-TSLA/AMD 13.52% 050122BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/17/2020 98.5 0171949-000 XS2221778553 BNPP-BNP V/SQ/PYPL/FB/GOOG 050122BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/18/2020 98 0171954-000 XS2221779015 DAC BNPP-TSLA/PYPL 11.85% 050122BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/18/2020 98.5 0171957-000 XS2236098484 DAC SGIS-VOW3/DAI/AAPL/AMD/NVDASG ISSUER USD 1/6/2022 12/30/2020 97.05 0171960-000 XS2221779106 DAC BNPP-TSLA/TDOC 14.02% 050122BNP PARIBAS ISSUANCE B.V. USD 1/5/2022 12/18/2020 98.5 0171961-000 XS2263239456 DAC UBS-LUV/AMD/PFE 15.59% 050122UBS AG, London Branch USD 1/5/2022 12/18/2020 98 0171966-000 XS2221784015 DAC BNPP-PLTR/U/SNOW 50% 070122BNP PARIBAS ISSUANCE B.V. USD 1/7/2022 12/18/2020 97 0171980-000 XS2270195576 DAC CS-AAL/NCLH/CNK/UAL 49.11%CREDIT SUISSE AG USD 1/7/2022 12/30/2020 92.2451 0171984-000 XS2270173094 DAC CS-AMD/AAPL/TSM/CRM/BA 12%CREDIT SUISSE AG USD 1/7/2022 12/30/2020 91.6915 0171986-000 XS2270192045 DAC CS-AAL/NCLH/TSM/UAL 32.17%CREDIT SUISSE AG USD 1/7/2022 12/30/2020 91.5675 0171993-000 XS2270193795 FCN CS-TSLA/AMD/NVDA/PYPL/SQ CREDIT12.52% SUISSE AG USD 1/7/2022 12/30/2020 91.1283 0171999-000 XS2263318086 DAC UBS-UAL/BUD/AAPL 10% 090721UBS AG, London Branch USD 7/9/2021 12/21/2020 97.5 0172001-000 XS2265440110 FCN MS-MAC 24.73% 090721 8.84 MORGAN STANLEY & CO. INTERNATIONALUSD 7/9/2021 12/21/2020 98 0172019-000 XS2236090150 DAC SGIS-GE/SHARP 10% 071021 SG ISSUER JPY 10/7/2021 12/21/2020 97.9 0172022-000 XS2236090408 DAC SGIS-GE/SHARP 10% 071021 SG ISSUER USD 10/7/2021 12/21/2020 97.9 0172023-000 XS2263502846 DAC UBS-NCLH 24.7% 070122 16.8256UBS AG, London Branch USD 1/7/2022 12/21/2020 97 0172044-000 XS2265444708 DAC MS-TSLA/CRM/AMD 12% 100122MORGAN STANLEY & CO. INTERNATIONALCNY 1/10/2022 12/22/2020 98 0172056-000 XS2263441870 FCN UBS-AAPL/AMZN 8% 090721 UBS AG, London Branch USD 7/9/2021 12/22/2020 98.5 0172064-000 XS2221793784 FCN BNPP-BMW 6% 090421 BNP PARIBAS ISSUANCE B.V. EUR 4/9/2021 12/22/2020 98.5

13/14 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0172071-000 XS2121051630 DAC SGIS-NFLX/NVDA/AAPL 12% 100122SG ISSUER CNY 1/10/2022 12/22/2020 98 0172075-000 XS2263352770 DAC UBS-MSFT/GOOG/NVDA/AAPLUBS 12% AG, London Branch CNY 1/10/2022 12/22/2020 98

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