Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0110277-000 XS0813926846 PPN100 SGIS-SGIS SPX/USDJPY 5.2% SG ISSUER USD 1/2/2023 8/27/2020 95.38 0110349-000 XS0813931929 PPN100 SGIS-SGIS SPX/USDJPY 070228SG ISSUER USD 2/7/2028 8/27/2020 88.72 0110353-000 XS0836269174 PPN100 SGIS-SGIS SPX/USDJPY 100428SG ISSUER USD 4/10/2028 8/27/2020 88.4 0110346-000 XS0836274844 PPN100 SGIS-SGIS SPX/EURUSD 5.6% SG ISSUER USD 3/28/2023 8/27/2020 95.17 0110347-000 XS0836291186 PPN100 SGIS-SGIS SPX/EURUSD 5.9% SG ISSUER USD 5/22/2023 8/27/2020 94.9 0110246-000 XS0836291699 PPN100 SGIS-SGIS SPX/EURUSD 5.5% SG ISSUER USD 5/28/2023 8/27/2020 94.97 0110134-000 XS0883120825 PPN100 CA-CA USDJPY/SPX 5% 050223CREDIT AGRICOLE CIB FINANCE (GUERNSUSD 2/5/2023 8/28/2020 96.09 0110136-000 XS0897026232 PPN100 CA-CA USDJPY/SPX 5.1%080323CREDIT AGRICOLE CIB FINANCE (GUERNSUSD 3/8/2023 8/28/2020 96.48 0117848-000 XS0962000724 CLN BNPP-BNP PEOPLE REP OF CHINABNP PARIBAS ISSUANCE B.V. USD 12/23/2021 8/28/2020 103.127 0110270-000 XS1152094857 PPN100 CA-CA USDJPY/AUDUSD 7% CREDIT AGRICOLE CIB FINANCE (GUERNSUSD 12/18/2024 8/28/2020 96.87 0110245-000 XS1186422363 PPN100 CA-CA USDJPY/AUDUSD 6.25%CREDIT AGRICOLE CIB FINANCIALUSD SOLUT 2/17/2025 8/28/2020 97.91 0110354-000 XS1236037450 PPN100 SGIS-SGIS 10-2YR CMS 310725SG ISSUER USD 7/31/2025 8/28/2020 97.04 0110358-000 XS1236479470 PPN100 SGIS-SGIS 10-2YR CMS 260825SG ISSUER USD 8/26/2025 8/28/2020 97.09 0110370-000 XS1257731684 PPN100 CA-CA 10-2YR CMS 140725 CREDIT AGRICOLE CIB FINANCIALUSD SOLUT 7/14/2025 8/28/2020 96.44 0166194-000 XS1338494161 FCN BNPP-GOOGL/SPG/MSFT 14.5% BNP PARIBAS ISSUANCE B.V. USD 8/31/2021 8/28/2020 100.22912 0166319-000 XS1385763617 DAC BNPP-AAC_TECH/SUNNY_OPTBNP 10% PARIBAS ISSUANCE B.V. USD 12/3/2020 8/17/2020 99.2 0166300-000 XS1385766982 FCN BNPP-BAC/AMD/MSFT 8% 040321BNP PARIBAS ISSUANCE B.V. USD 3/4/2021 8/17/2020 99 0113186-000 XS1385813065 BNPP-BNP CHINA DEV BANK/BNPI50EUBNP PARIBAS ISSUANCE B.V. USD 12/6/2021 8/28/2020 97.67661 0112800-000 XS1415184024 CLN BNPP-BNP PEOPLE REP OF CHINABNP PARIBAS ISSUANCE B.V. USD 6/23/2021 8/28/2020 101.908 0113019-000 XS1420453620 CLN BNPP-BNP PEOPLE REP OF CHINABNP PARIBAS ISSUANCE B.V. USD 6/23/2021 8/28/2020 102.01 0166320-000 XS1422316205 FCN BNPP-MS/XOM/JNJ 8% 040321 BNP PARIBAS ISSUANCE B.V. USD 3/4/2021 8/18/2020 99 0166416-000 XS1530362760 FCN BNPP-TSM/MSFT 4% 070921 BNP PARIBAS ISSUANCE B.V. USD 9/7/2021 8/18/2020 99.26 0166415-000 XS1530363222 FCN BNPP-TSM/MSFT 6% 070921 BNP PARIBAS ISSUANCE B.V. USD 9/7/2021 8/18/2020 99.28 0166466-000 XS1549055611 DAC BNPP-TSLA/AMD/NVDA/GOOGLBNP 12% PARIBAS ISSUANCE B.V. USD 11/5/2020 8/20/2020 99 0166208-000 XS1720422952 FCN BNPP-MSFT/SPG/GOOGL 12% 310821BNP PARIBAS ISSUANCE B.V. USD 8/31/2021 8/28/2020 99.69021 0166578-000 XS1741922600 FCN BNPP-SPG/PVH 13.52% 020921 BNP PARIBAS ISSUANCE B.V. CNY 9/2/2021 8/21/2020 99 0155576-000 XS1787682985 FCN BNPP-BMW/DAI 8% 221220 BNP PARIBAS ISSUANCE B.V. EUR 12/22/2020 8/28/2020 87.20194 0147888-000 XS1935900719 PPN100 BNPP-BNP PINEEHA 230421 BNP PARIBAS ISSUANCE B.V. USD 4/23/2021 8/28/2020 103.70602 0148411-000 XS1942300523 PPN100 BNPP-BNP ABAA2EH 030521 BNP PARIBAS ISSUANCE B.V. USD 5/3/2021 8/28/2020 104.31386 0148097-000 XS1942343176 BNPP-BNP MGOIEAA 290421 BNP PARIBAS ISSUANCE B.V. USD 4/29/2021 8/28/2020 102.63928 0152549-000 XS1971641318 PPN100 UBS-UBS SPX 160920 UBS AG, London Branch USD 9/16/2020 8/28/2020 97 0152190-000 XS1971789737 PPN100 UBS-UBS SPX 020920 UBS AG, London Branch USD 9/2/2020 8/27/2020 97.99 0152279-000 XS2010291123 DAC UBS-TSLA/SBUX/MMM 14.27% UBS AG, London Branch USD 9/3/2020 8/28/2020 98.19 0153191-000 XS2013010173 DAC BNPP-HSBC/I&CBOC/ANZ 8% 091020BNP PARIBAS ISSUANCE B.V. AUD 10/9/2020 8/28/2020 67.05191
1/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0155060-000 XS2017567079 DAC UBS-BAC/GS/PRU/WFC/IBB 8% UBS AG, London Branch AUD 12/7/2020 8/28/2020 60.49 0153390-000 XS2027816599 DAC SGIS-DAI/ABN/INGA/GLE/C_LIFESG ISSUER USD 10/13/2020 8/28/2020 57.28 0153348-000 XS2027827950 DAC SGIS-GLE/ACA/ABN 12% 081020SG ISSUER USD 10/8/2020 8/28/2020 60.62 0153269-000 XS2027849251 DAC SGIS-GLE/ACA/ABN 12% 081020SG ISSUER USD 10/8/2020 8/28/2020 61.38 0153166-000 XS2027874101 DAC SGIS-C_LIFE/TENCENT/XOP/MSFT/SG ISSUER HKD 10/8/2020 8/28/2020 69.46 0153120-000 XS2027882542 DAC SGIS-ABN/GLE/ACA/INGA 8% SG ISSUER EUR 10/5/2020 8/28/2020 66.23 0152277-000 XS2027985949 DAC CS-BABA/FDX/MET/NKE/SBUXCREDIT 9% SUISSE GROUP USD 9/3/2020 8/31/2020 96.75 0154411-000 XS2030702927 FCN BNPP-C_LIFE/C_MOB/BJ_ENT_WATBNP PARIBAS ISSUANCE B.V. USD 11/19/2020 8/28/2020 93.63819 0157871-000 XS2034017447 DAC BNPP-FP/COP/XLE/XOP 10% 241120BNP PARIBAS ISSUANCE B.V. USD 11/24/2020 8/28/2020 80.33987 0156001-000 XS2042848577 DAC SGIS-PANW/CSCO/DD/IBM/IVZSG 9% ISSUER USD 1/7/2021 8/28/2020 83.53 0153167-000 XS2043712459 DAC CS-XOP 6.6% 061020 20.224 CREDIT SUISSE GROUP EUR 10/6/2020 8/31/2020 61.41 0155937-000 XS2049233534 FCN BNPP-XOP/INGA/GLE/BAC/ACA BNP PARIBAS ISSUANCE B.V. USD 1/5/2021 8/28/2020 64.44962 0156004-000 XS2052353617 DAC BNPP-PANW/XLNX/DD/WBA/IVZBNP 10% PARIBAS ISSUANCE B.V. USD 1/7/2021 8/28/2020 80.64347 0156058-000 XS2052359903 DAC BNPP-GEELY/PING_AN/HS_CEI/HSBCBNP PARIBAS ISSUANCE B.V. JPY 1/12/2021 8/28/2020 70.5895 0156399-000 XS2052377558 PPN100 BNPP-BNP SPX 260121 BNP PARIBAS ISSUANCE B.V. USD 1/26/2021 8/28/2020 98.78872 0156439-000 XS2052382475 