# 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 noncash collateral is received.
Non-Cash
| Counterparty | Counterparty's country of incorporation | Securities on loan USD | Collateral received USD |
| --- | --- | --- | --- |
| MSCI USA UCITS ETF Barclays Bank Plc | United Kingdom | 36,154,456 | 40,077,377 |
| Credit Suisse AG (Dublin Branch) | Ireland | 7,196,823 | 8,077,673 |
| HSBC Bank Plc | United Kingdom | 31,040 | 34,746 |
| Societe Generale SA | France | 5,925,122 | 6,493,124 |
| Total |  | 49,307,441 | 54,682,920 |
| MSCI USA Value UCITS ETF Barclays Bank Plc | United Kingdom | 5,889,557 | 6,528,601 |
| Credit Suisse AG (Dublin Branch) | Ireland | 5,686,867 | 6,342,071 |
| HSBC Bank Plc | United Kingdom | 308,196 | 344,991 |
| Societe Generale SA | France | 319,504 | 350,133 |
| Total |  | 12,204,124 | 13,565,796 |
| MSCI World UCITS ETF Barclays Bank Plc | United Kingdom | 2,363,341 | 2,619,773 |
| Barclays Capital Securities Limited | United Kingdom | 865,095 | 927,651 |
| Bank of Nova Scotia | Canada | 930,123 | 1,004,720 |
| BNP Paribas Arbitrage Snc | France | 20,628 | 23,044 |
| Citigroup Global Markets Limited | United Kingdom | 691,438 | 729,934 |
| Credit Suisse AG (Dublin Branch) | Ireland | 2,057,886 | 2,265,132 |
| Goldman Sachs International | United Kingdom | 1,771,175 | 1,919,711 |
| HSBC Bank Plc | United Kingdom | 235,656 | 256,155 |
| JP Morgan Securities Plc | United Kingdom | 1,264,326 | 1,353,884 |
| Merrill Lynch International | United Kingdom | 1,249,432 | 1,315,089 |
| Societe Generale SA | France | 1,920,268 | 2,081,774 |
| Total |  | 13,369,368 | 14,496,867 |
| S&P 500 UCITS ETF Barclays Bank Plc | United Kingdom | 9,570,124 | 10,608,526 |
| Credit Suisse AG (Dublin Branch) | Ireland | 2,252,564 | 2,495,648 |
| Societe Generale SA | France | 2,282,827 | 2,501,666 |
| Total |  | 14,105,515 | 15,605,840 |
| Solactive Global Pure Gold Miners UCITS ETF Bank of Nova Scotia | Canada | 935,030 | 990,569 |
| Citigroup Global Markets Limited | United Kingdom | 879,186 | 947,018 |
| Credit Suisse International | United Kingdom | 123,891 | 129,594 |
| JP Morgan Securities Plc | United Kingdom | 3,133,059 | 3,375,207 |
| Merrill Lynch International | United Kingdom | 1,830,176 | 1,956,751 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 4,017,402 | 4,219,919 |
| Societe Generale SA | France | 190,279 | 205,323 |
| Total |  | 11,109,023 | 11,824,381 |

| Appendix 1 (continued) |  |
| --- | --- |
| Securities Financing Transactions Regulations (continued) |
|  | Counterparty's | Securities | Non-Cash Collateral |
| Counterparty | country of incorporation | on loan USD | received USD |
| MSCI Australia UCITS ETF |  |  |  |
| Goldman Sachs International | United Kingdom | 2,667,750 | 2,802,968 |
| Merrill Lynch International | United Kingdom | 3,145,335 | 3,306,272 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 2,513,144 | 2,643,578 |
| Societe Generale SA | France | 253,439 | 273,957 |
| Total |  | 8,579,668 | 9,026,775 |
| MSCI USA hedged to EUR UCITS ETF |  |  |  |
| HSBC Bank Plc | United Kingdom | 1,542,042 | 1,726,144 |
| Societe Generale SA | France | 19,992,623 | 21,909,184 |
| Total |  | 21,534,665 | 23,635,328 |
| MSCI USA hedged to CHF UCITS ETF |  |  |  |
| Societe Generale SA | France | 3,228,739 | 3,538,255 |
| Total |  | 3,228,739 | 3,538,255 |
| Factor MSCI USA Low Volatility UCITS ETF |  |  |  |
| Credit Suisse AG (Dublin Branch) | Ireland | 3,162,510 | 3,495,576 |
| Total |  | 3,162,510 | 3,495,576 |
| Factor MSCI USA Prime Value UCITS ETF |  |  |  |
| Credit Suisse AG (Dublin Branch) | Ireland | 2,005,605 | 2,239,053 |
| Total |  | 2,005,605 | 2,239,053 |
| MSCI USA Select Factor Mix UCITS ETF |  |  |  |
| Macquarie Bank Limited | Australia | 90,369 | 100,548 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 12,318 | 12,974 |
| Societe Generale SA | France | 4,697,749 | 5,148,090 |
| Total |  | 4,800,436 | 5,261,612 |

