# Appendix 1 (continued)
## Securities Financing Transactions Regulations (continued)
| Counterparty | Counterparty's country of incorporation | Securities on loan USD | Non-Cash Collateral received USD |
| --- | --- | --- | --- |
| MSCI USA Select Factor Mix UCITS ETF |  |  |  |
| Credit Suisse Securities (Europe) Limited | United Kingdom | 55,586 | 61,988 |
| JP Morgan Securities Plc | United Kingdom | 12,480 | 13,534 |
| Macquarie Bank Limited | Australia | 228,131 | 257,315 |
| Merrill Lynch lnternational | United Kingdom | 599 | 657 |
| Morgan Stanley & Co. lnternational Plc. | United Kingdom | 5,400 | 5,748 |

Societe Generale SA	France	1,300,047	1,519,183
Total		1,602,243	1,858,425
The following table provides an analysis of the maturity tenor (maturities below one week are not applicable) of cash and 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 2020.
Non-Cash Collateral securities lending
|  | Solative |  |
| --- | --- | --- |
|  |  | MSCI |  |  | Global Pure | MSCI |
|  | MSCI USA | USA Value | MSCI World | S&P 500 | Gold Miners | Australia |
| Maturity Tenor | UCITS ETF | UCITS ETF | UCITS ETF | UCITS ETF | UCITS ETF | UCITS ETF |
| One day to one | USD | USD | USD | USD | USD | USD |
| week | - | - | - | - | - | - |
| 1 week to 1 month | 179,864 | 84,832 | 84,719 | 42,746 | 27,539 | - |
| 1 to 3 months | 17,838 | 2,913 | 7,599 | 1,882 | - | 24,149 |
| 3 months to 1 year | 64,320 | 32,273 | 449,988 | 16,106 | 303,120 | 40,081 |
| Greater than 1 year | 13,454,042 | 4,088,324 | 5,104,716 | 2,180,490 | 2,351,480 | 1,162,442 |
| Open transactions | 31,257,045 | 10,758,717 | 7,457,786 | 5,663,809 | 6,558,727 | 799,792 |
| Total | 	44,973,109	14,967,059	13,104,808	7,905,033	9,240,866	2,026,464 |

Non-Cash Collateral securities lending
|  | MSCI USA hedged to | MSCI USA hedged to | DJ Global Select | Factor MSCI USA Low | Factor MSCI USA Prime | Factor MSCI |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | CHF | Dividend | Volatility | Value UCITS | USA Quality |
| Maturity Tenor | UCITS ETF | UCITS ETF | UCITS ETF | UCITS ETF | ETF | UCITS ETF |
|  | USD | USD | USD | USD | USD | USD |
| One day to one week | - | - | - | - | - | - |
| 1 week to 1 month | - | - | 60,140 | 40,319 | 6,557 | - |
| 1 to 3 months | - | - | 609 | 1,316 | 357 | - |
| 3 months to 1 year | 784 | - | 58,719 | 20,636 | 3,482 | 4,170 |
| Greater than 1 year | 3,367,367 | 155,932 | 3,341,546 | 2,564,877 | 378,841 | 94,609 |
| Open transactions | 1,599,598 | 1,064,352 | 3,926,410 | 1,069,823 | 312,852 | 618,264 |
| Total | 4,967,749 | 1,220,284 | 7,387,424 | 3,696,971 | 702,089 | 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 |