DAC BNPP-C_PET&CHEM/ENI/ENGI/OIHBNP PARIBAS ISSUANCE B.V. USD 1/26/2021 8/28/2020 55.3614 0155263-000 XS2058763249 DAC SGIS-BOSS/LHA/IAG 12% 031220SG ISSUER USD 12/3/2020 8/28/2020 50.5 0155833-000 XS2058844320 DAC SGIS-LHA/VOD/SEV/RDSA 12% SG ISSUER USD 1/4/2021 8/28/2020 58.44 0155736-000 XS2059558879 DAC SGIS-XOP/OIH 12% 291220 SG ISSUER EUR 12/29/2020 8/28/2020 64.07 0155743-000 XS2059561311 DAC SGIS-XOP/OIH 12% 291220 SG ISSUER USD 12/29/2020 8/28/2020 66.84 0155070-000 XS2065368966 DAC SGIS-BT/A/TEF/EDF 12% 071220 SG ISSUER USD 12/7/2020 8/28/2020 62.25 0157657-000 XS2065778784 FCN BNPP-C_PET&CHEM/C_MOB/ BNP PARIBAS ISSUANCE B.V. USD 2/19/2021 8/28/2020 93.18506 0165423-000 XS2065831260 BNPP-BNP ADM/CTVA/DD/BA/AMD BNP081020 PARIBAS ISSUANCE B.V. USD 10/8/2020 8/28/2020 99.13789 0158257-000 XS2067746813 DAC BNPP-PANW/ADBE/PBR/MRK/BIIBBNP PARIBAS ISSUANCE B.V. USD 3/3/2021 8/28/2020 74.52264 0158275-000 XS2067747035 DAC BNPP-BP//FP/RDSA/XLE/XOP 8%BNP PARIBAS ISSUANCE B.V. EUR 3/3/2021 8/28/2020 61.75175 0158273-000 XS2067747464 FCN BNPP-BIIB/MRK/PFE 8% 030321 BNP PARIBAS ISSUANCE B.V. USD 3/3/2021 8/28/2020 96.71049 0158276-000 XS2067747621 DAC BNPP-XOP/XLE/FP/BP//RDSA 8%BNP PARIBAS ISSUANCE B.V. EUR 3/3/2021 8/28/2020 61.84017 0154838-000 XS2068038947 DAC MS-ANZ/CBA/WBC 8% 301120 MORGAN STANLEY & CO. INTERNATIONALAUD 11/30/2020 8/28/2020 68.03 0158640-000 XS2074201315 FCN BNPP-FP/COP/XOP/OXY/XLE 8% BNP PARIBAS ISSUANCE B.V. USD 12/9/2020 8/28/2020 45.83141 0158674-000 XS2074208245 DAC BNPP-FP/COP/XOP/OXY/XLE 8%BNP PARIBAS ISSUANCE B.V. USD 12/10/2020 8/28/2020 41.6576 0158696-000 XS2074208328 FCN BNPP-HSBC/SANDS_C/WYNN 8%BNP PARIBAS ISSUANCE B.V. USD 3/10/2021 8/28/2020 77.52693 0158739-000 XS2074208591 BNPP-BNP XOM/COP/OXY 110920 BNP PARIBAS ISSUANCE B.V. USD 9/11/2020 8/28/2020 35.54008 0158801-000 XS2074215372 DAC BNPP-DBK/REP 8% 031220 BNP PARIBAS ISSUANCE B.V. EUR 12/3/2020 8/28/2020 68.11757 0159231-000 XS2077097199 BNPP-BNP XOP/XOM 220920 BNP PARIBAS ISSUANCE B.V. USD 9/22/2020 8/28/2020 75.56707
2/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0155570-000 XS2080254571 DAC MS-WFC/SBUX/XLNX/GDX 8.5%MORGAN STANLEY & CO. INTERNATIONALUSD 12/22/2020 8/28/2020 65.62 0155336-000 XS2085554991 DAC UBS-GDX/WFC/XLNX/SBUX 8.54%UBS AG, London Branch USD 12/14/2020 8/28/2020 63.08 0155396-000 XS2085589195 DAC UBS-SBUX/WBA/MET/MMM/AMATUBS AG,9% London Branch USD 12/16/2020 8/28/2020 91.57 0155555-000 XS2085633605 DAC UBS-WMT/MSFT/DIS 8% 221220 UBS AG, London Branch USD 12/22/2020 8/28/2020 95.93 0155741-000 XS2086694788 DAC CS-AMAT/IBM/MET/MMM/WBACREDIT 9% SUISSE GROUP USD 12/29/2020 8/31/2020 91.3 0155540-000 XS2086724528 DAC CS-XOP/ABBV/WBA/GILD 12% CREDIT SUISSE GROUP USD 12/21/2020 8/31/2020 80.52 0156960-000 XS2087465535 DAC CS-AIR/ASML/CRM/KER/UTX 10%CREDIT SUISSE GROUP USD 2/4/2021 8/31/2020 67.47 0156958-000 XS2087465618 DAC CS-MET/NFLX/NKE/SQ/TSM 10%CREDIT SUISSE GROUP USD 2/4/2021 8/31/2020 95.3 0156937-000 XS2087475922 DAC CS-BIIB/PFE/GILD/XOP 10% CREDIT SUISSE GROUP JPY 2/3/2021 8/31/2020 79.53 0156927-000 XS2087481656 DAC CS-XOP/GDX 8% 030221 CREDIT SUISSE GROUP USD 2/3/2021 8/31/2020 69.5 0156804-000 XS2087482464 DAC CS-AAPL/COST/FB/SQ/MMM 10%CREDIT SUISSE GROUP USD 2/2/2021 8/31/2020 96.98 0156855-000 XS2087483355 FCN CS-AGN/ACA/DBK/WDI/XOP 12%CREDIT SUISSE GROUP USD 11/2/2020 8/31/2020 2 0156856-000 XS2087489717 DAC CS-AMZN/BABA/MET/NFLX 10%CREDIT SUISSE GROUP USD 2/2/2021 8/31/2020 93.73 0156857-000 XS2087495011 DAC CS-BP//ACA/INGA/RDSA/FP 8% CREDIT SUISSE GROUP JPY 2/2/2021 8/31/2020 55.04 0156656-000 XS2087496845 DAC CS-MET/TSM/NFLX/SBUX/NKECREDIT 8% SUISSE GROUP USD 9/29/2020 8/31/2020 95.71 0156671-000 XS2087505348 DAC CS-BRK/B/CRM/TGT 8% 291020 CREDIT SUISSE GROUP USD 10/29/2020 8/31/2020 96.54 0156668-000 XS2087508870 DAC CS-GILD/BMY/BIIB/XOP 12% CREDIT SUISSE GROUP EUR 1/28/2021 8/31/2020 75.14 0156670-000 XS2087509092 DAC CS-C/TSM/AMZN/SBUX/NKE 8% CREDIT SUISSE GROUP USD 9/29/2020 8/31/2020 85.1 0156690-000 XS2087510348 DAC CS-FB/GLW/JPM/NVDA/TSM 10%CREDIT SUISSE GROUP USD 1/28/2021 8/31/2020 93.68 0156465-000 XS2087527409 DAC CS-EA/UPS/GILD/UTS/XOP 11% CREDIT SUISSE GROUP USD 10/26/2020 8/31/2020 70.45 0156298-000 XS2087541061 DAC CS-GLW/NVDA/V/MMM/FB 10% CREDIT SUISSE GROUP USD 1/22/2021 8/31/2020 96.4 0156066-000 XS2087587569 DAC CS-GLE/ACA/INGA/ABN/CS 8% CREDIT SUISSE GROUP JPY 1/12/2021 8/31/2020 54.8 0156455-000 XS2087980491 DAC SGIS-DTE/CTL/BT/A/TEF 12% SG ISSUER USD 1/26/2021 8/28/2020 66.97 0156462-000 XS2087982869 DAC SGIS-XLNX/CSCO/DD/WBA/IVZSG 10% ISSUER USD 10/26/2020 8/28/2020 81.83 0156390-000 XS2088004853 DAC SGIS-TSLA/JD/COST/NKE/MMMSG 10% ISSUER USD 1/26/2021 8/28/2020 99.77 0156851-000 XS2088041202 DAC SGIS-ABN/DAI/GILD/XLNX/IBMSG 9% ISSUER USD 11/2/2020 8/28/2020 69.2 0156768-000 XS2088041624 DAC SGIS-XLNX/CSCO/DD/WBA/IVZ SG ISSUER USD 2/2/2021 8/28/2020 76.44 0157219-000 XS2088341263 DAC SGIS-GILD/WBA/DD/IVZ/XLNXSG 12% ISSUER USD 2/9/2021 8/28/2020 73.79 0156260-000 XS2091020722 DAC UBS-GILD/CSCO/DD/IBM/IVZ 9%UBS AG, London Branch USD 10/21/2020 8/28/2020 81.54 0156280-000 XS2091034277 DAC UBS-XLNX/CSCO/DD/WBA/IVZUBS 10% AG, London Branch USD 1/22/2021 8/28/2020 75.52 0156394-000 XS2091035167 DAC UBS-TSLA/BABA/TSM/SBUX/COSTUBS AG, London Branch USD 1/26/2021 8/28/2020 97.04 0156164-000 XS2091041991 DAC UBS-IVZ/GILD/DD/CSCO/IBM 9%UBS AG, London Branch USD 1/14/2021 8/28/2020 83.75 0156245-000 XS2091063375 DAC UBS-XOP/GDX 8% 220121 UBS AG, London Branch USD 1/22/2021 8/28/2020 68.1 0156221-000 XS2091100326 DAC UBS-DIS/WFC/TSM 8% 190121 UBS AG, London Branch USD 1/19/2021 8/28/2020 58.15
