# Appendix 1 (continued)
Securities Financing Transactions Regulations (continued)
| Counterparty | Counterparty's country of incorporation | Securities on loan USD | Non-Cash Collateral received USD |
| --- | --- | --- | --- |
| MSCI Australia UCITS ETF |  |  |  |
| Goldman Sachs | United Kingdom | 862,349 | 905,524 |
| JP Morgan Securities Plc | United Kingdom | 335,399 | 363,019 |
| Morgan Stanley & Co. lnternational Plc. | United Kingdom | 305,510 | 321,148 |
| Societe Generale SA | France | 403,361 | 436,773 |
| Total |  | 1,906,619 | 2,026,464 |
| MSCI USA hedged to EUR UCITS ETF |  |  |  |
| Goldman Sachs | United Kingdom | 427,922 | 465,950 |
| HSBC Bank Plc | United Kingdom | 3,108,375 | 3,735,219 |
| Societe Generale SA | France | 656,004 | 766,580 |
| Total |  | 4,192,301 | 4,967,749 |
| MSCI USA hedged to CHF UCITS ETF |  |  |  |
| Goldman Sachs | United Kingdom | 143,206 | 155,932 |
| Societe Generale SA | France | 910,824 | 1,064,352 |
| Total |  | 1,054,030 | 1,220,284 |
| DJ Global Select Dividend UCITS ETF |  |  |  |
| Bank Of Nova Scotia | Canada | 605,804 | 659,182 |
| Citigroup Global Markets Limited | United Kingdom | 790,268 | 844,398 |
| Credit Suisse AG (Dublin Branch) | lreland | 805,972 | 874,442 |
| Goldman Sachs | United Kingdom | 1,118,825 | 1,214,534 |
| HSBC Bank Plc | United Kingdom | 1,152,192 | 1,258,406 |
| JP Morgan Securities Plc | United Kingdom | 2,164,948 | 2,343,232 |
| Macquarie Bank Limited | Australia | 7,179 | 7,754 |
| Morgan Stanley & Co. lnternational Plc. | United Kingdom | 169,981 | 185,476 |
| Total |  | 6,815,169 | 7,387,424 |
| Factor MSCI USA Low Volatility UCITS ETF |  |  |  |
| Credit Suisse AG ( Dublin Branch) | lreland | 1,907,388 | 2,129,516 |
| HSBC Bank Plc | United Kingdom | 570,217 | 685,208 |
| Macquarie Bank Limited | Australia | 782,185 | 882,247 |
| Total |  | 3,259,790 | 3,696,971 |
| Factor MSCI USA Prime Value UCITS ETF |  |  |  |
| Credit Suisse AG (Dublin Branch) | lreland | 362,418 | 404,342 |
| Macquarie Bank Limited | Australia | 158,008 | 178,222 |
| Societe Generale SA | France | 102,284 | 119,525 |
| Total |  | 622,710 | 702,089 |
| Factor MSCI USA Quality UCITS ETF |  |  |  |
| Macquarie Bank Limited | Australia | 635,718 | 717,043 |
| Total |  | 635,718 | 717,043 |

Translation (ENDE, 2020-06-30):
# Anhang 1 (Fortset<ung)
### Verordnung über die Transparenz von Wertpapierfinanzierungsgeschäften (Fortsetzung)

#### Die Werte werden in USD, der Basiswährung der Gesellschaft, und der Währung, in der die Sachsicherheiten entgegengenommen werden, ausgewiesen.
| Gegenpartei | Gründungsland der Gegenpartei | Entliehene Wertpapiere USD | Entgegen- genommene Sachsicherheiten USD |
| --- | --- | --- | --- |
| MSCI USA UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 25.223.470 | 28.014.817 |
| Credit Suisse AG (Niederlassung Dublin) | Irland | 12.883.466 | 14.360.252 |
| Goldman Sachs | Grossbritannien | 354.040 | 385.502 |
| HSBC Bank Plc | Grossbritannien | 921.413 | 1.107.228 |
| Societe Generale SA | Frankreich | 945.874 | 1.105.310 |
| Insgesamt |  | 40.328.263 | 44.973.109 |
| MSCI USA Value UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 8.933.386 | 9.921.997 |
| Credit Suisse AG (Niederlassung Dublin) | Irland | 4.065.472 | 4.538.642 |
| Credit Suisse Securities (Europe) Limited | Grossbritannien | 38.503 | 42.938 |
| HSBC Bank Plc | Grossbritannien | 13.715 | 16.480 |
| Societe Generale SA | Frankreich | 382.524 | 447.002 |
| Insgesamt |  | 13.433.600 | 14.967.059 |
| MSCI World UCITS ETF |  |  |  |
| Bank of Nova Scotia | Kanada | 431.261 | 469.260 |
| Barclays Bank Plc | Grossbritannien | 2.086.378 | 2.317.266 |
| Barclays Capital Securities Limited | Grossbritannien | 758.517 | 814.174 |
| BNP Paribas | Frankreich | 37.858 | 40.992 |
| Citigroup Global Markets Limited | Grossbritannien | 1.684.210 | 1.817.708 |
| Credit Suisse AG (Niederlassung Dublin) | Irland | 1.373.948 | 1.508.109 |
| Credit Suisse Securities (Europe) Limited | Grossbritannien | 29.683 | 32.968 |
| Goldman Sachs | Grossbritannien | 224.062 | 243.184 |
| HSBC Bank Plc | Grossbritannien | 1.523.033 | 1.671.562 |
| JP Morgan Securities Plc | Grossbritannien | 1.376.419 | 1.485.527 |
| Merrill Lynch International | Grossbritannien | 1.058.700 | 1.140.062 |
| Societe Generale SA | Frankreich | 1.431.825 | 1.563.996 |
| Insgesamt |  | 12.015.894 | 13.104.808 |
| S&P 500 UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 4.560.829 | 5.065.552 |
| Credit Suisse AG (Niederlassung Dublin) | Irland | 2.200.188 | 2.455.455 |
| Societe Generale SA | Frankreich | 328.632 | 384.026 |
| Insgesamt |  | 7.089.649 | 7.905.033 |
| Solactive Global Pure Gold Miners UCITS ETF |  |  |  |
| Citigroup Global Markets Limited | Grossbritannien | 924.214 | 1.001.021 |
| JP Morgan Securities Plc | Grossbritannien | 4.306.910 | 4.661.587 |
| Merrill Lynch International | Grossbritannien | 2.560.674 | 2.767.864 |
| Societe Generale SA | Frankreich | 748.402 | 810.394 |
| Insgesamt |  | 8.540.200 | 9.240.866 |