# Appendix 1 (continued)
Securities Financing Transactions Regulations (continued)
The values are disclosed in USD which is the base currency of the Company, and the currency in which the non-cash collateral is received.
| Counterparty | Counterparty's country of incorporation | Securities on loan USD | Non-Cash Collateral received USD |
| --- | --- | --- | --- |
| MSCI USA UCITS ETF Barclays Bank Plc | United Kingdom | 13,429,168 | 14,893,058 |
| Merrill Lynch International | United Kingdom | 941,279 | 1,016,051 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 432,860 | 457,232 |
| Societe Generale SA | France | 16,427,628 | 18,038,236 |
| UBS AG | Switzerland | 3,180,041 | 3,534,808 |
| Total |  | 34,410,976 | 37,939,385 |
| MSCI USA Value UCITS ETF Barclays Bank Plc | United Kingdom | 8,204,986 | 9,099,398 |
| HSBC Bank Plc | United Kingdom | 3,938 | 4,592 |
| Merrill Lynch International | United Kingdom | 537,546 | 580,918 |
| UBS AG | Switzerland | 1,331,671 | 1,478,050 |
| Total |  | 10,078,141 | 11,162,958 |
| MSCI World UCITS ETF Bank Of Nova Scotia | Canada | 1,658,950 | 1,791,666 |
| Barclays Bank Plc | United Kingdom | 1,486,217 | 1,648,226 |
| Barclays Capital Securities Limited | United Kingdom | 3,665,673 | 3,954,437 |
| BNP Paribas | France | 289,765 | 312,242 |
| BofA Securities Europe SA | France | 14,772 | 15,584 |
| Citigroup Global Markets Limited | United Kingdom | 593,298 | 632,935 |
| Goldman Sachs | United Kingdom | 2,571,198 | 2,742,960 |
| HSBC Bank Plc | United Kingdom | 346,589 | 375,624 |
| JP Morgan Securities Plc | United Kingdom | 716,909 | 773,654 |
| Merrill Lynch International | United Kingdom | 752,313 | 802,088 |
| Societe Generale SA | France | 2,185,542 | 2,390,533 |
| UBS AG | Switzerland | 2,595,265 | 2,765,055 |
| Total |  | 16,876,491 | 18,205,004 |
| S&P 500 UCITS ETF Barclays Bank Plc | United Kingdom | 3,182,915 | 3,529,879 |
| Societe Generale SA | France | 6,453,467 | 7,086,183 |
| UBS AG | Switzerland | 610,768 | 680,592 |
| Total |  | 10,247,150 | 11,296,654 |

| Appendix 1 (continued) |  |
| --- | --- |
| Securities Financing Transactions Regulations (continued) |
|  | Counterparty's | Securities | Non-Cash Collateral |
| Counterparty | country of incorporation | on loan USD | received USD |
| Solactive Global Pure Gold Miners UCITS ETF |  |  |  |
| Citigroup Global Markets Limited | United Kingdom | 747,275 | 793,618 |
| JP Morgan Securities Plc | United Kingdom | 799,342 | 863,265 |
| Merrill Lynch International | United Kingdom | 4,160,120 | 4,383,782 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 647,268 | 680,825 |
| Societe Generale SA | France | 86,994 | 94,159 |
| UBS AG | Switzerland | 4,401,634 | 4,675,309 |
| Total |  | 10,842,633 | 11,490,958 |
| MSCI Australia UCITS ETF |  |  |  |
| Goldman Sachs | United Kingdom | 453,036 | 476,502 |
| JP Morgan Securities Plc | United Kingdom | 366,599 | 396,923 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 1,776,462 | 1,865,626 |
| Total |  | 2,596,097 | 2,739,051 |
| MSCI USA hedged to EUR UCITS ETF |  |  |  |
| HSBC Bank Plc | United Kingdom | 294,269 | 343,207 |
| Merrill Lynch International | United Kingdom | 262,765 | 284,159 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 145,934 | 154,151 |
| Societe Generale SA | France | 396,806 | 435,709 |
| UBS AG | Switzerland | 1,959,029 | 2,164,406 |
| Total |  | 3,058,803 | 3,381,632 |
| MSCI USA hedged to CHF UCITS ETF |  |  |  |
| Merrill Lynch International | United Kingdom | 82,170 | 88,846 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 46,553 | 49,174 |
| UBS AG | Switzerland | 517,563 | 572,354 |
| Total |  | 646,286 | 710,374 |
| Factor MSCI USA Low Volatility UCITS ETF |  |  |  |
| UBS AG | Switzerland | 360,267 | 401,453 |
| Total |  | 360,267 | 401,453 |
| Factor MSCI USA Prime Value UCITS ETF |  |  |  |
| UBS AG | Switzerland | 10,480,806 | 11,678,993 |
| Total |  | 10,480,806 | 11,678,993 |
| Factor MSCI USA Quality UCITS ETF |  |  |  |
| Macquarie Bank Limited | Australia | 11,390,054 | 12,334,788 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 129,499 | 136,791 |
| UBS AG | Switzerland | 1,015,945 | 1,132,090 |
| Total |  | 12,535,498 | 13,603,669 |

| Appendix 1 (continued) |  |  |  |
| --- | --- | --- | --- |
| Securities Financing Transactions Regulations (continued) |  |  |  |
|  | Counterparty's | Securities | Non-Cash Collateral |
| Counterparty | country of incorporation | on loan USD | received USD |
| MSCI USA Select Factor Mix UCITS ETF |  |  |  |
| Merrill Lynch International | United Kingdom | 914,629 | 988,691 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 17,712 | 18,710 |
| Societe Generale SA | France | 905,348 | 994,111 |
| UBS AG | Switzerland 	2,948,145	3,273,752 |
| Total | 	4,785,834	5,275,264 |