3/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0155835-000 XS2092058317 DAC UBS-IVZ/MMM/DD 8% 311220 UBS AG, London Branch USD 12/31/2020 8/28/2020 84.57 0155882-000 XS2092073035 DAC UBS-XOP/GDX 8% 301020 UBS AG, London Branch USD 10/30/2020 8/28/2020 75.27 0155915-000 XS2092077291 DAC UBS-IVZ/MMM/DD 8% 301020 UBS AG, London Branch USD 10/30/2020 8/28/2020 80.71 0155604-000 XS2092077457 DAC UBS-BAC/F/WFC 8% 231220 UBS AG, London Branch USD 12/23/2020 8/28/2020 64.81 0155826-000 XS2092094627 DAC UBS-XOP/GDX 8% 311220 UBS AG, London Branch USD 12/31/2020 8/28/2020 75.97 0155598-000 XS2092097729 DAC UBS-WMT/MSFT/DIS 8% 231220 UBS AG, London Branch USD 12/23/2020 8/28/2020 96.11 0155770-000 XS2092124713 DAC UBS-IVZ/MMM/DD 12% 301220 UBS AG, London Branch USD 12/30/2020 8/28/2020 83.21 0156060-000 XS2092268049 DAC UBS-GILD/CSCO/DD/IBM/IVZ 9%UBS AG, London Branch USD 1/7/2021 8/28/2020 83.41 0156135-000 XS2092276737 DAC UBS-MET/SBUX/LLY/MMM/AMATUBS 9%AG, London Branch USD 1/14/2021 8/28/2020 94.69 0155974-000 XS2092280762 DAC UBS-BAC/MET/WBA/AMAT/MMMUBS 9% AG, London Branch USD 1/6/2021 8/28/2020 90.41 0156109-000 XS2092281570 DAC UBS-AMAT/MMM/MET/BAC/LLYUBS 9% AG, London Branch USD 1/12/2021 8/28/2020 92.63 0156138-000 XS2092299432 DAC UBS-SBUX/MMM/GILD/GDX 8% UBS AG, London Branch USD 10/15/2020 8/28/2020 97.5 0155975-000 XS2092307987 FCN UBS-BOC_LTD/I&CBOC/C_CON_BK/UBS AG, London Branch HKD 1/7/2021 8/28/2020 84.14 0155996-000 XS2092310262 DAC UBS-XOP/OIH/IVZ 12% 070121 UBS AG, London Branch USD 1/7/2021 8/28/2020 61.39 0156142-000 XS2092321624 DAC UBS-TSM/MMM/GDX/IVZ 8% 151020UBS AG, London Branch USD 10/15/2020 8/28/2020 82.16 0156053-000 XS2092337547 DAC UBS-XOP/BIDU 9% 070121 UBS AG, London Branch USD 1/7/2021 8/28/2020 69.13 0155939-000 XS2092340095 DAC UBS-GS/WFC/BAC 8% 050121 UBS AG, London Branch USD 1/5/2021 8/28/2020 55.63 0156099-000 XS2092344758 DAC UBS-TSLA/MMM/BABA/NKE 10.12%UBS AG, London Branch USD 1/11/2021 8/28/2020 98.33 0156119-000 XS2092354633 DAC UBS-MET/MMM/NFLX/NKE/SBUXUBS 10% AG, London Branch USD 1/12/2021 8/28/2020 95.17 0156089-000 XS2092358204 FCN UBS-MU/TSM/AMD/XOP/NFLX UBS12.86% AG, London Branch USD 1/11/2021 8/28/2020 82.43 0156002-000 XS2092360010 DAC UBS-HSBC/C_CON_BK/I&CBOC/UBS AG, London Branch EUR 1/7/2021 8/28/2020 59.34 0156115-000 XS2092376289 DAC UBS-MET/NFLX/NKE/SBUX 9% UBS AG, London Branch USD 1/12/2021 8/28/2020 95.34 0156396-000 XS2096703488 DAC MS-JPM/JD/SQ/NFLX/NVDA 10%MORGAN STANLEY & CO. INTERNATIONALUSD 1/26/2021 8/28/2020 98.02 0156567-000 XS2096730374 DAC MS-XOP/ACA/GLE/INGA/BAC 10.42%MORGAN STANLEY & CO. INTERNATIONALUSD 1/28/2021 8/28/2020 55.79 0157119-000 XS2100038194 DAC UBS-MET/BABA/NKE/SBUX/COSTUBS 9% AG, London Branch USD 2/9/2021 8/28/2020 89.96 0157182-000 XS2100043350 DAC UBS-TSLA/COST/C 9% 090221 UBS AG, London Branch USD 2/9/2021 8/28/2020 94.14 0156970-000 XS2100049639 DAC UBS-TSLA/SBUX/AMZN/NKE/BABAUBS AG, 9% London Branch USD 2/4/2021 8/28/2020 97.45 0156912-000 XS2100121503 DAC UBS-IVZ/MMM/DD 8% 031120 UBS AG, London Branch USD 11/3/2020 8/28/2020 75.11 0157055-000 XS2100145197 DAC UBS-XOP/TWTR 9% 040221 UBS AG, London Branch USD 2/4/2021 8/28/2020 71.39 0156616-000 XS2100159578 DAC UBS-PG/MSFT/TSM/NKE/SBUX UBS AG, London Branch USD 1/28/2021 8/28/2020 95.73 0156706-000 XS2100167167 DAC UBS-PFE/XLNX/TME/WBA/XOPUBS 9.38% AG, London Branch USD 2/1/2021 8/28/2020 78.73 0157231-000 XS2100187942 FCN UBS-TEVA/EXPE/ALB 21.74% UBS AG, London Branch USD 11/9/2020 8/28/2020 92.14 0156702-000 XS2100203657 DAC UBS-XLNX/CSCO/DD/WBA/IVZ UBS AG, London Branch USD 2/1/2021 8/28/2020 74.24 0156692-000 XS2100238877 DAC UBS-TSLA/TSM/NVDA/JPM/AAPLUBS 10% AG, London Branch USD 1/28/2021 8/28/2020 97.48
4/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0156529-000 XS2100330252 FCN UBS-AMD/TSM/MU 21.39% 270121UBS AG, London Branch USD 1/27/2021 8/28/2020 94.96 0156530-000 XS2100346258 DAC UBS-BKNG/FB/MSFT/NFLX/COSTUBS 10% AG, London Branch USD 1/27/2021 8/28/2020 96.37 0156939-000 XS2100367254 DAC UBS-TSLA/SBUX/AMZN/NKE/AAPLUBS AG, London Branch USD 2/4/2021 8/28/2020 97.46 0158028-000 XS2102156549 DAC CS-BP/RDS/B/XOM 8% 250221 CREDIT SUISSE GROUP USD 2/25/2021 8/31/2020 61.15 0157851-000 XS2102171001 DAC CS-GLE/ACA/BARC/LLOY/INGACREDIT 8% SUISSE GROUP EUR 2/24/2021 8/31/2020 55.05 0157862-000 XS2102171340 FCN CS-AMZN/SKX/FB 8% 250221 CREDIT SUISSE GROUP USD 2/25/2021 8/31/2020 89.75 0157260-000 XS2102214330 DAC CS-AMZN/BABA/MET/NKE/SBUXCREDIT 9% SUISSE GROUP USD 2/10/2021 8/31/2020 89.3 0157056-000 XS2102239592 DAC CS-GILD/WBA/DD/IBM/XLNX 9%CREDIT SUISSE GROUP USD 11/5/2020 8/31/2020 90.69 0157265-000 XS2102267965 DAC CS-AMS/INCY/SGO 12% 100221 CREDIT SUISSE GROUP USD 2/10/2021 8/31/2020 72.82 0156896-000 XS2103921065 DAC MS-GLE/INGA/BARC/BNP/ABN MORGAN STANLEY & CO. INTERNATIONALEUR 2/3/2021 8/28/2020 56.15 0156955-000 XS2103931619 DAC MS-HSBC/I&CBOC/C_CON_BK/MORGAN STANLEY & CO. INTERNATIONALUSD 2/4/2021 8/28/2020 61.2 0157679-000 XS2107423282 FCN MS-C_RAILWAY/I&CBOC/C_LIFEMORGAN 8% STANLEY & CO. INTERNATIONALUSD 2/19/2021 8/28/2020 93.48 0157693-000 XS2107428919 DAC MS-SQ/BABA/COST/NKE/SBUXMORGAN 12% STANLEY & CO. INTERNATIONALUSD 2/23/2021 8/28/2020 97.72 0159474-000 XS2108206041 