# Appendix 1 (continued)
## Securities Financing Transactions Regulations (continued)
| Non-Cash Collateral issuer Factor MSCI USA Prime Value UCITS ETF | Value USD | Non-Cash Collateral issuer MSCI USA Select Factor Mix UCITS ETF | Value USD |
| --- | --- | --- | --- |
| United Kingdom Gilt | 200,451 | Kindgdom of Belgium | 298,600 |
| United States Treasury | 62,214 | Roche Holding Ag Genusschein | 280,424 |
| Novartis Ag Reg | 44,003 | Sanofi | 246,109 |
| Canadian Government Rrb | 33,205 | Danone Sa | 178,359 |
| Ubs Group Ag | 25,187 | Lvmh Moet Hennessy Louis Vuitton Se | 169,962 |
| Amadeus lt Group Sa | 23,819 | Airbus Se | 103,226 |
| Roche Holding Ag Genusschein | 23,493 | Ubs Group Ag | 101,642 |
| Akzo Nobel Nv | 22,063 | Amadeus lt Group Sa | 74,634 |
| Whitbread Plc | 19,363 | Total Sa | 27,416 |
| Anheuser Busch lnbev Sa/Nv | 13,571 | Novartis Ag Reg | 24,505 |
| Other lssuers | 	234,720 | Other lssuers | 	353,548 |
| Total | 	702,089 | Total |   1,858,425 |
| Factor MSCI USA Quality UCITS ETF |  |  |  |
| United Kingdom Gilt | 81,232 |  |  |
| Acs Actividades Cons Y Serv | 68,805 |  |  |
| Ubs Group Ag | 54,601 |  |  |
| Axa Sa | 53,130 |  |  |
| Royal Dutch Shell Plc A Shs | 50,505 |  |  |
| Prudential Plc | 47,759 |  |  |
| Societe Generale Sa | 47,203 |  |  |
| Astrazeneca Plc | 37,109 |  |  |
| Rio Tinto Plc | 30,210 |  |  |
| Atlantia Spa | 29,974 |  |  |
| Other lssuers | 	216,515 |  |  |
| Total | 	717,043 |  |  |

The following table details the value of securities on loan and associated collateral received, analysed by borrowing counterparty, as at 30 June 2020.
Securities lending in USD
|  | Bank of New York* | JP Morgan Chase Bank* | Total |
| --- | --- | --- | --- |
| Fund | USD | USD | USD |
| MSCl USA UClTS ETF | 29,505,630 | 15,467,479 | 44,973,109 |
| MSCl USA Value UClTS ETF | 10,368,998 | 4,598,061 | 14,967,059 |
| MSCl World UClTS ETF | 6,078,683 | 7,026,125 | 13,104,808 |
| S&P 500 UClTS ETF | 5,449,578 | 2,455,455 | 7,905,033 |
| Solactive Global Pure Gold Miners UClTS ETF | 3,578,258 | 5,662,608 | 9,240,866 |
| MSCl Australia UClTS ETF | 1,663,445 | 363,019 | 2,026,464 |
| MSCl USA hedged to EUR UClTS ETF | 1,232,530 | 3,735,219 | 4,967,749 |
| MSCl USA hedged to CHF UClTS ETF | 1,220,284 | - | 1,220,284 |
| DJ Global Select Dividend UClTS ETF | 1,400,009 | 5,987,415 | 7,387,424 |
| Factor MSCl USA Low Volatility UClTS ETF | - | 3,696,971 | 3,696,971 |
| Factor MSCl USA Prime Value UClTS ETF | 119,525 | 582,564 | 702,089 |
| Factor MSCl USA Quality UClTS ETF | - | 717,043 | 717,043 |

MSCl USA Select Factor Mix UClTS ETF		1,525,588	332,837	1,858,425
Total		62,142,528	50,624,796	112,767,324
*
The Company has collateral both bilaterally (State Street Bank and Trust) and via tri-party agents (Bank of New York and JP Morgan Chase Bank). In the case of Bank of New York and JP Morgan Chase Bank agents, State Street Bank and Trust delegates some collateral management duties to these tri-party agents. In all cases the Depositary has delegated collateral management duties to State Street Bank and Trust. State Street Bank and Trust are then permitted to further delegate responsibilities to tri-party agents if they see fit.