The following table provides an analysis of the maturity tenor of non-cash collateral received by way of title transfer collateral arrangement by the Fund/s in respect of securities on loan as at 30 June 2022.
Non-Cash Collateral securities lending
|  | Solactive |  |
| --- | --- | --- |
|  |  | MSCI USA |  | S&P | Global Pure | MSCI |
| Maturity Tenor | MSCI USA | Value | MSCI World | 500 UCITS | Gold Miners | Australia |
|  | UCITS ETF | UCITS ETF | UCITS ETF | ETF | UCITS ETF | UCITS ETF |
|  | USD | USD | USD | USD | USD | USD |
| One day to one week | - | - | - | - | - | - |
| 1 week to 1 month | 145,012 | 57,323 | 340,723 | 30,481 | 104,306 | - |
| 1 to 3 months | 332,961 | 137,226 | 113,923 | 25,550 | 7,984 | - |
| 3 months to 1 year | 471,756 | 232,195 | 736,529 | 63,835 | 717,548 | - |
| Greater than 1 year | 2,457,496 | 1,002,253 | 8,226,278 | 224,235 | 9,177,614 | 2,342,128 |
| Open transactions | 34,532,160 | 9,733,961 | 8,787,551 | 10,952,553 | 1,483,506 | 396,923 |
| Total |   37,939,385	11,162,958	18,205,004	11,296,654	11,490,958	2,739,051 |

|  | MSCI USA | MSCI USA | Factor MSCI | Factor MSCI | MSCI USA |
| --- | --- | --- | --- | --- | --- |
| hedged to | hedged to | USA Low | USA Prime Factor MSCI | Select |
| Maturity Tenor | EUR UCITS | CHF UCITS | Volatility | Value USA Quality | Factor Mix |
|  | ETF | ETF | UCITS ETF | UCITS ETF	UCITS ETF | UCITS ETF |
|  | USD | USD | USD | USD	USD | USD |
| One day to one week | - | - | - | -	- | - |
| 1 week to 1 month | 68,795 | 19,005 | 17,979 | 523,048	50,701 | 129,310 |
| 1 to 3 months | 99,087 | 27,374 | 15,071 | 438,447	42,503 | 263,916 |
| 3 months to 1 year | 499,764 | 123,586 | 37,654 | 1,095,414	106,183 | 489,569 |
| Greater than 1 year | 1,388,500 | 330,606 | 132,267 | 3,847,879	509,777 | 1,970,836 |
| Open transactions | 1,325,486 | 209,803 | 198,482 | 5,774,205	12,894,505 | 2,421,633 |
| Total | 3,381,632 | 710,374 | 401,453 | 11,678,993	13,603,669 | 5,275,264 |

Translation (ENDE, 2022-06-30):
# Anhang 1 (Fortsetzung)
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.
|  | Entgegen- |
| --- | --- |
| genommene |
| Gegenpartei | Gründungsland der Gegenpartei | Verliehene Wertpapiere USD | Sachsicher- heiten USD |
| MSCI USA UCITS ETF |  |  |  |
| Barclays Bank Plc | Großbritannien | 13.429.168 | 14.893.058 |
| Merrill Lynch International | Großbritannien | 941.279 | 1.016.051 |
| Morgan Stanley & Co. International Plc. | Großbritannien | 432.860 | 457.232 |
| Societe Generale SA | Frankreich | 16.427.628 | 18.038.236 |
| UBS AG | Schweiz | 3.180.041 | 3.534.808 |

Insgesamt		34.410.976	37.939.385
| MSCI USA Value UCITS ETF |  |
| --- | --- |
| Barclays Bank Plc | Großbritannien | 8.204.986 | 9.099.398 |
| HSBC Bank Plc | Großbritannien | 3.938 | 4.592 |
| Merrill Lynch International | Großbritannien | 537.546 | 580.918 |
| UBS AG | Schweiz | 1.331.671 | 1.478.050 |

Insgesamt		10.078.141	11.162.958
| MSCI World UCITS ETF |  |
| --- | --- |
| Bank Of Nova Scotia | Kanada | 1.658.950 | 1.791.666 |
| Barclays Bank Plc | Großbritannien | 1.486.217 | 1.648.226 |
| Barclays Capital Securities Limited | Großbritannien | 3.665.673 | 3.954.437 |
| BNP Paribas | Frankreich | 289.765 | 312.242 |
| BofA Securities Europe SA | Frankreich | 14.772 | 15.584 |
| Citigroup Global Markets Limited | Großbritannien | 593.298 | 632.935 |
| Goldman Sachs | Großbritannien | 2.571.198 | 2.742.960 |
| HSBC Bank Plc | Großbritannien | 346.589 | 375.624 |
| JP Morgan Securities Plc | Großbritannien | 716.909 | 773.654 |
| Merrill Lynch International | Großbritannien | 752.313 | 802.088 |
| Societe Generale SA | Frankreich | 2.185.542 | 2.390.533 |
| UBS AG | Schweiz | 2.595.265 | 2.765.055 |
| Insgesamt |  | 16.876.491 | 18.205.004 |
| S&P 500 UCITS ETF |  |  |  |
| Barclays Bank Plc | Großbritannien | 3.182.915 | 3.529.879 |
| Societe Generale SA | Frankreich | 6.453.467 | 7.086.183 |
| UBS AG | Schweiz | 610.768 | 680.592 |
| Insgesamt |  | 10.247.150 | 11.296.654 |