SGIS-SGIS INGA/ABN/CSGN/VOW3 SG ISSUER EUR 9/24/2020 8/27/2020 86.09 0159241-000 XS2108233102 DAC SGIS-GLE/ACA/HSBA/LLOY 12%SG ISSUER EUR 3/22/2021 8/28/2020 71.28 0158978-000 XS2108292611 DAC SGIS-TEVA/OXY 12% 160321 SG ISSUER EUR 3/16/2021 8/28/2020 59.78 0158312-000 XS2108316220 DAC SGIS-TSLA/JPM/AMZN/JD/BABASG ISSUER USD 3/3/2021 8/28/2020 96.95 0158147-000 XS2108344867 DAC SGIS-PFE/MRK/GILD 8% 020321 SG ISSUER USD 3/2/2021 8/28/2020 98.41 0157989-000 XS2108369856 SGIS-SGIS X/RDSB/DAI 010321 SG ISSUER USD 3/1/2021 8/28/2020 74.38 0157921-000 XS2108375580 DAC SGIS-AMS/INCY/SGO/FRE/WDISG 9% ISSUER EUR 11/25/2020 8/25/2020 0.01 0157886-000 XS2108385464 DAC SGIS-AMS/INCY/SGO/FRE/WDISG 12% ISSUER EUR 2/24/2021 8/26/2020 2.79 0157882-000 XS2108386439 DAC SGIS-AMS/INCY/SGO/FRE/WDISG 9% ISSUER EUR 11/24/2020 8/26/2020 0.34 0157564-000 XS2108642021 DAC UBS-SQ/BABA/COST/NKE/SBUXUBS 10% AG, London Branch USD 2/19/2021 8/28/2020 96.96 0157840-000 XS2108656245 DAC UBS-AMZN/CSCO/GOOGL/FB/MSFTUBS AG, London Branch USD 2/24/2021 8/28/2020 94.45 0158264-000 XS2108658613 FCN UBS-GLE/DAI/GILD 8% 030321 UBS AG, London Branch CNY 3/3/2021 8/28/2020 61.76 0157765-000 XS2108732798 DAC UBS-MET/C/TSM/BABA/AMZN UBS9% AG, London Branch USD 2/23/2021 8/28/2020 85.38 0158248-000 XS2108746079 FCN UBS-BNP/BMW/ABBV 8% 030321UBS AG, London Branch CNY 3/3/2021 8/28/2020 87.53 0158165-000 XS2108749768 DAC UBS-MET/SQ/GOOGL/AMZN/JDUBS 10% AG, London Branch USD 3/2/2021 8/28/2020 94.16 0158197-000 XS2108754768 DAC UBS-ABT/CSCO/AMZN/NVDA/IBMUBS AG, London Branch EUR 11/30/2020 8/28/2020 93.56 0157699-000 XS2108761466 DAC UBS-MET/AMZN/SBUX/NKE/NFLXUBS AG, London Branch USD 2/23/2021 8/28/2020 93.12 0157976-000 XS2108768552 DAC UBS-BARC/LLOY/TSCO/BP/ 8% UBS AG, London Branch USD 2/25/2021 8/28/2020 58.61 0157917-000 XS2108786026 DAC UBS-BARC/LLOY/TSCO/BP/ 8% UBS AG, London Branch GBP 2/25/2021 8/28/2020 57.61 0157997-000 XS2108797650 DAC UBS-PFE/MRK/CVS 8% 250221 UBS AG, London Branch USD 2/25/2021 8/28/2020 93.77 0158218-000 XS2108881447 FCN UBS-ABN/VOW3/BIIB 8% 030321UBS AG, London Branch CNY 3/3/2021 8/28/2020 76.65
5/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0158175-000 XS2108883732 DAC UBS-MMM/GLW/WFC/XLNX/MSFTUBS 8.8%AG, London Branch USD 12/1/2020 8/28/2020 66.44 0157927-000 XS2108894697 DAC UBS-EA/PFE/TSM/MU 11% 250221UBS AG, London Branch USD 2/25/2021 8/28/2020 91.51 0158172-000 XS2108901575 DAC UBS-FISV/CRM/ADBE/INTU/ADSKUBS AG, London Branch USD 12/1/2020 8/28/2020 93.82 0157734-000 XS2108942090 DAC UBS-TSLA/C/COST/NKE 9% 230221UBS AG, London Branch USD 2/23/2021 8/28/2020 94.48 0158450-000 XS2112351106 SGIS-SGIS BP//FP/RDSA 040321 SG ISSUER EUR 3/4/2021 8/28/2020 49.21 0158414-000 XS2112352922 SGIS-SGIS XOP/SLV 020920 SG ISSUER USD 9/2/2020 8/27/2020 67.43 0158518-000 XS2112368928 DAC SGIS-AGILE_GRP/TSM 13.67% SG ISSUER USD 9/9/2020 8/28/2020 100.15 0158633-000 XS2112388017 SGIS-SGIS STAN/VOD 090920 SG ISSUER GBP 9/9/2020 8/28/2020 60.5 0158816-000 XS2112431551 DAC SGIS-AMS/INCY/SGO 12% 120321SG ISSUER USD 3/12/2021 8/28/2020 79.75 0158434-000 XS2112578062 DAC SGIS-ABN/AMS/XOP/PFE/INCYSG 9% ISSUER CNY 12/3/2020 8/28/2020 75.02 0158427-000 XS2112578575 DAC SGIS-ABN/AMS/FRE/URW/INCYSG 9% ISSUER EUR 12/3/2020 8/28/2020 45.81 0158949-000 XS2116529699 DAC CS-BP/RDS/B 6% 151220 CREDIT SUISSE GROUP USD 12/15/2020 8/31/2020 69.09 0158722-000 XS2116549028 DAC CS-GOOGL/V/AMD/MET/HSBC CREDIT10% SUISSE GROUP USD 3/10/2021 8/31/2020 86.98 0158730-000 XS2116553210 DAC CS-AMD/AMZN/FB/JD/MU 10% CREDIT SUISSE GROUP USD 3/10/2021 8/31/2020 96.07 0158648-000 XS2116558524 DAC CS-COST/NFLX/NKE/NVDA/SBUXCREDIT 10% SUISSE GROUP USD 3/9/2021 8/31/2020 95.88 0158685-000 XS2116558797 DAC CS-AMAT/AMZN/BABA/AMD/MUCREDIT 10% SUISSE GROUP USD 3/10/2021 8/31/2020 95.63 0158656-000 XS2116559092 DAC CS-NFLX/NKE/NVDA/SQ/V 10% CREDIT SUISSE GROUP USD 3/10/2021 8/31/2020 96.62 0158639-000 XS2116559415 DAC CS-AMAT/AMD/AMZN/MU/NVDACREDIT 10% SUISSE GROUP USD 3/9/2021 8/31/2020 96.12 0158604-000 XS2116559761 FCN CS-ALXN/BIIB/GILD/INCY/WBACREDIT 8% SUISSE GROUP USD 12/9/2020 8/31/2020 91.85 0158585-000 XS2116567517 DAC CS-OXY/TEVA 12% 090321 CREDIT SUISSE GROUP USD 3/9/2021 8/31/2020 48.33 0158509-000 XS2116567947 DAC CS-AAPL/GOOGL/MSFT/NKE/SBUXCREDIT SUISSE GROUP USD 3/8/2021 8/31/2020 94.73 0158451-000 XS2116578803 DAC CS-AMS/BYND/CSCO/INCY/URWCREDIT 12% SUISSE GROUP AUD 12/3/2020 8/31/2020 45.38 0158430-000 XS2116580536 DAC CS-JD/MET/NFLX/SBUX/SQ 10% CREDIT SUISSE GROUP USD 3/4/2021 8/31/2020 95.08 0158395-000 XS2116581005 DAC CS-GILD/BIIB/WBA/TSM/XOM CREDIT10% SUISSE GROUP USD 3/4/2021 8/31/2020 83.85 0158440-000 XS2116581260 DAC CS-BYND/CSCO/URW/AMS/INCYCREDIT 12% SUISSE GROUP USD 12/3/2020 8/31/2020 46.01 0158282-000 XS2116589834 DAC CS-GILD/ALXN/WBA/XBI 8% 021220CREDIT SUISSE GROUP USD 12/2/2020 8/31/2020 86.07 0158436-000 XS2116597266 DAC CS-AMAT/AMZN/BABA/AMD/MUCREDIT 12% SUISSE GROUP USD 9/2/2020 8/31/2020 97 0158171-000 XS2116601472 FCN CS-AMD/FB/MU/XLNX/XOP 13% CREDIT SUISSE GROUP USD 3/2/2021 8/31/2020 88.79 0158293-000 XS2118463301 DAC MS-MELCO_INTL/SANDS_C/WYNNMORGAN 12% STANLEY & CO. INTERNATIONALUSD 3/4/2021 8/28/2020 91.91 0158313-000 XS2118463640 DAC MS-GLE/ACA/BNP/PFE 8% 021220MORGAN STANLEY & CO. INTERNATIONALEUR 12/2/2020 8/28/2020 51.87 0158736-000 XS2119129018 FCN UBS-XOP/OIH 12.88% 110321 UBS AG, London Branch USD 3/11/2021 8/28/2020 70.59 0158522-000 XS2119138357 DAC UBS-XOM/CVX/COP/OXY 8% 090920UBS AG, London Branch USD 9/9/2020 8/28/2020 39.62 0158419-000 XS2119148406 DAC UBS-MELCO_INTL/SANDS_C/WYNNUBS AG, London Branch USD 3/5/2021 8/28/2020 92.11 0158298-000 XS2119206535 DAC UBS-TSLA/SBUX/NKE/BABA/JDUBS 9% AG, London Branch USD 3/4/2021 8/28/2020 96.42