Translation (ENDE, 2021-06-30):
# 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 Sachsicher- heiten USD |
| --- | --- | --- | --- |
| MSCI USA UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 36.154.456 | 40.077.377 |
| Credit Suisse AG (Dublin Branch) | Irland | 7.196.823 | 8.077.673 |
| HSBC Bank Plc | Grossbritannien | 31.040 | 34.746 |
| Societe Generale SA | Frankreich | 5.925.122 | 6.493.124 |
| Insgesamt |  | 49.307.441 | 54.682.920 |
| MSCI USA Value UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 5.889.557 | 6.528.601 |
| Credit Suisse AG (Dublin Branch) | Irland | 5.686.867 | 6.342.071 |
| HSBC Bank Plc | Grossbritannien | 308.196 | 344.991 |
| Societe Generale SA	Frankreich	319.504	350.133 |
| Insgesamt |  | 12.204.124 | 13.565.796 |
| MSCI World UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 2.363.341 | 2.619.773 |
| Barclays Capital Securities Limited | Grossbritannien | 865.095 | 927.651 |
| Bank of Nova Scotia | Kanada | 930.123 | 1.004.720 |
| BNP Paribas Arbitrage Snc | Frankreich | 20.628 | 23.044 |
| Citigroup Global Markets Limited | Grossbritannien | 691.438 | 729.934 |
| Credit Suisse AG (Dublin Branch) | Irland | 2.057.886 | 2.265.132 |
| Goldman Sachs International | Grossbritannien | 1.771.175 | 1.919.711 |
| HSBC Bank Plc | Grossbritannien | 235.656 | 256.155 |
| JP Morgan Securities Plc | Grossbritannien | 1.264.326 | 1.353.884 |
| Merrill Lynch International | Grossbritannien | 1.249.432 | 1.315.089 |
| Societe Generale SA	Frankreich	1.920.268	2.081.774 |
| Insgesamt |  | 13.369.368 | 14.496.867 |
| S&P 500 UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 9.570.124 | 10.608.526 |
| Credit Suisse AG (Dublin Branch) | Irland | 2.252.564 | 2.495.648 |
| Societe Generale SA	Frankreich	2.282.827	2.501.666 |
| Insgesamt |  | 14.105.515 | 15.605.840 |
| Solactive Global Pure Gold Miners UCITS ETF |  |  |  |
| Bank of Nova Scotia | Kanada | 935.030 | 990.569 |
| Citigroup Global Markets Limited | Grossbritannien | 879.186 | 947.018 |
| Credit Suisse International | Grossbritannien | 123.891 | 129.594 |
| JP Morgan Securities Plc | Grossbritannien | 3.133.059 | 3.375.207 |
| Merrill Lynch International | Grossbritannien | 1.830.176 | 1.956.751 |
| Morgan Stanley & Co. International Plc. | Grossbritannien | 4.017.402 | 4.219.919 |
| Societe Generale SA | Frankreich | 190.279 | 205.323 |
| Insgesamt |  | 11.109.023 | 11.824.381 |

| Anhang 1 (Fortset<ung) |  |
| --- | --- |
| Verordnung über die Transparenz von Wertpapierfinanzierungsgeschäften (Fortsetzung) |
| Entliehene | Entgegen- genommene Sachsicher- |
| Gründungsland  Wertpapiere | heiten USD |
| Gegenpartei	der Gegenpartei	USD | USD |
| MSCI Australia UCITS ETF |  |
| Goldman Sachs International	Grossbritannien2.667.750 | 2.802.968 |
| Merrill Lynch International	Grossbritannien3.145.335 | 3.306.272 |
| Morgan Stanley & Co. International Plc.	Grossbritannien2.513.144 | 2.643.578 |
| Societe Generale SA	Frankreich253.439 | 273.957 |
| Insgesamt8.579.668 | 9.026.775 |
| MSCI USA hedged to EUR UCITS ETF |  |
| HSBC Bank Plc	Grossbritannien1.542.042 | 1.726.144 |
| Societe Generale SA	Frankreich	19.992.623 | 21.909.184 |
| Insgesamt21.534.665 | 23.635.328 |
| MSCI USA hedged to CHF UCITS ETF |  |
| Societe Generale SA	Frankreich3.228.739 | 3.538.255 |
| Insgesamt3.228.739 | 3.538.255 |
| Factor MSCI USA Low Volatility UCITS ETF |  |
| Credit Suisse AG (Dublin Branch)	Irland3.162.510 | 3.495.576 |
| Insgesamt3.162.510 | 3.495.576 |
| Factor MSCI USA Prime Value UCITS ETF |  |
| Credit Suisse AG (Dublin Branch)	Irland2.005.605 | 2.239.053 |
| Insgesamt2.005.605 | 2.239.053 |
| MSCI USA Select Factor Mix UCITS ETF |  |
| Macquarie Bank Limited	Australien90.369 | 100.548 |
| Morgan Stanley & Co. International Plc.	Grossbritannien12.318 | 12.974 |
| Societe Generale SA	Frankreich4.697.749 | 5.148.090 |
| Insgesamt4.800.436 | 5.261.612 |