Translation (ENDE, 2020-06-30):
# Anhang 1 (Fortset<ung)
### Verordnung über die Transparenz von Wertpapierfinanzierungsgeschäften (Fortsetzung)
| Emittent der Sachsicherheit Factor MSCI USA Prime Value | Kurswert in USD | Emittent der Sachsicherheit MSCI USA Select Factor Mix | Kurswert in USD |
| --- | --- | --- | --- |
| UCITS ETF |  | UCITS ETF |  |
| United Kingdom Gilt | 200.451 | Kingdom of Belgium | 298.600 |
| United States Treasury | 62.214 | Roche Holding AG Genussschein | 280.424 |
| Novartis Ag Reg | 44.003 | Sanofi | 246.109 |
| Canadian Government Rrb | 33.205 | Danone SA | 178.359 |
| Ubs Group Ag | 25.187 | LVMH Moet Hennessy Louis Vuitton |  |

| Amadeus It Group Sa | 23.819 |
| --- | --- |
| Roche Holding AG Genussschein | 23.493 |
| Akzo Nobel Nv | 22.063 |
| Whitbread Plc | 19.363 |
| Anheuser Busch Inbev Sa/Nv | 13.571 |
| Sonstige Emittenten | 	234.720 |

| SE | 169.962 |
| --- | --- |
| Airbus SE | 103.226 |
| Ubs Group Ag | 101.642 |
| Amadeus It Group Sa | 74.634 |
| Total SA | 27.416 |
| Novartis Ag Reg | 24.505 |
| Sonstige Emittenten | 	353.548 |


#### Insgesamt		702.089

#### Factor MSCI USA Quality UCITS ETF

#### United Kingdom Gilt81.232

#### Acs Actividades Cons Y Serv68.805

#### Ubs Group Ag54.601

#### Axa SA53.130

#### Royal Dutch Shell Plc A Shs50.505

#### Prudential Plc47.759

#### Societe Generale SA47.203

#### AstraZeneca Plc37.109

#### Rio Tinto Plc30.210

#### Atlantia Spa29.974

#### Sonstige Emittenten		216.515

#### Insgesamt		717.043

#### Insgesamt	 1.858.425

#### Die nachstehende Tabelle enthält den Wert der entliehenen Wertpapiere und der zugehörigen entgegengenommenen Sicherheiten, aufgeschlüsselt nach den entleihenden Gegenparteien, zum 30. Juni 2020.

#### Wertpapierleihen in USD
|  | Bank of New York* | JP Morgan Chase Bank* | Insgesamt |
| --- | --- | --- | --- |
| Teilfonds | USD | USD | USD |
| MSCI USA UCITS ETF | 29.505.630 | 15.467.479 | 44.973.109 |
| MSCI USA Value UCITS ETF | 10.368.998 | 4.598.061 | 14.967.059 |
| MSCI World UCITS ETF | 6.078.683 | 7.026.125 | 13.104.808 |
| S&P 500 UCITS ETF | 5.449.578 | 2.455.455 | 7.905.033 |
| Solactive Global Pure Gold Miners UCITS ETF | 3.578.258 | 5.662.608 | 9.240.866 |
| MSCI Australia UCITS ETF | 1.663.445 | 363.019 | 2.026.464 |
| MSCI USA hedged to EUR UCITS ETF | 1.232.530 | 3.735.219 | 4.967.749 |
| MSCI USA hedged to CHF UCITS ETF | 1.220.284 | - | 1.220.284 |
| DJ Global Select Dividend UCITS ETF | 1.400.009 | 5.987.415 | 7.387.424 |
| Factor MSCI USA Low Volatility UCITS ETF | - | 3.696.971 | 3.696.971 |
| Factor MSCI USA Prime Value UCITS ETF | 119.525 | 582.564 | 702.089 |
| Factor MSCI USA Quality UCITS ETF | - | 717.043 | 717.043 |


#### MSCI USA Select Factor Mix UCITS ETF		1.525.588	332.837	1.858.425

#### Insgesamt		62.142.528	50.624.796	112.767.324

#### *
Die Gesellschaft hält Sicherheiten auf Grundlage bilateraler Vereinbarungen (State Street Bank and Trust) und über Tri-Party- Vermittler (Bank of New York und JP Morgan Chase Bank). Im Falle der Vermittler Bank of New York und JP Morgan Chase Bank delegiert State Street Bank and Trust einige der Sicherheitenverwaltungspflichten an diese Tri-Party-Vermittler. Die Verwahrstelle hat in allen Fällen die Sicherheitenverwaltungspflichten an State Street Bank and Trust delegiert. Es ist State Street Bank and Trust wiederum erlaubt, Verantwortlichkeiten an die Tri-Party-Vermittler weiterzudelegieren, wenn sie es für zweckmässig hält.