6/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0158926-000 XS2119272248 DAC UBS-C/WFC/V 8% 150321 UBS AG, London Branch USD 3/15/2021 8/28/2020 68.55 0158941-000 XS2119324221 DAC UBS-NVDA/AMD/MU/AMZN/AMATUBS AG,10% London Branch USD 9/15/2020 8/28/2020 97.82 0158998-000 XS2119336233 DAC UBS-TEVA/CVS/BMY 9% 160920UBS AG, London Branch USD 9/16/2020 8/28/2020 96.51 0158793-000 XS2119355373 DAC UBS-FB/CRM/MSFT/TSM/SBUX UBS AG, London Branch USD 3/11/2021 8/28/2020 96.91 0158432-000 XS2119371578 DAC UBS-CSCO/AMAT/MU 14.07% 040321UBS AG, London Branch USD 3/4/2021 8/28/2020 88.05 0158416-000 XS2119377187 DAC UBS-GOOGL/FB/MU 11.42% 040321UBS AG, London Branch USD 3/4/2021 8/28/2020 88.36 0158747-000 XS2119388622 DAC UBS-VOW/BMW/DAI/MC 10% 100920UBS AG, London Branch USD 9/10/2020 8/28/2020 97.55 0158544-000 XS2119416779 DAC UBS-XOM/CVX/COP/OXY 10% UBS080321 AG, London Branch USD 3/8/2021 8/28/2020 43.92 0158919-000 XS2119431810 DAC UBS-BABA/TSM/C/BAC/AMD 20.15%UBS AG, London Branch USD 3/15/2021 8/28/2020 96.61 0163426-000 XS2120773218 DAC SGIS-BA/TSLA 38.34% 060721 SG ISSUER USD 7/6/2021 8/28/2020 104.54 0163332-000 XS2120777045 FCN SGIS-TSLA/C/BA 15.52% 020721 SG ISSUER USD 7/2/2021 8/28/2020 100.76 0162956-000 XS2120800714 DAC SGIS-JPM/BAC/C 10% 290621 SG ISSUER USD 6/29/2021 8/28/2020 93.94 0162955-000 XS2120801019 FCN SGIS-BA/DIS 22% 290920 SG ISSUER USD 9/29/2020 8/28/2020 96.97 0162408-000 XS2120839506 SGIS-SGIS JD/SBUX 201020 SG ISSUER USD 10/20/2020 8/28/2020 121.5 0161903-000 XS2121693662 BNPP-BNP GLE/ABN 071220 BNP PARIBAS ISSUANCE B.V. EUR 12/7/2020 8/28/2020 116.43962 0162203-000 XS2121715499 BNPP-BNP SBUX/JD 170920 BNP PARIBAS ISSUANCE B.V. USD 9/17/2020 8/28/2020 123.28077 0162651-000 XS2127717911 FCN BNPP-MAR/EXPE 15.37% 170621 BNP PARIBAS ISSUANCE B.V. CNY 6/17/2021 8/28/2020 101.12218 0159418-000 XS2129021015 DAC UBS-JD 9.83% 250321 34.4 UBS AG, London Branch USD 3/25/2021 8/28/2020 98.8 0159820-000 XS2129038092 UBS-UBS BP//RDSB/XOM 090421 UBS AG, London Branch USD 4/9/2021 8/28/2020 91.12 0159602-000 XS2129039140 UBS-UBS RDSB/BP//XOM 050421 UBS AG, London Branch USD 4/5/2021 8/28/2020 86.92 0159719-000 XS2129082231 DAC UBS-RDSB/IBM/PFE/TSM/C_CON_BKUBS AG, London Branch USD 10/1/2020 8/28/2020 99.12 0159244-000 XS2129220484 DAC UBS-LVS/XOM/MSFT/SBUX/NKEUBS 20% AG, London Branch USD 9/22/2020 8/28/2020 98.05 0159901-000 XS2129293101 UBS-UBS BP//RDSB/XOM 120421 UBS AG, London Branch USD 4/12/2021 8/28/2020 92.49 0159154-000 XS2129295064 DAC UBS-BABA/TSM/AMD/C/AMATUBS 28.15% AG, London Branch USD 3/19/2021 8/28/2020 101.85 0160150-000 XS2129887662 CS-CS BAC/KR/PYPL/MRK 210421 CREDIT SUISSE GROUP USD 4/21/2021 8/31/2020 91.96 0160178-000 XS2129890880 CS-CS BP//RDSB/XOM 200421 CREDIT SUISSE GROUP USD 4/20/2021 8/31/2020 85.08 0160119-000 XS2129892662 CS-CS JNJ/SBUX/AXP/T 200421 CREDIT SUISSE GROUP USD 4/20/2021 8/31/2020 92.19 0160114-000 XS2129892746 CS-CS KO/NKE/JPM/DIS 200421 CREDIT SUISSE GROUP USD 4/20/2021 8/31/2020 92.75 0160147-000 XS2129896069 CS-CS BAC/KR/PYPL/MRK 200421 CREDIT SUISSE GROUP USD 4/20/2021 8/31/2020 92.17 0159337-000 XS2129964834 DAC CS-GILD/PFE/GS/C 8% 230321 CREDIT SUISSE GROUP USD 3/23/2021 8/31/2020 93.99 0163014-000 XS2141454210 BNPP-BNP GLE/ABN/STAN 290920 BNP PARIBAS ISSUANCE B.V. EUR 9/29/2020 8/28/2020 80.81071 0165493-000 XS2141454566 BNPP-BNP SAN/ACA/NWG 290920 BNP PARIBAS ISSUANCE B.V. USD 9/29/2020 8/28/2020 74.78279 0163012-000 XS2141454640 BNPP-BNP WFC/SBUX/DIS 290920 BNP PARIBAS ISSUANCE B.V. USD 9/29/2020 8/28/2020 77.62603 0163148-000 XS2141461850 BNPP-BNP FB/DD/ATVI/CTVA/ADM BNP PARIBAS ISSUANCE B.V. USD 8/28/2020 8/24/2020 107.68237
7/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0163639-000 XS2141483318 DAC BNPP-T/MU/COP/C/WMT 15% 290121BNP PARIBAS ISSUANCE B.V. USD 1/29/2021 8/28/2020 101.69554 0163453-000 XS2144388951 DAC BNPP-SRG 41.64% 051020 7.285 BNP PARIBAS ISSUANCE B.V. USD 10/5/2020 8/28/2020 101.46874 0164029-000 XS2145684200 FCN BNPP-BYND/SQ 18.49% 160421 BNP PARIBAS ISSUANCE B.V. USD 4/16/2021 8/28/2020 102.53729 0163760-000 XS2145694183 FCN BNPP-XLE 8% 120121 31.0752 BNP PARIBAS ISSUANCE B.V. USD 1/12/2021 8/28/2020 97.47764 0164369-000 XS2149565439 BNPP-BNP ABN/GLE/INGA 261020 BNP PARIBAS ISSUANCE B.V. EUR 10/26/2020 8/28/2020 95.71535 0164954-000 XS2158776802 FCN BNPP-C_MOB/AIA/C_TOWER 10%BNP PARIBAS ISSUANCE B.V. CNY 8/5/2021 8/28/2020 100.80957 0164958-000 XS2158776984 FCN BNPP-MRK/T/C 10% 050821 BNP PARIBAS ISSUANCE B.V. CNY 8/5/2021 8/28/2020 100.32952 0165275-000 XS2160384280 PPN90 BNPP-BNP NKE/BA/AMD/INTC/BNP PARIBAS ISSUANCE B.V. USD 10/5/2020 8/28/2020 90.11177 0165288-000 XS2160387200 BNPP-BNP NKE/BA/AMD/INTC/ATVIBNP PARIBAS ISSUANCE B.V. USD 10/5/2020 8/28/2020 91.09108 0160989-000 XS2163024867 FCN MS-XOM/CVX 23.36% 121120 MORGAN STANLEY & CO. INTERNATIONALJPY 11/12/2020 8/28/2020 100.42 0162711-000 XS2164124781 FCN UBS-BKNG/EXPE/TRIP 20.05% UBS AG, London Branch JPY 12/24/2020 8/28/2020 97.58 0162617-000 XS2164210861 DAC UBS-LVS/JPM 12% 230621 UBS AG, London Branch USD 6/23/2021 8/28/2020 97.55 0162499-000 XS2164288115 FCN UBS-C/T/TSM 10% 210621 UBS AG, London Branch CNY 6/21/2021 8/28/2020 98.68 0162510-000 XS2164319019 FCN UBS-BAC/XOM/PFE 10% 210621 UBS AG, London Branch CNY 6/21/2021 8/28/2020 98.58 0162954-000 XS2164358850 DAC UBS-DIS/INTC/MCD 10% 290621UBS AG, London Branch USD 6/29/2021 8/28/2020 92.29 0163135-000 XS2166394564 DAC CS-OXY/RDS/B 12% 300920 CREDIT SUISSE AG USD 9/30/2020 8/31/2020 94.6 0163147-000 XS2166394994 FCN CS-WBA/C/VOW3 10% 020721 CREDIT SUISSE AG CNY 7/2/2021 8/31/2020 95.28 0163145-000 XS2166395298 FCN CS-BIIB/C/FDX 10% 020721 CREDIT SUISSE AG CNY 7/2/2021 8/31/2020 95.38 0162953-000 XS2166403498 DAC CS-NCLH/BA/C/DAL 37.98% 301220CREDIT SUISSE AG USD 12/30/2020 8/31/2020 92.31 0162960-000 XS2166405865 FCN CS-MU/XLNX/C/WFC/AMD 12% CREDIT SUISSE AG USD 12/22/2020 8/31/2020 93.9 0163017-000 XS2166406244 DAC CS-DAL/DIS 27.69% 290621 CREDIT SUISSE AG USD 6/29/2021 8/31/2020 95.9 0162826-000 XS2166406673 DAC CS-VOW3/BMW/PAH3 14.32% 280621CREDIT SUISSE AG USD 6/28/2021 8/31/2020 93.81 0162880-000 XS2166407218 DAC CS-BA/DIS/NKE/MAR/JPM 26% CREDIT SUISSE AG USD 6/28/2021 8/31/2020 90.28 0162825-000 XS2166409776 DAC CS-LVS/MAR 15.36% 280621 CREDIT SUISSE AG USD 6/28/2021 8/31/2020 94.78 0162881-000 XS2166409859 FCN CS-T/DIS/NFLX 10% 291220 CREDIT SUISSE AG USD 12/29/2020 8/31/2020 95.89 0162827-000 XS2166409933 FCN CS-MU/XLNX/2800/PVH/AMD 20%CREDIT SUISSE AG USD 12/21/2020 8/31/2020 94.46 0162879-000 XS2166410352 DAC CS-JPM/BAC/C 10% 291220 CREDIT SUISSE AG USD 12/29/2020 8/31/2020 93.51 0162768-000 XS2166417100 DAC CS-C/BAC/BNP/GS 19.39% 250621CREDIT SUISSE AG USD 6/25/2021 8/31/2020 92.77 0162752-000 XS2166418330 DAC CS-DIA/SPY/SBUX/NKE 22.88% CREDIT SUISSE AG USD 10/27/2020 8/28/2020 96.29 0162685-000 XS2166425111 FCN CS-MU/C/TRK_FD/PVH/AMD/ 22%CREDIT SUISSE AG USD 12/17/2020 8/31/2020 95.15 0162715-000 XS2166425467 FCN CS-TSM/AMD/MU 17.21 170621 CREDIT SUISSE AG CNY 6/17/2021 8/31/2020 95.05 0162694-000 XS2166425541 DAC CS-C/DIS/MAR/NKE/SBUX 22.76%CREDIT SUISSE AG USD 6/24/2021 8/31/2020 95.31 0162717-000 XS2166425970 FCN CS-LYFT/SPG 15% 241220 CREDIT SUISSE AG USD 12/24/2020 8/31/2020 94.62 0162687-000 XS2166426192 FCN CS-NCLH 12% 240920 11.773507 CREDIT SUISSE AG USD 9/24/2020 8/31/2020 95.9
8/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0162686-000 XS2166426432 DAC CS-BA/DIS/TSM/SBUX/JNJ 20.12%CREDIT SUISSE AG USD 6/24/2021 8/31/2020 92.32 0162621-000 XS2166431275 FCN CS-MU/TSM/TRK_FD/PVH/AMD CREDIT SUISSE AG USD 12/16/2020 8/31/2020 97.02 0162625-000 XS2166431515 DAC CS-AMD/C/JPM/TSM 15.22% 230621CREDIT SUISSE AG USD 6/23/2021 8/31/2020 95.89 0162648-000 XS2166431945 DAC CS-BA/BABA/DIS/JNJ/SBUX 21.1%CREDIT SUISSE AG USD 6/23/2021 8/31/2020 95.45 0161901-000 XS2166498340 DAC CS-XOM/OXY 36.58% 070621 CREDIT SUISSE GROUP USD 6/7/2021 8/31/2020 103.13 0161514-000 XS2171271492 FCN MS-XOM 10% 010621 23.7702 MORGAN STANLEY & CO. INTERNATIONALCNY 6/1/2021 8/28/2020 99.06 0161512-000 XS2171273514 FCN MS-XOM 10% 010621 23.7702 MORGAN STANLEY & CO. INTERNATIONALUSD 6/1/2021 8/28/2020 100.14 0161591-000 XS2171275998 DAC MS-XOM 10% 010621 25.4742 MORGAN STANLEY & CO. INTERNATIONALUSD 6/1/2021 8/28/2020 98.15 0161577-000 XS2171278232 FCN MS-CVS/TSM/BAC 11.28% 010621MORGAN STANLEY & CO. INTERNATIONALCNY 6/1/2021 8/28/2020 100.24 0161569-000 XS2171278406 FCN MS-CVS/AAPL/BAC 11.42% 010621MORGAN STANLEY & CO. INTERNATIONALCNY 6/1/2021 8/28/2020 100.05 0161966-000 XS2171313674 FCN MS-XOM/XOP 12% 090920 MORGAN STANLEY & CO. INTERNATIONALUSD 9/9/2020 8/28/2020 100.06 0165826-000 XS2174519491 FCN SGIS-INTC/XOM/BAC 8% 240521SG ISSUER USD 5/24/2021 8/28/2020 97.05 0165825-000 XS2174520747 DAC SGIS-BABA/TSM/WMT/COST/NKESG ISSUER9% USD 8/24/2021 8/28/2020 99.04 0165726-000 XS2174522446 FCN SGIS-INTC/BA 12% 230821 SG ISSUER USD 8/23/2021 8/28/2020 98.94 0165664-000 XS2174535000 FCN SGIS-MSFT/AAPL/SHOP 8% 220221SG ISSUER USD 2/22/2021 8/28/2020 97.76 0164567-000 XS2174682562 FCN SGIS-GLEN 12% 220721 133.4562SG ISSUER USD 7/22/2021 8/28/2020 99.72 0164553-000 XS2174689062 FCN SGIS-GLD/FXI/JPM 8% 280121 SG ISSUER USD 1/28/2021 8/24/2020 98.96 0164557-000 XS2174691126 DAC SGIS-ZBH/MDT/TEVA 20.94% SG ISSUER USD 7/28/2021 8/28/2020 93.85 0164541-000 XS2174691639 FCN SGIS-PFE/MRK/GILD 8% 280121 SG ISSUER USD 1/28/2021 8/28/2020 95.51 0164466-000 XS2174694732 DAC SGIS-PFE/MRK/TEVA 13.23% SG ISSUER USD 7/27/2021 8/28/2020 92.4 0164336-000 XS2174704556 FCN SGIS-PFE/MRK/GILD 8% 260121 SG ISSUER USD 1/26/2021 8/28/2020 94.48 0164295-000 XS2174708466 DAC SGIS-BABA/BA/MAR/DIS/SBUXSG 27% ISSUER USD 7/26/2021 8/28/2020 100.19 0164151-000 XS2174714191 DAC SGIS-XOM/BA 12% 210721 SG ISSUER USD 7/21/2021 8/28/2020 99.18 0164220-000 XS2174715248 DAC SGIS-TEVA/PFE/MRK/BIIB 18.56%SG ISSUER USD 7/23/2021 8/28/2020 92.6 0163858-000 XS2174750310 FCN SGIS-DD/BA/AIR/AVGO/T 12% SG ISSUER USD 7/13/2021 8/28/2020 99.93 0163522-000 XS2174762323 DAC SGIS-BA/TSLA 30.11% 080721 SG ISSUER USD 7/8/2021 8/28/2020 101.92 0163427-000 XS2174774179 DAC SGIS-BA/TSLA 22.8% 060721 SG ISSUER USD 7/6/2021 8/28/2020 103.4 0163444-000 XS2174779301 FCN SGIS-XLE 8% 060721 32.13312 SG ISSUER USD 7/6/2021 8/28/2020 95.47 0166750-000 XS2176071087 FCN SGIS-CRM/AMD/BA 12% 130921 SG ISSUER USD 9/13/2021 8/26/2020 98.05 0166286-000 XS2176106990 DAC SGIS-WMT/JD/BABA/MSFT/FB SG ISSUER USD 9/1/2021 8/28/2020 102.43 0166262-000 XS2176107881 DAC SGIS-MAR/LVS/WORK 32.69% SG ISSUER USD 9/1/2021 8/28/2020 102.48 0166254-000 XS2176108855 FCN SGIS-ADYEN 8% 040321 1242.313SG ISSUER EUR 3/4/2021 8/28/2020 97.55 0166260-000 XS2176109580 DAC SGIS-DIS/SBUX/NKE/BA/GOOGLSG ISSUER USD 9/1/2021 8/28/2020 99.07 0166206-000 XS2176111644 DAC SGIS-WMT/JD/BABA/MSFT/AMZNSG ISSUER USD 8/31/2021 8/28/2020 103.08
9/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0166108-000 XS2176116874 FCN SGIS-GLEN/XOM 12% 230821 SG ISSUER USD 8/23/2021 8/28/2020 94.49 0166205-000 XS2176117849 DAC SGIS-WMT/JD/BABA/MSFT/FB SG ISSUER USD 8/31/2021 8/28/2020 101.92 0166136-000 XS2176121957 DAC SGIS-JD/TSM/AMZN/WMT/GOOGLSG ISSUER USD 8/30/2021 8/28/2020 102.57 0166113-000 XS2176145626 FCN SGIS-GLEN 12% 230821 SG ISSUER USD 8/23/2021 8/28/2020 95.88 0164659-000 XS2177728933 DAC UBS-GLE 13.86% 300721 10.619 UBS AG, London Branch USD 7/30/2021 8/28/2020 96.26 0163543-000 XS2177760076 DAC UBS-GLE/ABN/ACA 14.73% 080721UBS AG, London Branch USD 7/8/2021 8/28/2020 99.7 0163528-000 XS2177860298 DAC UBS-ABN/GLE/CAGR 12% 070121UBS AG, London Branch EUR 1/7/2021 8/28/2020 99.27 0164305-000 XS2177887499 DAC UBS-ALIBABA_GRP/PING_AN/ UBS AG, London Branch HKD 7/26/2021 8/28/2020 96.5 0165182-000 XS2177928947 DAC UBS-BKNG/TRIP/EXPE 24.8% UBS AG, London Branch USD 8/10/2021 8/28/2020 99.69 0162103-000 XS2178790866 MS-MS C_RAILWAY_GRP 100920 4.23MORGAN STANLEY & CO. INTERNATIONALHKD 9/10/2020 8/28/2020 92.97 0162258-000 XS2178812009 FCN MS-MU/AMD 14.56% 150621 MORGAN STANLEY & CO. INTERNATIONALUSD 6/15/2021 8/28/2020 99.94 0162508-000 XS2179075606 FCN MS-C/T/GILD 10% 210621 MORGAN STANLEY & CO. INTERNATIONALCNY 6/21/2021 8/28/2020 100.12 0162627-000 XS2182909064 DAC MS-SPG/LVS 21% 230621 MORGAN STANLEY & CO. INTERNATIONALUSD 6/23/2021 8/28/2020 100.24 0162650-000 XS2182909817 FCN MS-JPM/BAC/C 12% 160621 MORGAN STANLEY & CO. INTERNATIONALCNY 6/16/2021 8/28/2020 98.81 0162829-000 XS2182928361 FCN MS-BA/DIS 19.55% 280920 MORGAN STANLEY & CO. INTERNATIONALUSD 9/28/2020 8/28/2020 94.03 0164465-000 XS2188547371 FCN CS-AMD/BAC/JPM/MU/TSM 11% CREDIT SUISSE AG USD 4/20/2021 8/31/2020 93.89 0164142-000 XS2188562099 DAC CS-BUD/DIS/C 10% 220121 CREDIT SUISSE AG USD 1/22/2021 8/31/2020 96.36 0164001-000 XS2188587088 FCN CS-BP/COP/CVX/XOM 12% 160721CREDIT SUISSE AG USD 7/16/2021 8/31/2020 94.41 0163698-000 XS2188591866 FCN CS-AMD/C/MU/TSM/WFC 12% 040121CREDIT SUISSE AG USD 1/4/2021 8/31/2020 95.09 0163578-000 XS2188601764 DAC CS-TSM/DAL/C/UAL 28.35% 070121CREDIT SUISSE AG USD 1/7/2021 8/31/2020 96.7 0163757-000 XS2188611219 DAC CS-PVH/RL 29.91% 120721 CREDIT SUISSE AG USD 7/12/2021 8/31/2020 97.51 0163704-000 XS2188612027 DAC CS-AMAT/AMD/ASML/BABA/TSMCREDIT SUISSE AG USD 7/9/2021 8/28/2020 102 0163699-000 XS2188615806 DAC CS-C/COP/MU/T/WMT 15% 010421CREDIT SUISSE AG USD 4/1/2021 8/31/2020 96.83 0163638-000 XS2188619972 DAC CS-NCLH 46.69% 090721 11.94 CREDIT SUISSE AG USD 7/9/2021 8/31/2020 92.56 0163637-000 XS2188620475 DAC CS-C/DIS/JD/TSM/WMT 19.5% CREDIT SUISSE AG CAD 7/9/2021 8/31/2020 96.9 0163249-000 XS2188639731 DAC CS-C/JPM/SBUX/DIS/BA 40% CREDIT SUISSE AG USD 7/1/2021 8/31/2020 96.43 0163193-000 XS2188646603 DAC CS-BA/TSLA 23.25% 010721 CREDIT SUISSE AG USD 7/1/2021 8/31/2020 96.88 0163257-000 XS2188646942 DAC CS-BP/XOM/COP/CVX 15% 010721CREDIT SUISSE AG USD 7/1/2021 8/31/2020 96.48 0163224-000 XS2188652320 DAC CS-DIS/LVS/MAR 28.21% 010721CREDIT SUISSE AG USD 7/1/2021 8/31/2020 96.21 0163226-000 XS2188657121 FCN CS-AMD/BAC/C/MU/WFC 17% 241220CREDIT SUISSE AG USD 12/24/2020 8/31/2020 96.79 0165340-000 XS2194595729 DAC UBS-BKNG/TRIP/EXPE 23.67% UBS AG, London Branch USD 8/12/2021 8/28/2020 99.61 0165559-000 XS2194685470 DAC UBS-AMD/TSM/FB 10% 180821 UBS AG, London Branch USD 8/18/2021 8/28/2020 96.93 0165418-000 XS2194740754 DAC UBS-SPG/AAPL 15.31% 170221 UBS AG, London Branch USD 2/17/2021 8/28/2020 98.34 0165544-000 XS2194813650 DAC UBS-DAL 20.01% 170821 18.214 UBS AG, London Branch USD 8/17/2021 8/28/2020 100.1286
10/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0166421-000 XS2194881491 DAC UBS-LVS/MAR/C 10.5% 070921 UBS AG, London Branch USD 9/7/2021 8/18/2020 98.5 0165593-000 XS2198035672 DAC CS-AAPL/AMZN/FB/GOOGL/JD CREDIT SUISSE AG USD 8/18/2021 8/31/2020 100.63 0165520-000 XS2198055860 DAC CS-AMD/AAPL/CRM/AMZN/MSCREDIT 21.38% SUISSE AG USD 8/17/2021 8/31/2020 96.62 0165362-000 XS2198056835 FCN CS-ALGN/AMD/INTC/SPG 18.37%CREDIT SUISSE AG USD 8/13/2021 8/31/2020 94.82 0165342-000 XS2198060357 DAC CS-AAPL/FB/GOOGL/MSFT/NFLXCREDIT SUISSE AG USD 2/11/2021 8/31/2020 96.45 0165310-000 XS2198061322 FCN CS-AMD/JPM/MU/WFC/XLNX 11.5%CREDIT SUISSE AG USD 8/5/2021 8/31/2020 92.66 0165273-000 XS2198065315 DAC CS-AMD/ATVI/BA/INTC/NKE 10%CREDIT SUISSE AG USD 8/4/2021 8/31/2020 91.8 0165247-000 XS2198066479 DAC CS-CRM/GOOGL/INTC/MSFT/PANWCREDIT SUISSE AG USD 8/11/2021 8/31/2020 90.22 0165211-000 XS2198066719 DAC CS-AMAT/AVGO/INTC/LRCX 15.3%CREDIT SUISSE AG USD 8/11/2021 8/31/2020 91.02 0165077-000 XS2198073509 DAC CS-BAC/C/JPM 10% 090821 CREDIT SUISSE AG USD 8/9/2021 8/31/2020 95.28 0165078-000 XS2198074226 DAC CS-BAC/C/GS/JPM/MS 10% 090821CREDIT SUISSE AG USD 8/9/2021 8/31/2020 94.81 0165341-000 XS2198081437 DAC CS-TEVA/CVS/MRK 15.80% 120821CREDIT SUISSE AG USD 8/12/2021 8/31/2020 88.99 0164926-000 XS2198083722 FCN CS-AMD/BAC/IBM/MU/WFC 11% CREDIT SUISSE AG USD 4/29/2021 8/31/2020 93.65 0165216-000 XS2198086154 FCN CS-AMAT/LRCX/AVGO/INTC 14.13%CREDIT SUISSE AG CNY 8/4/2021 8/31/2020 91.59 0165142-000 XS2198090859 FCN CS-PANW/CRM/MSFT/AVGO/INTCCREDIT 8% SUISSE AG GBP 8/10/2021 8/31/2020 91.75 0164835-000 XS2198093010 DAC CS-WORK/TWLO/NVDA/ADBE CREDIT32.3% SUISSE AG USD 8/3/2021 8/31/2020 97.16 0164837-000 XS2198094174 DAC CS-PVH/SBUX/UAL 36.11% 030821CREDIT SUISSE AG USD 8/3/2021 8/31/2020 98.53 0164647-000 XS2198104742 DAC CS-FDX/MMM/NFLX/NVDA/V 18%CREDIT SUISSE AG USD 7/30/2021 8/31/2020 93.99 0164651-000 XS2198105475 DAC CS-AAL/BA/DIS 41.53% 300721 CREDIT SUISSE AG USD 7/30/2021 8/31/2020 96.16 0164968-000 XS2198105632 DAC CS-BABA/BA/MAR/DIS/SBUX 28%CREDIT SUISSE AG USD 8/5/2021 8/31/2020 97.5 0164573-000 XS2198109899 DAC CS-AAL/BA/DIS 29.08% 280121 CREDIT SUISSE AG USD 1/28/2021 8/31/2020 96.29 0164873-000 XS2198110988 DAC CS-AMD/BAC/C/TSM 15.22% 040821CREDIT SUISSE AG USD 8/4/2021 8/31/2020 96.96 0164558-000 XS2198115789 DAC CS-BA/NOC/RTX 22.78% 280721 CREDIT SUISSE AG USD 7/28/2021 8/31/2020 95.23 0164760-000 XS2198121597 FCN CS-AMD/NVDA/MU/TSM/INTC 18%CREDIT SUISSE AG USD 8/2/2021 8/31/2020 95.88 0164961-000 XS2207221040 FCN MS-PFE/T/XOM 10% 050821 MORGAN STANLEY & CO. INTERNATIONALCNY 8/5/2021 8/28/2020 99.08 0164966-000 XS2207221479 DAC MS-SPG/EXPE 16.6% 050821 MORGAN STANLEY & CO. INTERNATIONALGBP 8/5/2021 8/28/2020 103.59 0164955-000 XS2207221552 FCN MS-GILD/BIIB/PFE/MRK 12.2% MORGAN STANLEY & CO. INTERNATIONALCNY 7/29/2021 8/28/2020 95.73 0165242-000 XS2207252193 DAC MS-NCLH/AAPL 32.65% 110221 MORGAN STANLEY & CO. INTERNATIONALUSD 2/11/2021 8/28/2020 102.98 0165239-000 XS2207252433 DAC MS UAL/OXY/XOM/AAPL 35.72%MORGAN STANLEY & CO. INTERNATIONALUSD 2/11/2021 8/28/2020 100 0166818-000 XS2210232182 DAC CS-AMZN/BABA/JD/MSFT/WMTCREDIT SUISSE AG USD 9/14/2021 8/26/2020 98.5 0166819-000 XS2210234048 DAC CS-BABA/FB/JD/MSFT/WMT CREDIT SUISSE AG USD 9/14/2021 8/26/2020 98.5 0166454-000 XS2210255803 DAC CS-FDX/MET/NKE/SBUX/TSLA CREDIT13% SUISSE AG USD 9/8/2021 8/20/2020 98.5 0166365-000 XS2210261280 DAC CS-DAL/DIS/OXY 35.01% 030921CREDIT SUISSE AG USD 9/3/2021 8/31/2020 90.49 0166464-000 XS2210269341 DAC CS-FDX/MET/NKE/SBUX/TSLA CREDIT13% SUISSE AG USD 9/8/2021 8/20/2020 98.5
11/12 Olympic SE Code ISIN Code Instrument Name Issuer Name Ccy Maturity Date Market Date Market Price 0166318-000 XS2210269697 FCN CS-GS/SBUX/INTC 8% 040321 CREDIT SUISSE AG USD 3/4/2021 8/31/2020 94.42 0166256-000 XS2210274697 DAC CS-DIS/SBUX/NKE/MAR/GOOGLCREDIT SUISSE AG USD 9/1/2021 8/31/2020 94.47 0166187-000 XS2210281635 FCN CS-INTC/XME/GE/BA/C 15% 310821CREDIT SUISSE AG USD 8/31/2021 8/31/2020 91.98 0166328-000 XS2210288309 DAC CS-AMD/SHOP/SQ/TSM 24.09% CREDIT SUISSE AG USD 9/2/2021 8/31/2020 93.18 0166367-000 XS2210288994 DAC CS-DAL/LUV 15% 040621 CREDIT SUISSE AG USD 6/4/2021 8/31/2020 94.64 0166299-000 XS2210293135 FCN CS-AMAT/GOOG/JPM 8% 040321CREDIT SUISSE AG USD 3/4/2021 8/31/2020 92.29 0166264-000 XS2210295346 DAC CS-AMD/AMZN/TSM 10% 040321CREDIT SUISSE AG USD 3/4/2021 8/31/2020 93.08 0166257-000 XS2210295429 DAC CS-DAL/DIS/OXY 38.85% 010921CREDIT SUISSE AG USD 9/1/2021 8/31/2020 90.96 0166259-000 XS2210296153 DAC CS-AAPL/BABA/DIS 11.06% 010921CREDIT SUISSE AG USD 9/1/2021 8/31/2020 93.25 0166263-000 XS2210296310 DAC CS-AMD/AMZN/GOOGL/MSFT/TSMCREDIT 10% SUISSE AG USD 9/1/2021 8/31/2020 93.32 0165904-000 XS2210308693 DAC CS-RTX/BABA/SHOP/FDX 21.66%CREDIT SUISSE AG USD 2/25/2021 8/31/2020 93.12 0165889-000 XS2210309667 FCN CS-ADYEN 8% 180821 1231.473452CREDIT SUISSE AG EUR 8/18/2021 8/31/2020 94.61 0165900-000 XS2210310087 DAC CS-AMD/CSCO/INTC/MU/XLNXCREDIT 23.2% SUISSE AG USD 2/25/2021 8/31/2020 91.33 0166190-000 XS2210324112 DAC CS-BA/DIS/SBUX/NKE/HLT 11% CREDIT SUISSE AG USD 8/31/2021 8/31/2020 92.04 0165974-000 XS2210325432 DAC CS-BA/C/JPM/XLE/XOP 18.85% CREDIT SUISSE AG USD 8/26/2021 8/31/2020 92.02 0166043-000 XS2210337361 DAC CS-BABA/CRM/ADBE/LULU/TSLACREDIT SUISSE AG USD 8/27/2021 8/31/2020 95.79 0165619-000 XS2211067173 DAC MS-UAL/TSM/BAC 27.73% 190821MORGAN STANLEY & CO. INTERNATIONALUSD 8/19/2021 8/28/2020 103.36 0165663-000 XS2211070714 DAC MS-NCLH 52.64% 200821 7.986 MORGAN STANLEY & CO. INTERNATIONALUSD 8/20/2021 8/28/2020 106.49 0166114-000 XS2214543832 DAC MS-JPM/UAL/BAC/TSM 28.93% MORGAN STANLEY & CO. INTERNATIONALUSD 8/31/2021 8/28/2020 100.79 0166183-000 XS2214558434 FCN MS-TENCENT/MEITUAN_D/NETEASEMORGAN STANLEY & CO. INTERNATIONALCNY 2/24/2021 8/28/2020 101 0166184-000 XS2218535636 DAC MS-TENCENT/HSBC 8% 011220 MORGAN STANLEY & CO. INTERNATIONALUSD 12/1/2020 8/28/2020 98.59 0166253-000 XS2218551757 DAC MS-NCLH/AAPL 42.32% 010921 MORGAN STANLEY & CO. INTERNATIONALUSD 9/1/2021 8/28/2020 101.41 0166322-000 XS2218561046 DAC MS-AAPL/NCLH 40.11% 020921 MORGAN STANLEY & CO. INTERNATIONALUSD 9/2/2021 8/28/2020 100.53 0166371-000 XS2218573058 DAC MS-MET/SBUX/TSLA/DIS/COSTMORGAN 23% STANLEY & CO. INTERNATIONALUSD 9/7/2021 8/17/2020 98.5 0166374-000 XS2218574023 DAC MS-NCLH 47.99% 070921 9.51 MORGAN STANLEY & CO. INTERNATIONALUSD 9/7/2021 8/17/2020 97 0166375-000 XS2218574296 DAC MS-SBUX/AAPL/TSLA/NVDA 25.58%MORGAN STANLEY & CO. INTERNATIONALUSD 3/4/2021 8/17/2020 98 0166442-000 XS2218587785 DAC MS-TSLA/DIS/SBUX 11.17% 080921MORGAN STANLEY & CO. INTERNATIONALUSD 9/8/2021 8/20/2020 98.5 0166452-000 XS2218588833 DAC MS-AAPL/SPG/XOP 15.61% 080921MORGAN STANLEY & CO. INTERNATIONALUSD 9/8/2021 8/20/2020 98 0166493-000 XS2218591464 FCN MS-DAL/TDOC/CSCO 15% 080921MORGAN STANLEY & CO. INTERNATIONALUSD 9/8/2021 8/20/2020 98.3
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